public async Task<OrderbookResponse> GetOrderbook(OrderbookRequest request)
{
var response = new OrderbookResponse ();
var client = this.ApiClient ();
client.QueryString.Add ("currencypair", request.ExchangeMarketRef);
string rawData = await client.DownloadStringTaskAsync (this.OrderbookApiUri);
var jsonData = JToken.Parse (rawData);
DateTime reportedTime = Utilities.GetDateTimeFromUnixTimestamp(
jsonData ["data"] ["now"].Value<long> () / 1000000
);
response.AddRange (
from rawOrder in jsonData["data"]["bids"]
select new Order () {
ExchangeMarketCD = request.ExchangeMarketCD,
Price = Decimal.Parse (rawOrder ["price"].Value<string> ()),
Amount = Decimal.Parse (rawOrder ["amount"].Value<string> ()),
OrderType = OrderType.BidOrder,
RawData = Encoding.ASCII.GetBytes (rawOrder.ToString ()),
ReportedTime = reportedTime,
LastSeen = DateTimeOffset.UtcNow
}
);
response.AddRange (
from rawOrder in jsonData["data"]["asks"]
select new Order () {
ExchangeMarketCD = request.ExchangeMarketCD,
Price = Decimal.Parse (rawOrder ["price"].Value<string> ()),
Amount = Decimal.Parse (rawOrder ["amount"].Value<string> ()),
OrderType = OrderType.AskOrder,
RawData = Encoding.ASCII.GetBytes (rawOrder.ToString ()),
ReportedTime = reportedTime,
LastSeen = DateTimeOffset.UtcNow
}
);
return response;
}
public async Task<OrderbookResponse> GetOrderbook(OrderbookRequest request)
{
var response = new OrderbookResponse ();
var client = this.ApiClient ();
client.QueryString.Add ("currencypair", request.ExchangeMarketRef);
string rawData = await client.DownloadStringTaskAsync (this.OrderbookApiUri);
var jsonData = JToken.Parse (rawData);
response.AddRange (
from rawOrder in jsonData["orderbook"]["bids"]
select new Order () {
ExchangeMarketCD = request.ExchangeMarketCD,
Amount = Decimal.Parse (rawOrder [1].Value<string> ()),
Price = Decimal.Parse (rawOrder [0].Value<string> ()),
OrderType = OrderType.BidOrder,
RawData = Encoding.ASCII.GetBytes (rawOrder.ToString ()),
LastSeen = DateTimeOffset.UtcNow
}
);
response.AddRange (
from rawOrder in jsonData["orderbook"]["asks"]
select new Order () {
ExchangeMarketCD = request.ExchangeMarketCD,
Amount = Decimal.Parse (rawOrder[1].Value<string> ()),
Price = Decimal.Parse (rawOrder[0].Value<string> ()),
OrderType = OrderType.AskOrder,
RawData = Encoding.ASCII.GetBytes (rawOrder.ToString ()),
LastSeen = DateTimeOffset.UtcNow
}
);
return response;
}
