private void HandleTradeMessage(SubscriptionEventResponse channel, dynamic data)
{
if (!(data[1] is JArray))
{
return;
}
var raw = data[1] as JArray;
var pair = channel.Pair.Split('/');
var baseCurrencyCode = Exchange.GetStandardisedCurrencyCode(CurrencyFactory, pair[0]);
var quoteCurrencyCode = Exchange.GetStandardisedCurrencyCode(CurrencyFactory, pair[1]);
var symbol = SymbolFactory.Get(baseCurrencyCode, quoteCurrencyCode);
var trades = raw.Select(t => new MarketTrade
{
Exchange = Exchange.Name,
SymbolCode = symbol.Code,
Epoch = Epoch.FromSeconds(Convert.ToDouble(t[2])),
Price = Convert.ToDecimal(t[0]),
Volume = Convert.ToDecimal(t[1]),
Side = (string)t[3] == "b" ? OrderSideEnum.Buy : OrderSideEnum.Sell
}).ToList();
var tradeResult = new TradeResult
{
Exchange = Exchange.Name,
SymbolCode = symbol.Code,
Filter = null,
Trades = trades
};
OnTradesReceived?.Invoke(this, new TradesReceivedEventArgs {
Data = tradeResult
});
}
public static T2 ChangeType <T, T2>(this Kraken exchange, ICurrencyFactory currencyFactory, ISymbolFactory symbolFactory, NameValueCollection postData, T obj)
{
if (typeof(T) == typeof(KrakenCancelOrderResult))
{
var cancelOrder = obj as KrakenCancelOrderResult;
return((T2)(object)new CancelOrder());
}
if (typeof(T) == typeof(KrakenOrderQuery))
{
var orders = obj as KrakenOrderQuery;
return((T2)(object)orders.Select(kvp => new OrderItem
{
SymbolCode = symbolFactory.Get(exchange.DecodeAssetPair(kvp.Value.Descr.Pair)[0], exchange.DecodeAssetPair(kvp.Value.Descr.Pair)[1]).Code,
Id = kvp.Key,
OrderEpoch = Epoch.FromSeconds((long)kvp.Value.OpenTm),
Side = exchange.GetOrderSide(kvp.Value.Descr.Type),
Type = exchange.GetOrderType(kvp.Value.Descr.OrderType),
State = exchange.GetOrderState(kvp.Value.Status),
Price = exchange.GetOrderType(kvp.Value.Descr.OrderType) == OrderTypeEnum.Limit ? kvp.Value.LimitPrice : kvp.Value.Price,
AvgPrice = kvp.Value.Price,
Fee = kvp.Value.Fee,
Volume = kvp.Value.Volume,
RemainingVolume = kvp.Value.Volume - kvp.Value.VolumeExec
}));
}
if (typeof(T) == typeof(KrakenOpenOrders))
{
var orders = obj as KrakenOpenOrders;
return((T2)(object)orders.Open.Where(o => o.Value.Descr.Pair == postData["pair"]).Select(kvp => new OrderItem
{
SymbolCode = symbolFactory.Get(exchange.DecodeAssetPair(kvp.Value.Descr.Pair)[0], exchange.DecodeAssetPair(kvp.Value.Descr.Pair)[1]).Code,
Id = kvp.Key,
OrderEpoch = Epoch.FromSeconds((long)kvp.Value.OpenTm),
Side = exchange.GetOrderSide(kvp.Value.Descr.Type),
Type = exchange.GetOrderType(kvp.Value.Descr.OrderType),
State = exchange.GetOrderState(kvp.Value.Status),
Price = exchange.GetOrderType(kvp.Value.Descr.OrderType) == OrderTypeEnum.Limit ? kvp.Value.LimitPrice : kvp.Value.Price,
AvgPrice = kvp.Value.Price,
Fee = kvp.Value.Fee,
Volume = kvp.Value.Volume,
RemainingVolume = kvp.Value.Volume - kvp.Value.VolumeExec
}).ToList());
}
if (typeof(T) == typeof(KrakenClosedOrders))
{
var orders = obj as KrakenClosedOrders;
return((T2)(object)orders.Closed.Where(o => o.Value.Descr.Pair == postData["pair"]).Select(kvp => new OrderItem
{
SymbolCode = symbolFactory.Get(exchange.DecodeAssetPair(kvp.Value.Descr.Pair)[0], exchange.DecodeAssetPair(kvp.Value.Descr.Pair)[1]).Code,
Id = kvp.Key,
OrderEpoch = Epoch.FromSeconds((long)kvp.Value.OpenTm),
Side = exchange.GetOrderSide(kvp.Value.Descr.Type),
Type = exchange.GetOrderType(kvp.Value.Descr.OrderType),
State = exchange.GetOrderState(kvp.Value.Status),
Price = exchange.GetOrderType(kvp.Value.Descr.OrderType) == OrderTypeEnum.Limit ? kvp.Value.LimitPrice : kvp.Value.Price,
AvgPrice = kvp.Value.Price,
Fee = kvp.Value.Fee,
Volume = kvp.Value.Volume,
RemainingVolume = kvp.Value.Volume - kvp.Value.VolumeExec
}).ToList());
}
if (typeof(T) == typeof(KrakenAddOrderResult))
{
var order = obj as KrakenAddOrderResult;
return((T2)(object)new CreateOrder
{
Id = order.TxId.First(),
OrderEpoch = Epoch.Now,
SymbolCode = symbolFactory.Get(exchange.DecodeAssetPair(postData["pair"])[0], exchange.DecodeAssetPair(postData["pair"])[1]).Code,
Side = exchange.GetOrderSide(postData["type"]),
Type = exchange.GetOrderType(postData["ordertype"]),
Price = Convert.ToDecimal(postData["price"]),
Volume = Convert.ToDecimal(postData["volume"]),
State = OrderStateEnum.Pending
});
}
if (typeof(T) == typeof(KrakenAccount))
{
var balance = obj as KrakenAccount;
var assets = exchange.Assets;
return((T2)(object)balance.Select(kvp => new AccountBalance
{
CurrencyCode = exchange.GetStandardisedCurrencyCode(currencyFactory, assets[kvp.Key].AltName),
Balance = kvp.Value
}).ToList());
}
if (typeof(T) == typeof(KrakenTradeHistory))
{
var assets = exchange.Assets;
var assetPairs = exchange.AssetPairs;
var trades = obj as KrakenTradeHistory;
return((T2)(object)trades.Trades
.Where(kvp => postData["pair"] == $"{exchange.GetCurrencyCode(exchange.DecodeQuotePair(kvp.Value.Pair)[0])}{exchange.GetCurrencyCode(exchange.DecodeQuotePair(kvp.Value.Pair)[1])}")
.Select(kvp => new TradeItem
{
Exchange = exchange.Name,
SymbolCode = symbolFactory.Get(exchange.GetStandardisedCurrencyCode(currencyFactory, assets[assetPairs[kvp.Value.Pair].Base].AltName), exchange.GetStandardisedCurrencyCode(currencyFactory, assets[assetPairs[kvp.Value.Pair].Quote].AltName)).Code,
Id = kvp.Key,
OrderId = kvp.Value.OrderTxId,
Created = Epoch.FromSeconds(kvp.Value.Time),
Side = exchange.GetOrderSide(kvp.Value.Type),
Price = kvp.Value.Price,
Fee = kvp.Value.Fee,
Volume = kvp.Value.Volume
}).ToList());
}
if (typeof(T) == typeof(KrakenTick))
{
var assets = exchange.Assets;
var assetPairs = exchange.AssetPairs;
var tick = (obj as KrakenTick).First();
return((T2)(object)new MarketTick
{
Exchange = exchange.Name,
SymbolCode = symbolFactory.Get(exchange.GetStandardisedCurrencyCode(currencyFactory, assets[assetPairs[tick.Key].Base].AltName), exchange.GetStandardisedCurrencyCode(currencyFactory, assets[assetPairs[tick.Key].Quote].AltName)).Code,
Epoch = Epoch.Now,
BuyPrice = tick.Value.Ask.First(),
SellPrice = tick.Value.Bid.First(),
LastPrice = tick.Value.Last.First()
});
}
if (typeof(T) == typeof(KrakenTicks))
{
var assets = exchange.Assets;
var assetPairs = exchange.AssetPairs;
var ticks = obj as KrakenTicks;
return((T2)(object)ticks.Select(kvp => new MarketTick
{
Exchange = exchange.Name,
SymbolCode = symbolFactory.Get(exchange.GetStandardisedCurrencyCode(currencyFactory, assets[assetPairs[kvp.Key].Base].AltName), exchange.GetStandardisedCurrencyCode(currencyFactory, assets[assetPairs[kvp.Key].Quote].AltName)).Code,
Epoch = Epoch.Now,
BuyPrice = kvp.Value.Ask.First(),
SellPrice = kvp.Value.Bid.First(),
LastPrice = kvp.Value.Last.First()
}).ToList());
}
if (typeof(T) == typeof(KrakenOrderBook))
{
var book = (obj as KrakenOrderBook).First();
var pair = exchange.DecodeAssetPair(postData["pair"]);
var symbol = symbolFactory.Get(pair[0], pair[1]);
return((T2)(object)new OrderBook
{
Exchange = exchange.Name,
SymbolCode = symbol.Code,
Ask = book.Value.Asks.Select(a => new OrderBookItem
{
Price = a.ElementAt(0),
AvgPrice = a.ElementAt(0),
Volume = a.ElementAt(1),
OrderTime = Epoch.FromSeconds((long)a.ElementAt(2)).DateTime
}).ToList(),
Bid = book.Value.Bids.Select(a => new OrderBookItem
{
Price = a.ElementAt(0),
Volume = a.ElementAt(1),
OrderTime = Epoch.FromSeconds((long)a.ElementAt(2)).DateTime
}).ToList()
});
}
if (typeof(T) == typeof(KrakenTradeVolume))
{
var tradeVol = (obj as KrakenTradeVolume);
var takerFee = tradeVol.Fees.First().Value.Fee;
return((T2)(object)new TradeFee
{
CurrencyCode = CurrencyCodeEnum.USD,
Taker = takerFee / 100.0m,
Maker = (tradeVol.FeesMaker != null && tradeVol.FeesMaker.Count > 0 ? tradeVol.FeesMaker.First().Value.Fee : takerFee) / 100.0m
});
}
if (typeof(T) == typeof(KrakenTrade <string, List <List <object> > >))
{
var tradeResult = (obj as KrakenTrade <string, List <List <object> > >);
var pair = exchange.DecodeAssetPair(postData["pair"]);
var symbol = symbolFactory.Get(pair[0], pair[1]);
return((T2)(object)new TradeResult
{
Exchange = exchange.Name,
SymbolCode = symbol.Code,
Filter = Convert.ToString(tradeResult.Last),
Trades = tradeResult.First().Value.Select(t => new MarketTrade
{
Exchange = exchange.Name,
SymbolCode = symbol.Code,
Epoch = Epoch.FromSeconds(Convert.ToDouble(t[2])),
Price = Convert.ToDecimal(t[0]),
Volume = Convert.ToDecimal(t[1]),
Side = Convert.ToString(t[3]) == "b" ? OrderSideEnum.Buy : OrderSideEnum.Sell
}).ToList()
});
}
if (typeof(T) == typeof(T2))
{
return((T2)(object)obj);
}
throw new Exception("Invalid type provided - " + typeof(T2));
}