//public static void GetStatus(string username, string message)
//{
// string connectionToSendMessage;
// Connections.TryGetValue(username, out connectionToSendMessage);
// //hubContext.Clients.All.acknowledgeMessage(message);
// var _test = new HubResponseModel()
// {
// EmpId = "123",
// Message = "sadasd",
// IsSuccess = true
// };
// if (!string.IsNullOrWhiteSpace(connectionToSendMessage))
// {
// hubContext.Clients.Client(connectionToSendMessage).acknowledgeMessage(_test);
// }
//}
public static void GetStatus(string id, string message)
{
//string connectionToSendMessage;
//Connections.TryGetValue(username, out connectionToSendMessage);
//hubContext.Clients.All.acknowledgeMessage(message);
var _test = new HubResponseModel()
{
EmpId = "123",
Message = "sadasd",
IsSuccess = true
};
if (!string.IsNullOrWhiteSpace(id))
{
hubContext.Clients.Client(id).acknowledgeMessage(_test);
}
}
/// <summary>
/// Conversions for the retrieved data.
/// </summary>
/// <param name="data">The data.</param>
/// <param name="currentutc"></param>
/// <returns></returns>
public DataPointImpl[] ParseData(object data, DateTime currentutc)
{
//Check data update type
var result = JSON.DeserializeDynamic(data.ToString());
var toreturn = new List <DataPointImpl>();
//Only do exchangeModel updates
if (result.M == "updateExchangeState")
{
//Deserialize
HubResponseModel <ExchangeStateModel> exchangeupdate = JSON.Deserialize <HubResponseModel <ExchangeStateModel> >(data.ToString(), Options.ISO8601);
//Go trough all items
foreach (var item in exchangeupdate.Content)
{
//Check NOUNCE
string nounce = $"{item.MarketName}.{item.Nounce}";
if (_nouncememory.Contains(nounce))
{
continue;
}
else
{
_nouncememory.Enqueue(nounce);
}
//Check data
if (!_orderbook.TryGetValue(item.MarketName, out var orderbook))
{
//Set order book instance
orderbook = new OrderBook(item.MarketName);
_orderbook[item.MarketName] = orderbook;
}
//Update function
bool ProcessUpdate(int type, bool isbid, double price, double quantity) =>
(type == 0 && orderbook.AddQuote(isbid, price, quantity)) ||
(type == 1 && orderbook.RemoveQuote(isbid, price, quantity)) ||
(type == 2 && orderbook.UpdateQuote(isbid, price, quantity));
//Check for quote updates in the order book (size == 0 = remove from order book)
bool update = item.Sells.Count(x => ProcessUpdate(x.Type, false, x.Rate, x.Quantity)) > 0;
update = item.Buys.Count(x => ProcessUpdate(x.Type, true, x.Rate, x.Quantity)) > 0 | update;
//If update, send
if (update)
{
toreturn.Add(new Tick(GetQuantlerTicker(item.MarketName), DataSource)
{
AskPrice = Convert.ToDecimal(orderbook.BestAsk),
AskSize = Convert.ToDecimal(orderbook.AskSize),
BidPrice = Convert.ToDecimal(orderbook.BestBid),
BidSize = Convert.ToDecimal(orderbook.BidSize),
TimeZone = TimeZone.Utc,
Occured = currentutc,
Depth = 0
});
}
//Trades
foreach (var x in item.Fills)
{
toreturn.Add(new Tick(GetQuantlerTicker(item.MarketName), DataSource)
{
TradePrice = Convert.ToDecimal(x.Rate),
Size = Convert.ToDecimal(x.Quantity),
Occured = x.TimeStamp,
TimeZone = TimeZone.Utc,
Price = Convert.ToDecimal(x.Rate)
});
}
}
}
else if (result.M == "updateSummaryState")
{
//Deserialize
HubResponseModel <SummaryStateModel> updatesummary = JSON.Deserialize <HubResponseModel <SummaryStateModel> >(data.ToString(), Options.ISO8601);
//Set all data
foreach (var item in updatesummary.Content)
{
//Check NOUNCE
string nounce = $"Summary.{item.Nounce}";
if (_nouncememory.Contains(nounce))
{
continue;
}
else
{
_nouncememory.Enqueue(nounce);
}
foreach (var x in item.Deltas)
{
//Check data
if (!_orderbook.TryGetValue(x.MarketName, out var orderbook))
{
//Set order book instance
orderbook = new OrderBook(x.MarketName);
_orderbook[x.MarketName] = orderbook;
//Set initial best bid and ask
orderbook.SetBestBook(true, x.Bid, x.BaseVolume);
orderbook.SetBestBook(false, x.Ask, x.BaseVolume);
}
else
{
//Update order book (best bid and ask)
orderbook.SetBestBook(true, x.Bid, orderbook.BidSize);
orderbook.SetBestBook(false, x.Ask, orderbook.AskSize);
}
//Summary data
toreturn.Add(new Tick(GetQuantlerTicker(x.MarketName), DataSource)
{
AskPrice = Convert.ToDecimal(x.Ask),
AskSize = Convert.ToDecimal(orderbook.AskSize),
BidPrice = Convert.ToDecimal(x.Bid),
BidSize = Convert.ToDecimal(orderbook.BidSize),
Depth = 0,
Occured = x.TimeStamp,
Price = Convert.ToDecimal(x.Last),
Size = Convert.ToDecimal(x.BaseVolume),
TradePrice = Convert.ToDecimal(x.Last),
TimeZone = TimeZone.Utc
});
}
}
}
//Return result
return(toreturn.ToArray());
}
