public OrderBook OrderBook(Pair pair, int depth, OrderBookType orderBookType)
{
OrderBook result = null;
var parameters = new Tuple <string, string> [3];
parameters[0] = new Tuple <string, string>("market", BittrexPairs.AsString(pair));
parameters[1] = new Tuple <string, string>("type", orderBookType.AsString());
parameters[2] = new Tuple <string, string>("depth", depth.ToString());
if (orderBookType == OrderBookType.Both)
{
var query = Connection.PublicGetQuery <BittrexOrderBookDataType>(EndPoints.GetOrderBook, parameters);
if (query.Success)
{
result = query.ToOrderBook(pair);
}
}
else
{
var query = Connection.PublicGetQuery <BittrexOrderBookOneSideDataType>(EndPoints.GetOrderBook, parameters);
if (query.Success)
{
result = query.ToOrderBook(pair, orderBookType);
}
}
return(result);
}
public GetOrderBookResponse GetOrderBook(string market, OrderBookType type, int depth = 20)
{
if (type == OrderBookType.Both)
{
return(this.Call <GetOrderBookResponse>(ApiCallGetOrderBook,
Tuple.Create("market", GetMarketName(market)),
Tuple.Create("type", type.ToString().ToLower()),
Tuple.Create("depth", depth.ToString())));
}
else
{
var results = this.Call <List <OrderEntry> >(ApiCallGetOrderBook,
Tuple.Create("market", GetMarketName(market)),
Tuple.Create("type", type.ToString().ToLower()),
Tuple.Create("depth", depth.ToString()));
if (type == OrderBookType.Buy)
{
return(new GetOrderBookResponse {
buy = results
});
}
else
{
return(new GetOrderBookResponse {
sell = results
});
}
}
}
//public/getorderbook
public OrderBook GetOrderBook(string pair, OrderBookType type)
{
string json = "";
if (type == OrderBookType.Buy)
{
json = getPublicRequest("/public/getorderbook", "?market=" + pair, "&type=buy");
}
if (type == OrderBookType.Sell)
{
json = getPublicRequest("/public/getorderbook", "?market=" + pair, "&type=sell");
}
if (type == OrderBookType.Both)
{
json = getPublicRequest("/public/getorderbook", "?market=" + pair, "&type=both");
}
OrderBookRequest obr = JsonConvert.DeserializeObject <OrderBookRequest>(json);
if (obr.success)
{
return(obr.result);
}
Exception e = new Exception(obr.message);
throw e;
}
public PushMessage(string message, string currency = "", OrderBookType orderType = OrderBookType.Both)
{
Message = message;
Currency = currency;
OrderType = orderType;
Timestamp = DateTime.UtcNow.ToString("F");
}
public OrderBook OrderBook(Pair pair, int depth = 10, OrderBookType orderBookType = OrderBookType.Both)
{
var result = new OrderBook(pair);
var rnd = new Random();
var startPrice = rnd.NextDouble();
var asks = new List <OrderBookPart>();
for (var i = 0; i < depth; i++)
{
var step = rnd.NextDouble();
asks.Add(new OrderBookPart(startPrice + step, rnd.NextDouble()));
}
var bids = new List <OrderBookPart>();
for (var i = 0; i < depth; i++)
{
var step = rnd.NextDouble();
bids.Add(new OrderBookPart(startPrice - step, rnd.NextDouble()));
}
result.ReplaceAsk(asks);
result.ReplaceBids(bids);
return(result);
}
public async Task <GetOrderBookResponse> GetOrderBook(string market, OrderBookType type, int depth = 20)
{
if (type == OrderBookType.Both)
{
return(await this.Call <GetOrderBookResponse>(ApiCallGetOrderBook,
("market", GetMarketName(market)),
("type", type.ToString().ToLower()),
("depth", depth.ToString())));
}
else
{
var results = await this.Call <List <OrderEntry> >(ApiCallGetOrderBook,
("market", GetMarketName(market)),
("type", type.ToString().ToLower()),
("depth", depth.ToString()));
if (type == OrderBookType.Buy)
{
return(new GetOrderBookResponse {
Buy = results
});
}
else
{
return(new GetOrderBookResponse {
Sell = results
});
}
}
}
public static string AsString(this OrderBookType orderBookType)
{
switch (orderBookType)
{
case OrderBookType.Buy:
return("buy");
case OrderBookType.Sell:
return("sell");
case OrderBookType.Both:
return("both");
default:
throw new ArgumentOutOfRangeException(nameof(orderBookType), orderBookType, null);
}
}
public OrderBook OrderBook(Pair pair, int depth, OrderBookType orderBookType)
{
var parameters = new Tuple <string, string> [3];
parameters[0] = new Tuple <string, string>(EndPoints.CommandTag, EndPoints.GetOrderBook);
parameters[1] = new Tuple <string, string>("currencyPair", PoloniexPairs.AsString(pair));
parameters[2] = new Tuple <string, string>("depth", depth.ToString());
var query = Connection.PublicGetQuery <PoloniexOrderBookDataType>(EndPoints.Public, parameters);
var result = query.ToOrderBook(pair);
if (orderBookType == OrderBookType.Buy)
{
result.ReplaceBids(null);
}
if (orderBookType == OrderBookType.Sell)
{
result.ReplaceAsk(null);
}
return(result);
}
public static OrderBook ToOrderBook(this BittrexOrderBookOneSideDataType orderBookDataType, Pair pair, OrderBookType orderBookType)
{
var result = new OrderBook(pair);
var prices = orderBookDataType.Prices.Select(price => new OrderBookPart(price.Price, price.Quantity));
if (orderBookType == OrderBookType.Sell)
{
result.ReplaceAsk(prices);
}
else
{
result.ReplaceBids(prices);
}
return(result);
}
public OrderBookUpdaterParameters(int depth, OrderBookType orderBookType)
{
Depth = depth;
OrderBookType = orderBookType;
}
public async Task <Data.Response <Data.Stock.OrderBook> > GetOrderBookAsync(string sMarket, OrderBookType book, System.Threading.CancellationToken cancellationToken = default(System.Threading.CancellationToken))
{
string sMethodUrl = GetMethodUrl(Properties.Settings.Default.MethodGetOrderBook);
string sRequestUrl = $"{sMethodUrl}?market={HttpUtility.UrlEncode(sMarket)}&type={book}";
string sResponse = await SendRequestAsync(sRequestUrl, false, cancellationToken);
return(Newtonsoft.Json.JsonConvert.DeserializeObject <Data.Response <Data.Stock.OrderBook> >(sResponse));
}
