public override async Task <OrderbookResponse> GetOrderbooks(OrderbookRequest request, ServerCallContext context)
{
var assetPairResult = await _validationService.ValidateAssetPairAsync(request.AssetPairId);
if (assetPairResult != null)
{
return(new OrderbookResponse
{
Error = new Error
{
Code = (int)assetPairResult.Code,
Message = assetPairResult.Message
}
});
}
var orderbooks = await _orderbooksService.GetAsync(request.AssetPairId, request.Depth);
var result = new OrderbookResponse();
foreach (var orderbook in orderbooks)
{
var resOrderBook = _mapper.Map <Orderbook>(orderbook);
resOrderBook.Asks.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(orderbook.Asks));
resOrderBook.Bids.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(orderbook.Bids));
result.Payload.Add(resOrderBook);
}
return(result);
}
static public void PrintBook(OrderbookResponse orderbook)
{
Console.WriteLine("New orderbook orders in " + orderbook.market);
Console.WriteLine("asks");
foreach (var ask in orderbook.asks)
{
Console.WriteLine(ask);
}
Console.WriteLine("bids");
foreach (var bid in orderbook.bids)
{
Console.WriteLine(bid);
}
}
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;
}
// Получем текущие курсы валют
static async Task LoadValuteCurs()
{
decimal _usd = 0;
decimal _eur = 0;
decimal _rub = 0;
try
{
Currencies = await GetAsync <CurrencyInstrumentListResponse>(token, "https://api-invest.tinkoff.ru/openapi/market/currencies");
}
catch (Exception)
{
Currencies = null;
}
if ((Currencies != null) && (Currencies.status == "Ok") && (Currencies.payload != null) && (Currencies.payload.instruments != null))
{
foreach (var item in Currencies.payload.instruments)
{
item.ticker = item.ticker.Substring(0, 3);
item.currency = item.ticker;
item.lot = 1;
switch (item.ticker)
{
case "USD":
if (_usd != 0)
{
item.ticker = "";
}
break;
case "EUR":
if (_eur != 0)
{
item.ticker = "";
}
break;
case "RUB":
if (_rub != 0)
{
item.ticker = "";
}
break;
default:
item.ticker = "";
break;
}
// заполняем цену
OrderbookResponse Price = null;
try
{
Price = await GetAsync <OrderbookResponse>(token, $"https://api-invest.tinkoff.ru/openapi/market/orderbook?figi={item.figi}&depth=1");
}
catch (Exception)
{
}
if ((Price != null) && (Price.status == "Ok") && (Price.payload != null))
{
item.ValuteCurs = Price.payload.lastPrice;
switch (item.ticker)
{
case "USD": _usd = item.ValuteCurs; break;
case "EUR": _eur = item.ValuteCurs; break;
case "RUB": item.ValuteCurs = 1; _rub = 1; break;
}
}
}
}
// в крайнем случае - определяем курсы доллара и евро по данным центробанка
if (Currencies == null)
{
Currencies = new CurrencyInstrumentListResponse();
}
if (Currencies.payload == null)
{
Currencies.payload = new CurrencyInstrumentList();
}
if (Currencies.payload.instruments == null)
{
Currencies.payload.instruments = new List <CurrencyInstrumentList.Position>();
}
if (_usd == 0)
{
string valuteCode = "USD";
_usd = CBRF.GetValuteCurs(valuteCode);
Currencies.payload.instruments.Add(new CurrencyInstrumentList.Position()
{
ticker = valuteCode, name = "Доллары США", currency = valuteCode, lot = 1, ValuteCurs = _usd
});
Currencies.payload.total++;
Currencies.status = "Ok";
}
if (_eur == 0)
{
string valuteCode = "EUR";
_eur = CBRF.GetValuteCurs(valuteCode);
Currencies.payload.instruments.Add(new CurrencyInstrumentList.Position()
{
ticker = valuteCode, name = "Евро", currency = valuteCode, lot = 1, ValuteCurs = _eur
});
Currencies.payload.total++;
Currencies.status = "Ok";
}
// обязательно добавляем рубль
if (_rub == 0)
{
string valuteCode = "RUB";
_rub = 1;
Currencies.payload.instruments.Add(new CurrencyInstrumentList.Position()
{
ticker = valuteCode, name = "Рубль", currency = valuteCode, lot = 1, ValuteCurs = _rub
});
Currencies.payload.total++;
Currencies.status = "Ok";
}
if ((Currencies != null) && (Currencies.status == "Ok") && (Currencies.payload != null) && (Currencies.payload.instruments != null)) //-V3063
{
bool _finish = false;
do
{
_finish = true;
foreach (var item in Currencies.payload.instruments)
{
if (item.ticker == "")
{
Currencies.payload.instruments.Remove(item);
_finish = false;
break;
}
}
} while (!_finish);
}
}
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;
}
