public TradeEventArgs(BitstampTrade data, string channel) : this() { TradeId = data.Id.ToString(); Quantity = data.Amount; Price = data.Price; TradeType = data.TradeType; BuyerOrderId = data.BuyerOrderId.ToString(); SellerOrderId = data.SellerOrderId.ToString(); Timestamp = StartTime.AddSeconds(data.Timestamp); Exchange = ExchangeName.Bitstamp; string pair = "btcusd"; int len = "live_trades".Length; string s1 = channel.Substring(len, channel.Length - len); if (s1.StartsWith("_")) { pair = s1.Substring(1, s1.Length - 1); } var symbol = OrderBookEventArgs.ParseSymbol(pair); Instrument1 = symbol[0]; Instrument2 = symbol[1]; }
public ExchangePricesEventArgs(HitBtcOrderBook orderBook) : this() { var instruments = OrderBookEventArgs.ParseSymbol(orderBook.Params.Symbol); Instrument1 = instruments[0]; Instrument2 = instruments[1]; Exchange = ExchangeName.HitBtc; OrderBook = new OrderBookEventArgs(orderBook).OrderBook; }
public ExchangePricesEventArgs(OkExOrderBook orderBook, string channel) : this() { var instruments = OkExTrade.ParseInstruments(channel, "_depth_"); Instrument1 = instruments[0]; Instrument2 = instruments[1]; Exchange = ExchangeName.OkEx; OrderBook = new OrderBookEventArgs(orderBook).OrderBook; }
public ExchangePricesEventArgs(BinanceOrderBook orderBook) : this() { var pair = orderBook.Stream.Split('@')[0]; var symbol = OrderBookEventArgs.ParseSymbol(pair); Instrument1 = symbol[0]; Instrument2 = symbol[1]; Exchange = ExchangeName.Binance; OrderBook = new OrderBookEventArgs(orderBook).OrderBook; }
public TickerEventArgs(BinanceTicker ticker) : this() { var data = ticker.Data; var symbol = OrderBookEventArgs.ParseSymbol(data.Symbol); BinanceTicker = data; Instrument1 = symbol[0]; Instrument2 = symbol[1]; OpenTime = StartTime.AddMilliseconds(data.OpenTimeStatistics); CloseTime = StartTime.AddMilliseconds(data.CloseTimeStatistics); Exchange = ExchangeName.Binance; }
public ExchangePricesEventArgs(OrderBookEventArgs e, CurrencyName ins1, ExchangeName ex = ExchangeName.Bitstamp, CurrencyName ins2 = CurrencyName.USD) : this() { Instrument1 = ins1; Instrument2 = ins2; OrderBook = e.OrderBook; Exchange = ex; OrderId = e.OrderId; Timestamp = e.Timestamp; IsOrderDeleted = e.IsOrderDeleted; MicroTimestamp = e.MicroTimestamp; }
public TradeEventArgs(BinanceOrderBook orderBook) : this() { var data = orderBook.Data; var pair = orderBook.Stream.Split('@')[0]; var symbol = OrderBookEventArgs.ParseSymbol(pair); Quantity = data.Amount; Price = data.Price; Instrument1 = symbol[0]; Instrument2 = symbol[1]; BuyerOrderId = data.BuyerOrderId; SellerOrderId = data.SellerOrderId; CreatedAt = StartTime.AddMilliseconds(data.EventTime); Timestamp = StartTime.AddMilliseconds(data.TradeTime); Exchange = ExchangeName.Binance; TradeId = data.TradeId; IsBuyerMarketMaker = data.IsBuyerMarketMaker; }