private OrderBookLevel[] JArrayToTradingTicker(JArray data) { var result = new List <OrderBookLevel>(); foreach (var item in data) { var array = item.ToArray(); var level = new OrderBookLevel(); if (array.Length == 2) { level.Side = _side; level.Price = (double)array[0]; level.Amount = (double)array[1]; } else { var side = (string)array[0]; level.Side = string.IsNullOrWhiteSpace(side) ? OrderBookSide.Undefined : side == "buy" ? OrderBookSide.Buy : OrderBookSide.Sell; level.Price = (double)array[1]; level.Amount = (double)array[2]; } result.Add(level); } return(result.ToArray()); }
private OrderBookLevel ConvertLevel(string pair, FtxOrderBookLevel x) { return(new OrderBookLevel ( x.Price.ToString(CultureInfo.InvariantCulture), ConvertSide(x.Side), x.Price, x.Amount, null, pair )); }