private ExchangeOrderBook ParseOrderBook(JToken token)
{
ExchangeOrderBook book = new ExchangeOrderBook();
foreach (JArray array in token["bids"])
{
book.Bids.Add(new ExchangeOrderPrice {
Price = (decimal)array[0], Amount = (decimal)array[1]
});
}
foreach (JArray array in token["asks"])
{
book.Asks.Add(new ExchangeOrderPrice {
Price = (decimal)array[0], Amount = (decimal)array[1]
});
}
return(book);
}
private bool ParseOrderBook(ExchangeTicker ticker, string symbole, out ExchangeOrderBook book)
{
bool result;
book = new ExchangeOrderBook();
book.Bids.Add(new ExchangeOrderPrice {
Price = ticker.Bid, Amount = ticker.BidAmount,
});
book.Asks.Add(new ExchangeOrderPrice {
Price = ticker.Ask, Amount = ticker.AskAmount,
});
decimal minAmount = MinAmountWithRounding(ticker.Bid, symbole);
result = (ticker.BidAmount > minAmount);
result = (!result ? false : (ticker.AskAmount > minAmount));
return(result);
}