private void _webSocket_MessageReceived(object sender, MessageReceivedEventArgs e)
{
var message = JsonConvert.DeserializeObject <JArray>(e.Message);
if (message.Count == 0 || message[0].Type != JTokenType.Integer)
{
return;
}
var msgCode = message[0].Value <int>();
switch (msgCode)
{
case MessageHelper.Heartbeat:
break;
case MessageHelper.AccountNotifications:
break;
case MessageHelper.TickerData:
if (message.Count > 2)
{
for (int i = 2; i < message.Count; i++)
{
if (message[i].Type != JTokenType.Array && message[i].HasValues)
{
continue;
}
var tick = TickData.TickDataFromMessage(message[i].Values());
if (tick != null)
{
OnTickerUpdate?.Invoke(this, tick.ToQuote());
}
}
}
break;
default:
//MessageHelper.ExchangeVolume24Hours:
break;
}
}
internal static TickData TickDataFromMessage(IEnumerable <JToken> values)
{
if (values.Count() != 10)
{
return(null);
}
var valid = true;
var tickData = new TickData()
{
CurrencyPairId = ConvertToInt(values.ElementAt(0), ref valid),
LastTradePrice = ConvertStringToDecimal(values.ElementAt(1), ref valid),
LowestAsk = ConvertStringToDecimal(values.ElementAt(2), ref valid),
HighestBid = ConvertStringToDecimal(values.ElementAt(3), ref valid),
PercentChange = ConvertStringToDecimal(values.ElementAt(4), ref valid),
BaseVolume24Hours = ConvertStringToDecimal(values.ElementAt(5), ref valid),
QuoteeVolume24Hours = ConvertStringToDecimal(values.ElementAt(6), ref valid),
IsFrozen = (byte)ConvertToInt(values.ElementAt(7), ref valid),
HighestPrice24Hours = ConvertStringToDecimal(values.ElementAt(8), ref valid),
LowstPrice24Hours = ConvertStringToDecimal(values.ElementAt(9), ref valid)
};
return(valid ? tickData : null);
}
