private DayBar CreateDayBar(BitfinexTicker bitfinexTicker) => new DayBar(bitfinexTicker.Pair, Core.Instance.TimeUtils.DateTimeUtcNow) { Change = (double)bitfinexTicker.DailyChange, ChangePercentage = (double)(bitfinexTicker.DailyChangePercent * 100), High = (double)bitfinexTicker.High, Low = (double)bitfinexTicker.Low, Volume = (double)bitfinexTicker.Volume };
private Quote CreateQuote(BitfinexTicker bitfinexTicker) { DateTime dateTime = Core.Instance.TimeUtils.DateTimeUtcNow; if (this.lastTradeTimeCache.TryGetValue(bitfinexTicker.Pair, out long lastTradeTime) && dateTime.Ticks <= lastTradeTime) { dateTime = new DateTime(lastTradeTime + 1, DateTimeKind.Utc); } this.lastTradeTimeCache[bitfinexTicker.Pair] = dateTime.Ticks; return(new Quote(bitfinexTicker.Pair, (double)bitfinexTicker.Bid, 0, (double)bitfinexTicker.Ask, 0, dateTime)); }