public IEnumerable <BookData> RequestBook(string[] symbols)
{
var url = BOOKS_URL + SYMBOLS_ARG + string.Join(",", symbols);
var json = Request(url).Result;
if (json == null)
{
yield break;
}
if (!(json is JObject))
{
yield break;
}
JObject jobject = json as JObject;
foreach (var bookProperty in jobject.Children <JProperty>())
{
BookData book = BookData.FromJson(bookProperty);
if (book != null)
{
yield return(book);
}
}
}
public void BookDataFromJson()
{
var json = JsonConvert.DeserializeObject(
@"{
""YELP"": {
""bids"": [
{
""price"": 63.09,
""size"": 300,
""timestamp"": 1494538496261
},
],
""asks"": [
{
""price"": 63.92,
""size"": 300,
""timestamp"": 1494538381896
},
{
""price"": 63.97,
""size"": 300,
""timestamp"": 1494538381885
}
]
}
}");
Assert.IsNotNull(json);
Assert.IsInstanceOfType(json, typeof(JObject));
var yelpProperty = (json as JObject).First as JProperty;
var bookData = BookData.FromJson(yelpProperty);
Assert.IsNotNull(bookData);
Assert.AreEqual("YELP", bookData.Symbol);
Assert.IsNotNull(bookData.Bids);
Assert.AreEqual(1, bookData.Bids.Count);
{
var bid0 = bookData.Bids[0];
Assert.AreEqual(63.09m, bid0.Price);
Assert.AreEqual(300, bid0.Size);
}
Assert.IsNotNull(bookData.Asks);
Assert.AreEqual(2, bookData.Asks.Count);
{
var ask0 = bookData.Asks[0];
Assert.AreEqual(63.92m, ask0.Price);
Assert.AreEqual(300, ask0.Size);
}
{
var ask1 = bookData.Asks[1];
Assert.AreEqual(63.97m, ask1.Price);
Assert.AreEqual(300, ask1.Size);
}
}