protected override object[] HttpCallAuth(HttpClient _http, string _method, ref string _url, object[] _keyValues)
{
Dictionary <string, string> _list = new Dictionary <string, string>();
for (int i = 0; i < _keyValues.Length - 1; i += 2)
{
_list.Add(_keyValues[i].ToString(), _keyValues[i + 1].ToString());
}
KeyValuePair <string, string>[] _sorted = _list.ToArray().OrderBy(c => c.Key).ToArray();
string _ts = (DateTimePlus.DateTime2JSTime(DateTime.UtcNow) * 1000).ToString();
string _sign = _method + this.HttpUrl + _url + _ts;
for (int i = 0; i < _sorted.Length; i++)
{
_sign += i == 0 ? "" : "&";
_sign += _sorted[i].Key + "=" + _sorted[i].Value;
}
_sign = Base64.Encode(Encoding.UTF8.GetBytes(_sign));
_sign = SHA.EncodeHMACSHA1ToBase64(_sign, base.Secret);
_http.Headers.Add("FC-ACCESS-KEY", base.Key);
_http.Headers.Add("FC-ACCESS-SIGNATURE", _sign);
_http.Headers.Add("FC-ACCESS-TIMESTAMP", _ts);
return(_keyValues);
}
protected override object[] HttpCallAuth(HttpClient _http, string _method, ref string _url, object[] _keyValues)
{
IList <object> _keyValueList = _keyValues.ToList();
_keyValueList.Add("endpoint");
_keyValueList.Add(_url);
string _query = "";
for (int i = 0; i < _keyValueList.Count - 1; i += 2)
{
_query += _query == "" ? "" : "&";
_query += _keyValueList[i] + "=" + Uri.EscapeDataString(_keyValueList[i + 1].ToString());
}
string _timestamp = DateTimePlus.DateTime2JSTime(DateTime.UtcNow).ToString() + DateTime.UtcNow.Millisecond.ToString("D03");
string _sign = _url + (char)0 + _query + (char)0 + _timestamp;
byte[] _rgbyKey = Encoding.UTF8.GetBytes(this.Secret);
using (var _hmacsha512 = new HMACSHA512(_rgbyKey))
{
_hmacsha512.ComputeHash(Encoding.UTF8.GetBytes(_sign));
_sign = ByteToString(_hmacsha512.Hash);
}
_sign = Convert.ToBase64String(StringToByte(_sign));
_http.Headers.Add("Api-Key", base.Key);
_http.Headers.Add("Api-Sign", _sign);
_http.Headers.Add("Api-Nonce", _timestamp);
_http.ContentType = "application/x-www-form-urlencoded";
return(_keyValueList.ToArray());
}
public override OrderItem OrderCreate(string _pair, MarketSide _side, OrderType _type, decimal _amount, decimal _price = 0)
{
string _urlSide = _side == MarketSide.Ask ? "/selllimit" : "/buylimit";
string _url = "/v1.1/market" + _urlSide;
IList <object> _values = new List <object>();
_values.Add("apikey");
_values.Add(this.Key);
_values.Add("nonce");
_values.Add(DateTimePlus.DateTime2JSTime(DateTime.UtcNow));
_values.Add("market");
_values.Add(_pair.ToUpper());
_values.Add("quantity");
_values.Add(_amount.ToString());
_values.Add("rate");
_values.Add(_price.ToString());
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url, true, _values.ToArray());
if (_token == null || _token.ToString(Newtonsoft.Json.Formatting.None).Trim() == "{}")
{
return(null);
}
OrderItem _item = new OrderItem();
_item.Id = _token["uuid"].Value <string>();
return(_item);
}
protected override object[] HttpCallAuth(HttpClient _http, string _method, ref string _url, object[] _keyValues)
{
string _query = "";
JObject _json = new JObject();
for (int i = 0; i < _keyValues.Length - 1; i += 2)
{
_query += _query == "" ? "" : "&";
_query += _keyValues[i] + "=" + System.Web.HttpUtility.UrlEncode(_keyValues[i + 1].ToString());
Type _valueType = _keyValues[i + 1].GetType();
if (_valueType == typeof(int))
{
_json[_keyValues[i]] = (int)_keyValues[i + 1];
}
else if (_valueType == typeof(bool))
{
_json[_keyValues[i]] = (bool)_keyValues[i + 1];
}
else if (_valueType == typeof(decimal))
{
_json[_keyValues[i]] = (decimal)_keyValues[i + 1];
}
else if (_valueType == typeof(long))
{
_json[_keyValues[i]] = (long)_keyValues[i + 1];
}
else if (_valueType == typeof(JArray))
{
_json[_keyValues[i]] = (JArray)_keyValues[i + 1];
}
else
{
_json[_keyValues[i]] = _keyValues[i + 1].ToString();
}
}
JwtPayload _payload = new JwtPayload {
{ "access_key", base.Key }, { "nonce", DateTimePlus.DateTime2JSTime(DateTime.UtcNow).ToString() + DateTime.UtcNow.Millisecond.ToString() }
};
if (_method.ToUpper() == "POST")
{
_payload.Add("query", _query);
}
byte[] _keyBytes = Encoding.Default.GetBytes(base.Secret);
var _securityKey = new Microsoft.IdentityModel.Tokens.SymmetricSecurityKey(_keyBytes);
var _credentials = new Microsoft.IdentityModel.Tokens.SigningCredentials(_securityKey, "HS256");
var _header = new JwtHeader(_credentials);
var _secToken = new JwtSecurityToken(_header, _payload);
var _jwtToken = new JwtSecurityTokenHandler().WriteToken(_secToken);
var _authorizationToken = _jwtToken;
_http.Headers.Add("Authorization", $"Bearer {_authorizationToken}");
return(_keyValues);
}
private void BooksRunner(object _object)
{
string _pair = _object.ToString();
string _url = $"/api/v1/depth?symbol={_pair}&limit=10";
this.Books[_pair, MarketSide.Ask] = new BookItems(MarketSide.Ask);
this.Books[_pair, MarketSide.Bid] = new BookItems(MarketSide.Bid);
string _result = "";
while (this.Running)
{
Thread.Sleep(1000);
try
{
WebClientPlus _client = new WebClientPlus(5000);
_result = _client.DownloadString($"{base.HttpUrl}{_url}");
_client.Dispose();
JObject _json = JObject.Parse(_result);
BookItems _asks = new BookItems(MarketSide.Ask);
BookItems _bids = new BookItems(MarketSide.Bid);
this.Books.Timestamp = DateTimePlus.DateTime2JSTime(DateTime.UtcNow);
foreach (var _item in _json["asks"])
{
decimal _price = _item[0].Value <decimal>();
decimal _amount = _item[1].Value <decimal>();
_asks.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _json["bids"])
{
decimal _price = _item[0].Value <decimal>();
decimal _amount = _item[1].Value <decimal>();
_bids.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
this.Books[_pair, MarketSide.Ask] = _asks;
this.Books[_pair, MarketSide.Bid] = _bids;
}
catch (Exception _ex)
{
this.OnLog($"GetBooks Error:{_result}");
this.OnLog($"GetBooks Error:{_ex.ToString()}");
}
}
}
public override OrderItem OrderCreate(string _pair, MarketSide _side, OrderType _type, decimal _amount, decimal _price = 0M)
{
string _url = "/api/v3/order";
IList <object> _values = new List <object>();
_values.Add("symbol");
_values.Add(_pair.ToUpper());
_values.Add("side");
_values.Add(_side == MarketSide.Bid ? "BUY" : "SELL");
_values.Add("type");
switch (_type)
{
case OrderType.Limit:
_values.Add("LIMIT");
_values.Add("price");
_values.Add(_price.ToString());
_values.Add("timeInForce");
_values.Add("GTC");
break;
case OrderType.Market:
_values.Add("MARKET");
break;
}
_values.Add("quantity");
_values.Add(_amount);
_values.Add("timestamp");
long _timestamp = DateTimePlus.DateTime2JSTime(DateTime.UtcNow.AddSeconds(-1));
_values.Add(_timestamp.ToString() + DateTime.UtcNow.Millisecond.ToString());
JToken _token = base.HttpCall(HttpCallMethod.Form, "POST", _url, true, _values.ToArray());
if (_token == null || _token.ToString().Trim() == "{}")
{
return(null);
}
this.OnLog(_token.ToString(Newtonsoft.Json.Formatting.None));
OrderItem _item = new OrderItem();
_item.Id = _token["orderId"].Value <string>();
_item.Pair = _token["symbol"].Value <string>();
_item.Side = _token["side"].Value <string>() == "SELL" ? MarketSide.Ask : MarketSide.Bid;
_item.Price = _token["price"].Value <decimal>();
_item.Amount = _token["origQty"].Value <decimal>();
_item.CreateTime = DateTimePlus.JSTime2DateTime(long.Parse(_token["transactTime"].Value <string>().Remove(10)));
return(_item);
}
public override OrderItem OrderDetail(string _orderId, params string[] _values)
{
string _url = "/v1.1/account/getorder";
IList <object> _list = new List <object>();
_list.Add("apikey");
_list.Add(this.Key);
_list.Add("nonce");
_list.Add(DateTimePlus.DateTime2JSTime(DateTime.UtcNow));
_list.Add("uuid");
_list.Add(_orderId);
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url, true, _list.ToArray());
if (_token == null || _token.ToString(Newtonsoft.Json.Formatting.None).Trim() == "{}")
{
return(null);
}
OrderItem _order = new OrderItem();
_order.Id = _token["OrderUuid"].Value <string>();
_order.Pair = _token["Exchange"].Value <string>();
_order.Side = _token["Type"].Value <string>().ToUpper().Split('_')[1] == "BUY" ? MarketSide.Bid : MarketSide.Ask;
_order.Amount = _token["Quantity"].Value <decimal>();
_order.Price = _token["Limit"].Value <decimal>();
decimal _quantityRemaining = _token["QuantityRemaining"].Value <decimal>();
if (_quantityRemaining >= _order.Amount)
{
_order.Status = OrderStatus.New;
}
else if (_quantityRemaining <= 0M)
{
_order.Status = OrderStatus.Filled;
}
else
{
_order.Status = OrderStatus.Filling;
}
_order.FilledAmount = _order.Amount - _quantityRemaining;
_order.FilledPrice = _token["PricePerUnit"].Value <decimal>();
_order.FilledVolume = _order.FilledAmount * _order.FilledPrice;
return(_order);
}
public override OrderItem OrderDetail(string _id, params string[] _values)
{
string _url = "/api/v3/order";
IList <object> _list = new List <object>();
_list.Add("symbol");
string _pair = _values[0].Replace("_", "").ToUpper();
_list.Add(_pair);
_list.Add("orderId");
_list.Add(_id);
_list.Add("timestamp");
long _timestamp = DateTimePlus.DateTime2JSTime(DateTime.UtcNow.AddSeconds(-1));
_list.Add(_timestamp.ToString() + DateTime.UtcNow.Millisecond.ToString());
JToken _token = this.HttpCall(HttpCallMethod.Get, "GET", _url, true, "symbol", _pair, "orderId", _id, "timestamp", _timestamp.ToString() + DateTime.UtcNow.Millisecond.ToString());
if (_token == null)
{
return(null);
}
OrderItem _order = new OrderItem();
_order.Id = _token["orderId"].Value <string>();
_order.Pair = _token["symbol"].Value <string>();
_order.Side = _token["side"].Value <string>().ToUpper() == "BUY" ? MarketSide.Bid : MarketSide.Ask;
_order.Amount = _token["origQty"].Value <decimal>();
_order.Price = _token["price"].Value <decimal>();
string _status = _token["status"].Value <string>();
switch (_status)
{
case "NEW": _order.Status = OrderStatus.New; break;
case "PARTIALLY_FILLED": _order.Status = OrderStatus.Filling; break;
case "FILLED": _order.Status = OrderStatus.Filled; break;
case "CANCELED": _order.Status = OrderStatus.Canceled; break;
}
_order.FilledAmount = _token["executedQty"].Value <decimal>();
_order.FilledVolume = _token["cummulativeQuoteQty"].Value <decimal>();
return(_order);
}
public void SendFirstPackage(SocketEngine _socket)
{
Random _random = new Random(RandomPlus.RandomSeed);
this.socketRxKey = _random.Next(10000000, 100000000).ToString();
this.socketChecksum = _random.Next(10000000, 100000000).ToString();
JObject _json = new JObject();
_json["code"] = this.Code;
_json["time"] = DateTimePlus.DateTime2JSTime(DateTime.UtcNow).ToString();
_json["num"] = this.socketChecksum;
_json["key"] = this.socketRxKey;
_socket.SendPackage(_json);
}
public override Balances GetBalances(params object[] _symbols)
{
try
{
string _url = "/v1.1/account/getbalances";
IList <object> _values = new List <object>();
_values.Add("apikey");
_values.Add(this.Key);
_values.Add("nonce");
_values.Add(DateTimePlus.DateTime2JSTime(DateTime.UtcNow));
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url, true, _values.ToArray());
if (_token == null || _token.ToString(Newtonsoft.Json.Formatting.None).Trim() == "{}")
{
return(null);
}
Balances _balances = new Balances();
foreach (JToken _item in _token)
{
_balances[_item["Currency"].ToString()] = new BalanceItem()
{
Symbol = _item["Currency"].ToString(),
Free = _item["Available"].ToString() == "" ? 0 : _item["Available"].Value <decimal>(),
Lock = _item["Pending"].ToString() == "" ? 0 : _item["Pending"].Value <decimal>()
};
}
foreach (string _symbol in _symbols)
{
if (!_balances.ContainsKey(_symbol.ToUpper()))
{
_balances[_symbol.ToUpper()] = new BalanceItem()
{
Symbol = _symbol.ToUpper(),
Free = 0M,
Lock = 0M
};
}
}
return(_balances);
}
catch (Exception)
{
return(null);
}
}
public static string GetCurrentHeight()
{
try
{
//string _url = "https://xmr.tokenview.com/api/blocks/xmr/1/1";
string _url = "https://monerohash.com/api/stats?_=" + DateTimePlus.DateTime2JSTime(DateTime.UtcNow).ToString() + DateTime.UtcNow.Millisecond.ToString();
WebClientPlus _webClient = new WebClientPlus(10000);
string _result = _webClient.DownloadString(_url);
_webClient.Dispose();
JObject _json = JObject.Parse(_result);
//return _json["data"][0]["block_no"].Value<string>();
return(_json["network"]["height"].Value <string>());
}
catch (Exception)
{
return("");
}
}
/// <summary>
///
/// </summary>
/// <param name="_pair"></param>
/// <param name="_values">0:type(L20,L100,full)</param>
public override void SubscribeDepth(string _pair, params object[] _values)
{
JObject _json = new JObject();
_json.Add("type", "hello");
_json.Add("ts", DateTimePlus.DateTime2JSTime(DateTime.UtcNow));
_json.Add("cmd", "sub");
_json.Add("args", new JArray($"depth.{_values[0]}.{_pair}"));
if (this.Books[_pair, MarketSide.Bid] == null)
{
this.Books[_pair, MarketSide.Bid] = new BookItems(MarketSide.Bid);
}
if (this.Books[_pair, MarketSide.Ask] == null)
{
this.Books[_pair, MarketSide.Ask] = new BookItems(MarketSide.Ask);
}
this.Send(_json);
}
protected override object[] HttpCallAuth(HttpClient _http, string _method, ref string _url, object[] _keyValues)
{
Dictionary <string, string> _list = new Dictionary <string, string>();
if (_method.ToUpper() == "POST")
{
for (int i = 0; i < _keyValues.Length; i += 2)
{
_list.Add(_keyValues[i].ToString(), _keyValues[i + 1].ToString());
}
}
string _time = DateTimePlus.DateTime2JSTime(DateTime.UtcNow.AddSeconds(-1)).ToString();
_list.Add("api_key", base.Key);
_list.Add("auth_nonce", _time);
KeyValuePair <string, string>[] _sorted = _list.OrderBy(c => c.Key).ToArray();
string _sign = "";
foreach (KeyValuePair <string, string> _item in _sorted)
{
_sign += _item.Value;
}
_list.Add("auth_sign", MD5.Encode(_sign + base.Secret).ToLower());
IList <string> _keyValueList = new List <string>();
if (_method.ToUpper() == "GET")
{
foreach (var _item in _keyValues)
{
_keyValueList.Add(_item.ToString());
}
}
foreach (KeyValuePair <string, string> _item in _list)
{
_keyValueList.Add(_item.Key);
_keyValueList.Add(_item.Value);
}
return(_keyValueList.ToArray());
}
protected override object[] HttpCallAuth(HttpClient _http, string _method, ref string _url, object[] _keyValues)
{
string _query = "";
for (int i = 0; i < _keyValues.Length; i += 2)
{
_query += _query == "" ? "?" : "&";
_query += $"{_keyValues[i].ToString()}={_keyValues[i + 1].ToString()}";
}
_http.Headers.Add("ACCESS-KEY", base.Key);
long _nonce = DateTimePlus.DateTime2JSTime(DateTime.UtcNow);
string _time = _nonce.ToString() + DateTime.UtcNow.Millisecond.ToString();
_http.Headers.Add("ACCESS-NONCE", _time);
string _signData = _time + _url + _query;
string _sign = SHA.EncodeHMACSHA256ToHex(_signData, base.Secret);
_http.Headers.Add("ACCESS-SIGNATURE", _sign);
return(_keyValues);
}
protected override object[] HttpCallAuth(HttpClient _http, string _method, ref string _url, object[] _keyValues)
{
IList <object> _result = new List <object>();
SortedDictionary <string, string> _list = new SortedDictionary <string, string>();
for (int i = 0; i < _keyValues.Length; i += 2)
{
_list.Add(_keyValues[i].ToString(), _keyValues[i + 1].ToString());
_result.Add(_keyValues[i]);
_result.Add(_keyValues[i + 1]);
}
string _sign = "";
long _time = DateTimePlus.DateTime2JSTime(DateTime.UtcNow.AddSeconds(-1)) * 1000;
_list.Add("access_id", base.Key);
_list.Add("tonce", _time.ToString());
_result.Add("access_id");
_result.Add(base.Key);
_result.Add("tonce");
_result.Add(_time.ToString());
foreach (KeyValuePair <string, string> _item in _list)
{
_sign += _sign == "" ? "" : "&";
_sign += $"{_item.Key}={_item.Value}";
}
_sign += $"&secret_key={base.Secret}";
_sign = MD5.Encode(_sign).ToUpper();
_http.Headers.Add("authorization", _sign);
return(_result.ToArray());
}
public override Balances GetBalances(params object[] _symbols)
{
string _url = "/api/v3/account";
string _timestamp = DateTimePlus.DateTime2JSTime(DateTime.UtcNow.AddSeconds(-1)).ToString() + DateTime.UtcNow.Millisecond.ToString();
JToken _token = base.HttpCall(HttpCallMethod.Get, "GET", _url, true, "timestamp", _timestamp);
if (_token == null)
{
return(null);
}
Balances _balances = new Balances();
foreach (JToken _item in _token["balances"])
{
_balances[_item["asset"].ToString()] = new BalanceItem()
{
Symbol = _item["asset"].ToString(),
Free = _item["free"].Value <decimal>(),
Lock = _item["locked"].Value <decimal>()
};
}
foreach (string _symbol in _symbols)
{
if (!_balances.ContainsKey(_symbol.ToUpper()))
{
_balances[_symbol.ToUpper()] = new BalanceItem()
{
Symbol = _symbol.ToUpper(),
Free = 0M,
Lock = 0M
};
}
}
return(_balances);
}
protected override object[] HttpCallAuth(HttpClient _http, string _method, ref string _url, object[] _keyValues)
{
string _query = "";
JObject _json = new JObject();
for (int i = 0; i < _keyValues.Length - 1; i += 2)
{
_query += _query == "" ? "" : "&";
_query += _keyValues[i] + "=" + System.Web.HttpUtility.UrlEncode(_keyValues[i + 1].ToString());
Type _valueType = _keyValues[i + 1].GetType();
if (_valueType == typeof(int))
{
_json[_keyValues[i]] = (int)_keyValues[i + 1];
}
else if (_valueType == typeof(bool))
{
_json[_keyValues[i]] = (bool)_keyValues[i + 1];
}
else if (_valueType == typeof(decimal))
{
_json[_keyValues[i]] = (decimal)_keyValues[i + 1];
}
else if (_valueType == typeof(long))
{
_json[_keyValues[i]] = (long)_keyValues[i + 1];
}
else if (_valueType == typeof(JArray))
{
_json[_keyValues[i]] = (JArray)_keyValues[i + 1];
}
else
{
_json[_keyValues[i]] = _keyValues[i + 1].ToString();
}
}
string _nonce = DateTimePlus.DateTime2JSTime(DateTime.UtcNow.AddHours(1)).ToString();
string _sign = _method;
if (_method == "GET")
{
_url += _query == "" ? "" : "?";
_url += _query;
_sign += _url + _nonce;
}
else
{
_sign += _url + _nonce + _json.ToString(Newtonsoft.Json.Formatting.None);
}
_sign = SHA.EncodeHMACSHA256ToHex(_sign, base.Secret).ToLower();
_http.Headers.Add("accept", "application/json");
_http.Headers.Add("api-key", base.Key);
_http.Headers.Add("api-signature", _sign);
_http.Headers.Add("api-expires", _nonce);
if (_method == "POST")
{
_http.ContentType = "application/json";
}
return(_keyValues);
}
private void BooksRunner(object _object)
{
string _pair = _object.ToString();
string _url = $"/api/spot/v3/instruments/{_pair}/book?size=10";
this.Books[_pair, MarketSide.Ask] = new BookItems(MarketSide.Ask);
this.Books[_pair, MarketSide.Bid] = new BookItems(MarketSide.Bid);
string _result = "";
while (this.Running)
{
Thread.Sleep(1000);
try
{
WebClientPlus _client = new WebClientPlus(10000);
_result = _client.DownloadString($"{this.HttpUrl}{_url}");
_client.Dispose();
JObject _json = JObject.Parse(_result);
BookItems _asks = new BookItems(MarketSide.Ask);
BookItems _bids = new BookItems(MarketSide.Bid);
this.Books.Timestamp = DateTimePlus.DateTime2JSTime(DateTime.UtcNow);
foreach (var _item in _json["asks"])
{
decimal _price = decimal.Parse(_item[0].Value <string>(), System.Globalization.NumberStyles.Float);
decimal _amount = decimal.Parse(_item[1].Value <string>(), System.Globalization.NumberStyles.Float);
_asks.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _json["bids"])
{
decimal _price = decimal.Parse(_item[0].Value <string>(), System.Globalization.NumberStyles.Float);
decimal _amount = decimal.Parse(_item[1].Value <string>(), System.Globalization.NumberStyles.Float);
_bids.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
BookItems _asksLimit = new BookItems(MarketSide.Ask);
BookItems _bidsLimit = new BookItems(MarketSide.Bid);
foreach (var _item in _asks.OrderBy(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_asksLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _bids.OrderByDescending(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_bidsLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
this.Books[_pair, MarketSide.Ask] = _asksLimit;
this.Books[_pair, MarketSide.Bid] = _bidsLimit;
}
catch (Exception _ex)
{
this.OnLog($"GetBooks Error:{_result}");
this.OnLog($"GetBooks Error:{_ex.ToString()}");
}
}
}
private void BooksRunner(object _object)
{
string _pair = _object.ToString();
string _url = $"/v1.1/public/getorderbook?market={_pair}&type=both";
this.Books[_pair, MarketSide.Ask] = new BookItems(MarketSide.Ask);
this.Books[_pair, MarketSide.Bid] = new BookItems(MarketSide.Bid);
string _result = "";
while (this.Running)
{
Thread.Sleep(1000);
try
{
WebClientPlus _client = new WebClientPlus(5000);
_result = _client.DownloadString($"{this.HttpUrl}{_url}");
_client.Dispose();
JObject _json = JObject.Parse(_result);
BookItems _asks = new BookItems(MarketSide.Ask);
BookItems _bids = new BookItems(MarketSide.Bid);
this.Books.Timestamp = DateTimePlus.DateTime2JSTime(DateTime.UtcNow);
foreach (var _item in _json["result"]["sell"])
{
decimal _price = _item["Rate"].Value <decimal>();
decimal _amount = _item["Quantity"].Value <decimal>();
_asks.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _json["result"]["buy"])
{
decimal _price = _item["Rate"].Value <decimal>();
decimal _amount = _item["Quantity"].Value <decimal>();
_bids.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
BookItems _asksLimit = new BookItems(MarketSide.Ask);
BookItems _bidsLimit = new BookItems(MarketSide.Bid);
foreach (var _item in _asks.OrderBy(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_asksLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
foreach (var _item in _bids.OrderByDescending(b => b.Value.Price).Take(10))
{
decimal _price = _item.Value.Price;
decimal _amount = _item.Value.Amount;
_bidsLimit.Insert(_price.ToString(), Math.Abs(_price), _amount);
}
this.Books[_pair, MarketSide.Ask] = _asksLimit;
this.Books[_pair, MarketSide.Bid] = _bidsLimit;
}
catch (Exception _ex)
{
this.OnLog($"GetBooks Error:{_result}");
this.OnLog($"GetBooks Error:{_ex.ToString()}");
}
}
}