//public override IObservable<PriceTicker> SubscribeMarketSummaries(IEnumerable<string> symbols, string period)
// {
// var obs = Observable.FromEventPattern<HuobiApiClient.DetailTickHandler, string, Huobi.WsTick>(h => client.DetailTick += h, h => client.DetailTick -= h);
// obs = obs.Buffer(TimeSpan.FromSeconds(1)).SelectMany(selector => selector.ToObservable());
// client.SubscribeMarketSummariesAsync(symbols);
// return obs.Select(
// x => new PriceTicker()
// {
// Symbol = x.Sender,
// LastPrice = x.EventArgs.close,
// PriceChangePercent = Math.Round(((x.EventArgs.close / x.EventArgs.open) - 1M) * 100M, 2),
// Volume = x.EventArgs.vol
// });
// }
internal SymbolInformation CreateSymbolInformation(Huobi.Market market)
{
var cmcEntry = GetCmcEntry(market.baseCurrency);
return(new SymbolInformation()
{
BaseAsset = market.baseCurrency.ToUpper(),
MaxPrice = 0,
MinPrice = 0,
MinQuantity = 0,
QuantityDecimals = market.amountPrecision,
PriceDecimals = market.pricePrecision,
QuoteAsset = market.quoteCurrency.ToUpper(),
Symbol = market.symbol,
CmcId = cmcEntry != null ? cmcEntry.id : -1,
CmcName = cmcEntry != null ? cmcEntry.name : market.baseCurrency.ToUpper(),
CmcSymbol = cmcEntry != null ? cmcEntry.symbol : market.symbol
});
}
// v1/common/symbols
internal Huobi.ApiResult <IList <Huobi.Market> > DeserializeMarkets(string json)
{
return(JsonConvert.DeserializeObject <Huobi.ApiResult <IList <Huobi.Market> > >(json));
var sw = Stopwatch.StartNew();
// status: "string"
// data: []
var result = new Huobi.ApiResult <IList <Huobi.Market> >();
JsonTextReader reader = new JsonTextReader(new StringReader(json));
if (reader.Read() && reader.TokenType != JsonToken.StartObject)
{
return(null);
}
while (reader.Read() && reader.TokenType == JsonToken.PropertyName)
{
switch (reader.Value)
{
case "status": // string
result.status = reader.ReadAsString();
break;
case "data": // array
if (reader.Read() && reader.TokenType == JsonToken.StartArray)
{
var arr = new List <Huobi.Market>();
while (reader.Read() && reader.TokenType == JsonToken.StartObject)
{
var m = new Huobi.Market();
while (reader.Read() && reader.TokenType != JsonToken.EndObject)
{
switch (reader.Value)
{
case "base-currency":
m.baseCurrency = reader.ReadAsString();
break;
case "quote-currency":
m.quoteCurrency = reader.ReadAsString();
break;
case "price-precision":
m.pricePrecision = reader.ReadAsInt32().GetValueOrDefault();
break;
case "amount-precision":
m.amountPrecision = reader.ReadAsInt32().GetValueOrDefault();
break;
case "symbol-partition":
m.symbolPartition = reader.ReadAsString();
break;
case "symbol":
m.symbol = reader.ReadAsString();
break;
default:
reader.Read(); // skip unknown tags
break;
}
}
arr.Add(m);
}
if (reader.TokenType == JsonToken.EndArray)
{
result.data = arr;
}
}
break;
case "ts": // timestamp: long
break;
case "err-code":
result.errCode = reader.ReadAsString();
break;
case "err-msg":
result.errMsg = reader.ReadAsString();
break;
default:
reader.Read(); // skip
break;
}
}
Debug.Print($"Huobi markets: took {sw.ElapsedMilliseconds}ms");
if (reader.Read() && reader.TokenType != JsonToken.EndObject)
{
return(null);
}
return(result);
}
