private OrderBookLevelNoSql ConvertOrder(OrderBookOrder order)
{
return(new OrderBookLevelNoSql(
Convert.ToDecimal(order.Price),
Convert.ToDecimal(order.Volume),
order.SequenceNumber,
order.WalletId,
order.OrderId));
}
public void Test1()
{
var json =
"{\"Header\":{\"MessageType\":4,\"SequenceNumber\":478300,\"MessageId\":\"f0274b527bc34fe48608d67384794434\",\"RequestId\":\"14905114d81546a8b0c90954a2ffbedc\",\"Version\":\"1\",\"Timestamp\":{\"Seconds\":1617371913,\"Nanos\":93000000},\"EventType\":\"MARKET_ORDER\"},\"BalanceUpdates\":[{\"BrokerId\":\"jetwallet\",\"AccountId\":\"alex\",\"WalletId\":\"SP-alex\",\"WalletVersion\":30,\"AssetId\":\"BTC\",\"OldBalance\":\"0.01243\",\"NewBalance\":\"0.01242801\",\"OldReserved\":\"0\",\"NewReserved\":\"0\"},{\"BrokerId\":\"jetwallet\",\"AccountId\":\"alex\",\"WalletId\":\"SP-alex\",\"WalletVersion\":3,\"AssetId\":\"EUR\",\"OldBalance\":\"1000000\",\"NewBalance\":\"1000000.1\",\"OldReserved\":\"0\",\"NewReserved\":\"0\"},{\"BrokerId\":\"jetwallet\",\"AccountId\":\"LPFTX\",\"WalletId\":\"SP-LPFTX\",\"WalletVersion\":1652007,\"AssetId\":\"EUR\",\"OldBalance\":\"101000159.97\",\"NewBalance\":\"101000159.87\",\"OldReserved\":\"501547.02\",\"NewReserved\":\"501546.92\"},{\"BrokerId\":\"jetwallet\",\"AccountId\":\"LPFTX\",\"WalletId\":\"SP-LPFTX\",\"WalletVersion\":1377914,\"AssetId\":\"BTC\",\"OldBalance\":\"10010.79799999\",\"NewBalance\":\"10010.79800198\",\"OldReserved\":\"10\",\"NewReserved\":\"10\"}],\"CashIn\":null,\"CashOut\":null,\"CashTransfer\":null,\"Orders\":[{\"BrokerId\":\"jetwallet\",\"AccountId\":\"LPFTX\",\"WalletId\":\"SP-LPFTX\",\"Id\":\"aeb25951-3f25-45c7-8026-6960b755cc65\",\"ExternalId\":\"635f792a6fb9471aa3e8e49ecbf2590c-7\",\"AssetPairId\":\"BTCEUR\",\"OrderType\":2,\"Side\":1,\"Volume\":\"0.0595\",\"RemainingVolume\":\"0.05949801\",\"Price\":\"50349.6\",\"Status\":2,\"RejectReason\":\"\",\"StatusDate\":{\"Seconds\":1617371913,\"Nanos\":93000000},\"CreatedAt\":{\"Seconds\":1617371912,\"Nanos\":582000000},\"Registered\":{\"Seconds\":1617371912,\"Nanos\":585000000},\"LastMatchTime\":{\"Seconds\":1617371913,\"Nanos\":93000000},\"LowerLimitPrice\":\"\",\"LowerPrice\":\"\",\"UpperLimitPrice\":\"\",\"UpperPrice\":\"\",\"Straight\":false,\"Fees\":[],\"Trades\":[{\"TradeId\":\"a53b38b2-df1d-4e6a-a4a3-9463c5384e14\",\"BaseAssetId\":\"BTC\",\"BaseVolume\":\"0.00000199\",\"Price\":\"50349.6\",\"Timestamp\":{\"Seconds\":1617371913,\"Nanos\":93000000},\"OppositeOrderId\":\"575f6ce9-5bcc-48f8-89f0-88781ddbc7b8\",\"OppositeExternalOrderId\":\"14905114d81546a8b0c90954a2ffbedc\",\"OppositeWalletId\":\"SP-alex\",\"QuotingAssetId\":\"EUR\",\"QuotingVolume\":\"-0.1\",\"Index\":0,\"AbsoluteSpread\":\"162.87\",\"RelativeSpread\":\"0.0032\",\"Role\":1,\"Fees\":[]}],\"TimeInForce\":1,\"ExpiryTime\":null,\"ParentExternalId\":\"\",\"ChildExternalId\":\"\"},{\"BrokerId\":\"jetwallet\",\"AccountId\":\"alex\",\"WalletId\":\"SP-alex\",\"Id\":\"575f6ce9-5bcc-48f8-89f0-88781ddbc7b8\",\"ExternalId\":\"14905114d81546a8b0c90954a2ffbedc\",\"AssetPairId\":\"BTCEUR\",\"OrderType\":1,\"Side\":1,\"Volume\":\"0.1\",\"RemainingVolume\":\"\",\"Price\":\"50349.6\",\"Status\":3,\"RejectReason\":\"\",\"StatusDate\":{\"Seconds\":1617371913,\"Nanos\":93000000},\"CreatedAt\":{\"Seconds\":0,\"Nanos\":0},\"Registered\":{\"Seconds\":1617371913,\"Nanos\":93000000},\"LastMatchTime\":{\"Seconds\":1617371913,\"Nanos\":93000000},\"LowerLimitPrice\":\"\",\"LowerPrice\":\"\",\"UpperLimitPrice\":\"\",\"UpperPrice\":\"\",\"Straight\":false,\"Fees\":[],\"Trades\":[{\"TradeId\":\"a53b38b2-df1d-4e6a-a4a3-9463c5384e14\",\"BaseAssetId\":\"BTC\",\"BaseVolume\":\"-0.00000199\",\"Price\":\"50349.6\",\"Timestamp\":{\"Seconds\":1617371913,\"Nanos\":93000000},\"OppositeOrderId\":\"aeb25951-3f25-45c7-8026-6960b755cc65\",\"OppositeExternalOrderId\":\"635f792a6fb9471aa3e8e49ecbf2590c-7\",\"OppositeWalletId\":\"SP-LPFTX\",\"QuotingAssetId\":\"EUR\",\"QuotingVolume\":\"0.1\",\"Index\":0,\"AbsoluteSpread\":\"162.87\",\"RelativeSpread\":\"0.0032\",\"Role\":2,\"Fees\":[]}],\"TimeInForce\":0,\"ExpiryTime\":null,\"ParentExternalId\":\"\",\"ChildExternalId\":\"\"}]}";
var outgoingEvent = JsonConvert.DeserializeObject <ME.Contracts.OutgoingMessages.OutgoingEvent>(json);
foreach (var order in outgoingEvent.Orders)
{
var e = order;
var price = decimal.Parse(e.Price);
var volume = string.IsNullOrEmpty(e.RemainingVolume) ? 0 : decimal.Parse(e.RemainingVolume);
var item = new OrderBookOrder(
e.BrokerId,
e.WalletId,
e.ExternalId,
price,
volume,
OutgoingEventJob.MapSide(e.Side),
outgoingEvent.Header.SequenceNumber,
e.AssetPairId,
outgoingEvent.Header.Timestamp.ToDateTime(),
OutgoingEventJob.OrderIsActive(e.Status));
Assert.NotNull(item);
}
var updatedOrders = outgoingEvent
.Orders
.Select(e => new OrderBookOrder(
e.BrokerId,
e.WalletId,
e.ExternalId,
decimal.Parse(e.Price),
string.IsNullOrEmpty(e.RemainingVolume) ? 0 : decimal.Parse(e.RemainingVolume),
OutgoingEventJob.MapSide(e.Side),
outgoingEvent.Header.SequenceNumber,
e.AssetPairId,
outgoingEvent.Header.Timestamp.ToDateTime(),
OutgoingEventJob.OrderIsActive(e.Status)))
.ToList();
Assert.NotNull(updatedOrders);
}
/// <summary>
/// Gets the order book.
/// </summary>
/// <param name="pair">The pair.</param>
/// <param name="count">The count.</param>
public OrderBook GetOrderBook(string pair)
{
var param = new Dictionary <string, string>();
param.Add("pair", pair);
var res = QueryPublic("Depth", param);
var obj = (JObject)JsonConvert.DeserializeObject(res);
var ret = new OrderBook();
try
{
ret.asks = new List <OrderBookOrder>();
ret.bids = new List <OrderBookOrder>();
var result = obj["result"].Value <JObject>();
var pairLevel = result[pair].Value <JObject>();
var asks = pairLevel["asks"].Value <JArray>();
foreach (var o in asks)
{
var j = 0;
var order = new OrderBookOrder();
foreach (var i in o)
{
if (j == 0)
{
order.price = (decimal)i;
}
else if (j == 1)
{
order.volume = (decimal)i;
}
else if (j == 2)
{
order.timestamp = (decimal)i;
}
j++;
}
ret.asks.Add(order);
}
var bids = pairLevel["bids"].Value <JArray>();
foreach (var o in bids)
{
var j = 0;
var order = new OrderBookOrder();
foreach (var i in o)
{
if (j == 0)
{
order.price = (decimal)i;
}
else if (j == 1)
{
order.volume = (decimal)i;
}
else if (j == 2)
{
order.timestamp = (decimal)i;
}
j++;
}
ret.bids.Add(order);
}
}
catch (Exception ex)
{
Console.WriteLine(ex.Message);
throw;
}
return(ret);
}
