public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
var result = new SortedSet <ProductOffer>(new ProductOfferComparer(_sortDirection));
foreach (var offer in serializer.Deserialize <List <string[]> >(reader))
{
var productOffer = new ProductOffer
{
Price = decimal.Parse(offer[0], System.Globalization.CultureInfo.InvariantCulture),
Size = decimal.Parse(offer[1], System.Globalization.CultureInfo.InvariantCulture)
};
Guid orderId;
if (Guid.TryParse(offer[2], out orderId))
{
productOffer.OrderId = orderId;
}
result.Add(productOffer);
}
return(result);
}
private void OpenOrder(BookOpen openOrder)
{
var offer = new ProductOffer
{
OrderId = openOrder.OrderId,
Price = openOrder.Price,
Size = openOrder.RemainingSize
};
if (openOrder.Side == SideType.Buy)
{
Buys.Add(offer);
}
else
{
Sells.Add(offer);
}
if (!RemoveReceiveOrder(openOrder.OrderId))
{
Api.Log.Warning($"No receive message for order id {openOrder.OrderId}");
}
}