/// <summary>
/// Creates from string.
/// </summary>
/// <param name="rawMessage">The raw message.</param>
/// <returns></returns>
public static TradeMessage CreateFromString(string rawMessage)
{
var message = KrakenDataMessageHelper.EnsureRawMessage(rawMessage);
return(new TradeMessage()
{
ChannelId = Convert.ToInt64(message.First),
Trades = ((JArray)message[1]).OfType <JArray>().Select(tradeJArray => TradeValues.CreateFromJArray(tradeJArray)).ToArray()
});
}
/// <summary>
/// Creates from string.
/// </summary>
/// <param name="rawBookSnapshotMessage">The raw book snapshot message.</param>
/// <returns></returns>
public static BookSnapshotMessage CreateFromString(string rawBookSnapshotMessage)
{
var bookSnapshotTokens = KrakenDataMessageHelper.EnsureRawMessage(rawBookSnapshotMessage);
var detailTokens = (JObject)bookSnapshotTokens[1];
return(new BookSnapshotMessage
{
ChannelId = Convert.ToInt64(bookSnapshotTokens.First),
Asks = ((JArray)detailTokens["as"]).OfType <JArray>().Select(level => PriceLevel.CreateFromJArray(level)).ToArray(),
Bids = ((JArray)detailTokens["bs"]).OfType <JArray>().Select(level => PriceLevel.CreateFromJArray(level)).ToArray()
});
}
/// <summary>
/// Creates from string.
/// </summary>
/// <param name="rawSpreadMessage">The raw spread message.</param>
/// <returns></returns>
public static SpreadMessage CreateFromString(string rawSpreadMessage)
{
var spreadMessage = KrakenDataMessageHelper.EnsureRawMessage(rawSpreadMessage);
var spreadTokens = spreadMessage[1] as JArray;
return(new SpreadMessage
{
ChannelId = Convert.ToInt64(spreadMessage.First),
Bid = Convert.ToDecimal(spreadTokens[0]),
Ask = Convert.ToDecimal(spreadTokens[1]),
Time = Convert.ToDecimal(spreadTokens[2]),
});
}
/// <summary>
/// Creates from string.
/// </summary>
/// <param name="rawBookUpdateMessage">The raw book update message.</param>
/// <returns></returns>
public static BookUpdateMessage CreateFromString(string rawBookUpdateMessage)
{
var bookUpdateMessage = KrakenDataMessageHelper.EnsureRawMessage(rawBookUpdateMessage);
var asks = bookUpdateMessage.Skip(1).OfType <JObject>().FirstOrDefault(x => x.ContainsKey("a"));
var bids = bookUpdateMessage.Skip(1).OfType <JObject>().FirstOrDefault(x => x.ContainsKey("b"));
return(new BookUpdateMessage
{
ChannelId = Convert.ToInt64(bookUpdateMessage.First),
Asks = asks != null ? asks["a"].OfType <JArray>().Select(level => PriceLevel.CreateFromJArray(level)).ToArray() : null,
Bids = bids != null ? bids["b"].OfType <JArray>().Select(level => PriceLevel.CreateFromJArray(level)).ToArray() : null,
});
}
/// <summary>
/// Creates a new <see cref="OhlcMessage" /> from well-formed string.
/// </summary>
/// <param name="rawOhlcMessage">The raw ohlc message.</param>
/// <returns></returns>
public static OhlcMessage CreateFromString(string rawOhlcMessage)
{
var ohlcMessage = KrakenDataMessageHelper.EnsureRawMessage(rawOhlcMessage);
var dataArray = ohlcMessage.Last as JArray;
return(new OhlcMessage
{
ChannelId = Convert.ToInt64(ohlcMessage.First),
Time = Convert.ToDecimal(dataArray[0]),
EndTime = Convert.ToDecimal(dataArray[1]),
Open = Convert.ToDecimal(dataArray[2]),
High = Convert.ToDecimal(dataArray[3]),
Low = Convert.ToDecimal(dataArray[4]),
Close = Convert.ToDecimal(dataArray[5]),
Vwap = Convert.ToDecimal(dataArray[6]),
Volume = Convert.ToDecimal(dataArray[7]),
Count = Convert.ToInt64(dataArray[8])
});
}
/// <summary>
/// Creates the <see cref="OwnTradesMessage"/> from it's from string representation coming from the api.
/// </summary>
/// <param name="rawMessage">The raw message.</param>
/// <returns></returns>
public static OwnTradesMessage CreateFromString(string rawMessage)
{
var message = KrakenDataMessageHelper.EnsureRawMessage(rawMessage);
var trades = message[0]
.Select(x => (x as JObject)?.ToObject <Dictionary <string, JObject> >())
.Select(items => items != null && items.Count == 1 ?
new
{
TradeId = items.Keys.ToArray()[0],
TradeObject = items.Values.ToArray()[0]
} :
null)
.Where(x => x != null)
.Select(x => TradeObject.CreateFromJObject(x.TradeId, x.TradeObject))
.ToList();
return(new OwnTradesMessage
{
Trades = trades,
Name = message[1].ToString()
});
}
/// <summary>
/// Creates from string.
/// </summary>
/// <param name="rawMessage">The raw message.</param>
/// <returns></returns>
internal static OpenOrdersMessage CreateFromString(string rawMessage)
{
var message = KrakenDataMessageHelper.EnsureRawMessage(rawMessage);
var orders = message[0]
.Select(x => (x as JObject)?.ToObject <Dictionary <string, JObject> >())
.Select(items => items != null && items.Count == 1 ?
new
{
TradeId = items.Keys.ToArray()[0],
TradeObject = items.Values.ToArray()[0]
} :
null)
.Where(x => x != null)
.Select(x => Order.CreateFromJObject(x.TradeId, x.TradeObject))
.ToList();
return(new OpenOrdersMessage()
{
Orders = orders,
ChannelName = message[1].Value <string>()
});
}
/// <summary>
/// Creates a new <see cref="TickerMessage"/> insdtance from string.
/// </summary>
/// <param name="tickerRawMessage">The ticker raw message.</param>
/// <param name="subscription">The subscription.</param>
/// <returns></returns>
public static TickerMessage CreateFromString(string tickerRawMessage, SubscriptionStatus subscription)
{
var tokenArray = KrakenDataMessageHelper.EnsureRawMessage(tickerRawMessage);
var channelId = (int)tokenArray.First;
var message = tokenArray.Last;
var tickerMessage = new TickerMessage()
{
ChannelId = channelId,
Pair = subscription.Pair,
Ask = BestPriceVolume.CreateFromJArray(message["a"] as JArray),
Bid = BestPriceVolume.CreateFromJArray(message["b"] as JArray),
Close = ClosePriceVolume.CreateFromJArray(message["c"] as JArray),
Volume = TodayAnd24HourValue <decimal> .CreateFromJArray(message["v"] as JArray),
VolumeWeightedAveragePrice = TodayAnd24HourValue <decimal> .CreateFromJArray(message["p"] as JArray),
Trades = TodayAnd24HourValue <int> .CreateFromJArray(message["t"] as JArray),
LowPrice = TodayAnd24HourValue <decimal> .CreateFromJArray(message["l"] as JArray),
HighPrice = TodayAnd24HourValue <decimal> .CreateFromJArray(message["h"] as JArray),
OpenPrice = TodayAnd24HourValue <decimal> .CreateFromJArray(message["o"] as JArray)
};
return(tickerMessage);
}