private async Task <OrderBook> GetOrderBookLocalAsync(IKrakenApi api, AssetPair assetPair, int?maxCount)
{
var pair = assetPair;
var remotePair = new AssetPair(pair.Asset1.ToRemoteCode(this), pair.Asset2.ToRemoteCode(this));
var r = await api.GetOrderBookAsync(remotePair.ToTicker(this), maxCount ?? 0).ConfigureAwait(false);
CheckResponseErrors(r);
var data = r.result.FirstOrDefault();
var orderBook = new OrderBook(Network, assetPair);
var asks = maxCount.HasValue ? data.Value.asks.Take(maxCount.Value / 2).ToArray() : data.Value.asks;
var bids = maxCount.HasValue ? data.Value.bids.Take(maxCount.Value / 2).ToArray() : data.Value.bids;
foreach (var i in bids.Select(GetBidAskData))
{
orderBook.Add(OrderType.Bid, i.Price, i.Volume);
}
foreach (var i in asks.Select(GetBidAskData))
{
orderBook.Add(OrderType.Ask, i.Price, i.Volume);
}
return(orderBook);
}
private static void DataTest()
{
var a1 = "BTC".ToAssetRaw();
var a2 = "USD".ToAssetRaw();
var pair = new AssetPair(a1, a2);
var ohcl = new OhlcDataAdapter(new OhlcResolutionContext()
{
Pair = pair
});
ohcl.Init();
Console.WriteLine(ohcl.UtcDataStart.ToLongDateString());
}
private bool ComparePairs(AssetPair pair, string krakenPairCode)
{
var result = false;
if (krakenPairCode.Length == 6)
{
result = pair.Equals(krakenPairCode.ToAssetPair(this, 3));
}
else if (krakenPairCode.Length == 7)
{
result = pair.Equals(krakenPairCode.ToAssetPair(this, 3)) ||
pair.Equals(krakenPairCode.ToAssetPair(this, 4));
}
else
{
var pattern = @"^(([X](?<asset10>\w{3}))|((?<asset11>.\w{3})))[XZ](?<asset20>\w{3})$";
var matches = Regex.Match(krakenPairCode, pattern);
if (!matches.Success || !matches.Groups["asset20"].Success ||
(!matches.Groups["asset10"].Success && !matches.Groups["asset11"].Success))
{
return(false);
}
var krakenPair = new AssetPair(
matches.Groups["asset10"].Success
? matches.Groups["asset10"].Value
: matches.Groups["asset11"].Value,
matches.Groups["asset20"].Value,
this
);
result = pair.Equals(krakenPair);
}
return(result);
}
public IReadOnlyList <MarketPrice> Get(AssetPair pair)
{
lock (_lock)
return(_prices.ContainsKey(pair.Id) ? _prices[pair.Id].ToList() : new List <MarketPrice>());
}
public OrderBook(Network network, AssetPair pair)
{
Pair = pair;
Network = network;
}
public AssetPairDiscoveryRequestMessage(AssetPair pair, Network network = null)
{
Pair = pair;
Network = network;
}
/// <summary>
/// Will search for the price in both directions (normal / reversed).
/// </summary>
public static MarketPrice GetPrice(this PriceGraph graph, Network network, AssetPair pair)
{
return(graph?.PricesByNetwork?.Get(network)?.GetPrice(pair));
}
public PublicVolumeResponse(Network network, AssetPair pair, decimal?vol24Base, decimal?vol24Quote = null) : this(new NetworkPairVolume(network, pair, vol24Base, vol24Quote))
{
}
public async Task <IReadOnlyList <Network> > GetNetworksAsync(AssetPair pair, bool onlyDirect = false)
{
var r = await GetNetworkPairsAsync().ConfigureAwait(false);
return(r.Select(x => x.Key).ToUniqueList());
}
public AggVolumeDataContext(AssetPair pair, ILogger logger = null) : base(logger)
{
Pair = pair;
}
public OrderBookContext(AssetPair assetPair, int?maxRecordsCount = null, ILogger logger = null) : base(logger)
{
Pair = assetPair;
MaxRecordsCount = maxRecordsCount;
}
public OrderBookLiveContext(AssetPair assetPair, ILogger logger = null) : base(logger)
{
Pair = assetPair;
}
public AssetPairDataContext(AggregatedAssetPairData data, ILogger logger = null) : base(logger)
{
Pair = data.AssetPair;
Document = data;
}
public AssetPairNetworks(AssetPair pair, IReadOnlyList <Network> networks)
{
Pair = pair;
Networks = networks;
}
public (TimeSpan duration, decimal percentage) PercentageDirection(Network network, AssetPair pair, TimeSpan span)
{
var prices = Get(pair).Where(x => x.Network.Id == network.Id).ToList();
if (prices.Count < 2)
{
return(TimeSpan.Zero, 0);
}
var ordered = prices.Where(x => x.UtcCreated.IsWithinTheLast(span)).OrderBy(x => x.UtcCreated).ToList();
if (ordered.Count < 2)
{
return(TimeSpan.Zero, 0);
}
var earliest = ordered.First();
var latest = ordered.Last();
var duration = latest.UtcCreated - earliest.UtcCreated;
return(duration, earliest.PercentageDifference(latest));
}
public NetworksForPair(IEnumerable <Network> networks, AssetPair pair)
{
Pair = pair;
Networks = networks.AsReadOnlyList();
}
public AssetPairNotSupportedException(AssetPair pair, INetworkProvider provider, [CallerMemberName] string method = "Unknown")
: base($"Specified currency pair {pair} is not supported by provider", provider, method)
{
}
public OhlcContext(AssetPair pair, TimeResolution market, TimeRange range, ILogger logger = null) : base(logger)
{
Pair = pair;
Market = market;
Range = range;
}
public AssetPairPosition(Network network, AssetPair pair)
{
Network = network;
Pair = pair;
}
internal AggregatedAssetPairData(AssetPair pair, INetworkProvider provider)
{
ProviderId = provider.Id;
AssetPair = pair;
Id = GetHash(pair);
}
public PublicVolumeResponse(Network network, AssetPair pair, decimal volume24) : this(new NetworkPairVolume(network, pair, volume24))
{
}
public static ObjectId GetHash(AssetPair pair)
{
return(("assetpair:" + pair.Asset1.ShortCode + ":" + pair.Asset2.ShortCode).GetObjectIdHashCode(true, true));
}
/// <summary>
/// Will search for the price in both directions (normal / reversed).
/// </summary>
public static MarketPrice GetPrice(this PriceGraph graph, AssetPair pair)
{
return(graph?.Prices?.GetPrice(pair));
}
public MinimumTradeVolume(AssetPair market) : this()
{
Market = market;
}
/// <summary>
/// Will search for the price in both directions (normal / reversed).
/// </summary>
public static MarketPrice GetPrice(this IEnumerable <MarketPrice> prices, Network network, AssetPair pair)
{
var m = prices.FirstOrDefault(x => x.Pair.Id == pair.Id && x.Network.Id == network.Id);
if (m != null)
{
return(m);
}
m = prices.FirstOrDefault(x => x.Pair.Id == pair.Reversed.Id && x.Network.Id == network.Id);
return(m?.Reversed);
}
public MinimumTradeVolume(AssetPair market, Money minimumBuy, Money minimumSell) : this(market)
{
MinimumBuy = minimumBuy;
MinimumSell = minimumSell;
}
public static ObjectId GetHash(AssetPair pair, TimeResolution market, Network network)
{
return($"prime:{pair.Asset1.ShortCode}:{pair.Asset2.ShortCode}:{(int)market}:{network.Id}".GetObjectIdHashCode(true, true));
}
public PairVolumeData(AssetPair pair)
{
Pair = pair.Normalised;
Id = Pair.Id;
}
public PrivatePairContext(UserContext userContext, AssetPair pair = null, ILogger logger = null) : base(userContext, logger)
{
Pair = pair;
}
public NetworkPairVolume(Network network, AssetPair pair, decimal volume24) : this(network, pair)
{
HasVolume24Base = true;
Volume24Base = new Money(volume24, pair.Asset1);
}