private OrderBookLevel ConvertLevel(BookLevel x, CryptoOrderSide side, string pair)
{
return(new OrderBookLevel(
x.Price.ToString(CultureInfo.InvariantCulture),
side,
(double)x.Price,
(double)x.Size,
null, // TODO: really null?
pair));
}
private void InsertNewBook(BookLevel book)
{
var id = book.Id;
if (book.Side == CoinbaseSide.Buy)
{
_bids[id] = book;
return;
}
_asks[id] = book;
}
private void RemoveBook(BookLevel book)
{
var id = book.Id;
if (_bids.ContainsKey(id))
{
_bids.Remove(id);
}
if (_asks.ContainsKey(id))
{
_asks.Remove(id);
}
}
private OrderBookLevel ConvertLevel(BookLevel x, CryptoOrderSide side, string pair)
{
return(new OrderBookLevel
(
x.OrderId > 0 ?
x.OrderId.ToString(CultureInfo.InvariantCulture) :
x.Price.ToString(CultureInfo.InvariantCulture),
side,
x.Price,
x.Amount,
null,
pair
));
}
public override object ReadJson(
JsonReader reader,
Type objectType,
object?existingValue,
JsonSerializer serializer)
{
var bookLevelList = new List <BookLevel>();
var data = JArray.Load(reader);
foreach (var source in data)
{
var array = source.ToArray();
if (array.Length == 2)
{
var bookLevel = new BookLevel(_side, (decimal)array[0], (decimal)array[1]);
bookLevelList.Add(bookLevel);
}
}
return(bookLevelList.ToArray());
}
private void UpdateBook(BookLevel book)
{
var id = book.Id;
BookLevel found = null;
if (_bids.ContainsKey(id))
{
found = _bids[id];
}
if (_asks.ContainsKey(id))
{
found = _asks[id];
}
if (found == null)
{
return;
}
found.Size = book.Size;
}
public async Task <ProductBook> GetProductBook(ProductType productType, BookLevel level)
{
var parameters = new [] { new KeyValuePair <string, string>("level", ((int)level).ToString()) };
return(await SendGetRequest <ProductBook>(string.Format(Constants.RestUrl.ProductBook, productType.EnumToString()), Method.GET, parameters));
}
public Task <ProductBook> GetProductBook(ProductType productType, BookLevel level)
{
return(Task.FromResult <ProductBook>(null));
}