public DepthMessage GetParsedDepthMessage(dynamic messageData)
{
var result = new DepthMessage
{
EventType = messageData.e,
EventTime = messageData.E,
Symbol = messageData.s,
UpdateId = messageData.u
};
var bids = new List <OrderBookOffer>();
var asks = new List <OrderBookOffer>();
foreach (JToken item in ((JArray)messageData.b).ToArray())
{
bids.Add(new OrderBookOffer()
{
Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString())
});
}
foreach (JToken item in ((JArray)messageData.a).ToArray())
{
asks.Add(new OrderBookOffer()
{
Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString())
});
}
result.Bids = bids;
result.Asks = asks;
return(result);
}
/// <summary>
/// Gets the parsed depth message.
/// </summary>
/// <param name="messageData">The message data.</param>
/// <returns>A DepthMessage.</returns>
public DepthMessage GetParsedDepthMessage(dynamic messageData)
{
DepthMessage result = new DepthMessage
{
EventType = messageData.e,
EventTime = messageData.E,
Symbol = messageData.s,
UpdateId = messageData.u
};
List <OrderBookOffer> bids = ((JArray)messageData.b).ToArray().Select(item => new OrderBookOffer()
{
Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString())
}).ToList();
List <OrderBookOffer> asks = ((JArray)messageData.a).ToArray().Select(item => new OrderBookOffer()
{
Price = decimal.Parse(item[0].ToString()), Quantity = decimal.Parse(item[1].ToString())
}).ToList();
result.Bids = bids;
result.Asks = asks;
return(result);
}
public DepthMessage GetParsedDepthMessage(dynamic messageData)
{
try
{
var result = new DepthMessage
{
EventType = messageData.e,
EventTime = messageData.E,
Symbol = messageData.s,
UpdateId = messageData.u
};
var bids = new List <OrderBookOffer>();
var asks = new List <OrderBookOffer>();
foreach (JToken item in ((JArray)messageData.b).ToArray())
{
bids.Add(Convert(item));
}
foreach (JToken item in ((JArray)messageData.a).ToArray())
{
asks.Add(Convert(item));
}
result.Bids = bids;
result.Asks = asks;
return(result);
}
catch (Exception e)
{
throw;
}
}
public DepthMessage GetParsedDepthMessage(dynamic messageData)
{
DepthMessage result = new DepthMessage();
result.UpdateId = messageData.lastUpdateId;
/*DepthMessage result = new DepthMessage
* {
* //EventType = messageData.e,
* //EventTime = messageData.E,
* //Symbol = messageData.s,
* UpdateId = messageData.lastUpdateId //messageData.u
* };*/
List <OrderBookOffer> bids = new List <OrderBookOffer>();
List <OrderBookOffer> asks = new List <OrderBookOffer>();
JToken[] barray = ((JArray)messageData.bids).ToArray();
foreach (JToken item in barray)
{
bids.Add(new OrderBookOffer()
{
Price = Convert.ToDecimal(item[0].ToString().Replace(',', '.'), CultureInfo.InvariantCulture),
Quantity = Convert.ToDecimal(item[1].ToString().Replace(',', '.'), CultureInfo.InvariantCulture)
});
}
JToken[] aarray = ((JArray)messageData.asks).ToArray();
foreach (JToken item in aarray)
{
asks.Add(new OrderBookOffer()
{
Price = Convert.ToDecimal(item[0].ToString().Replace(',', '.'), CultureInfo.InvariantCulture),
Quantity = Convert.ToDecimal(item[1].ToString().Replace(',', '.'), CultureInfo.InvariantCulture)
});
}
result.Bids = bids;
result.Asks = asks;
return(result);
}
private void depthHandler(DepthMessage dmessage)
{
if (InHandler)
{
return;
}
InHandler = true;
var resTicker = new BaseTypes.Ticker()
{
Ask = dmessage.Asks.ElementAt(0).Price,
Bid = dmessage.Bids.ElementAt(0).Price
};
lock (LocalLockWebSocket)
{
foreach (var thand in CurPriceActions)
{
thand(resTicker);
}
}
InHandler = false;
}
private void DepthHandler(DepthMessage messageData)
{
var depthData = messageData;
}
