Exemplo n.º 1
0
        private BookLevel[] JArrayToTradingTicker(JArray data)
        {
            var result = new List <BookLevel>();

            foreach (var item in data)
            {
                var array = item.ToArray();

                var level = new BookLevel();

                if (array.Length == 2)
                {
                    level.Side   = _side;
                    level.Price  = (double)array[0];
                    level.Amount = (double)array[1];
                }
                else
                {
                    //var side = (string)array[0];
                    //level.Side = string.IsNullOrWhiteSpace(side) ? OrderBookSide.Undefined :
                    //side == "buy" ? OrderBookSide.Buy : OrderBookSide.Sell;
                    level.Side   = _side;
                    level.Price  = (double)array[0];
                    level.Amount = (double)array[1];
                    level.Mts    = (long)array[2];
                }

                result.Add(level);
            }

            return(result.ToArray());
        }
        private BookLevel[] JArrayToTradingTicker(JArray data)
        {
            var result = new List <BookLevel>();

            foreach (var item in data)
            {
                var array = item.ToArray();

                var level = new BookLevel();

                if (array.Length == 2)
                {
                    level.Side   = _side;
                    level.Price  = (double)array[0];
                    level.Amount = (double)array[1];
                }
                else
                {
                    level.Side    = _side;
                    level.Price   = (double)array[0];
                    level.Amount  = (double)array[1];
                    level.OrderId = (long)array[2];
                }

                result.Add(level);
            }

            return(result.ToArray());
        }