/// <summary>
/// Read from reader
/// </summary>
/// <param name="reader">Reader</param>
public void FromBinary(BinaryReader reader)
{
Bid = (decimal)reader.ReadDouble();
Ask = (decimal)reader.ReadDouble();
Last = (decimal)reader.ReadDouble();
Volume = (Volume ?? new ExchangeVolume());
Volume.FromBinary(reader);
}
private ExchangeVolume ParseVolume(JToken token)
{
ExchangeVolume vol = new ExchangeVolume();
JProperty[] props = token.Children <JProperty>().ToArray();
if (props.Length == 3)
{
vol.BaseSymbol = props[0].Name;
vol.BaseVolume = props[0].Value.ConvertInvariant <decimal>();
vol.ConvertedSymbol = props[1].Name;
vol.ConvertedVolume = props[1].Value.ConvertInvariant <decimal>();
vol.Timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(props[2].Value.ConvertInvariant <long>());
}
return(vol);
}
private ExchangeVolume ParseVolume(JToken token)
{
ExchangeVolume vol = new ExchangeVolume();
JProperty[] props = token.Children <JProperty>().ToArray();
if (props.Length == 3)
{
vol.PriceSymbol = props[0].Name;
vol.PriceAmount = (decimal)props[0].Value;
vol.QuantitySymbol = props[1].Name;
vol.QuantityAmount = (decimal)props[1].Value;
vol.Timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds((long)props[2].Value);
}
return(vol);
}
private ExchangeVolume ParseVolume(JToken token, string symbol)
{
ExchangeVolume vol = new ExchangeVolume();
JProperty[] props = token.Children <JProperty>().ToArray();
if (props.Length == 3)
{
var(baseCurrency, quoteCurrency) = ExchangeMarketSymbolToCurrencies(symbol);
vol.QuoteCurrency = quoteCurrency.ToUpperInvariant();
vol.QuoteCurrencyVolume = token[quoteCurrency.ToUpperInvariant()].ConvertInvariant <decimal>();
vol.BaseCurrency = baseCurrency.ToUpperInvariant();
vol.BaseCurrencyVolume = token[baseCurrency.ToUpperInvariant()].ConvertInvariant <decimal>();
vol.Timestamp = CryptoUtility.UnixTimeStampToDateTimeMilliseconds(props[2].Value.ConvertInvariant <long>());
}
return(vol);
}
private ExchangeTicker ParseTicker(JToken token)
{
return(new ExchangeTicker
{
// TODO: Parse out fields...
// Ticker JSON { "GenTime":12345678901234 "Label":"UFO/BTC", "Ask":0.00000005, "Bid":0.00000003, "Open":0.00000006, "High":0.00000007, "Low":0.00000004, "Close":0.00000003, "Volume":3240956.04453450, "BaseVolume":455533325.98457433 }
var symbols = token["Label"].ToStringInvariant().Split('/');
Id = token["GenTime"].ConvertInvariant <Timestamp>(), // ????
Ask = token["Ask"].ConvertInvariant <decimal>(),
Bid = token["Bid"].ConvertInvariant <decimal>(),
Last = token["Close"].ConvertInvariant <decimal>(),
Volume = new ExchangeVolume()
{
PriceSymbol = symbols[0],
QuantitySymbol = symbols[1],
PriceAmount = token["Volume"].ConvertInvariant <decimal>(),
QuantityAmount = token["BaseVolume"].ConvertInvariant <decimal>(),
Timestamp = token["GenTime"].ConvertInvariant <Timestamp>()
}
});