private OrderBookLevel[] JArrayToTradingTicker(JArray data)
{
var result = new List <OrderBookLevel>();
foreach (var item in data)
{
var array = item.ToArray();
var level = new OrderBookLevel();
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.Price = (double)array[1];
level.Amount = (double)array[2];
}
result.Add(level);
}
return(result.ToArray());
}
private OrderBookLevel ConvertLevel(string pair, FtxOrderBookLevel x)
{
return(new OrderBookLevel
(
x.Price.ToString(CultureInfo.InvariantCulture),
ConvertSide(x.Side),
x.Price,
x.Amount,
null,
pair
));
}