Exemplo n.º 1
0
        private void ReadTradeUpdateData(byte[] data, ref int offset)
        {
            string      tradeUpdateJsonPacket = Encoding.UTF8.GetString(data.SubArray(5, data.Length - 5));
            var         deserializedPacket    = JsonConvert.DeserializeObject <Dictionary <string, object> >(tradeUpdateJsonPacket);
            TradeUpdate trade = new TradeUpdate();

            trade.Exchange        = deserializedPacket["exchange"].ToString();
            trade.Product         = deserializedPacket["product"].ToString();
            trade.TradingSymbol   = deserializedPacket["trading_symbol"].ToString();
            trade.TradePrice      = Convert.ToDouble(deserializedPacket["trade_price"]);
            trade.TradeNumber     = deserializedPacket["trade_id"].ToString();
            trade.OrderSide       = deserializedPacket["order_side"].ToString();
            trade.OmsOrderId      = deserializedPacket["oms_order_id"].ToString();
            trade.LoginId         = deserializedPacket["login_id"].ToString();
            trade.InstrumentToken = Convert.ToInt32(deserializedPacket["instrument_token"]);
            trade.TradeQuantity   = Convert.ToInt32(deserializedPacket["filled_quantity"]);
            trade.TradeTime       = Convert.ToInt64(deserializedPacket["exchange_time"]);
            trade.ExchangeOrderId = deserializedPacket["exchange_order_id"].ToString();
            trade.ClientId        = deserializedPacket["client_id"].ToString();
            OnTradeUpdateReceive(trade);
        }
Exemplo n.º 2
0
        private void OnTradeUpdateReceive(TradeUpdate tradeUpdate)
        {
            var handler = TradeUpdateEvent;

            handler?.Invoke(tradeUpdate);
        }