private object DecodeTrade(BinanceStreamAggregatedTrade stream, string field)
{
switch (field)
{
case RtdFields.SYMBOL: return(stream.Symbol);
//case RtdFields.TRADE_ID: return stream.TradeId;
case RtdFields.PRICE: return(stream.Price);
case RtdFields.QUANTITY: return(stream.Quantity);
//case RtdFields.BUYER_ORDER_ID: return stream.BuyerOrderId;
//case RtdFields.SELLER_ORDER_ID: return stream.SellerOrderId;
case RtdFields.FIRST_ID: return(stream.FirstTradeId);
case RtdFields.LAST_ID: return(stream.LastTradeId);
case RtdFields.TRADE_TIME: return(stream.TradeTime.ToLocalTime());
case RtdFields.BUYER_IS_MAKER: return(stream.BuyerIsMaker);
case RtdFields.IGNORE: return(stream.Ignore);
}
return(SubscriptionManager.UnsupportedField);
}
// Trade
private void CacheTrade(BinanceStreamAggregatedTrade stream)
{
var instrument = stream.Symbol;
//CacheResult(BINANCE_TRADE, instrument, RtdFields.TRADE_ID, stream.TradeId);
CacheResult(BINANCE_TRADE, instrument, RtdFields.TRADE_ID, stream.AggregatedTradeId);
CacheResult(BINANCE_TRADE, instrument, RtdFields.PRICE, stream.Price);
CacheResult(BINANCE_TRADE, instrument, RtdFields.QUANTITY, stream.Quantity);
//CacheResult(BINANCE_TRADE, instrument, RtdFields.BUYER_ORDER_ID, stream.BuyerOrderId);
//CacheResult(BINANCE_TRADE, instrument, RtdFields.SELLER_ORDER_ID, stream.SellerOrderId);
CacheResult(BINANCE_TRADE, instrument, RtdFields.FIRST_ID, stream.FirstTradeId);
CacheResult(BINANCE_TRADE, instrument, RtdFields.LAST_ID, stream.LastTradeId);
CacheResult(BINANCE_TRADE, instrument, RtdFields.TRADE_TIME, stream.TradeTime.ToLocalTime());
CacheResult(BINANCE_TRADE, instrument, RtdFields.BUYER_IS_MAKER, stream.BuyerIsMaker);
CacheResult(BINANCE_TRADE, instrument, RtdFields.IGNORE, stream.Ignore);
}
