public void Update(Ticker ticker, IncrementalUpdateInfo info) { for (int i = 0; i < info.BidsUpdates.Count; i++) { string[] item = info.BidsUpdates[i]; ticker.OrderBook.ApplyIncrementalUpdate(OrderBookEntryType.Bid, item[1], item[2]); } for (int i = 0; i < info.AsksUpdates.Count; i++) { string[] item = info.AsksUpdates[i]; ticker.OrderBook.ApplyIncrementalUpdate(OrderBookEntryType.Ask, item[1], item[2]); } for (int i = 0; i < info.TradeUpdates.Count; i++) { string[] item = info.TradeUpdates[i]; TradeInfoItem trade = new TradeInfoItem(null, ticker) { Type = item[1][0] == 'S' ? TradeType.Sell : TradeType.Buy, RateString = item[2], AmountString = item[3], Time = new DateTime(Convert.ToInt64(item[4])).ToLocalTime() }; ticker.AddTradeHistoryItem(trade);//.InsertTradeHistoryItem(trade); CandleStickChartHelper.UpdateVolumes(ticker.CandleStickData, trade, ticker.CandleStickPeriodMin); } ticker.OnApplyIncrementalUpdate(); }
public void Update(Ticker ticker, IncrementalUpdateInfo info) { foreach (string[] item in info.Updates) { if (item[0][0] == 'o') { ticker.OrderBook.ApplyIncrementalUpdate( item[1][0] == '1' ? OrderBookEntryType.Bid : OrderBookEntryType.Ask, item[2], item[3]); } else if (item[0][0] == 't') { TradeInfoItem trade = new TradeInfoItem(null, ticker) { Type = item[2][0] == '0' ? TradeType.Sell : TradeType.Buy, RateString = item[3], AmountString = item[4], Time = new DateTime(Convert.ToInt64(item[5])) }; ticker.TradeHistory.Insert(0, trade); CandleStickChartHelper.UpdateVolumes(ticker.CandleStickData, trade, ticker.CandleStickPeriodMin); } } ticker.OnApplyIncrementalUpdate(); }
public void Update(Ticker ticker, IncrementalUpdateInfo info) { for (int i = 0; i < info.Updates.Count; i++) { string[] item = info.Updates[i]; if (item[0][0] == 'o') { ticker.OrderBook.ApplyIncrementalUpdate(item[1][0] == '1' ? OrderBookEntryType.Bid : OrderBookEntryType.Ask, item[2], item[3]); } else if (item[0][0] == 't') { TradeInfoItem trade = new TradeInfoItem(null, ticker) { Type = item[2][0] == '0' ? TradeType.Sell : TradeType.Buy, RateString = item[3], AmountString = item[4], Time = ticker.Exchange.FromUnixTimestamp(Convert.ToInt64(item[5])) }; if (trade.Time.Year == 1) { throw new InvalidOperationException(); } ticker.TradeHistory.Insert(0, trade); CandleStickChartHelper.UpdateVolumes(ticker.CandleStickData, trade, ticker.CandleStickPeriodMin); } } ticker.OnApplyIncrementalUpdate(); }
public void Update(Ticker ticker, IncrementalUpdateInfo info) { List <OrderBookEntry> bids = ticker.OrderBook.Bids; OrderBook orderBook = ticker.OrderBook; foreach (string[] item in info.BidsUpdates) { orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Bid, item[0], item[1]); } foreach (string[] item in info.AsksUpdates) { orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Ask, item[0], item[1]); } ticker.OnApplyIncrementalUpdate(); }
public void Update(Ticker ticker, IncrementalUpdateInfo info) { List <OrderBookEntry> bids = ticker.OrderBook.Bids; OrderBook orderBook = ticker.OrderBook; for (int i = 0; i < info.BidsUpdates.Count; i++) { string[] item = info.BidsUpdates[i]; orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Bid, item[0], item[1]); } for (int i = 0; i < info.AsksUpdates.Count; i++) { string[] item = info.AsksUpdates[i]; orderBook.ApplyIncrementalUpdate(OrderBookEntryType.Ask, item[0], item[1]); } ticker.OnApplyIncrementalUpdate(); }
void IIncrementalUpdateDataProvider.Update(Ticker ticker, IncrementalUpdateInfo info) { throw new NotImplementedException(); }
public void Update(Ticker ticker, IncrementalUpdateInfo info) { throw new NotImplementedException(); }