private void DoUpdateMarketPrices(object aState)
{
try
{
var lChanged = new ConcurrentBag <string>();
using (var lClient = new BitfinexClient())
{
var lMarketsData = lClient.GetTickerAsync(symbols: "ALL").Result;
if (!lMarketsData.Success)
{
throw new Exception("Unable to get updated market prices info");
}
Parallel.ForEach(lMarketsData.Data, (lMarketData) =>
{
string lMarketPairID = lMarketData.Symbol.Remove(0, 1).ToLowerInvariant();
MarketPriceInfo lRemoteMarketPrice = new MarketPriceInfo
{
Last = lMarketData.LastPrice,
Bid = lMarketData.Bid,
Ask = lMarketData.Ask
};
if ((FMarketPrices.TryGetValue(lMarketPairID, out MarketPriceInfo lPrice) && lPrice != lRemoteMarketPrice) || lPrice == null)
{
FMarketPrices.AddOrUpdate(lMarketPairID, lRemoteMarketPrice, (key, oldValue) => lRemoteMarketPrice);
lChanged.Add(lMarketPairID);
}
});
}
private void DoUpdateMarketPrices(object aState)
{
try
{
var lChanged = new ConcurrentBag <string>();
using (var lClient = new PoloniexClient())
{
var lMarketsData = lClient.GetTickerMarkets();
if (!lMarketsData.Success)
{
throw new Exception("Unable to get updated market prices info");
}
Parallel.ForEach(lMarketsData.Data, (lMarketData) =>
{
string lMarketPairID = lMarketData.Key;
MarketPriceInfo lRemoteMarketPrice = new MarketPriceInfo
{
Last = lMarketData.Value.last,
Bid = lMarketData.Value.highestBid,
Ask = lMarketData.Value.lowestAsk
};
if ((FMarketPrices.TryGetValue(lMarketPairID, out MarketPriceInfo lPrice) && lPrice != lRemoteMarketPrice) || lPrice == null)
{
FMarketPrices.AddOrUpdate(lMarketPairID, lRemoteMarketPrice, (key, oldValue) => lRemoteMarketPrice);
lChanged.Add(lMarketPairID);
}
});
}
public IMarketPriceInfo GetMarketPrice(IExchangeMarket aMarket)
{
MarketPriceInfo lResult = new MarketPriceInfo();
if (!aMarket.TryCastToLocalMarket(out ExchangeMarket lExchangeMarket))
{
throw new ArgumentException(nameof(aMarket), "Invalid Market");
}
if (FMarketPrices.TryGetValue(lExchangeMarket.MarketPairID, out MarketPriceInfo lValue))
{
lResult = lValue;
}
return(lResult);
}
private void ProcessMarketSummaries(IEnumerable <BittrexTick> aMarketPrices)
{
Parallel.ForEach(aMarketPrices, (lMarketPrice) =>
{
var lMarketPairID = lMarketPrice.Symbol;
MarketPriceInfo lRemoteMarketPrice = new MarketPriceInfo
{
Last = lMarketPrice.LastTradeRate,
Bid = lMarketPrice.BidRate,
Ask = lMarketPrice.AskRate
};
if ((FMarketPrices.TryGetValue(lMarketPairID, out MarketPriceInfo lPrice) && lPrice != lRemoteMarketPrice) || lPrice == null)
{
FMarketPrices.AddOrUpdate(lMarketPairID, lRemoteMarketPrice, (key, oldValue) => lRemoteMarketPrice);
if (!FMarketsIDsWithPriceChanged.Contains(lMarketPairID))
{
FMarketsIDsWithPriceChanged.Add(lMarketPairID);
}
}
});