public IMessageIn Visit(ProductTrades msg) { if (_data == null) { return(msg); } // [["78270746", "431.3", "0.01", "22:02:41", "ask"], ...] // // Each element is [TradeId, Price, Quantity, Time, Side]. msg.Trades = new List <Trade>(); foreach (JToken elem in _data) { msg.Trades.Add(new Trade() { Id = (long)elem[0], Timestamp = Util.Time.FromDayTime((TimeSpan)elem[3], TimeSpan.FromHours(8)), Amount = new Amount() { Price = elem[1].AsDecimal(), Quantity = elem[2].AsDecimal(), Side = Serialization.ParseSide((string)elem[4]), } }); } return(msg); }
// IVisitorIn public string Visit(ProductTrades msg) { return(MarketData(msg.Product, OkCoin.MarketData.Trades)); }