private void ProcessTick(ISerializedValue[] arguments)
{
// Determine applicable currency pair
var currencyPairStr = arguments[0].Deserialize <string>();
var currencyPair = CurrencyPair.Parse(currencyPairStr);
if (ReferenceEquals(currencyPair, null))
{
Logger.Debug($"Received tick of unknown currency Pair '{currencyPairStr}', skipping tick");
return;
}
// Convert data to TickData
var tickData = new TickData.Builder(Exchange, currencyPair, DateTimeHelper.ToUnixTime(DateTime.Now), arguments[1].Deserialize <decimal>())
.LowestAsk(arguments[2].Deserialize <decimal>())
.HighestBid(arguments[3].Deserialize <decimal>())
.PercentChange(arguments[4].Deserialize <decimal>())
.BaseVolume(arguments[5].Deserialize <decimal>())
.QuoteVolume(arguments[6].Deserialize <decimal>())
.IsFrozen(arguments[7].Deserialize <byte>() > 0)
.DayHigh(arguments[8].Deserialize <decimal>())
.DayLow(arguments[9].Deserialize <decimal>())
.Build();
Logger.Debug($"Received new tick: {tickData}");
// Notify subscribers
lock (_subscribers)
{
foreach (var subscriber in _subscribers)
{
subscriber.OnTick(Exchange, tickData);
}
}
}
public static TickData Convert(Exchange exchange, ISerializedValue[] serializedData)
{
// Determine applicable currency pair
var currencyPair = GetCurrencyPair(serializedData);
// Convert data to TickData
var tickData = new TickData.Builder(exchange, currencyPair, DateTimeHelper.ToUnixTime(DateTime.Now), serializedData[1].Deserialize <decimal>())
.LowestAsk(serializedData[2].Deserialize <decimal>())
.HighestBid(serializedData[3].Deserialize <decimal>())
.PercentChange(serializedData[4].Deserialize <decimal>())
.BaseVolume(serializedData[5].Deserialize <decimal>())
.QuoteVolume(serializedData[6].Deserialize <decimal>())
.IsFrozen(serializedData[7].Deserialize <byte>() > 0)
.DayHigh(serializedData[8].Deserialize <decimal>())
.DayLow(serializedData[9].Deserialize <decimal>())
.Build();
return(tickData);
}