public object aspect_spread(object rowObject)
{
ExchangeOrder order = (ExchangeOrder)rowObject;
//LogManager.AddLogMessage(Name, "aspect_spread", "rate=" + order.symbol + " | " + order.market + " | " + order.amount, LogManager.LogMessageType.DEBUG);
ExchangeTicker ticker = Tickers.FirstOrDefault(item => item.exchange == order.exchange && item.symbol == order.symbol && item.market == order.market);
if (ticker != null)
{
if (order.market.Contains("USD"))
{
return(ticker.last.ToString("C"));
}
else
{
return(ticker.last.ToString("N8"));
}
//LogManager.AddLogMessage(Name, "aspect_spread", "rate=" + order.rate + " | " + ticker.last, LogManager.LogMessageType.DEBUG);
//return 0;
}
else
{
return(0);
}
//return "10%";
}
public override bool UpdateTickersInfo() {
byte[] bytes = null;
try {
bytes = GetDownloadBytes(TickersUpdateAddress);
}
catch(Exception e) {
Debug.WriteLine(e.ToString());
return false;
}
if(bytes == null)
return false;
int startIndex = 0;
List<string[]> list = JSonHelper.Default.DeserializeArrayOfArrays(bytes, ref startIndex, 11);
for(int i = 0; i < list.Count; i++) {
string[] item = list[i];
BitFinexTicker ticker = (BitFinexTicker)Tickers.FirstOrDefault(t => t.CurrencyPair == item[0]);
ticker.HighestBid = FastValueConverter.Convert(item[1]);
ticker.LowestAsk = FastValueConverter.Convert(item[3]);
ticker.Change = FastValueConverter.Convert(item[6]);
ticker.Last = FastValueConverter.Convert(item[7]);
ticker.Volume = FastValueConverter.Convert(item[8]);
ticker.Hr24High = FastValueConverter.Convert(item[9]);
ticker.Hr24Low = FastValueConverter.Convert(item[10]);
}
return true;
}
public void UpdateTickersInfo()
{
string address = "https://poloniex.com/public?command=returnTicker";
string text = GetDownloadString(address);
if (string.IsNullOrEmpty(text))
{
return;
}
JObject res = (JObject)JsonConvert.DeserializeObject(text);
foreach (JProperty prop in res.Children())
{
PoloniexTicker t = Tickers.FirstOrDefault((i) => i.CurrencyPair == prop.Name);
JObject obj = (JObject)prop.Value;
t.Last = obj.Value <double>("last");
t.LowestAsk = obj.Value <double>("lowestAsk");
t.HighestBid = obj.Value <double>("highestBid");
t.Change = obj.Value <double>("percentChange");
t.BaseVolume = obj.Value <double>("baseVolume");
t.Volume = obj.Value <double>("quoteVolume");
t.IsFrozen = obj.Value <int>("isFrozen") != 0;
t.Hr24High = obj.Value <double>("high24hr");
t.Hr24Low = obj.Value <double>("low24hr");
}
}
public override bool GetTickersInfo()
{
string address = "https://www.bitmex.com/api/v1/instrument?columns=typ,symbol,rootSymbol,quoteCurrency,highPrice,lowPrice,bidPrice,askPrice,lastChangePcnt,hasLiquidity,volume,tickSize,takerFee&start=0&count=500";
string text = string.Empty;
try {
text = GetDownloadString(address);
if (string.IsNullOrEmpty(text))
{
return(false);
}
Tickers.Clear();
JArray res = JsonConvert.DeserializeObject <JArray>(text);
int index = 0;
foreach (JObject obj in res.Children())
{
if (!obj.Value <bool>("hasLiquidity"))
{
continue;
}
string pair = obj.Value <string>("symbol");
BitmexTicker t = (BitmexTicker)Tickers.FirstOrDefault(tt => tt.CurrencyPair == pair);
if (t == null)
{
t = new BitmexTicker(this);
}
t.Index = index;
t.ContractTicker = true;
t.ContractValue = 1; // 1 USD
t.CurrencyPair = pair;
t.MarketCurrency = obj.Value <string>("rootSymbol");
t.BaseCurrency = obj.Value <string>("quoteCurrency");
t.TickSize = ToDouble(obj, "tickSize");
t.Last = ToDouble(obj, "lastPrice");
t.Hr24High = ToDouble(obj, "highPrice");
t.Hr24Low = ToDouble(obj, "lowPrice");
t.HighestBid = ToDouble(obj, "bidPrice");
t.LowestAsk = ToDouble(obj, "askPrice");
t.Timestamp = Convert.ToDateTime(obj.Value <string>("timestamp"));
t.Change = ToDouble(obj, "lastChangePcnt");
t.Volume = ToDouble(obj, "volume24h");
t.Fee = ToDouble(obj, "takerFee") * 100;
Tickers.Add(t);
index++;
}
}
catch (Exception) {
return(false);
}
IsInitialized = true;
return(true);
}
private void GetTickerItem(PoloniexTicker item)
{
lock (Tickers) {
PoloniexTicker t = Tickers.FirstOrDefault((i) => i.CurrencyPair == item.CurrencyPair);
if (t != null)
{
lock (t) {
t.Assign(item);
t.UpdateHistoryItem();
RaiseTickerUpdate(t);
}
}
else
{
Tickers.Add(item);
RaiseTickerUpdate(item);
}
}
}
public object aspect_rate(object rowObject)
{
ExchangeOrder order = (ExchangeOrder)rowObject;
/*
* if (order.market.Contains("USD"))
* {
* return order.rate.ToString("C");
* }
* else
* {
* double rate = order.rate * 100000000;
* return rate + "B";
* }
*/
//List<ExchangeTicker> list = Tickers.Where(item => item.exchange == order.exchange).ToList();
//LogManager.AddLogMessage(Name, "aspect_spread", order.exchange + " | " + order.symbol + " | " + order.market + " | " + order.rate + " | " + list.Count, LogManager.LogMessageType.DEBUG);
ExchangeTicker ticker = Tickers.FirstOrDefault(item => item.exchange == order.exchange && item.symbol == order.symbol && item.market == order.market);
if (ticker != null)
{
if (order.market.Contains("USD"))
{
return(ticker.last.ToString("C") + " / " + order.rate.ToString("C"));
}
else
{
decimal rate = Convert.ToDecimal(order.rate) * 100000000;
decimal last = ticker.last * 100000000;
return(last.ToString("N0") + " / " + rate.ToString("N0"));
}
//column_symbol.Width +=
//LogManager.AddLogMessage(Name, "aspect_spread", "rate=" + order.rate + " | " + ticker.last, LogManager.LogMessageType.DEBUG);
//return 0;
}
else
{
//LogManager.AddLogMessage(Name, "aspect_spread", "NO TICKER=" + order.exchange + " | " + order.symbol + " | " + order.market, LogManager.LogMessageType.DEBUG);
return(0);
}
}
public override bool UpdateTickersInfo()
{
if (!IsInitialized)
{
return(true);
}
Context cc = GetContext(DefaultAccount);
cc.MarketStocksAsync().ContinueWith(t => {
MarketInstrumentList list = t.Result;
foreach (MarketInstrument i in list.Instruments)
{
TinknoffInvestTicker ticker = (TinknoffInvestTicker)Tickers.FirstOrDefault(tt => tt.Name == i.Name);
if (ticker != null)
{
ticker.Instrument = i;
continue;
}
Tickers.Add(new Tinkoff.TinknoffInvestTicker(this, i));
}
});
return(true);
}
protected void On24HourTickerRecv(string[] item)
{
string symbolName = item[2];
BinanceTicker t = (BinanceTicker)Tickers.FirstOrDefault(tt => tt.Name == symbolName);
if (t == null)
{
throw new DllNotFoundException("binance symbol not found " + symbolName);
}
t.Change = FastValueConverter.Convert(item[4]);
t.HighestBid = FastValueConverter.Convert(item[9]);
t.LowestAsk = FastValueConverter.Convert(item[11]);
t.Hr24High = FastValueConverter.Convert(item[14]);
t.Hr24Low = FastValueConverter.Convert(item[15]);
t.BaseVolume = FastValueConverter.Convert(item[16]);
t.Volume = FastValueConverter.Convert(item[17]);
t.UpdateTrailings();
lock (t) {
RaiseTickerUpdate(t);
}
}
public override bool UpdateTickersInfo()
{
string address = "https://api.binance.com/api/v1/ticker/24hr";
string text = string.Empty;
try {
text = GetDownloadString(address);
}
catch (Exception) {
return(false);
}
if (string.IsNullOrEmpty(text))
{
return(false);
}
JArray res = JsonConvert.DeserializeObject <JArray>(text);
foreach (JObject item in res)
{
string currencyPair = item.Value <string>("symbol");
BinanceTicker t = (BinanceTicker)Tickers.FirstOrDefault(tr => tr.CurrencyPair == currencyPair);
if (t == null)
{
continue;
}
t.Last = item.Value <double>("lastPrice");
t.LowestAsk = item.Value <double>("askPrice");
t.HighestBid = item.Value <double>("bidPrice");
t.Change = item.Value <double>("priceChangePercent");
t.BaseVolume = item.Value <double>("volume");
t.Volume = item.Value <double>("quoteVolume");
t.Hr24High = item.Value <double>("highPrice");
t.Hr24Low = item.Value <double>("lowPrice");
}
return(true);
}
public override bool ObtainExchangeSettings()
{
string address = "https://api.binance.com/api/v1/exchangeInfo";
string text = string.Empty;
try {
text = GetDownloadString(address);
}
catch (Exception e) {
Telemetry.Default.TrackException(e);
return(false);
}
if (string.IsNullOrEmpty(text))
{
return(false);
}
JObject settings = JsonConvert.DeserializeObject <JObject>(text);
JArray rateLimits = settings.Value <JArray>("rateLimits");
RequestRate = new List <RateLimit>();
OrderRate = new List <RateLimit>();
for (int i = 0; i < rateLimits.Count; i++)
{
JObject rateLimit = (JObject)rateLimits[i];
string rateType = rateLimit.Value <string>("rateLimitType");
if (rateType == "REQUESTS")
{
RequestRate.Add(GetRateLimit(rateLimit));
}
if (rateType == "ORDERS")
{
OrderRate.Add(GetRateLimit(rateLimit));
}
}
JArray symbols = settings.Value <JArray>("symbols");
for (int i = 0; i < symbols.Count; i++)
{
JObject s = (JObject)symbols[i];
BinanceTicker t = new BinanceTicker(this);
t.CurrencyPair = s.Value <string>("symbol");
t.MarketCurrency = s.Value <string>("baseAsset");
t.BaseCurrency = s.Value <string>("quoteAsset");
if (Tickers.FirstOrDefault(tt => tt.CurrencyPair == t.CurrencyPair) != null)
{
continue;
}
Tickers.Add(t);
JArray filters = s.Value <JArray>("filters");
for (int fi = 0; fi < filters.Count; fi++)
{
JObject filter = (JObject)filters[fi];
string filterType = filter.Value <string>("filterType");
if (filterType == "PRICE_FILTER")
{
t.PriceFilter = new TickerFilter()
{
MinValue = filter.Value <double>("minPrice"), MaxValue = filter.Value <double>("maxPrice"), TickSize = filter.Value <double>("tickSize")
}
}
;
else if (filterType == "LOT_SIZE")
{
t.QuantityFilter = new TickerFilter()
{
MinValue = filter.Value <double>("minQty"), MaxValue = filter.Value <double>("maxQty"), TickSize = filter.Value <double>("stepSize")
}
}
;
else if (filterType == "MIN_NOTIONAL")
{
t.NotionalFilter = new TickerFilter()
{
MinValue = filter.Value <double>("minNotional"), MaxValue = double.MaxValue
}
}
;
}
}
return(true);
}
public Ticker GetTicker(PinnedTickerInfo info)
{
return(Tickers.FirstOrDefault(t => t.BaseCurrency == info.BaseCurrency && t.MarketCurrency == info.MarketCurrency));
}
protected void OnTickersInfoRecv(JObject jObject)
{
JArray items = jObject.Value <JArray>("data");
if (items == null)
{
return;
}
foreach (JObject item in items)
{
string tickerName = item.Value <string>("symbol");
BitmexTicker t = (BitmexTicker)Tickers.FirstOrDefault(tt => tt.CurrencyPair == tickerName);
if (t == null)
{
continue;
}
JEnumerable <JToken> props = item.Children();
foreach (JProperty prop in props)
{
string name = prop.Name;
string value = prop.Value == null? null: prop.Value.ToString();
switch (name)
{
case "lastPrice":
t.Last = FastValueConverter.Convert(value);
break;
case "highPrice":
t.Hr24High = FastValueConverter.Convert(value);
break;
case "lowPrice":
t.Hr24Low = FastValueConverter.Convert(value);
break;
case "bidPrice":
t.HighestBid = FastValueConverter.Convert(value);
break;
case "askPrice":
t.LowestAsk = FastValueConverter.Convert(value);
break;
case "timestamp":
t.Timestamp = t.Time = Convert.ToDateTime(value);
break;
case "lastChangePcnt":
t.Change = FastValueConverter.Convert(value);
break;
case "volume24h":
t.Volume = FastValueConverter.Convert(value);
break;
}
}
t.UpdateTrailings();
lock (t) {
RaiseTickerUpdate(t);
}
}
}
