private Last CreateLast(BitfinexTrade bitfinexTrade)
{
DateTime dateTime = Core.Instance.TimeUtils.ConvertUnixSecondsToDateTime((int)bitfinexTrade.Timestamp);
if (this.lastTradeTimeCache.TryGetValue(bitfinexTrade.Pair, out long lastTradeTime) && dateTime.Ticks <= lastTradeTime)
{
dateTime = new DateTime(lastTradeTime + 1, DateTimeKind.Utc);
}
this.lastTradeTimeCache[bitfinexTrade.Pair] = dateTime.Ticks;
return(new Last(bitfinexTrade.Pair, (double)bitfinexTrade.Price, Math.Abs((double)bitfinexTrade.Amount), dateTime));
}
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
var jArray = serializer.Deserialize <JArray>(reader);
var result = new BitfinexTrade()
{
Timestamp = jArray[1].Value <long>(),
Amount = jArray[2].Value <decimal>(),
Price = jArray[3].Value <decimal>()
};
return(result);
}
private Last CreateLast(BitfinexTrade bitfinexTrade)
{
DateTime dateTime = DateTimeOffset.FromUnixTimeSeconds((int)bitfinexTrade.Timestamp).UtcDateTime;
if (this.lastTradeTimeCache.TryGetValue(bitfinexTrade.Pair, out long lastTradeTime) && dateTime.Ticks <= lastTradeTime)
{
dateTime = new DateTime(lastTradeTime + 1, DateTimeKind.Utc);
}
this.lastTradeTimeCache[bitfinexTrade.Pair] = dateTime.Ticks;
return(new Last(bitfinexTrade.Pair, (double)bitfinexTrade.Price, Math.Abs((double)bitfinexTrade.Amount), dateTime));
}
private IHistoryItem CreateHistoryItemLast(BitfinexTrade bitfinexTrade) => new HistoryItemLast
{
TicksLeft = Core.Instance.TimeUtils.ConvertUnixMilisecondsToDateTime(bitfinexTrade.Timestamp).Ticks,
Price = (double)bitfinexTrade.Price,
Volume = Math.Abs((double)bitfinexTrade.Amount)
};
private DayBar CreateDayBar(BitfinexTrade bitfinexTrade) => new DayBar(bitfinexTrade.Pair, Core.Instance.TimeUtils.ConvertUnixSecondsToDateTime((int)bitfinexTrade.Timestamp))
{
Last = (double)bitfinexTrade.Price,
LastSize = (double)Math.Abs(bitfinexTrade.Amount)
};
private IHistoryItem CreateHistoryItemLast(BitfinexTrade bitfinexTrade) => new HistoryItemLast
{
TicksLeft = DateTimeOffset.FromUnixTimeMilliseconds(bitfinexTrade.Timestamp).UtcDateTime.Ticks,
Price = (double)bitfinexTrade.Price,
Volume = Math.Abs((double)bitfinexTrade.Amount)
};
private DayBar CreateDayBar(BitfinexTrade bitfinexTrade) => new DayBar(bitfinexTrade.Pair, DateTimeOffset.FromUnixTimeSeconds((int)bitfinexTrade.Timestamp).UtcDateTime)
{
Last = (double)bitfinexTrade.Price,
LastSize = (double)Math.Abs(bitfinexTrade.Amount)
};
