public Depth GetDepth(Currency currency)
{
DepthResponse depthResponse = restClient.GetResponse <DepthResponse>(String.Format("BTC{0}/money/depth/fetch", currency.ToString()), Method.GET, null, AccessType.Public);
if (depthResponse.Depth == null)
{
throw new Exception("Failed to deserialize JSON object of type " + typeof(Depth) + ". " + MtGoxRestClient.lastResponse);
}
return(depthResponse.Depth);
}
/// <summary>
/// пришел обновленный стакан
/// </summary>
private void UpdateMarketDepth(DepthResponse myDepth)
{
try
{
lock (_depthLocker)
{
if (_depths == null)
{
_depths = new List <MarketDepth>();
}
var needDepth = _depths.Find(depth =>
depth.SecurityNameCode == myDepth.stream.Split('@')[0].ToUpper());
if (needDepth == null)
{
needDepth = new MarketDepth();
needDepth.SecurityNameCode = myDepth.stream.Split('@')[0].ToUpper();
_depths.Add(needDepth);
}
List <MarketDepthLevel> ascs = new List <MarketDepthLevel>();
List <MarketDepthLevel> bids = new List <MarketDepthLevel>();
for (int i = 0; i < myDepth.data.asks.Count; i++)
{
ascs.Add(new MarketDepthLevel()
{
Ask = Convert.ToDecimal(
myDepth.data.asks[i][1].ToString().Replace(".",
CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture),
Price = Convert.ToDecimal(
myDepth.data.asks[i][0].ToString().Replace(".",
CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture)
});
bids.Add(new MarketDepthLevel()
{
Bid = Convert.ToDecimal(
myDepth.data.bids[i][1].ToString().Replace(".",
CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture),
Price = Convert.ToDecimal(
myDepth.data.bids[i][0].ToString().Replace(".",
CultureInfo.InvariantCulture.NumberFormat.NumberDecimalSeparator),
CultureInfo.InvariantCulture),
});
}
needDepth.Asks = ascs;
needDepth.Bids = bids;
needDepth.Time = ServerTime;
if (NewMarketDepthEvent != null)
{
_marketDepthsToSend.Enqueue(needDepth.GetCopy());
if (needDepth.Asks.Count != 0 && needDepth.Bids.Count != 0)
{
_bidAskToSend.Enqueue(new BidAskSender
{
Ask = needDepth.Bids[0].Price,
Bid = needDepth.Asks[0].Price,
Security = myDepth.stream.Split('@')[0] != null
? GetSecurityForName(myDepth.stream.Split('@')[0].ToUpper())
: null
});
}
}
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
void _client_UpdateMarketDepth(DepthResponse myDepth)
{
try
{
lock (_depthLocker)
{
if (_depths == null)
{
_depths = new List <MarketDepth>();
}
if (myDepth.data.asks == null || myDepth.data.asks.Count == 0 ||
myDepth.data.bids == null || myDepth.data.bids.Count == 0)
{
return;
}
var needDepth = _depths.Find(depth =>
depth.SecurityNameCode == myDepth.stream.Split('@')[0].ToUpper());
if (needDepth == null)
{
needDepth = new MarketDepth();
needDepth.SecurityNameCode = myDepth.stream.Split('@')[0].ToUpper();
_depths.Add(needDepth);
}
List <MarketDepthLevel> ascs = new List <MarketDepthLevel>();
List <MarketDepthLevel> bids = new List <MarketDepthLevel>();
for (int i = 0; i < myDepth.data.asks.Count; i++)
{
ascs.Add(new MarketDepthLevel()
{
Ask =
myDepth.data.asks[i][1].ToString().ToDecimal()
,
Price =
myDepth.data.asks[i][0].ToString().ToDecimal()
});
}
for (int i = 0; i < myDepth.data.bids.Count; i++)
{
bids.Add(new MarketDepthLevel()
{
Bid =
myDepth.data.bids[i][1].ToString().ToDecimal()
,
Price =
myDepth.data.bids[i][0].ToString().ToDecimal()
});
}
needDepth.Asks = ascs;
needDepth.Bids = bids;
needDepth.Time = ServerTime;
if (needDepth.Time == DateTime.MinValue)
{
return;
}
if (MarketDepthEvent != null)
{
MarketDepthEvent(needDepth.GetCopy());
}
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
