public bool UpdateTradesStatistic(BitFinexTicker info, int depth) {
string address = string.Format("https://bittrex.com/api/v1.1/public/getmarkethistory?market={0}", Uri.EscapeDataString(info.MarketName));
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch(Exception) {
return false;
}
if(bytes == null)
return false;
int startIndex = 1;
if(!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
return false;
string lastIdString = info.LastTradeId.ToString();
List<string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "Id", "TimeStamp", "Quantity", "Price", "Total", "FillType", "OrderType" },
(itemIndex, paramIndex, value) => {
return paramIndex != 0 || lastIdString != value;
});
if(res == null)
return false;
int lastTradeId = Convert.ToInt32(res[0][0]);
if(lastTradeId == info.LastTradeId) {
info.TradeStatistic.Add(new TradeStatisticsItem() { Time = DateTime.UtcNow });
if(info.TradeStatistic.Count > 5000) {
for(int i = 0; i < 100; i++)
info.TradeStatistic.RemoveAt(0);
}
return true;
}
TradeStatisticsItem st = new TradeStatisticsItem();
st.MinBuyPrice = double.MaxValue;
st.MinSellPrice = double.MaxValue;
lock(info) {
for(int i = 0; i < res.Count; i++) {
string[] obj = res[i];
bool isBuy = obj[6].Length == 3;
double price = FastValueConverter.Convert(obj[3]);
double amount = FastValueConverter.Convert(obj[2]);
if(isBuy) {
st.BuyAmount += amount;
st.MinBuyPrice = Math.Min(st.MinBuyPrice, price);
st.MaxBuyPrice = Math.Max(st.MaxBuyPrice, price);
st.BuyVolume += amount * price;
}
else {
st.SellAmount += amount;
st.MinSellPrice = Math.Min(st.MinSellPrice, price);
st.MaxSellPrice = Math.Max(st.MaxSellPrice, price);
st.SellVolume += amount * price;
}
}
}
if(st.MinSellPrice == double.MaxValue)
st.MinSellPrice = 0;
if(st.MinBuyPrice == double.MaxValue)
st.MinBuyPrice = 0;
info.LastTradeId = lastTradeId;
info.TradeStatistic.Add(st);
if(info.TradeStatistic.Count > 5000) {
for(int i = 0; i < 100; i++)
info.TradeStatistic.RemoveAt(0);
}
return true;
}
public bool UpdateTradesStatistic(HitBtcTicker ticker, int count)
{
string text = string.Empty;
string address = string.Format("http://api.hitbtc.com//api/1/public/{0}/trades?from={1}&by=trade_id&sort=desc&start_index=0&max_results={2}&side=true", ticker.MarketName, ticker.LastTradeId, count);
try {
text = GetDownloadString(address);
if (text == null)
{
return(false);
}
}
catch (Exception) {
return(false);
}
Dictionary <string, object> res = null;
lock (JsonParser) {
res = (Dictionary <string, object>)JsonParser.Parse(text);
}
List <object> trades = (List <object>)res["trades"];
if (trades.Count == 0)
{
ticker.TradeStatistic.Add(new TradeStatisticsItem()
{
Time = DateTime.Now
});
if (ticker.TradeStatistic.Count > 5000)
{
for (int i = 0; i < 100; i++)
{
ticker.TradeStatistic.RemoveAt(0);
}
}
return(true);
}
TradeStatisticsItem st = new TradeStatisticsItem();
st.MinBuyPrice = decimal.MaxValue;
st.MinSellPrice = decimal.MaxValue;
st.Time = DateTime.Now;
foreach (List <object> obj in trades)
{
TradeHistoryItem item = new TradeHistoryItem();
decimal amount = Convert.ToDecimal(obj[1]);
decimal price = Convert.ToDecimal(obj[2]);
bool isBuy = obj[4].ToString().Length == 3;
if (isBuy)
{
st.BuyAmount += amount;
st.MinBuyPrice = Math.Min(st.MinBuyPrice, price);
st.MaxBuyPrice = Math.Max(st.MaxBuyPrice, price);
st.BuyVolume += amount * price;
}
else
{
st.SellAmount += amount;
st.MinSellPrice = Math.Min(st.MinSellPrice, price);
st.MaxSellPrice = Math.Max(st.MaxSellPrice, price);
st.SellVolume += amount * price;
}
}
if (st.MinSellPrice == decimal.MaxValue)
{
st.MinSellPrice = 0;
}
if (st.MinBuyPrice == decimal.MaxValue)
{
st.MinBuyPrice = 0;
}
ticker.LastTradeId = Convert.ToInt64(((List <object>)trades.First())[0]);
ticker.LastTradeStatisticTime = DateTime.Now;
ticker.TradeStatistic.Add(st);
if (ticker.TradeStatistic.Count > 5000)
{
for (int i = 0; i < 100; i++)
{
ticker.TradeStatistic.RemoveAt(0);
}
}
return(true);
}
public bool UpdateTradesStatistic(ExmoTicker ticker, int count)
{
string text = string.Empty;
string address = string.Format("https://api.exmo.me/v1/trades/?pair={0}", ticker.MarketName);
try {
text = GetDownloadString(address);
if (text == null)
{
return(false);
}
}
catch (Exception) {
return(false);
}
Dictionary <string, object> res = null;
lock (JsonParser) {
res = (Dictionary <string, object>)JsonParser.Parse(text);
}
List <object> trades = (List <object>)res[ticker.MarketName];
if (trades.Count == 0)
{
ticker.TradeStatistic.Add(new TradeStatisticsItem()
{
Time = DateTime.Now
});
if (ticker.TradeStatistic.Count > 5000)
{
for (int i = 0; i < 100; i++)
{
ticker.TradeStatistic.RemoveAt(0);
}
}
return(true);
}
TradeStatisticsItem st = new TradeStatisticsItem();
st.MinBuyPrice = decimal.MaxValue;
st.MinSellPrice = decimal.MaxValue;
st.Time = DateTime.Now;
foreach (Dictionary <string, object> obj in trades)
{
TradeHistoryItem item = new TradeHistoryItem();
decimal amount = Convert.ToDecimal(obj["amount"]);
decimal price = Convert.ToDecimal(obj["price"]);
bool isBuy = obj["type"].ToString().Length == 3;
if (isBuy)
{
st.BuyAmount += amount;
st.MinBuyPrice = Math.Min(st.MinBuyPrice, price);
st.MaxBuyPrice = Math.Max(st.MaxBuyPrice, price);
st.BuyVolume += amount * price;
}
else
{
st.SellAmount += amount;
st.MinSellPrice = Math.Min(st.MinSellPrice, price);
st.MaxSellPrice = Math.Max(st.MaxSellPrice, price);
st.SellVolume += amount * price;
}
}
if (st.MinSellPrice == decimal.MaxValue)
{
st.MinSellPrice = 0;
}
if (st.MinBuyPrice == decimal.MaxValue)
{
st.MinBuyPrice = 0;
}
ticker.LastTradeId = Convert.ToInt64(((Dictionary <string, object>)trades.First())["trade_id"]);
ticker.LastTradeStatisticTime = DateTime.Now;
ticker.TradeStatistic.Add(st);
if (ticker.TradeStatistic.Count > 5000)
{
for (int i = 0; i < 100; i++)
{
ticker.TradeStatistic.RemoveAt(0);
}
}
return(true);
}
public override bool UpdateTrades(TickerBase ticker)
{
string address = string.Format("https://yobit.net/api/3/trades/{0}",
Uri.EscapeDataString(ticker.CurrencyPair));
string text = ((TickerBase)ticker).DownloadString(address);
if (string.IsNullOrEmpty(text))
{
return(false);
}
JObject obj2 = (JObject)JsonConvert.DeserializeObject(text);
JArray trades = (JArray)obj2.Value <JArray>(ticker.CurrencyPair);
if (trades.Count == 0)
{
return(true);
}
int lastTradeId = trades.First().Value <int>("tid");
long lastGotTradeId = ticker.TradeHistory.Count > 0 ? ticker.TradeHistory.First().Id : 0;
if (lastGotTradeId == lastTradeId)
{
ticker.TradeStatistic.Add(new TradeStatisticsItem()
{
Time = DateTime.UtcNow
});
if (ticker.TradeStatistic.Count > 5000)
{
for (int i = 0; i < 100; i++)
{
ticker.TradeStatistic.RemoveAt(0);
}
}
return(true);
}
TradeStatisticsItem st = new TradeStatisticsItem();
st.MinBuyPrice = double.MaxValue;
st.MinSellPrice = double.MaxValue;
st.Time = DateTime.UtcNow;
int index = 0;
foreach (JObject obj in trades)
{
DateTime time = new DateTime(1970, 1, 1).AddSeconds(obj.Value <long>("timestamp"));
int tradeId = obj.Value <int>("tid");
if (lastGotTradeId == tradeId)
{
break;
}
TradeHistoryItem item = new TradeHistoryItem();
bool isBuy = obj.Value <string>("type") == "bid";
item.AmountString = obj.Value <string>("amount");
item.Time = time;
item.Type = isBuy ? TradeType.Buy : TradeType.Sell;
item.RateString = obj.Value <string>("price");
item.Id = tradeId;
double price = item.Rate;
double amount = item.Amount;
item.Total = price * amount;
if (isBuy)
{
st.BuyAmount += amount;
st.MinBuyPrice = Math.Min(st.MinBuyPrice, price);
st.MaxBuyPrice = Math.Max(st.MaxBuyPrice, price);
st.BuyVolume += amount * price;
}
else
{
st.SellAmount += amount;
st.MinSellPrice = Math.Min(st.MinSellPrice, price);
st.MaxSellPrice = Math.Max(st.MaxSellPrice, price);
st.SellVolume += amount * price;
}
ticker.TradeHistory.Insert(index, item);
index++;
}
if (st.MinSellPrice == double.MaxValue)
{
st.MinSellPrice = 0;
}
if (st.MinBuyPrice == double.MaxValue)
{
st.MinBuyPrice = 0;
}
ticker.LastTradeStatisticTime = DateTime.UtcNow;
ticker.TradeStatistic.Add(st);
if (ticker.TradeStatistic.Count > 5000)
{
for (int i = 0; i < 100; i++)
{
ticker.TradeStatistic.RemoveAt(0);
}
}
return(true);
}
