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 GetOrderBook(BitFinexTicker info, int depth) {
string address = string.Format("https://bittrex.com/api/v1.1/public/getorderbook?market={0}&type=both&depth={1}", Uri.EscapeDataString(info.MarketName), depth);
byte[] data = GetDownloadBytes(address);
if(data == null)
return;
UpdateOrderBook(info, data, depth);
}
public override bool UpdateTicker(Ticker tickerBase) {
byte[] bytes = null;
try {
bytes = GetDownloadBytes(string.Format("https://api.bitfinex.com/v2/ticker/{0}", ((BitFinexTicker)tickerBase).MarketName));
}
catch(Exception e) {
Debug.WriteLine(e.ToString());
return false;
}
if(bytes == null)
return false;
int startIndex = 0;
string[] item = JSonHelper.Default.DeserializeArray(bytes, ref startIndex, 9);
BitFinexTicker ticker = (BitFinexTicker)tickerBase;
ticker.HighestBid = FastValueConverter.Convert(item[0]);
ticker.LowestAsk = FastValueConverter.Convert(item[2]);
ticker.Change = FastValueConverter.Convert(item[4]);
ticker.Last = FastValueConverter.Convert(item[5]);
ticker.Volume = FastValueConverter.Convert(item[6]);
ticker.Hr24High = FastValueConverter.Convert(item[7]);
ticker.Hr24Low = FastValueConverter.Convert(item[8]);
ticker.Time = DateTime.Now;
ticker.UpdateHistoryItem();
return true;
}
public void GetTicker(BitFinexTicker info) {
string address = string.Format("https://bittrex.com/api/v1.1/public/getticker?market={0}", Uri.EscapeDataString(info.MarketName));
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch(Exception) {
return;
}
if(bytes == null)
return;
int startIndex = 1;
if(!JSonHelper.Default.SkipSymbol(bytes, ':', 3, ref startIndex))
return;
string[] res = JSonHelper.Default.DeserializeObject(bytes, ref startIndex, new string[] { "Bid", "Ask", "Last" });
if(res == null)
return;
info.HighestBid = FastValueConverter.Convert(res[0]);
info.LowestAsk = FastValueConverter.Convert(res[1]);
info.Last = FastValueConverter.Convert(res[2]);
info.Time = DateTime.UtcNow;
info.UpdateHistoryItem();
}
public Task<string> GetOpenOrders(AccountInfo account, BitFinexTicker info) {
string address = string.Format("https://bittrex.com/api/v1.1/market/getopenorders?apikey={0}&nonce={1}&market={2}",
Uri.EscapeDataString(account.ApiKey),
GetNonce(),
info.MarketName);
MyWebClient client = GetWebClient();
client.Headers.Clear();
client.Headers.Add("apisign", account.GetSign(address));
return client.DownloadStringTaskAsync(address);
}
public override bool GetTickersInfo()
{
if (Tickers.Count > 0)
{
return(true);
}
string address = "https://api.bitfinex.com/v1/symbols";
byte[] bytes = null;
try {
bytes = GetDownloadBytes(address);
}
catch (Exception) {
return(false);
}
if (bytes == null)
{
return(false);
}
string text = UTF8Encoding.Default.GetString(bytes);
text = text.Replace('[', ' ');
text = text.Replace(']', ' ');
text = text.Replace('"', ' ');
string[] tickers = text.Split(',');
foreach (string item in tickers)
{
BitFinexTicker m = new BitFinexTicker(this);
string currencyPair = item.Trim();
m.MarketCurrency = currencyPair.Substring(0, 3).ToUpper();
m.BaseCurrency = currencyPair.Substring(3, 3).ToUpper();
m.CurrencyPair = "t" + currencyPair.ToUpper();
m.MarketName = m.CurrencyPair;
m.Index = Tickers.Count;
Tickers.Add(m);
}
address = "https://api.bitfinex.com/v2/tickers?symbols=";
foreach (BitFinexTicker ticker in Tickers)
{
address += ticker.CurrencyPair;
if (Tickers.IndexOf(ticker) < Tickers.Count - 1)
{
address += ",";
}
}
TickersUpdateAddress = address;
IsInitialized = true;
return(true);
}
public bool GetTrades(BitFinexTicker info)
{
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);
}
List <string[]> res = JSonHelper.Default.DeserializeArrayOfObjects(bytes, ref startIndex, new string[] { "Id", "TimeStamp", "Quantity", "Price", "Total", "FillType", "OrderType" });
if (res == null)
{
return(false);
}
lock (info) {
info.TradeHistory.Clear();
foreach (string[] obj in res)
{
TradeInfoItem item = new TradeInfoItem(null, info);
item.Id = Convert.ToInt64(obj[0]);;
item.Time = Convert.ToDateTime(obj[1]);
item.AmountString = obj[2];
item.RateString = obj[3];
item.Total = FastValueConverter.Convert(obj[4]);
item.Type = obj[6].Length == 3 ? TradeType.Buy : TradeType.Sell;
item.Fill = obj[5].Length == 4 ? TradeFillType.Fill : TradeFillType.PartialFill;
info.TradeHistory.Add(item);
}
}
info.RaiseTradeHistoryAdd();
return(true);
}
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 UpdateOrderBook(BitFinexTicker info, byte[] data, int depth) {
return OnUpdateOrderBook(info, data, true, depth);
}
