/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Source message.</param>
public MarketStateUpdateData(Message message)
{
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
MarketStateUpdateMessage marketStateUpdateMessage = message.MarketStateUpdateMsg.Clone();
MarketId = message.MarketId;
Symbol symbol = SymbolsContainer.GetSymbol(MarketId);
DailyStats = new List <DailyStatisticsData>();
foreach (DailyStatisticsMessage dailyStats in marketStateUpdateMessage.DailyStats)
{
DailyStatisticsData stats = new DailyStatisticsData(dailyStats);
DailyStats.Add(stats);
}
DgtxToBasePrice = DWConverter.FromProtoDecimal(marketStateUpdateMessage.DgtxToBasePrice);
FundingInterval = marketStateUpdateMessage.FundingInterval;
PayoutPerContract = DWConverter.FromProtoDecimal(marketStateUpdateMessage.PayoutPerContract);
EventTimestamp = DWConverter.FromLongDateTime(marketStateUpdateMessage.EventTimestamp);
FundingRate = DWConverter.FromProtoDecimal(marketStateUpdateMessage.FundingRate);
FundingTime = marketStateUpdateMessage.FundingTime;
FutureCount = DWConverter.FromProtoDecimal(marketStateUpdateMessage.FutureCount);
FutureValue = DWConverter.FromProtoDecimal(marketStateUpdateMessage.FutureValue);
ImpactAskCount = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactAskCount);
ImpactAskValue = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactAskValue);
ImpactBaseQuantity = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactBaseQuantity);
ImpactBidCount = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactBidCount);
ImpactBidValue = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactBidValue);
ImpactQuantity = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactQuantity);
ImpactValue = DWConverter.FromProtoDecimal(marketStateUpdateMessage.ImpactValue);
LastTradePrice = DWConverter.FromProtoDecimal(marketStateUpdateMessage.LastTradePrice);
LastTradeQuantity = DWConverter.FromProtoDecimal(marketStateUpdateMessage.LastTradeQuantity);
Ohlcvs = new List <OHLCVData>();
foreach (OHLCVMessage ohlcv in marketStateUpdateMessage.Ohlcvs)
{
OHLCVData ohlc = new OHLCVData(ohlcv);
Ohlcvs.Add(ohlc);
}
SpotPrice = DWConverter.FromProtoDecimal(marketStateUpdateMessage.SpotPrice);
Trades = new List <Trade>();
foreach (TradeMessage trade in marketStateUpdateMessage.Trades)
{
Trade tTrade = new Trade(trade, symbol);
Trades.Add(tTrade);
}
}
/// <summary>
/// Constructor.
/// </summary>
/// <see cref="Message"/>
/// <param name="message">Surce message.</param>
public MarketStateData(Message message)
{
Symbol = SymbolsContainer.GetSymbol(message.MarketId);
MarketStateMessage marketStateMessage = message.MarketStateMsg.Clone();
MarketId = message.MarketId;
ContractValue = DWConverter.FromProtoDecimal(marketStateMessage.ContractValue);
DailyStats = new List <DailyStatisticsData>();
foreach (DailyStatisticsMessage dailyStats in marketStateMessage.DailyStats)
{
DailyStatisticsData stats = new DailyStatisticsData(dailyStats);
DailyStats.Add(stats);
}
EventTimestamp = DWConverter.FromLongDateTime(marketStateMessage.EventTimestamp);
FundingRate = DWConverter.FromProtoDecimal(marketStateMessage.FundingRate);
FundingTime = marketStateMessage.FundingTime;
LastTradePrice = DWConverter.FromProtoDecimal(marketStateMessage.LastTradePrice);
LastTradeQuantity = DWConverter.FromProtoDecimal(marketStateMessage.LastTradeQuantity);
NextFundingRate = DWConverter.FromProtoDecimal(marketStateMessage.NextFundingRate);
Ohlcvs = new List <OHLCVData>();
foreach (OHLCVMessage ohlcv in marketStateMessage.Ohlcvs)
{
OHLCVData ohlc = new OHLCVData(ohlcv);
Ohlcvs.Add(ohlc);
}
TickPrice = DWConverter.FromProtoDecimal(marketStateMessage.TickPrice);
TickValue = DWConverter.FromProtoDecimal(marketStateMessage.TickValue);
Trades = new List <Trade>();
foreach (TradeMessage trade in marketStateMessage.Trades)
{
Trade tTrade = new Trade(trade, SymbolsContainer.GetSymbol(MarketId));
Trades.Add(tTrade);
}
FundingInterval = marketStateMessage.FundingInterval;
PayoutPerContract = DWConverter.FromProtoDecimal(marketStateMessage.PayoutPerContract);
}
