private void UpdateLabels(FutureDepth btcTwResult, FutureDepth btcNwResult, FutureDepth btcQResult,
FutureDepth ltcTwResult, FutureDepth ltcNwResult, FutureDepth ltcQResult,
FutureDepth ethTwResult, FutureDepth ethNwResult, FutureDepth ethQResult,
FutureDepth etcTwResult, FutureDepth etcNwResult, FutureDepth etcQResult,
FutureDepth bchTwResult, FutureDepth bchNwResult, FutureDepth bchQResult,
FutureDepth btgTwResult, FutureDepth btgNwResult, FutureDepth btgQResult,
FutureDepth xrpTwResult, FutureDepth xrpNwResult, FutureDepth xrpQResult,
FutureDepth eosTwResult, FutureDepth eosNwResult, FutureDepth eosQResult)
{
Dispatcher.Invoke(() =>
{
double.TryParse(Cumulative.Text, out var cumul);
// TODO: get AskBids in parallel thread
#region AskBids
var btcTwAskPrice = btcTwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / btcTwResult.Asks.First().Price);
var btcNwAskPrice = btcNwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / btcNwResult.Asks.First().Price);
var btcQAskPrice = btcQResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / btcQResult.Asks.First().Price);
var btcTwBidsPrice = btcTwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / btcTwResult.Bids.First().Price);
var btcNwBidsPrice = btcNwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / btcNwResult.Bids.First().Price);
var btcQBidsPrice = btcQResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / btcQResult.Bids.First().Price);
var ltcTwAskPrice = ltcTwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / ltcTwResult.Asks.First().Price);
var ltcNwAskPrice = ltcNwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / ltcNwResult.Asks.First().Price);
var ltcQAskPrice = ltcQResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / ltcQResult.Asks.First().Price);
var ltcTwBidsPrice = ltcTwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / ltcTwResult.Bids.First().Price);
var ltcNwBidsPrice = ltcNwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / ltcNwResult.Bids.First().Price);
var ltcQBidsPrice = ltcQResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / ltcQResult.Bids.First().Price);
var ethTwAskPrice = ethTwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / ethTwResult.Asks.First().Price);
var ethNwAskPrice = ethNwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / ethNwResult.Asks.First().Price);
var ethQAskPrice = ethQResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / ethQResult.Asks.First().Price);
var ethTwBidsPrice = ethTwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / ethTwResult.Bids.First().Price);
var ethNwBidsPrice = ethNwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / ethNwResult.Bids.First().Price);
var ethQBidsPrice = ethQResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / ethQResult.Bids.First().Price);
var etcTwAskPrice = etcTwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / etcTwResult.Asks.First().Price);
var etcNwAskPrice = etcNwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / etcNwResult.Asks.First().Price);
var etcQAskPrice = etcQResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / etcQResult.Asks.First().Price);
var etcNwBidsPrice = etcNwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / etcNwResult.Bids.First().Price);
var etcTwBidsPrice = etcTwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / etcTwResult.Bids.First().Price);
var etcQBidsPrice = etcQResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / etcQResult.Bids.First().Price);
var bchTwAskPrice = bchTwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / bchTwResult.Asks.First().Price);
var bchNwAskPrice = bchNwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / bchNwResult.Asks.First().Price);
var bchQAskPrice = bchQResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / bchQResult.Asks.First().Price);
var bchTwBidsPrice = bchTwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / bchTwResult.Bids.First().Price);
var bchNwBidsPrice = bchNwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / bchNwResult.Bids.First().Price);
var bchQBidsPrice = bchQResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / bchQResult.Bids.First().Price);
var btgTwAskPrice = btgTwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / btgTwResult.Asks.First().Price);
var btgNwAskPrice = btgNwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / btgNwResult.Asks.First().Price);
var btgQAskPrice = btgQResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / btgQResult.Asks.First().Price);
var btgNwBidsPrice = btgNwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / btgNwResult.Bids.First().Price);
var btgTwBidsPrice = btgTwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / btgTwResult.Bids.First().Price);
var btgQBidsPrice = btgQResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / btgQResult.Bids.First().Price);
var xrpTwAskPrice = xrpTwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / xrpTwResult.Asks.First().Price);
var xrpNwAskPrice = xrpNwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / xrpNwResult.Asks.First().Price);
var xrpQAskPrice = xrpQResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / xrpQResult.Asks.First().Price);
var xrpTwBidsPrice = xrpTwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / xrpTwResult.Bids.First().Price);
var xrpNwBidsPrice = xrpNwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / xrpNwResult.Bids.First().Price);
var xrpQBidsPrice = xrpQResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / xrpQResult.Bids.First().Price);
var eosTwAskPrice = eosTwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / eosTwResult.Asks.First().Price);
var eosNwAskPrice = eosNwResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / eosNwResult.Asks.First().Price);
var eosQAskPrice = eosQResult.Asks.FirstOrDefault(x => x.Cumulative >= cumul / eosQResult.Asks.First().Price);
var eosNwBidsPrice = eosNwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / eosNwResult.Bids.First().Price);
var eosTwBidsPrice = eosTwResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / eosTwResult.Bids.First().Price);
var eosQBidsPrice = eosQResult.Bids.FirstOrDefault(x => x.Cumulative >= cumul / eosQResult.Bids.First().Price);
#endregion
#region Set UI Content
BtcTw.Content = btcTwAskPrice != null && btcTwBidsPrice != null
? Math.Round((btcTwAskPrice.Price - btcTwBidsPrice.Price) * 100 / btcTwAskPrice.Price, 5) + "%" : "0";
BtcNw.Content = btcNwAskPrice != null && btcNwBidsPrice != null
? Math.Round((btcNwAskPrice.Price - btcNwBidsPrice.Price) * 100 / btcNwAskPrice.Price, 5) + "%" : "0";
BtcQ.Content = btcQAskPrice != null && btcQBidsPrice != null
? Math.Round((btcQAskPrice.Price - btcQBidsPrice.Price) * 100 / btcQAskPrice.Price, 5) + "%" : "0";
LtcTw.Content = ltcTwAskPrice != null && ltcTwBidsPrice != null
? Math.Round((ltcTwAskPrice.Price - ltcTwBidsPrice.Price) * 100 / ltcTwAskPrice.Price, 5) + "%" : "0";
LtcNw.Content = ltcNwAskPrice != null && ltcNwBidsPrice != null
? Math.Round((ltcNwAskPrice.Price - ltcNwBidsPrice.Price) * 100 / ltcNwAskPrice.Price, 5) + "%" : "0";
LtcQ.Content = ltcQAskPrice != null && ltcQBidsPrice != null
? Math.Round((ltcQAskPrice.Price - ltcQBidsPrice.Price) * 100 / ltcQAskPrice.Price, 5) + "%" : "0";
EthTw.Content = ethTwAskPrice != null && ethTwBidsPrice != null
? Math.Round((ethTwAskPrice.Price - ethTwBidsPrice.Price) * 100 / ethTwAskPrice.Price, 5) + "%" : "0";
EthNw.Content = ethNwAskPrice != null && ethNwBidsPrice != null
? Math.Round((ethNwAskPrice.Price - ethNwBidsPrice.Price) * 100 / ethNwAskPrice.Price, 5) + "%" : "0";
EthQ.Content = ethQAskPrice != null && ethQBidsPrice != null
? Math.Round((ethQAskPrice.Price - ethQBidsPrice.Price) * 100 / ethQAskPrice.Price, 5) + "%" : "0";
EtcTw.Content = etcTwAskPrice != null && etcTwBidsPrice != null
? Math.Round((etcTwAskPrice.Price - etcTwBidsPrice.Price) * 100 / etcTwAskPrice.Price, 5) + "%" : "0";
EtcNw.Content = etcNwAskPrice != null && etcNwBidsPrice != null
? Math.Round((etcNwAskPrice.Price - etcNwBidsPrice.Price) * 100 / etcNwAskPrice.Price, 5) + "%" : "0";
EtcQ.Content = etcQAskPrice != null && etcQBidsPrice != null
? Math.Round((etcQAskPrice.Price - etcQBidsPrice.Price) * 100 / etcQAskPrice.Price, 5) + "%" : "0";
BchTw.Content = bchTwAskPrice != null && bchTwBidsPrice != null
? Math.Round((bchTwAskPrice.Price - bchTwBidsPrice.Price) * 100 / bchTwAskPrice.Price, 5) + "%" : "0";
BchNw.Content = bchNwAskPrice != null && bchNwBidsPrice != null
? Math.Round((bchNwAskPrice.Price - bchNwBidsPrice.Price) * 100 / bchNwAskPrice.Price, 5) + "%" : "0";
BchQ.Content = bchQAskPrice != null && bchQBidsPrice != null
? Math.Round((bchQAskPrice.Price - bchQBidsPrice.Price) * 100 / bchQAskPrice.Price, 5) + "%" : "0";
BtgTw.Content = btgTwAskPrice != null && btgTwBidsPrice != null
? Math.Round((btgTwAskPrice.Price - btgTwBidsPrice.Price) * 100 / btgTwAskPrice.Price, 5) + "%" : "0";
BtgNw.Content = btgNwAskPrice != null && btgNwBidsPrice != null
? Math.Round((btgNwAskPrice.Price - btgNwBidsPrice.Price) * 100 / btgNwAskPrice.Price, 5) + "%" : "0";
BtgQ.Content = btgQAskPrice != null && btgQBidsPrice != null
? Math.Round((btgQAskPrice.Price - btgQBidsPrice.Price) * 100 / btgQAskPrice.Price, 5) + "%" : "0";
XrpTw.Content = xrpTwAskPrice != null && xrpTwBidsPrice != null
? Math.Round((xrpTwAskPrice.Price - xrpTwBidsPrice.Price) * 100 / xrpTwAskPrice.Price, 5) + "%" : "0";
XrpNw.Content = xrpNwAskPrice != null && xrpNwBidsPrice != null
? Math.Round((xrpNwAskPrice.Price - xrpNwBidsPrice.Price) * 100 / xrpNwAskPrice.Price, 5) + "%" : "0";
XrpQ.Content = xrpQAskPrice != null && xrpQBidsPrice != null
? Math.Round((xrpQAskPrice.Price - xrpQBidsPrice.Price) * 100 / xrpQAskPrice.Price, 5) + "%" : "0";
EosTw.Content = eosTwAskPrice != null && eosTwBidsPrice != null
? Math.Round((eosTwAskPrice.Price - eosTwBidsPrice.Price) * 100 / eosTwAskPrice.Price, 5) + "%" : "0";
EosNw.Content = eosNwAskPrice != null && eosNwBidsPrice != null
? Math.Round((eosNwAskPrice.Price - eosNwBidsPrice.Price) * 100 / eosNwAskPrice.Price, 5) + "%" : "0";
EosQ.Content = eosQAskPrice != null && eosQBidsPrice != null
? Math.Round((eosQAskPrice.Price - eosQBidsPrice.Price) * 100 / eosQAskPrice.Price, 5) + "%" : "0";
#endregion
});
}
public async Task <FutureDepth> FutureDepthBtcAsync(string symbol, string contractType, int size)
{
var paras = new Dictionary <string, string>
{
{ "symbol", symbol },
{ "contract_type", contractType },
{ "size", size.ToString() }
};
var url = ConfigurationManager.AppSettings["OkexUrl"] + ConfigurationManager.AppSettings["FutureDepthUrl"];
CreateUrl(ref url, paras);
var request = CreateGetRequest(url);
var response = await GetResponseAsync(request);
var data = await ReadResponseAsync(response);
var futureDepth = new FutureDepth();
var result = JObject.Parse(data);
foreach (var itemList in result)
{
var reverseAsks = itemList.Value.Reverse();
double cumulative = 0;
// ReSharper disable once ConvertIfStatementToSwitchStatement
if (itemList.Key == "asks")
{
foreach (var item in reverseAsks)
{
var amount = Math.Round(item.Last.Value <double>() * 100 / item.First.Value <double>(), 5);
var ask = new FutureDepthDetail
{
Price = item.First.Value <double>(),
Amount = amount,
Cumulative = Math.Round(cumulative + amount, 5)
};
cumulative = ask.Cumulative;
futureDepth.Asks.Add(ask);
}
}
else if (itemList.Key == "bids")
{
foreach (var item in itemList.Value)
{
var amount = Math.Round(item.Last.Value <double>() * 100 / item.First.Value <double>(), 5);
var bid = new FutureDepthDetail
{
Price = item.First.Value <double>(),
Amount = amount,
Cumulative = Math.Round(cumulative + amount, 5)
};
cumulative = bid.Cumulative;
futureDepth.Bids.Add(bid);
}
}
}
return(futureDepth);
}
