flywithu/CryptoExchange.Net
1
0
Fork 0
mirror of https://github.com/JKorf/CryptoExchange.Net.git synced 2026-08-21 21:33:01 +00:00
Code Issues Releases Wiki Activity

Updated SymbolOrderBook

Browse Source
This commit is contained in:
Jan Korf
2019-07-09 12:00:03 +02:00
parent e89df592f5
commit 0d4707f6a5
10 changed files with 109 additions and 47 deletions
Download Patch File Download Diff File Expand all files Collapse all files
CryptoExchange.Net/OrderBook/SymbolOrderBook.cs
+29 -8
View File
@@ -1,5 +1,6 @@
using System;
using System.Collections.Generic;
using System.Globalization;
using System.IO;
using System.Linq;
using System.Threading.Tasks;
@@ -9,6 +10,9 @@ using CryptoExchange.Net.Sockets;
namespace CryptoExchange.Net.OrderBook
{
/// <summary>
/// Base for order book implementations
/// </summary>
public abstract class SymbolOrderBook: IDisposable
{
protected readonly List<ProcessBufferEntry> processBuffer;
@@ -112,21 +116,20 @@ namespace CryptoExchange.Net.OrderBook
}
}
protected SymbolOrderBook(string id, string symbol, bool sequencesAreConsecutive, LogVerbosity logVerbosity, IEnumerable<TextWriter> logWriters)
protected SymbolOrderBook(string symbol, OrderBookOptions options)
{
this.id = id;
id = options.OrderBookName;
processBuffer = new List<ProcessBufferEntry>();
this.sequencesAreConsecutive = sequencesAreConsecutive;
sequencesAreConsecutive = options.SequenceNumbersAreConsecutive;
Symbol = symbol;
Status = OrderBookStatus.Disconnected;
asks = new SortedList<decimal, OrderBookEntry>();
bids = new SortedList<decimal, OrderBookEntry>(new DescComparer<decimal>());
log = new Log { Level = logVerbosity };
if (logWriters == null)
logWriters = new List<TextWriter> { new DebugTextWriter() };
log.UpdateWriters(logWriters.ToList());
log = new Log { Level = options.LogVerbosity };
var writers = options.LogWriters ?? new List<TextWriter> { new DebugTextWriter() };
log.UpdateWriters(writers.ToList());
}
/// <summary>
@@ -222,7 +225,7 @@ namespace CryptoExchange.Net.OrderBook
CheckProcessBuffer();
bookSet = true;
log.Write(LogVerbosity.Debug, $"{id} order book {Symbol} initial order book set");
log.Write(LogVerbosity.Debug, $"{id} order book {Symbol} data set: {BidCount} bids, {AskCount} asks");
}
}
@@ -309,6 +312,24 @@ namespace CryptoExchange.Net.OrderBook
}
public abstract void Dispose();
public override string ToString()
{
return ToString(3);
}
public string ToString(int numberOfEntries)
{
var result = "";
result += $"Asks ({AskCount}): {Environment.NewLine}";
foreach (var entry in Asks.Take(numberOfEntries).Reverse())
result += $" {entry.Price.ToString(CultureInfo.InvariantCulture).PadLeft(8)} | {entry.Quantity.ToString(CultureInfo.InvariantCulture).PadRight(8)}{Environment.NewLine}";
result += $"Bids ({BidCount}): {Environment.NewLine}";
foreach (var entry in Bids.Take(numberOfEntries))
result += $" {entry.Price.ToString(CultureInfo.InvariantCulture).PadLeft(8)} | {entry.Quantity.ToString(CultureInfo.InvariantCulture).PadRight(8)}{Environment.NewLine}";
return result;
}
}
internal class DescComparer<T> : IComparer<T>