public void TestWithSnapshot()
{
var snapshot = new SnapshotEntity()
{
Balance = 1,
AvgOpenPrice = 40000
};
var ops = new List <AvgPriceUpdate>();
// ops.Add(new OperationUpdate()
// {
// Amount = 1,
// Balance = 1,
// AssetPriceInUsd = 40000
// });
ops.Add(new AvgPriceUpdate()
{
Amount = 1,
Balance = 2,
AssetPriceInUsd = 50000
});
ops.Add(new AvgPriceUpdate()
{
Amount = (decimal) - 1.5,
Balance = (decimal)0.5,
AssetPriceInUsd = 45000
});
ops.Add(new AvgPriceUpdate()
{
Amount = 1,
Balance = (decimal)1.5,
AssetPriceInUsd = 53000
});
ops.Add(new AvgPriceUpdate()
{
Amount = (decimal) - 0.5,
Balance = 1,
AssetPriceInUsd = 55000
});
ops.Add(new AvgPriceUpdate()
{
Amount = 1,
Balance = 2,
AssetPriceInUsd = 50000
});
var t = AvgPriceCalculator.CalculateAvgPrice(ops, snapshot);
Assert.AreEqual(45000, t[0].AvgOpenPrice);
Assert.AreEqual(45000, t[1].AvgOpenPrice);
Assert.AreEqual((decimal)50333.33, t[2].AvgOpenPrice);
Assert.AreEqual((decimal)50333.33, t[3].AvgOpenPrice);
Assert.AreEqual((decimal)50166.66, t[4].AvgOpenPrice);
}
public void TestWithoutSnapshot()
{
var ops = new List <AvgPriceUpdate>();
ops.Add(new AvgPriceUpdate()
{
Amount = 1,
Balance = 1,
AssetPriceInUsd = 40000
});
ops.Add(new AvgPriceUpdate()
{
Amount = 1,
Balance = 2,
AssetPriceInUsd = 50000
});
ops.Add(new AvgPriceUpdate()
{
Amount = (decimal) - 1.5,
Balance = (decimal)0.5,
AssetPriceInUsd = 45000
});
ops.Add(new AvgPriceUpdate()
{
Amount = 1,
Balance = (decimal)1.5,
AssetPriceInUsd = 53000
});
ops.Add(new AvgPriceUpdate()
{
Amount = (decimal) - 0.5,
Balance = 1,
AssetPriceInUsd = 55000
});
ops.Add(new AvgPriceUpdate()
{
Amount = 1,
Balance = 2,
AssetPriceInUsd = 50000
});
var t = AvgPriceCalculator.CalculateAvgPrice(ops, null);
Assert.AreEqual(40000, t[0].AvgOpenPrice);
Assert.AreEqual(45000, t[1].AvgOpenPrice);
Assert.AreEqual(45000, t[2].AvgOpenPrice);
Assert.AreEqual((decimal)50333.33, t[3].AvgOpenPrice);
Assert.AreEqual((decimal)50333.33, t[4].AvgOpenPrice);
Assert.AreEqual((decimal)50166.66, t[5].AvgOpenPrice);
}
private async ValueTask HandleEvents(IReadOnlyList <ExBalanceUpdateMessage> messages)
{
using var activity = MyTelemetry.StartActivity("Handle ExBalanceUpdateMessage's")
?.AddTag("count-events", messages.Count);
try
{
var sw = new Stopwatch();
sw.Start();
var list = new List <AvgPriceUpdate>();
var calculatedList = new List <AvgPriceUpdate>();
if (!messages.Any())
{
return;
}
list.AddRange(GetOperationUpdates(messages));
if (!list.Any())
{
return;
}
await using var ctx = DatabaseContext.Create(_dbContextOptionsBuilder);
var groups = list.GroupBy(t => new { t.AssetId, t.WalletId });
foreach (var group in groups)
{
var semaphore = SemaphoreManager.GetOrCreate(group.Key.WalletId, group.Key.AssetId);
await semaphore.WaitAsync();
try
{
var groupedList = group.OrderBy(t => t.TimeStamp).ToList();
var snapshot = await _snapshotManager.GetSnapshot(group.Key.WalletId, group.Key.AssetId);
if (snapshot != null)
{
groupedList = groupedList.Where(t => t.TimeStamp > snapshot.LastTimestamp).ToList();
}
if (!groupedList.Any())
{
continue;
}
groupedList = AvgPriceCalculator.CalculateAvgPrice(groupedList, snapshot);
calculatedList.AddRange(groupedList);
var openTimestamp = groupedList.LastOrDefault(t => t.Balance == 0)?.TimeStamp ??
snapshot?.OpenTimestamp ?? default;
var lastUpdate = groupedList.Last();
var newSnapshot = new SnapshotEntity
{
WalletId = lastUpdate.WalletId,
AssetId = lastUpdate.AssetId,
Balance = lastUpdate.Balance,
AvgOpenPrice = lastUpdate.AvgOpenPrice,
OpenTimestamp = openTimestamp,
LastTimestamp = lastUpdate.TimeStamp
};
await _snapshotManager.UpsertSnapshots(new() { newSnapshot });
}
finally
{
semaphore.Release();
}
}
await ctx.UpsertAvgPriceAsync(calculatedList.Where(t => t.EventType != "Refund Blockchain Withdrawal").Select(update => new OperationHistoryEntity(update)));
await ctx.SaveChangesAsync();
sw.Stop();
_logger.LogDebug(
"Write {countUpdates} avg price updates in database from {countEvents} ME events. Time: {elapsedText} [{elapsedMilliseconds} ms]",
list.Count, messages.Count, sw.Elapsed.ToString(), sw.ElapsedMilliseconds);
}
catch (Exception ex)
{
ex.FailActivity();
messages.AddToActivityAsJsonTag("me events");
throw;
}
}
