public static BestBidAskEntity CreateEntity(IBestBidAsk src)
{
return(new BestBidAskEntity
{
PartitionKey = GetPartitionKey(src),
RowKey = GetRowKey(src),
Asset = src.Asset,
BestAsk = src.BestAsk,
BestBid = src.BestBid,
BidDate = src.Timestamp,
Source = src.Source,
ReceiveDate = src.ReceiveDate
});
}
Task IAssetDatabase.AddToAssetHistory(IBestBidAsk quote)
{
AssetQueue.Enqueue(quote);
try
{
if (AssetQueue.Count >= 512)
{
IBestBidAsk[] buffer = AssetQueue.ToArray();
AssetQueue.Clear();
AddToAssetFile(buffer);
}
return(Task.FromResult(0));
}
catch
{
throw;
}
}
private void AddToHistory(IBestBidAsk bidask)
{
if (!assetCache.ContainsKey(bidask.Asset))
{
assetCache.Add(bidask.Asset, new Queue <IBestBidAsk>());
}
assetCache[bidask.Asset].Enqueue(bidask);
if (assetCache[bidask.Asset].Count >= queueMaxSize)
{
List <IBestBidAsk> buffer = assetCache[bidask.Asset].ToList();
assetCache[bidask.Asset].Clear();
InsertInAzure(buffer);
}
}
Task IAssetDatabase.AddToAssetHistory(IBestBidAsk bestBidAsk)
{
throw new NotImplementedException();
}
public Task AddToAssetHistory(IBestBidAsk bidask)
{
AddToHistory(bidask);
return(Task.FromResult(0));
}
public static string GetRowKey(IBestBidAsk src)
{
string key = src.ReceiveDate.Ticks.ToString();
return(key);
}
public static string GetPartitionKey(IBestBidAsk src)
{
string key = string.Format("{0}_{1}", src.Asset, src.ReceiveDate.ToString("yyyyMMdd_HH"));
return(key);
}