/// <summary>
/// 装载MODEL
/// </summary>
/// <param name="configModel"></param>
/// <param name="priceModel"></param>
/// <returns></returns>
private LatePriceCacheBase InsertPrice(VmpConfigModel configModel, LatePriceModel priceModel)
{
///默认交易深度50条
int specifiedQuantity = 50;
int askscount = priceModel.Asks.Count;
int bidscount = priceModel.Bids.Count;
if (askscount > specifiedQuantity)
{
askscount = specifiedQuantity;
}
if (bidscount > specifiedQuantity)
{
askscount = specifiedQuantity;
}
List <PriceModel> ListAsks = priceModel.Asks.OrderBy(p => p.price).Take(specifiedQuantity).ToList();
List <PriceModel> ListBids = priceModel.Bids.OrderByDescending(p => p.price).Take(specifiedQuantity).ToList();
List <TickModel> bidTick = new List <TickModel>();
for (int i = 0; i < bidscount; i++)
{
TickModel bidMode = new TickModel();
bidMode.Amount = ListBids[i].amount;
bidMode.Price = ListBids[i].price;
bidMode.Sort = i;
bidTick.Add(bidMode);
}
List <TickModel> askTick = new List <TickModel>();
for (int k = 0; k < askscount; k++)
{
TickModel askModel = new TickModel();
askModel.Amount = ListAsks[k].amount;
askModel.Price = ListAsks[k].price;
askModel.Sort = k;
askTick.Add(askModel);
}
LatePriceCacheBase priceCache = new LatePriceCacheBase();
LatePriceCacheBase tempPrice = MapProvider.Map(priceCache, configModel);
tempPrice.LateTime = DateTime.Now;
tempPrice.BuyPrice = ListBids.FirstOrDefault().price;
tempPrice.BuyCount = ListBids.FirstOrDefault().amount;
tempPrice.SellPrice = ListAsks.FirstOrDefault().price;
tempPrice.SellCount = ListAsks.FirstOrDefault().amount;
tempPrice.Asks = askTick;
tempPrice.Bids = bidTick;
return(tempPrice);
}
/// <summary>
/// 更新缓存交易深度记录
/// </summary>
/// <param name="configModel">数据配置</param>
/// <param name="priceModel">价格深度</param>
/// <returns></returns>
public bool UpdateLatePrice(VmpConfigModel configModel, LatePriceModel priceModel)
{
Log.Info($"更新市场深度缓存UpdateLatePrice:{configModel.PlatformCode}_{configModel.PairCode}");
string cacheKey = string.Format("LatePrice_{0}_{1}", configModel.PlatformId, configModel.PairId);
LatePriceCacheBase priceCache = InsertPrice(configModel, priceModel);
var cache = CacheManage.GetInstance();
if (!cache.Add(cacheKey, priceCache))
{
Alert("更新缓存失败");
Log.Error("更新缓存失败" + cacheKey);
return(false);
}
return(true);
}