Beispiel #1
0
        /// <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);
        }
Beispiel #2
0
        /// <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);
        }