//public async Task UpdatePriceCache(TradePriceUpdate priceUpdate)
//{
// var baseCurrency = priceUpdate.Market.Split('_')[1];
// var baseSummary = await GetExchangeSummary().ConfigureAwait(false);
// var summary = await GetOrCacheBaseSummary(baseCurrency).ConfigureAwait(false);
// var summaryItem = summary.FirstOrDefault(x => x.TradePairId == priceUpdate.TradePairId);
// var baseSummaryItem = baseSummary.TopMarkets.FirstOrDefault(x => x.TradePairId == priceUpdate.TradePairId);
// if (summaryItem != null)
// {
// summaryItem.Low = priceUpdate.Low.ToString("F8");
// summaryItem.High = priceUpdate.High.ToString("F8");
// summaryItem.Last = priceUpdate.Last.ToString("F8");
// summaryItem.Change = priceUpdate.Change.ToString("F2");
// summaryItem.Volume = priceUpdate.Volume.ToString("F8");
// summaryItem.BaseVolume = priceUpdate.BaseVolume.ToString("F8");
// }
// baseSummary.TotalTrades++;
// if (baseSummaryItem != null)
// {
// baseSummaryItem.TotalTrades++;
// baseSummaryItem.Change = priceUpdate.Change;
// baseSummaryItem.Volume = priceUpdate.Volume;
// baseSummaryItem.TotalBase = priceUpdate.BaseVolume;
// baseSummaryItem.High = priceUpdate.High;
// baseSummaryItem.Low = priceUpdate.Low;
// }
// await CacheService.UpdateAsync(CacheKey.ExchangeSummary(), baseSummary);
// await CacheService.UpdateAsync(CacheKey.ExchangeSummary(baseCurrency), summary);
//}
public async Task <StockChartDataModel> GetStockChart(int tradePairId, int dataRange, int dataGroup)
{
var cacheRange = GetCacheRange(dataRange);
var cacheResult = await CacheService.GetOrSetHybridAsync(CacheKey.ExchangeStockChart(tradePairId, cacheRange, dataGroup), TimeSpan.FromMinutes(1), async() =>
{
using (var context = ExchangeDataContextFactory.CreateReadOnlyContext())
{
Entity.TradeHistory lastTrade;
var minutes = dataGroup; //minuteGroups;
var chartData = new ConcurrentBag <decimal[]>();
var lastTime = GetChartRange(cacheRange);
var tradePairData = await context.TradeHistory
.AsNoTracking()
.Where(th => th.TradePairId == tradePairId && th.Timestamp >= lastTime)
.OrderBy(x => x.Id)
//.Take(10000)
.Select(th => new
{
Timestamp = th.Timestamp,
Rate = th.Rate,
Amount = th.Amount
}).ToListNoLockAsync().ConfigureAwait(false);
if (tradePairData.IsNullOrEmpty())
{
lastTrade = await context.TradeHistory
.AsNoTracking()
.Where(th => th.TradePairId == tradePairId)
.OrderByDescending(x => x.Id)
.FirstOrDefaultNoLockAsync().ConfigureAwait(false);
if (lastTrade == null)
{
return(new StockChartDataModel
{
Candle = new List <decimal[]> {
new decimal[] { 0, 0, 0, 0, 0, 0 }
},
Volume = new List <VolumePoint> {
new VolumePoint {
x = 0, y = 0, basev = 0
}
}
});
}
var lastfinish = DateTime.UtcNow;
var lasttotalhours = (int)(lastfinish - lastTime).TotalMinutes / minutes;
for (int i = 0; i < lasttotalhours; i++)
{
chartData.Add(new[] { lastfinish.AddMinutes(-(minutes * i)).ToJavaTime(), lastTrade.Rate, lastTrade.Rate, lastTrade.Rate, lastTrade.Rate, 0, 0 });
}
}
else
{
var start = tradePairData.Min(x => x.Timestamp);
var finish = DateTime.UtcNow;
var totalhours = (int)(finish - start).TotalMinutes / minutes;
var interval = TimeSpan.FromMinutes(minutes);
var dataTest = tradePairData.GroupBy(cr => new
{
cr.Timestamp.Year,
Month = minutes >= 43200 ? (cr.Timestamp.Month / (minutes / 43200)) : cr.Timestamp.Month,
Day = minutes >= 1440 ? (cr.Timestamp.Day / (minutes / 1440)) : cr.Timestamp.Day,
Hour = minutes >= 60 ? (cr.Timestamp.Hour / (minutes / 60)) : cr.Timestamp.Hour,
Minute = minutes < 60 ? (cr.Timestamp.Minute / minutes) * minutes : 0
}).Select(g => new[]
{
g.Last().Timestamp.ToJavaTime(),
g.First().Rate,
g.Max(x => x.Rate),
g.Min(x => x.Rate),
g.Last().Rate,
g.Sum(x => x.Amount),
g.Sum(x => x.Amount *x.Rate)
}).ToList();
for (int i = 0; i < totalhours; i++)
{
var currentInterval = finish.AddMinutes(-(minutes *i));
var rangeEnd = currentInterval.ToJavaTime();
var rangeStart = currentInterval.Subtract(interval).ToJavaTime();
var data = dataTest.FirstOrDefault(x => x[0] >= rangeStart && x[0] <= rangeEnd);
if (data.IsNullOrEmpty())
{
var lastClose = dataTest.LastOrDefault(x => x[0] < rangeEnd)?[4] ?? 0m;
chartData.Add(new[] { rangeEnd, lastClose, lastClose, lastClose, lastClose, 0, 0 });
}
else
{
data[0] = rangeEnd;
chartData.Add(data);
}
}
}
var resultData = chartData.OrderBy(x => x[0]);
var val = new StockChartDataModel
{
Candle = resultData.Select(x => new[] { x[0], x[1], x[2], x[3], x[4] }).ToList(),
Volume = resultData.Select(x => new VolumePoint {
x = x[0], y = x[5], basev = x[6]
}).ToList()
};
return(val);
}
}).ConfigureAwait(false);
return(cacheResult);
}