private async Task ProcessCandlesUpdatedEventAsync(CandlesUpdatedEvent candlesUpdate)
{
try
{
var validationErrors = ValidateQuote(candlesUpdate);
if (validationErrors.Any())
{
var message = string.Join("\r\n", validationErrors);
await _log.WriteWarningAsync(nameof(CandlesSubscriber), nameof(CandlesUpdatedEvent), candlesUpdate.ToJson(), message);
return;
}
var candles = candlesUpdate.Candles
.Where(candleUpdate =>
Constants.StoredIntervals.Contains(candleUpdate.TimeInterval) &&
_candlesChecker.CanHandleAssetPair(candleUpdate.AssetPairId))
.Select(candleUpdate => Candle.Create(
priceType: candleUpdate.PriceType,
assetPair: candleUpdate.AssetPairId,
timeInterval: candleUpdate.TimeInterval,
timestamp: candleUpdate.CandleTimestamp,
open: candleUpdate.Open,
close: candleUpdate.Close,
low: candleUpdate.Low,
high: candleUpdate.High,
tradingVolume: candleUpdate.TradingVolume,
tradingOppositeVolume: candleUpdate.TradingOppositeVolume,
lastTradePrice: candleUpdate.LastTradePrice,
lastUpdateTimestamp: candleUpdate.ChangeTimestamp))
.ToArray();
await _candlesManager.ProcessCandlesAsync(candles);
}
catch (Exception)
{
await _log.WriteWarningAsync(nameof(CandlesSubscriber), nameof(ProcessCandlesUpdatedEventAsync), candlesUpdate.ToJson(), "Failed to process candle");
throw;
}
}
private async Task ProcessCandlesUpdatedEventAsync(CandlesUpdatedEvent candlesUpdate)
{
try
{
if (_cacheInitalizationService.InitializationState != CacheInitializationState.Idle)
{
await Task.Delay(5000);
throw new InvalidOperationException("Initialization in progress");
}
var validationErrors = ValidateQuote(candlesUpdate);
if (validationErrors.Any())
{
var message = string.Join("\r\n", validationErrors);
_log.Warning(nameof(ProcessCandlesUpdatedEventAsync), message, context: candlesUpdate.ToJson());
return;
}
var candles = candlesUpdate.Candles
.Where(candleUpdate =>
_candlesChecker.CanHandleAssetPair(candleUpdate.AssetPairId))
.Select(candleUpdate => Candle.Create(
priceType: candleUpdate.PriceType,
assetPair: candleUpdate.AssetPairId,
timeInterval: candleUpdate.TimeInterval,
timestamp: candleUpdate.CandleTimestamp,
open: candleUpdate.Open,
close: candleUpdate.Close,
low: candleUpdate.Low,
high: candleUpdate.High,
tradingVolume: candleUpdate.TradingVolume,
tradingOppositeVolume: candleUpdate.TradingOppositeVolume,
lastTradePrice: candleUpdate.LastTradePrice,
lastUpdateTimestamp: candleUpdate.ChangeTimestamp))
.ToArray();
await _candlesManager.ProcessCandlesAsync(candles);
}
catch (Exception)
{
_log.Warning(nameof(ProcessCandlesUpdatedEventAsync), "Failed to process candle", context: candlesUpdate.ToJson());
throw;
}
}