public async Task <IActionResult> GetCandlesHistoryBatch([FromBody] GetCandlesHistoryBatchRequest request, CancellationToken cancellationToken)
{
if (!ModelState.IsValid)
{
return(Ok(new Dictionary <string, CandlesHistoryResponseModel>()));
}
if (cancellationToken.IsCancellationRequested || request.AssetPairs == null || !request.AssetPairs.Any())
{
return(Ok(new Dictionary <string, CandlesHistoryResponseModel>()));
}
request.FromMoment = request.FromMoment.ToUniversalTime();
request.ToMoment = request.ToMoment.ToUniversalTime();
if (request.PriceType == CandlePriceType.Unspecified)
{
return(BadRequest(ErrorResponse.Create(nameof(request.PriceType), $"Price type should not be {CandlePriceType.Unspecified}")));
}
if (request.TimeInterval == CandleTimeInterval.Unspecified)
{
return(BadRequest(ErrorResponse.Create(nameof(request.TimeInterval), $"Time interval should not be {CandleTimeInterval.Unspecified}")));
}
if (request.FromMoment > request.ToMoment)
{
return(BadRequest(ErrorResponse.Create("From date should be early or equal than To date")));
}
var notConfiguerdAssetPairs = request.AssetPairs
.Where(p => !_candleHistoryAssetConnections.ContainsKey(p))
.ToArray();
if (notConfiguerdAssetPairs.Any())
{
return(BadRequest(
ErrorResponse.Create(nameof(request.AssetPairs),
$"Asset pairs [{string.Join(", ", notConfiguerdAssetPairs)}] are not configured")));
}
var assetPairsTask = request.AssetPairs.Select(p => _assetPairsManager.TryGetAssetPairAsync(p)).ToArray();
await Task.WhenAll(assetPairsTask);
if (assetPairsTask.Any(t => t.Result == null))
{
var notFound = request.AssetPairs.Except(assetPairsTask.Select(p => p.Result?.Id).Where(p => p != null));
return(BadRequest(
ErrorResponse.Create(nameof(request.AssetPairs),
$"Asset pairs [{string.Join(", ", notFound)}] are not found")));
}
var allHistory = new Dictionary <string, CandlesHistoryResponseModel>();
var tasks = new List <Task <IEnumerable <ICandle> > >();
var activeSlot = await _candlesManager.GetActiveSlotAsync();
foreach (var assetPair in request.AssetPairs)
{
allHistory[assetPair] = new CandlesHistoryResponseModel {
History = Array.Empty <CandlesHistoryResponseModel.Candle>()
};
tasks.Add(_candlesManager.GetCandlesAsync(assetPair, request.PriceType, request.TimeInterval, request.FromMoment, request.ToMoment, activeSlot));
}
await Task.WhenAll(tasks);
foreach (var task in tasks)
{
var candles = task.Result.Select(c => new
{
pair = c.AssetPairId,
model = new CandlesHistoryResponseModel.Candle
{
DateTime = c.Timestamp,
Open = c.Open,
Close = c.Close,
High = c.High,
Low = c.Low,
TradingVolume = c.TradingVolume,
TradingOppositeVolume = c.TradingOppositeVolume,
LastTradePrice = c.LastTradePrice
}
}).ToArray();
if (candles.Any())
{
var p = candles[0].pair;
allHistory[p] = new CandlesHistoryResponseModel {
History = candles.Select(c => c.model)
};
}
}
return(Ok(allHistory));
}
