public async Task <IEnumerable <ICustomerChecksInfo> > GetBatch(int count, string separatingClientId = null)
{
if (separatingClientId == null)
{
return(await _tableStorage.WhereAsync(new TableQuery <CustomerChecksInfoEntity>().Take(count)));
}
var partitionKey = CustomerChecksInfoEntity.GeneratePartitionKey(separatingClientId);
var rowKey = CustomerChecksInfoEntity.GenerateRowKey(separatingClientId);
var query = new TableQuery <CustomerChecksInfoEntity>()
.Where(TableQuery.CombineFilters(
TableQuery.GenerateFilterCondition(
nameof(ITableEntity.PartitionKey),
QueryComparisons.GreaterThanOrEqual,
partitionKey),
TableOperators.And,
TableQuery.GenerateFilterCondition(
nameof(ITableEntity.RowKey),
QueryComparisons.GreaterThan,
rowKey)
)).Take(count);
return(await _tableStorage.WhereAsync(query));
}
public async Task<IReadOnlyList<IOvernightSwapHistory>> GetAsync(DateTime? @from, DateTime? to)
{
return (await _tableStorage.WhereAsync(AzureStorageUtils.QueryGenerator<OvernightSwapHistoryEntity>.RowKeyOnly
.BetweenQuery(from ?? DateTime.MinValue, to ?? DateTime.MaxValue, ToIntervalOption.IncludeTo)))
.OrderByDescending(item => item.Time)
.ToList();
}
public async Task <IReadOnlyCollection <AssetRealisedPnL> > GetAsync(string walletId, string assetId, DateTime date,
int?limit)
{
string filterByPk = TableQuery.GenerateFilterCondition(nameof(AssetRealisedPnLEntity.PartitionKey),
QueryComparisons.Equal, GetPartitionKey(walletId));
string filterByPeriod = TableQuery.CombineFilters(
TableQuery.GenerateFilterCondition(nameof(AssetRealisedPnLEntity.RowKey), QueryComparisons.GreaterThan,
GetRowKey(date.Date.AddDays(1))),
TableOperators.And,
TableQuery.GenerateFilterCondition(nameof(AssetRealisedPnLEntity.RowKey), QueryComparisons.LessThan,
GetRowKey(date.Date.AddMilliseconds(-1))));
string filterByAssetId = TableQuery.GenerateFilterCondition(nameof(AssetRealisedPnLEntity.AssetId),
QueryComparisons.Equal, assetId);
string filter = TableQuery.CombineFilters(filterByPk, TableOperators.And, filterByPeriod);
filter = TableQuery.CombineFilters(filter, TableOperators.And, filterByAssetId);
var query = new TableQuery <AssetRealisedPnLEntity>().Where(filter).Take(limit);
IEnumerable <AssetRealisedPnLEntity> entities = await _storage.WhereAsync(query);
return(Mapper.Map <List <AssetRealisedPnL> >(entities));
}
public async Task <IReadOnlyList <IndexHistory> > GetAsync(DateTime from, DateTime to)
{
var filter = TableQuery.CombineFilters(
TableQuery.GenerateFilterCondition(nameof(AzureTableEntity.PartitionKey), QueryComparisons.GreaterThan,
GetPartitionKey(to)),
TableOperators.And,
TableQuery.GenerateFilterCondition(nameof(AzureTableEntity.PartitionKey), QueryComparisons.LessThanOrEqual,
GetPartitionKey(from)));
var query = new TableQuery <IndexHistoryEntity>().Where(filter);
var models = await _storage.WhereAsync(query);
var domain = models.OrderBy(x => x.Time)
.Select(x =>
new IndexHistory(
x.Value,
Mapper.Map <AssetMarketCap[]>(x.MarketCaps),
x.Weights,
new List <TickPrice>(),
new List <AssetPrice>(),
x.MiddlePrices,
x.Time,
Mapper.Map <AssetSettings[]>(x.AssetsSettings)))
.ToList();
return(domain);
}
public async Task <IEnumerable <ICashOutRequest> > GetHistoryRecordsAsync(DateTime @from, DateTime to)
{
to = to.Date.AddDays(1);
var partitionKey = CashOutAttemptEntity.HistoryRecords.GeneratePartition();
return(await _tableStorage.WhereAsync(partitionKey, from, to, ToIntervalOption.ExcludeTo));
}
public async Task <IReadOnlyList <IAccountBalanceChange> > GetAsync(string accountId, DateTime? @from = null,
DateTime?to = null, AccountBalanceChangeReasonType?reasonType = null, bool filterByTradingDay = false)
{
return((await _tableStorage.WhereAsync(accountId, from ?? DateTime.MinValue,
to?.Date.AddDays(1) ?? DateTime.MaxValue, ToIntervalOption.IncludeTo,
x => reasonType == null || x.ReasonType == reasonType.ToString()))
.OrderByDescending(item => item.ChangeTimestamp).ToList());
}
public static Task <IEnumerable <T> > WhereAsync <T>(this INoSQLTableStorage <T> tableStorage, string partitionKey,
DateTime from, DateTime to, ToIntervalOption intervalOption, Func <T, bool> filter = null, bool includeTime = false)
where T : ITableEntity, new()
{
var rangeQuery = QueryGenerator <T> .BetweenQuery(partitionKey, from, to, intervalOption, includeTime);
return(filter == null
? tableStorage.WhereAsync(rangeQuery)
: tableStorage.WhereAsync(rangeQuery, filter));
}
public async Task <IEnumerable <IClientRegulation> > GetByRegulationIdAsync(string regulationId)
{
string rowKeyFilter = TableQuery
.GenerateFilterCondition(nameof(ClientRegulationEntity.RowKey), QueryComparisons.Equal,
GetRowKey(regulationId));
var query = new TableQuery <ClientRegulationEntity>().Where(rowKeyFilter);
return(await _tableStorage.WhereAsync(query));
}
// TODO: Need refactoring
public async Task <IInvoice> GetAsync(string invoiceId)
{
string filter = TableQuery
.GenerateFilterCondition(nameof(InvoiceEntity.RowKey), QueryComparisons.Equal, GetRowKey(invoiceId));
var query = new TableQuery <InvoiceEntity>().Where(filter);
IEnumerable <InvoiceEntity> entities = await _storage.WhereAsync(query);
return(Mapper.Map <Invoice>(entities.FirstOrDefault()));
}
public async Task <MarketOrder> GetByIdAsync(string marketOrderId)
{
string filter = TableQuery.GenerateFilterCondition(nameof(ITableEntity.RowKey), QueryComparisons.Equal,
GetRowKey(marketOrderId));
var query = new TableQuery <MarketOrderEntity>().Where(filter);
IEnumerable <MarketOrderEntity> entities = await _storage.WhereAsync(query);
return(Mapper.Map <MarketOrder>(entities.SingleOrDefault()));
}
public static Task <IEnumerable <T> > WhereAsync <T>(this INoSQLTableStorage <T> tableStorage, string partitionKey,
int year, int month, Func <T, bool> filter = null)
where T : ITableEntity, new()
{
var from = new DateTime(year, month, 1);
var to = from.AddMonths(1);
var rangeQuery = QueryGenerator <T> .BetweenQuery(partitionKey, from, to, ToIntervalOption.ExcludeTo);
return(filter == null
? tableStorage.WhereAsync(rangeQuery)
: tableStorage.WhereAsync(rangeQuery, filter));
}
public async Task ProcessItemsFromYesterdayAsync(DateTime start, Func <IEnumerable <FeedHistoryEntity>, Task> batchHandler)
{
try
{
var assetPairs = await _assetsService.AssetPairGetAllAsync();
_lastAssetPairIds = assetPairs
.Select(i => i.Id)
.Where(i => i.IsValidPartitionOrRowKey())
.ToList();
}
catch (Exception ex)
{
_log.WriteWarning(nameof(CandlestiсksRepository), start, ex.Message);
}
if (_lastAssetPairIds == null || _lastAssetPairIds.Count == 0)
{
string queryText = GenerateQueryWithoutPartition(start);
var query = new TableQuery <FeedHistoryEntity>().Where(queryText);
var items = await _storage.WhereAsync(query);
await batchHandler(items);
}
else
{
foreach (var assetPairId in _lastAssetPairIds)
{
(string pk1, string pk2) = GetPartiotionsForAssetPair(assetPairId);
string queryText = GenerateQueryForPartition(start, pk1);
var query = new TableQuery <FeedHistoryEntity>().Where(queryText);
var items = await _storage.WhereAsync(query);
if (items.Any())
{
await batchHandler(items);
}
queryText = GenerateQueryForPartition(start, pk2);
query = new TableQuery <FeedHistoryEntity>().Where(queryText);
items = await _storage.WhereAsync(query);
if (items.Any())
{
await batchHandler(items);
}
}
}
}
public async Task <IEnumerable <ICandle> > GetCandlesAsync(CandlePriceType priceType, CandleTimeInterval interval, DateTime from, DateTime to)
{
if (priceType == CandlePriceType.Unspecified)
{
throw new ArgumentException(nameof(priceType));
}
var query = GetTableQuery(priceType, interval, from, to);
var entities = await _tableStorage.WhereAsync(query);
var candles = entities
.SelectMany(e => e.Candles.Select(ci => ci.ToCandle(_assetPairId, e.PriceType, e.DateTime, interval)));
return(candles.Where(c => c.Timestamp >= from && c.Timestamp < to));
}
public async Task <IReadOnlyCollection <InternalOrder> > GetByPeriodAsync(DateTime startDate, DateTime endDate,
int limit)
{
string filter = TableQuery.CombineFilters(
TableQuery.GenerateFilterCondition(nameof(AzureTableEntity.PartitionKey), QueryComparisons.GreaterThan,
GetPartitionKey(endDate.Date.AddDays(1))),
TableOperators.And,
TableQuery.GenerateFilterCondition(nameof(AzureTableEntity.PartitionKey), QueryComparisons.LessThan,
GetPartitionKey(startDate.Date.AddMilliseconds(-1))));
var query = new TableQuery <InternalOrderEntity>().Where(filter).Take(limit);
IEnumerable <InternalOrderEntity> entities = await _storage.WhereAsync(query);
return(Mapper.Map <List <InternalOrder> >(entities));
}
public async Task <IReadOnlyCollection <BalanceOperation> > GetAsync(DateTime startDate, DateTime endDate,
int limit, string assetId, BalanceOperationType balanceOperationType)
{
string filter = TableQuery.CombineFilters(
TableQuery.GenerateFilterCondition(nameof(AzureTableEntity.PartitionKey), QueryComparisons.GreaterThan,
GetPartitionKey(endDate.Date.AddDays(1))),
TableOperators.And,
TableQuery.GenerateFilterCondition(nameof(AzureTableEntity.PartitionKey), QueryComparisons.LessThan,
GetPartitionKey(startDate.Date.AddMilliseconds(-1))));
if (!string.IsNullOrEmpty(assetId))
{
filter = TableQuery.CombineFilters(filter, TableOperators.And,
TableQuery.GenerateFilterCondition(nameof(BalanceOperationEntity.AssetId),
QueryComparisons.Equal, assetId));
}
if (balanceOperationType != BalanceOperationType.None)
{
filter = TableQuery.CombineFilters(filter, TableOperators.And,
TableQuery.GenerateFilterCondition(nameof(BalanceOperationEntity.Type),
QueryComparisons.Equal, balanceOperationType.ToString()));
}
var query = new TableQuery <BalanceOperationEntity>().Where(filter).Take(limit);
IEnumerable <BalanceOperationEntity> entities = await _storage.WhereAsync(query);
return(Mapper.Map <List <BalanceOperation> >(entities));
}
public async Task <IEnumerable <IAccountMarginEventReport> > GetAsync(DateTime?dtFrom, DateTime?dtTo)
{
var partitionKeys = await GetPartitionKeys();
return((await _tableStorage.WhereAsync(partitionKeys, dtFrom ?? DateTime.MinValue, dtTo ?? DateTime.MaxValue, ToIntervalOption.IncludeTo))
.OrderByDescending(item => item.EventTime));
}
private static async Task FetchDataAsync <T>(
string partitionValue,
string filter,
int allCount,
INoSQLTableStorage <T> storage,
List <T> items,
ILog log)
where T : class, ITableEntity, new()
{
if (!string.IsNullOrWhiteSpace(partitionValue))
{
string partitionFilter = TableQuery.GenerateFilterCondition(_partitionKey, QueryComparisons.Equal, partitionValue);
filter = TableQuery.CombineFilters(partitionFilter, TableOperators.And, filter);
}
var query = new TableQuery <T>().Where(filter);
int countBefore = items.Count;
var data = await storage.WhereAsync(query);
items.AddRange(data);
/*if (items.Count - countBefore > 0)
* log.WriteInfo(
* nameof(BatchHelper),
* nameof(BatchGetDataAsync),
* $"Fetched batch of {items.Count - countBefore} items. Processed {allCount}.");*/
}
public async Task <IEnumerable <IFeedCandle> > GetCandlesAsync(PriceType priceType, TimeInterval interval, DateTime from, DateTime to)
{
if (priceType == PriceType.Unspecified)
{
throw new ArgumentException(nameof(priceType));
}
var partitionKey = CandleTableEntity.GeneratePartitionKey(priceType);
var rowKeyFrom = CandleTableEntity.GenerateRowKey(from, interval);
var rowKeyTo = CandleTableEntity.GenerateRowKey(to, interval);
var query = new TableQuery <CandleTableEntity>();
var pkeyFilter = TableQuery.GenerateFilterCondition("PartitionKey", QueryComparisons.Equal, partitionKey);
var rowkeyCondFrom = TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.GreaterThanOrEqual, rowKeyFrom);
var rowkeyCondTo = TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.LessThanOrEqual, rowKeyTo);
var rowkeyFilter = TableQuery.CombineFilters(rowkeyCondFrom, TableOperators.And, rowkeyCondTo);
query.FilterString = TableQuery.CombineFilters(pkeyFilter, TableOperators.And, rowkeyFilter);
var entities = await _tableStorage.WhereAsync(query);
var result = from e in entities
select e.Candles.Select(ci => ci.ToCandle(e.PriceType == PriceType.Bid, e.DateTime, interval));
return(result
.SelectMany(c => c)
.Where(c => c.DateTime >= from && c.DateTime < to));
}
public async Task <IReadOnlyList <IEventHistory> > GetEventHistoryData(DateTime date, string exchange, string assetPair, decimal?delta)
{
var dateFilter = TableQuery.GenerateFilterCondition("PartitionKey", QueryComparisons.Equal, GeneratePartitionKey(date));
//var timeFilter = TableQuery.CombineFilters(
// TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.GreaterThanOrEqual, GenerateRowKey(from)),
// TableOperators.And,
// TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.LessThanOrEqual, GenerateRowKey(to))
//);
//var combinedFilter = TableQuery.CombineFilters(dateFilter, TableOperators.And, timeFilter);
var combinedFilter = dateFilter;
combinedFilter = !string.IsNullOrWhiteSpace(exchange)
? TableQuery.CombineFilters(combinedFilter, TableOperators.And, TableQuery.GenerateFilterCondition("Exchange", QueryComparisons.Equal, exchange.ToUpperInvariant()))
: combinedFilter;
combinedFilter = !string.IsNullOrWhiteSpace(assetPair)
? TableQuery.CombineFilters(combinedFilter, TableOperators.And, TableQuery.GenerateFilterCondition("AssetPair", QueryComparisons.Equal, assetPair.ToUpperInvariant()))
: combinedFilter;
combinedFilter = delta.HasValue
? TableQuery.CombineFilters(combinedFilter, TableOperators.And, TableQuery.GenerateFilterCondition("Delta", QueryComparisons.Equal, delta.Value.ToString(CultureInfo.InvariantCulture)))
: combinedFilter;
var query = new TableQuery <EventHistoryEntity>().Where(combinedFilter);
return((await _storage.WhereAsync(query)).ToArray());
}
public async Task <IEnumerable <IRegistrationLogEvent> > GetAsync(DateTime @from, DateTime to)
{
var partitionKey = RegistrationLogEventEntity.GeneratePartitionKey();
return
(await _tableStorage.WhereAsync(partitionKey, @from.Date, to.Date.AddDays(1), ToIntervalOption.ExcludeTo));
}
public async Task <IReadOnlyCollection <InternalTrade> > GetAsync(DateTime startDate, DateTime endDate,
string assetPairId, string oppositeWalletId, int limit)
{
string filter = TableQuery.CombineFilters(
TableQuery.GenerateFilterCondition(nameof(ITableEntity.PartitionKey), QueryComparisons.GreaterThan,
GetPartitionKey(endDate.Date.AddDays(1))),
TableOperators.And,
TableQuery.GenerateFilterCondition(nameof(ITableEntity.PartitionKey), QueryComparisons.LessThan,
GetPartitionKey(startDate.Date.AddMilliseconds(-1))));
if (!string.IsNullOrEmpty(assetPairId))
{
filter = TableQuery.CombineFilters(filter, TableOperators.And,
TableQuery.GenerateFilterCondition(nameof(InternalTradeEntity.AssetPairId),
QueryComparisons.Equal, assetPairId));
}
if (!string.IsNullOrEmpty(oppositeWalletId))
{
filter = TableQuery.CombineFilters(filter, TableOperators.And,
TableQuery.GenerateFilterCondition(nameof(InternalTradeEntity.OppositeWalletId),
QueryComparisons.Equal, oppositeWalletId));
}
var query = new TableQuery <InternalTradeEntity>().Where(filter).Take(limit);
IEnumerable <InternalTradeEntity> entities = await _storage.WhereAsync(query);
return(Mapper.Map <List <InternalTrade> >(entities));
}
public async Task <IEnumerable <IAuthorizationLogRecord> > GetAsync(string email, DateTime @from, DateTime to)
{
var partitionKey = AuthorizationLogRecordEntity.GeneratePartitionKey(email);
return
(await _tableStorage.WhereAsync(partitionKey, @from.Date, to.Date.AddDays(1), ToIntervalOption.ExcludeTo));
}
public static Task <IEnumerable <T> > GetDataRowKeyOnlyAsync <T>(this INoSQLTableStorage <T> tableStorage, string rowKey)
where T : ITableEntity, new()
{
var query = QueryGenerator <T> .RowKeyOnly.GetTableQuery(rowKey);
return(tableStorage.WhereAsync(query));
}
public async Task <IEnumerable <ITradingOrder> > GetAsync(DateTime?dtFrom, DateTime?dtTo)
{
var keys = await GetPartitionKeys();
return((await _tableStorage.WhereAsync(keys, dtFrom ?? DateTime.MinValue, dtTo ?? DateTime.MaxValue, ToIntervalOption.IncludeTo))
.OrderByDescending(item => item.Timestamp));
}
private async Task UpdateIndexes(InventorySnapshotEntity inventorySnapshotEntity)
{
var existingIndex = await _indexStorage.GetDataAsync(GetIndexPartitionKey(inventorySnapshotEntity.Time),
IndexForLastRowKey);
if (existingIndex == null || (await _storage.GetDataAsync(existingIndex)).Time < inventorySnapshotEntity.Time)
{
// Update index for current day, it now must point to this the last received snapshot
await _indexStorage.InsertOrReplaceAsync(
AzureIndex.Create(GetIndexPartitionKey(inventorySnapshotEntity.Time), IndexForLastRowKey,
inventorySnapshotEntity));
}
// If we have index entries for any future date, they are now are invalid, we can just remove them,
// as they will be reconstructed if needed
var filter = TableQuery.GenerateFilterCondition(nameof(AzureIndex.PartitionKey),
QueryComparisons.GreaterThan,
GetIndexPartitionKey(inventorySnapshotEntity.Time));
var query = new TableQuery <AzureIndex>().Where(filter);
var allNowInvalidIndexEntriesFromTheFuture = (await _indexStorage.WhereAsync(query)).ToList();
foreach (var indexEntity in allNowInvalidIndexEntriesFromTheFuture)
{
await _indexStorage.DeleteAsync(indexEntity);
}
}
public async Task <IEnumerable <IFeedHistory> > GetLastTenMinutesAskAsync(string assetPairId)
{
var rangeQuery = AzureStorageUtils.QueryGenerator <FeedHistoryEntity>
.GreaterThanQuery(FeedHistoryEntity.GeneratePartition(assetPairId, PriceType.Ask),
FeedHistoryEntity.GenerateRowKey(DateTime.UtcNow.AddMinutes(-10)));
return((await _tableStorage.WhereAsync(rangeQuery)).Select(x => x.ToDto()));
}
public async Task <IReadOnlyList <Order> > GetAllAsync(string walletId, string assetPair, DateTime?timeFrom, DateTime?timeTo, int limit)
{
var query = new TableQuery <OrderEntity>().Where(BuildQuery(walletId, assetPair, timeFrom, timeTo)).Take(limit);
var entities = await _storage.WhereAsync(query);
return(Mapper.Map <IReadOnlyList <Order> >(entities));
}
public async Task <IReadOnlyList <IMessageLocalized> > GetAllTranslationByComponentAsync(string componentName)
{
TableQuery <MessageLocalizedEntity> query = new TableQuery <MessageLocalizedEntity>()
.Where(TableQuery.GenerateFilterCondition("Component", QueryComparisons.Equal, "componentName"));
var entities = await _tableStorage.WhereAsync(query);
return(entities.Cast <IMessageLocalized>().ToList());
}
public async Task <IEnumerable <IOffchainTransfer> > GetTransfersByOrder(string clientId, string orderId)
{
var query = new TableQuery <OffchainTransferEntity>()
.Where(TableQuery.GenerateFilterCondition("PartitionKey", QueryComparisons.Equal, clientId))
.Where(TableQuery.GenerateFilterCondition("OrderId", QueryComparisons.Equal, orderId));
return(await _storage.WhereAsync(query));
}
public async Task <IEnumerable <IRepositoryUpdateHistory> > GetAsyncByInitialCommit(string initialCommit)
{
string partitionFilter = TableQuery.GenerateFilterCondition(nameof(RepositoryUpdateHistory.PartitionKey), QueryComparisons.Equal, RepositoryUpdateHistory.GeneratePartitionKey());
string repositoryFilter = TableQuery.GenerateFilterCondition(nameof(RepositoryUpdateHistory.InitialCommit), QueryComparisons.Equal, initialCommit);
string queryText = TableQuery.CombineFilters(partitionFilter, TableOperators.And, repositoryFilter);
var query = new TableQuery <RepositoryUpdateHistory>().Where(queryText);
return(await _tableStorage.WhereAsync(query));
}