public async Task UpdateAsync(Quote quote)
{
if (!await _instrumentService.IsAssetPairExistAsync(quote.AssetPairId))
{
return;
}
if (quote.Ask == 0 || quote.Bid == 0 || quote.Mid == 0)
{
_log.WarningWithDetails("Invalid quote received", quote);
return;
}
Quote currentQuote = _cache.Get(GetKey(quote));
if (currentQuote != null)
{
QuoteThresholdSettings quoteThresholdSettings = await _quoteThresholdSettingsService.GetAsync();
if (quoteThresholdSettings.Enabled &&
Math.Abs(currentQuote.Mid - quote.Mid) / currentQuote.Mid > quoteThresholdSettings.Value)
{
_log.WarningWithDetails("Invalid quote", new
{
Quote = quote,
CurrentQuote = currentQuote,
Threshold = quoteThresholdSettings.Value
});
}
else
{
_exchanges.Add(quote.Source);
_cache.Set(quote);
}
}
else
{
_exchanges.Add(quote.Source);
_cache.Set(quote);
}
}
public async Task SetAsync(Quote quote)
{
Quote currentQuote = _cache.Get(GetKey(quote));
if (currentQuote != null)
{
QuoteThresholdSettings quoteThresholdSettings = await _quoteThresholdSettingsService.GetAsync();
if (quoteThresholdSettings.Enabled &&
Math.Abs(currentQuote.Mid - quote.Mid) / currentQuote.Mid > quoteThresholdSettings.Value)
{
_quoteThresholdLogService.Error(currentQuote, quote, quoteThresholdSettings.Value);
}
else
{
_cache.Set(quote);
}
}
else
{
_cache.Set(quote);
}
}
public async Task <QuoteThresholdSettingsModel> GetQuoteThresholdSettingsAsync()
{
QuoteThresholdSettings quoteThresholdSettings = await _quoteThresholdSettingsService.GetAsync();
return(Mapper.Map <QuoteThresholdSettingsModel>(quoteThresholdSettings));
}