private async Task ProcessMessageAsync(OrderbookMessage orderbookMessage)
{
OrderbookEntity orderbook = null;
try
{
orderbook = await _orderbookWriter.GetAsync(OrderbookEntity.GetPk(), orderbookMessage.AssetPair);
}
catch (Exception ex)
{
_log.Warning($"Can't get orderbook from mynosql for assetPair = {orderbookMessage.AssetPair}", ex);
}
var entity = orderbook ?? new OrderbookEntity(orderbookMessage.AssetPair)
{
CreatedAt = orderbookMessage.Timestamp
};
entity.CreatedAt = orderbookMessage.Timestamp;
var prices = orderbookMessage.IsBuy ? entity.Bids : entity.Asks;
prices.Clear();
foreach (var price in orderbookMessage.Prices)
{
prices.Add(new VolumePriceEntity((decimal)price.Volume, (decimal)price.Price));
}
await _orderbookWriter.InsertOrReplaceAsync(entity);
}
private async Task ProcessMessageAsync(OrderbookMessage orderbookMessage)
{
var entity = await _orderbookWriter.GetAsync(OrderbookEntity.GetPk(), orderbookMessage.AssetPair)
?? new OrderbookEntity(orderbookMessage.AssetPair)
{
CreatedAt = orderbookMessage.Timestamp,
};
entity.CreatedAt = orderbookMessage.Timestamp;
var prices = orderbookMessage.IsBuy ? entity.Bids : entity.Asks;
prices.Clear();
foreach (var price in orderbookMessage.Prices)
{
prices.Add(new VolumePriceEntity((decimal)price.Volume, (decimal)price.Price));
}
await _orderbookWriter.InsertOrReplaceAsync(entity);
}
private async Task <Orderbook> GetOrderbookAsync(string assetPairId)
{
var orderbookEntity = _orderbooksReader.Get(OrderbookEntity.GetPk(), assetPairId);
if (orderbookEntity != null)
{
var orderbook = _mapper.Map <Orderbook>(orderbookEntity);
orderbook.Bids.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(orderbookEntity.Bids));
orderbook.Asks.AddRange(_mapper.Map <List <Orderbook.Types.PriceVolume> >(orderbookEntity.Asks));
return(orderbook);
}
var buyBook = GetOrderbook(assetPairId, true);
var sellBook = GetOrderbook(assetPairId, false);
await Task.WhenAll(buyBook, sellBook);
var result = new Orderbook
{
AssetPairId = assetPairId,
Timestamp = buyBook.Result.Timestamp > sellBook.Result.Timestamp
? Timestamp.FromDateTime(buyBook.Result.Timestamp.ToUniversalTime())
: Timestamp.FromDateTime(sellBook.Result.Timestamp.ToUniversalTime()),
};
result.Bids.AddRange(buyBook.Result.Prices.Select(x => new Orderbook.Types.PriceVolume
{
V = Math.Abs(x.Volume).ToString(CultureInfo.InvariantCulture),
P = x.Price.ToString(CultureInfo.InvariantCulture)
}));
result.Asks.AddRange(sellBook.Result.Prices.Select(x => new Orderbook.Types.PriceVolume
{
V = Math.Abs(x.Volume).ToString(CultureInfo.InvariantCulture),
P = x.Price.ToString(CultureInfo.InvariantCulture)
}));
return(result);
}
private async Task <Orderbook> GetOrderbookAsync(string assetPairId)
{
var orderbookEntity = _orderbooksReader.Get(OrderbookEntity.GetPk(), assetPairId);
if (orderbookEntity != null)
{
return(_mapper.Map <Orderbook>(orderbookEntity));
}
var buyBook = GetOrderbook(assetPairId, true);
var sellBook = GetOrderbook(assetPairId, false);
await Task.WhenAll(buyBook, sellBook);
return(new Orderbook
{
AssetPairId = assetPairId,
Timestamp = buyBook.Result.Timestamp > sellBook.Result.Timestamp
? buyBook.Result.Timestamp
: sellBook.Result.Timestamp,
Bids = buyBook.Result.Prices.Select(x => new VolumePrice(Math.Abs(x.Volume), x.Price)).ToList(),
Asks = sellBook.Result.Prices.Select(x => new VolumePrice(Math.Abs(x.Volume), x.Price)).ToList()
});
}
