public async Task ProcessMessageAsync(object obj)
{
var book = obj as InOrderBook;
if (!book.IsValid())
{
_log.WriteWarning(nameof(MessageProcessor), nameof(Convert), $"Orderbook {book.ToJson()} is invalid!");
}
decimal bestPrice = 0;
if (book.Prices != null && book.Prices.Count > 0)
{
bestPrice = book.IsBuy
? (decimal)book.Prices.Max(p => p.Price)
: (decimal)book.Prices.Min(p => p.Price);
}
var orderbook = new OutOrderbook
{
AssetPairId = book.AssetPair,
IsBuy = book.IsBuy,
Timestamp = DateTimeConverter.Convert(book.Timestamp),
BestPrice = bestPrice,
};
if (!_minutesDict.ContainsKey(book.AssetPair))
{
_minutesDict.Add(book.AssetPair, new Dictionary <int, string>());
}
var assetPairDict = _minutesDict[book.AssetPair];
int minuteKey = GetMinuteKey(book.Timestamp);
var allCount = _minutesDict.Sum(i => i.Value.Values.Sum(k => k.Length));
if (allCount >= _maxBatchCount)
{
var allOtherMinutesItems = new List <string>();
foreach (var pair in _minutesDict)
{
foreach (var key in pair.Value.Keys.ToArray())
{
if (key == minuteKey)
{
continue;
}
allOtherMinutesItems.Add(pair.Value[key]);
pair.Value.Remove(key);
}
}
await _messagesHandler(StructureBuilder.MainContainer, allOtherMinutesItems);
}
assetPairDict[minuteKey] = orderbook.GetValuesString();
}
public TablesStructure GetTablesStructure()
{
return(new TablesStructure
{
Tables = new List <TableStructure>
{
new TableStructure
{
TableName = "Orderbook",
AzureBlobFolder = MainContainer,
Columns = OutOrderbook.GetStructure()
.Select(p => new ColumnInfo {
ColumnName = p.Item1, ColumnType = p.Item2
})
.ToList(),
}
}
});
}
