private async Task ProcessMessageAsync(Quote quote)
{
if (quote.Ask == 0 && quote.Bid == 0)
{
return;
}
quote.SourceId = quote.Source.GetHashCode();
quote.AssetPairId = quote.Asset.GetHashCode();
lock (_sync)
{
_quoteMemoryCache.Add(quote);
var count = _quoteMemoryCache.GetCount();
if (count >= _config.Main.QuoteBatchSize)
{
var quotes = _quoteMemoryCache.GetAllAndClear();
//if (_config.Main.WriteToDB)
// WriteToDB(quotes);
if (_config.Main.WriteToBlob)
{
WriteToBlob(quotes);
}
}
}
}
private async Task ProcessMessageAsync(Trade arg)
{
_tradeMemoryCache.Add(arg);
if (_tradeMemoryCache.GetCount() >= 500)
{
var sw = new Stopwatch();
sw.Start();
var list = _tradeMemoryCache.GetAllAndClear();
using (var context = _connectionFactory.CreateDataContext())
{
context.Trades.AddRange(list);
await context.SaveChangesAsync();
}
sw.Stop();
_logger.LogInformation("Added to DB.Trades {tradeCount} trades, took {seconds} seconds.", list.Count, sw.Elapsed.TotalSeconds);
}
}
