public void SetAssetQuoteRaw(AssetId32Bits p_assetId, string p_dailyNavStr)
{
string redisKey = p_assetId.ToString() + ".brotli"; // // key: "9:1.brotli"
var outputCsvBrotli = Utils.Str2BrotliBin(p_dailyNavStr);
m_redisDb.HashSet("assetQuoteRaw", redisKey, RedisValue.CreateFrom(new System.IO.MemoryStream(outputCsvBrotli)));
}
public Asset(AssetId32Bits assetId, string symbol, string name, string shortName, CurrencyId currency)
{
AssetId = assetId;
Symbol = symbol;
Name = name;
ShortName = shortName;
Currency = currency;
SqTicker = AssetHelper.gAssetTypeCode[AssetId.AssetTypeID] + "/" + Symbol;
}
public BrokerNav(AssetId32Bits assetId, string symbol, string name, string shortName, CurrencyId currency, User user, DateTime histStartDate, List <BrokerNav> aggregateNavChildren)
: base(assetId, symbol, name, shortName, currency)
{
User = user;
ExpectedHistoryStartDateLoc = histStartDate;
AggregateNavChildren = aggregateNavChildren;
if (GatewayExtensions.NavSymbol2GatewayId.TryGetValue(Symbol, out GatewayId gatewayId))
{
GatewayId = gatewayId;
}
}
public string?GetAssetQuoteRaw(AssetId32Bits p_assetId)
{
string redisKey = p_assetId.ToString() + ".brotli"; // // key: "9:1.brotli"
byte[] dailyNavBrotli = m_redisDb.HashGet("assetQuoteRaw", redisKey);
if (dailyNavBrotli == null)
{
return(null);
}
var dailyNavStr = Utils.BrotliBin2Str(dailyNavBrotli); // "D/C" for Date/Closes: "D/C,20090102/16461,20090105/16827,..."
return(dailyNavStr);
}
public KeyValuePair <DateOnly, double>[] GetAssetBrokerNavDeposit(AssetId32Bits p_assetId)
{
string redisKey = p_assetId.ToString() + ".brotli"; // key: "9:1.brotli"
byte[] dailyDepositBrotli = m_redisDb.HashGet("assetBrokerNavDeposit", redisKey);
var dailyDepositStr = Utils.BrotliBin2Str(dailyDepositBrotli); // 479 byte text data from 179 byte brotli data, starts with FormatString: "20090310/1903,20100305/2043,..."
KeyValuePair <DateOnly, double>[] deposits = dailyDepositStr.Split(',', StringSplitOptions.RemoveEmptyEntries).Select(r =>
{
// format: "20200323/-1000000"
var depositsDays = r.Split('/', StringSplitOptions.RemoveEmptyEntries);
DateTime date = Utils.FastParseYYYYMMDD(new StringSegment(r, 0, 8));
double deposit = Double.Parse(new StringSegment(r, 9, r.Length - 9));
return(new KeyValuePair <DateOnly, double>(new DateOnly(date), deposit));
}).ToArray();
return(deposits);
}
private static void UpdateAssetInDb(UpdateNavsParam p_updateParam, AssetId32Bits p_assetId, double p_todayNav)
{
var dailyNavStr = p_updateParam.Db !.GetAssetQuoteRaw(p_assetId); // "D/C" for Date/Closes: "D/C,20090102/16461,20090105/16827,..."
int iFirstComma = dailyNavStr !.IndexOf(',');
string formatString = dailyNavStr.Substring(0, iFirstComma); // "D/C" for Date/Closes
if (formatString != "D/C")
{
return;
}
int nearestIntValue = (int)Math.Round(p_todayNav, MidpointRounding.AwayFromZero); // 0.5 is rounded to 1, -0.5 is rounded to -1. Good.
// var dailyNavStrSplit = dailyNavStr.Substring(iFirstComma + 1, dailyNavStr.Length - (iFirstComma + 1)).Split(',', StringSplitOptions.RemoveEmptyEntries);
// DateOnly[] dates = dailyNavStrSplit.Select(r => new DateOnly(Int32.Parse(r.Substring(0, 4)), Int32.Parse(r.Substring(4, 2)), Int32.Parse(r.Substring(6, 2)))).ToArray();
// double[] unadjustedClosesNav = dailyNavStrSplit.Select(r => Double.Parse(r.Substring(9))).ToArray();
//unadjustedClosesNav[dates.Length - 1] = todayNav; // update the last item.
int iLastComma = dailyNavStr.LastIndexOf(',');
string lastRecord = dailyNavStr.Substring(iLastComma + 1);
DateTime lastDate = Utils.FastParseYYYYMMDD(lastRecord.Substring(0, 8));
DateTime todayEt = Utils.ConvertTimeFromUtcToEt(DateTime.UtcNow).Date;
int lengthToUseFromOld = dailyNavStr.Length;
if (lastDate == todayEt) // if updater runs twice a day, last item is the today already. Remove the last item from the old string.
{
lengthToUseFromOld = iLastComma;
}
// dailyNavStr = dailyNavStr.Substring(0, lengthToUseFromOld);
var useFromOldSg = new StringSegment(dailyNavStr, 0, lengthToUseFromOld); // StringSegment doesn't duplicate the long string
string newDailyNavStr = useFromOldSg + $",{todayEt.ToString("yyyyMMdd")}/{nearestIntValue}"; // append last record at end
p_updateParam.Db !.SetAssetQuoteRaw(p_assetId, newDailyNavStr);
}
