// assert
private void AssertPublishedIndex(Contract.IndexTickPrice indexTickPrice)
{
var indexValue = GetIndexValue(_step);
var stepsCount = GetPrices(0).Count - 1; // without header
Assert.Equal(indexValue, indexTickPrice.Ask);
Assert.Equal(indexTickPrice.Ask, indexTickPrice.Bid);
}
public void Publish(Contract.IndexTickPrice tickPrice)
{
_publisher.ProduceAsync(new Contract.IndexTickPrice
{
Source = tickPrice.Source,
AssetPair = tickPrice.AssetPair,
Ask = tickPrice.Ask ?? 0,
Bid = tickPrice.Bid ?? 0,
Timestamp = tickPrice.Timestamp,
AssetsInfo = tickPrice.AssetsInfo.Select(x => new Contract.AssetInfo(x.AssetId, x.Weight, x.Price, x.IsDisabled)).ToList()
});
_log.Info($"Published tick price: {tickPrice.ToJson()}.");
}
private void Publish(IndexHistory indexHistory)
{
var assetsInfo = new List <Contract.AssetInfo>();
var frozenAssets = indexHistory.AssetsSettings.Where(x => x.IsDisabled).Select(x => x.AssetId).ToList();
foreach (var asset in indexHistory.Weights.Keys.ToList())
{
var isFrozen = frozenAssets.Contains(asset);
assetsInfo.Add(new Contract.AssetInfo(asset, indexHistory.Weights[asset], indexHistory.MiddlePrices[asset], isFrozen));
}
// Publish index to RabbitMq
var tickPrice = new Contract.IndexTickPrice(RabbitMqSource, _indexName.ToUpper(), indexHistory.Value, indexHistory.Value, indexHistory.Time, assetsInfo);
_tickPricePublisher.Publish(tickPrice);
}