public bool PopulateFromAgg(IAggVolumeDataProvider prov, AssetPair pair)
{
if (prov == null)
{
return(false);
}
var norm = pair.Normalised;
if (UtcAggLatest.Get(norm.Id).IsWithinTheLast(TimeSpan.FromDays(10)))
{
return(false);
}
var aggn = GetVolumeDataAgg(prov, norm);
var aggr = GetVolumeDataAgg(prov, norm.Reversed);
if (aggr != null)
{
AddRange(aggr.Volume);
}
if (aggn != null)
{
AddRange(aggn.Volume);
}
UtcAggLatest.Add(norm.Id, DateTime.UtcNow);
return(true);
}
public VolumeDbProvider()
{
ProviderAggVolumeData = Networks.I.Providers.OfType <IAggVolumeDataProvider>().FirstOrDefault();
ProvidersPublicVolume = Networks.I.Providers.OfType <IPublicVolumeProvider>().Where(x => x.IsDirect).ToList();
ProvidersPublicPricing = Networks.I.Providers.OfType <IPublicPricingProvider>().Where(x => x.IsDirect && x.PricingFeatures.HasVolume).ToList();
Data = new VolumeData();
}
public static Task <ApiResponse <PublicVolumeResponse> > GetAggVolumeDataAsync(IAggVolumeDataProvider provider, AggVolumeDataContext context)
{
return(ApiHelpers.WrapExceptionAsync(() => provider.GetAggVolumeDataAsync(context), nameof(GetAggVolumeData), provider, context));
}
public static ApiResponse <PublicVolumeResponse> GetAggVolumeData(IAggVolumeDataProvider provider, AggVolumeDataContext context)
{
return(AsyncContext.Run(() => GetAggVolumeDataAsync(provider, context)));
}
private PublicVolumeResponse GetVolumeDataAgg(IAggVolumeDataProvider prov, AssetPair pair)
{
var apir = ApiCoordinator.GetAggVolumeData(prov, new AggVolumeDataContext(pair));
return(apir.IsNull ? null : apir.Response);
}
private PricingProvider()
{
ProviderAggVolumeData = Networks.I.Providers.OfType <IAggVolumeDataProvider>().FirstOrDefault();
ProvidersPublicPricing = Networks.I.Providers.OfType <IPublicPricingProvider>().Where(x => x.IsDirect).ToList();
}