public StructureBuilder(string instanceTag, IBlobSaver blobSaver)
{
_instanceTag = instanceTag;
_blobSaver = blobSaver;
_columnData = OutOrderbookEntry.GetStructure()
.Select(p => new ColumnInfo
{
ColumnName = p.Item1,
ColumnType = p.Item2
})
.ToList();
}
public async Task ProcessAsync(InConnectorOrderbook book)
{
var directory = _dynamicStructure.GetDirectoryName(book.Asset);
if (!_assetPairsDict.ContainsKey(directory))
{
_assetPairsDict.Add(directory, new Dictionary <int, List <string> >());
await _dynamicStructure.UpdateStructureIfRequiredAsync(book.Asset);
}
var bookId = Guid.NewGuid().ToString();
var items = new List <string>();
if (book.Asks != null)
{
foreach (var ask in book.Asks)
{
var askEntry = new OutOrderbookEntry
{
BookId = bookId,
Source = book.Source,
Asset = book.Asset,
Timestamp = DateTimeConverter.Convert(book.Timestamp),
IsAsk = true,
Price = (decimal)ask.Price,
Volume = (decimal)ask.Volume,
};
items.Add(askEntry.GetValuesString());
}
}
if (book.Bids != null)
{
foreach (var bid in book.Bids)
{
var bidEntry = new OutOrderbookEntry
{
BookId = bookId,
Source = book.Source,
Asset = book.Asset,
Timestamp = DateTimeConverter.Convert(book.Timestamp),
IsAsk = false,
Price = (decimal)bid.Price,
Volume = (decimal)bid.Volume,
};
items.Add(bidEntry.GetValuesString());
}
}
var minutesDict = _assetPairsDict[directory];
int minuteKey = GetMinuteKey(book.Timestamp);
int pairItemsCount = minutesDict.Sum(i => i.Value.Count);
if (pairItemsCount >= _maxBatchCount)
{
var allItemsFromOtherMinutes = minutesDict.Keys.Where(k => k != minuteKey).SelectMany(i => minutesDict[i]).ToList();
await _messagesHandler(directory, allItemsFromOtherMinutes);
minutesDict.Clear();
}
minutesDict[minuteKey] = items;
}
