public async Task <IEnumerable <IFeedCandle> > GetCandlesAsync(PriceType priceType, TimeInterval interval, DateTime from, DateTime to)
{
if (priceType == PriceType.Unspecified)
{
throw new ArgumentException(nameof(priceType));
}
var partitionKey = CandleTableEntity.GeneratePartitionKey(priceType);
var rowKeyFrom = CandleTableEntity.GenerateRowKey(from, interval);
var rowKeyTo = CandleTableEntity.GenerateRowKey(to, interval);
var query = new TableQuery <CandleTableEntity>();
var pkeyFilter = TableQuery.GenerateFilterCondition("PartitionKey", QueryComparisons.Equal, partitionKey);
var rowkeyCondFrom = TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.GreaterThanOrEqual, rowKeyFrom);
var rowkeyCondTo = TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.LessThanOrEqual, rowKeyTo);
var rowkeyFilter = TableQuery.CombineFilters(rowkeyCondFrom, TableOperators.And, rowkeyCondTo);
query.FilterString = TableQuery.CombineFilters(pkeyFilter, TableOperators.And, rowkeyFilter);
var entities = await _tableStorage.WhereAsync(query);
var result = from e in entities
select e.Candles.Select(ci => ci.ToCandle(e.PriceType == PriceType.Bid, e.DateTime, interval));
return(result
.SelectMany(c => c)
.Where(c => c.DateTime >= from && c.DateTime < to));
}
public static string PartitionKey(this IFeedCandle candle, PriceType priceType)
{
if (candle == null)
{
throw new ArgumentNullException(nameof(candle));
}
return(CandleTableEntity.GeneratePartitionKey(priceType));
}
public async Task InsertOrMergeAsync(IFeedCandle candle, PriceType priceType, TimeInterval interval)
{
// Get candle table entity
var partitionKey = CandleTableEntity.GeneratePartitionKey(priceType);
var rowKey = CandleTableEntity.GenerateRowKey(candle.DateTime, interval);
var entity = await _tableStorage.GetDataAsync(partitionKey, rowKey) ??
new CandleTableEntity(partitionKey, rowKey);
// Merge candle
entity.MergeCandle(candle, interval);
// Update
await _tableStorage.InsertOrMergeAsync(entity);
}
public async Task <IFeedCandle> GetCandleAsync(PriceType priceType, TimeInterval interval, DateTime dateTime)
{
if (priceType == PriceType.Unspecified)
{
throw new ArgumentException(nameof(priceType));
}
// 1. Get candle table entity
var partitionKey = CandleTableEntity.GeneratePartitionKey(priceType);
var rowKey = CandleTableEntity.GenerateRowKey(dateTime, interval);
CandleTableEntity entity = await _tableStorage.GetDataAsync(partitionKey, rowKey);
// 2. Find required candle in candle list by tick
if (entity != null)
{
var tick = dateTime.GetIntervalTick(interval);
var candleItem = entity.Candles.FirstOrDefault(ci => ci.Tick == tick);
return(candleItem.ToCandle(priceType == PriceType.Bid, entity.DateTime, interval));
}
return(null);
}
