/// <summary>
/// Conversion method for received data
/// </summary>
/// <param name="data"></param>
/// <returns></returns>
public DataPointImpl Parse(string data)
{
//Get json
TickModel message = JSON.Deserialize <TickModel>(data);
if (message.lastUpdated < 0)
{
return(null);
}
DateTime occuredutc = Time.FromUnixTime(message.lastUpdated, true);
DateTime occured = occuredutc.ConvertTo(TimeZone.Utc, TimeZone.NewYork);
//Deserialize tick
Tick tickdata = new Tick(GetQuantlerTicker(message.symbol), DataSource)
{
AskPrice = message.askPrice,
BidPrice = message.bidPrice,
AskSize = message.askSize,
BidSize = message.bidSize,
Depth = 0,
Occured = occured,
TimeZone = TimeZone.NewYork,
Size = message.lastSaleSize,
TradePrice = message.lastSalePrice
};
return(tickdata);
}
/// <summary>
/// 装载MODEL
/// </summary>
/// <param name="configModel"></param>
/// <param name="priceModel"></param>
/// <returns></returns>
private LatePriceCacheBase InsertPrice(VmpConfigModel configModel, LatePriceModel priceModel)
{
///默认交易深度50条
int specifiedQuantity = 50;
int askscount = priceModel.Asks.Count;
int bidscount = priceModel.Bids.Count;
if (askscount > specifiedQuantity)
{
askscount = specifiedQuantity;
}
if (bidscount > specifiedQuantity)
{
askscount = specifiedQuantity;
}
List <PriceModel> ListAsks = priceModel.Asks.OrderBy(p => p.price).Take(specifiedQuantity).ToList();
List <PriceModel> ListBids = priceModel.Bids.OrderByDescending(p => p.price).Take(specifiedQuantity).ToList();
List <TickModel> bidTick = new List <TickModel>();
for (int i = 0; i < bidscount; i++)
{
TickModel bidMode = new TickModel();
bidMode.Amount = ListBids[i].amount;
bidMode.Price = ListBids[i].price;
bidMode.Sort = i;
bidTick.Add(bidMode);
}
List <TickModel> askTick = new List <TickModel>();
for (int k = 0; k < askscount; k++)
{
TickModel askModel = new TickModel();
askModel.Amount = ListAsks[k].amount;
askModel.Price = ListAsks[k].price;
askModel.Sort = k;
askTick.Add(askModel);
}
LatePriceCacheBase priceCache = new LatePriceCacheBase();
LatePriceCacheBase tempPrice = MapProvider.Map(priceCache, configModel);
tempPrice.LateTime = DateTime.Now;
tempPrice.BuyPrice = ListBids.FirstOrDefault().price;
tempPrice.BuyCount = ListBids.FirstOrDefault().amount;
tempPrice.SellPrice = ListAsks.FirstOrDefault().price;
tempPrice.SellCount = ListAsks.FirstOrDefault().amount;
tempPrice.Asks = askTick;
tempPrice.Bids = bidTick;
return(tempPrice);
}
/// <summary>
/// Gets all of a characters raids using a lookback period specified as an integer representing days
/// </summary>
/// <param name="pCharacterName">The character name, case-insensitive</param>
/// <param name="pLookback">The lookback period specified in days</param>
/// <returns></returns>
public static IEnumerable GetCharacterRaids(string pClientId, string pCharacterName, int pLookback = 0)
{
Dictionary <int, RaidModel> vRaids = new Dictionary <int, RaidModel>();
using (opendkpContext vDatabase = new opendkpContext())
{
var vCharacter = vDatabase.Characters.First(x => x.ClientId.Equals(pClientId) && x.Name.Equals(pCharacterName, StringComparison.InvariantCultureIgnoreCase));
List <TicksXCharacters> vResult = null;
if (pLookback > 0)
{
vResult = vDatabase.TicksXCharacters
.Include("IdTickNavigation.Raid.IdPoolNavigation")
.Where(x => x.ClientId.Equals(pClientId) && x.IdCharacter == vCharacter.IdCharacter &&
DateTime.Compare(x.IdTickNavigation.Raid.Timestamp.Date,
DateTime.Now.AddDays(pLookback * -1).Date) >= 0)
.ToList();
}
else
{
vResult = vDatabase.TicksXCharacters
.Where(x => x.ClientId.Equals(pClientId) && x.IdCharacter == vCharacter.IdCharacter)
.Include("IdTickNavigation.Raid.IdPoolNavigation")
.ToList();
}
foreach (var vModel in vResult)
{
TickModel vTick = new TickModel(vModel.IdTickNavigation);
if (!vRaids.ContainsKey(vModel.IdTickNavigation.RaidId))
{
RaidModel vRaid = new RaidModel(vModel.IdTickNavigation.Raid);
vRaid.TotalTicks = vDatabase.Ticks.Include("Raid").Count(x => x.ClientId.Equals(pClientId) && x.RaidId == vRaid.IdRaid);
vRaids.Add(vModel.IdTickNavigation.RaidId, vRaid);
}
vRaids[vModel.IdTickNavigation.RaidId].Ticks.Add(vTick);
}
}
return(vRaids.Values.ToList());
}
