public void AdjustForLatestPrice(string exchange, ExchangePriceInfo exchangePriceInfo)
{
Prices[exchange] = exchangePriceInfo;
decimal volumeWeightedPriceTotal = 0m;
decimal volumeTotal = 0m;
foreach (var p in Prices)
{
var(price, volume) = (p.Value.Price, p.Value.Volume);
volumeWeightedPriceTotal += price * volume;
volumeTotal += volume;
}
VolumeWeightedPrice = Round(volumeWeightedPriceTotal / volumeTotal, 8);
}
void OnPriceEvent(
string currencyPair,
string exchange,
decimal price,
decimal volume,
decimal bid,
decimal ask)
{
/*var previousPrice = priceInfoLookup.TryGetValue(currencyPair, out var priceInfo) ?
* priceInfo.Prices.TryGetValue(exchange, out var tuple) ? tuple.price : -1 : -1;
*
* if (price == previousPrice)
* return;*/
priceInfoLookup.TryGetValue(currencyPair, out var priceInfo);
priceInfo = priceInfo ?? new PriceInfo(currencyPair);
var exchangePriceInfo = new ExchangePriceInfo(exchange, price, volume, bid, ask);
priceInfo.AdjustForLatestPrice(exchange, exchangePriceInfo);
priceInfoLookup[currencyPair] = priceInfo;
var list = exchangeLookup.TryGetValue(exchange, out var exchangeCurrencyList) ? exchangeCurrencyList : new Dictionary <string, ExchangePriceInfo>();
list[currencyPair] = exchangePriceInfo;
exchangeLookup[exchange] = list;
var priceChange = new PriceChange
{
CurrencyPair = currencyPair,
VolumeWeightedPrice = priceInfo.VolumeWeightedPrice,
Exchange = exchange,
Price = price,
HighestBid = bid,
LowestAsk = ask
};
OnPriceChangeAction?.OnPriceChange(priceChange);
}
