private IReadOnlyCollection <AssetPrice> GetPrices(int step)
{
var result = new List <AssetPrice>();
var steps = IndicesValuesAndPricesForEachStep.Split("\r\n").ToList();
var assets = steps.First().Split("\t").Where(x => !string.IsNullOrWhiteSpace(x)).Select(x => x.Trim()).ToList();
var prices = steps.TakeLast(steps.Count - 1).ToList()[step].Split("\t").Where(x => !string.IsNullOrWhiteSpace(x)).Select(x => x.Trim()).ToList();
for (var i = 1; i < prices.Count; i++)
{
var newAssetPrice = new AssetPrice
{
Asset = assets[i],
CrossAsset = "USD",
Source = "fakeExchange",
Price = decimal.Parse(prices[i])
};
result.Add(newAssetPrice);
}
return(result);
}
private void AddOrUpdateAssetPrice(AssetPrice assetPrice)
{
var asset = assetPrice.Asset;
// asset not existed
if (!_assetsPricesCache.ContainsKey(asset))
{
var newAssetPrices = new List <AssetPrice> {
assetPrice
};
_assetsPricesCache[asset] = newAssetPrices;
}
// asset existed
else
{
List <AssetPrice> assetPrices = _assetsPricesCache[asset];
// Replace by asset, crossAsset and source
Predicate <AssetPrice> existedAssetPrices = x =>
x.Asset == assetPrice.Asset &&
x.CrossAsset == assetPrice.CrossAsset &&
x.Source == assetPrice.Source;
assetPrices.RemoveAll(existedAssetPrices);
assetPrices.Add(assetPrice);
}
}
public async Task HandleAsync(TickPrice tickPrice)
{
if (tickPrice.MiddlePrice == null)
{
return;
}
// xxx/usd
bool shallBeIncluded = tickPrice.AssetPair.EndsWith(Usd);
AssetPrice assetPrice = new AssetPrice();
if (shallBeIncluded)
{
assetPrice.Asset = tickPrice.AssetPair.Replace(Usd, string.Empty);
assetPrice.CrossAsset = Usd;
assetPrice.Source = tickPrice.Source;
assetPrice.Price = tickPrice.MiddlePrice.Value;
}
// xxx/cross & cross/usd
if (!shallBeIncluded)
{
IReadOnlyList <string> crossAssets = (await _settingsService.GetAsync()).CrossAssets;
foreach (string cross in crossAssets)
{
// if there no cross/usd yet then skip
lock (_sync)
if (!_assetsTickPricesCache.ContainsKey(cross))
{
continue;
}
// xxx/cross
if (!tickPrice.AssetPair.EndsWith(cross))
{
continue;
}
assetPrice.Asset = tickPrice.AssetPair.Replace(cross, string.Empty);
assetPrice.CrossAsset = cross;
assetPrice.Source = tickPrice.Source;
var settings = await _settingsService.GetAsync();
lock (_sync)
{
var allAssetPrices = GetAssetPrices(settings.Sources);
if (!allAssetPrices.ContainsKey(cross))
{
continue;
}
var prices = allAssetPrices[cross];
if (prices == null || !prices.Any())
{
continue;
}
var crossMiddlePrice = Utils.GetMiddlePrice(cross, prices);
decimal?crossAsk = tickPrice.Ask * crossMiddlePrice;
decimal?crossBid = tickPrice.Bid * crossMiddlePrice;
var crossTickPrice = new TickPrice(string.Empty, string.Empty, crossBid, crossAsk, DateTime.UtcNow);
decimal?middlePrice = crossTickPrice.MiddlePrice;
if (middlePrice == null)
{
continue;
}
// calculated cross middle price
assetPrice.Price = middlePrice.Value;
shallBeIncluded = true;
break;
}
}
}
if (!shallBeIncluded)
{
return;
}
lock (_sync)
{
AddOrUpdateTickPrice(assetPrice.Asset, tickPrice);
AddOrUpdateAssetPrice(assetPrice);
}
}
public void DoInit(MonoBehaviour pBehaviourOwner, ASSET_TYPE eAssetType, int iAmount)
{
_pBehaviourOwner = pBehaviourOwner;
sAssetPrice = new AssetPrice(eAssetType, iAmount);
}