public override async Task <PricesResponse> GetPrices(PricesRequest request, ServerCallContext context)
{
var entities = _pricesReader.Get(PriceEntity.GetPk());
List <PriceUpdate> result;
if (entities.Any())
{
result = _mapper.Map <List <PriceUpdate> >(entities);
}
else
{
var marketData = await _marketDataClient.GetMarketDataAsync(new Empty());
result = _mapper.Map <List <PriceUpdate> >(marketData.Items.ToList());
}
if (request.AssetPairIds.Any())
{
result = result.Where(x =>
request.AssetPairIds.Contains(x.AssetPairId, StringComparer.InvariantCultureIgnoreCase))
.ToList();
}
var response = new PricesResponse();
response.Payload.AddRange(result);
return(response);
}
public void HandlePricesRequest(PricesRequest request)
{
PricesResponse response = StoreManager.GetPricesResponse();
response.ResponseId = request.RequestId;
Send(response);
}
public override Task <PricesResponse> GetPrices(PricesRequest request, ServerCallContext context)
{
var symbols = request.AssetPairIds.ToList();
var prices = _marketDataService.GetPrices(DefaultTenantId);
IEnumerable <PriceEntity> data = prices;
if (symbols.Any())
{
data = data.Where(p => symbols.Contains(p.Symbol));
}
var response = new PricesResponse
{
Prices =
{
data.Select(p =>
new PriceUpdate
{
AssetPairId = p.Symbol,
Timestamp = Timestamp.FromDateTime(DateTime.SpecifyKind(p.LastUpdate, DateTimeKind.Utc)),
Ask = p.Ask.HasValue ? p.Ask.ToString() : string.Empty,
Bid = p.Ask.HasValue ? p.Bid.ToString() : string.Empty,
PriceChange24H = "0", //todo: calculate 24h statistic and write to mynisql to use here
VolumeBase24H = "0",
VolumeQuote24H = "0"
})
.ToList()
}
};
return(Task.FromResult(response));
}
public async Task InitializeAsync()
{
_logger.LogInformation("Initializing internal quotes...");
var priceRequest = new PricesRequest();
_logger.LogInformation("Receiving all internal quotes...");
var pricesResponse = await _client.PublicApi.GetPricesAsync(priceRequest);
ValidateResponse(pricesResponse.Error);
_logger.LogInformation($"Received {pricesResponse.Payload.Count} internal quotes.");
foreach (var priceUpdate in pricesResponse.Payload)
{
var quote = Map(priceUpdate);
foreach (var quoteHandler in _handlers)
{
await quoteHandler.HandleAsync(quote);
}
}
_logger.LogInformation("Handled all internal quotes.");
// todo: to make it consistent we need to subscribe to updates first,
// todo: then receive all quotes and update only those that has not been received yet
SubscribeAndHandleQuoteUpdatesAsync();
}
public override Task <PricesResponse> GetPrices(PricesRequest request, ServerCallContext context)
{
var entities = _pricesReader.Get(PriceEntity.GetPk());
var result = new List <PriceUpdate>();
if (entities.Any())
{
result = _mapper.Map <List <PriceUpdate> >(entities);
}
if (request.AssetPairIds.Any())
{
result = result.Where(x =>
request.AssetPairIds.Contains(x.AssetPairId, StringComparer.InvariantCultureIgnoreCase))
.ToList();
}
var response = new PricesResponse {
Body = new PricesResponse.Types.Body()
};
response.Body.Prices.AddRange(result);
return(Task.FromResult(response));
}
private static async Task GetPriceSnapshot(string[] filter, TradingApiClient client)
{
var priceRequest = new PricesRequest();
priceRequest.AssetPairIds.AddRange(filter);
var prices = await client.PublicApi.GetPricesAsync(priceRequest);
ValidateResult(prices.Error);
Console.WriteLine($"Count prices: {prices.Payload.Count}.");
foreach (var price in prices.Payload)
{
Console.WriteLine($"{price.AssetPairId}: Ask={price.Ask}; Bid={price.Bid}; Time={price.Timestamp}");
}
}
public async static Task OnPricesRequest(LobbyServerConnection client, PricesRequest request)
{
await new PricesRequestHandler().OnMessage(client, request);
}
