public void StartProcessing()
{
try
{
using (StreamReader sr = new StreamReader(this._inputFilePath))
{
string line;
while ((line = sr.ReadLine()) != null)
{
string[] values = line.Split(',');
RawTradeData data = new RawTradeData
{
TimeStamp = Convert.ToUInt64(values[0]),
Symbol = values[1],
Quantity = Convert.ToUInt32(values[2]),
Price = Convert.ToUInt32(values[3])
};
ProcessRawTradeData(data);
}
}
}
catch
{
// log exceptions
throw;
}
}
public void ProcessRawTradeData(RawTradeData raw)
{
if (this._summary.Any(d => d.Symbol == raw.Symbol))
{
this.AddDataToExistingSymbol(raw);
}
else
{
this.AddNewSymbol(raw);
}
}
/// <summary>
/// add new symbol.
/// </summary>
/// <param name="raw">
/// The raw trade data
/// </param>
private void AddNewSymbol(RawTradeData raw)
{
this._summary.Add(new TradeSummary
{
Symbol = raw.Symbol,
MaxPrice = raw.Price,
LastTimeStamp = raw.TimeStamp,
MaxTimeGap = 0,
Volume = raw.Quantity,
TotalAmount = raw.Price * raw.Quantity
});
}
/// <summary>
/// add data to existing symbol.
/// </summary>
/// <param name="raw">
/// The raw trade data
/// </param>
private void AddDataToExistingSymbol(RawTradeData raw)
{
TradeSummary updateSummary = this._summary.FirstOrDefault(x => x.Symbol == raw.Symbol);
updateSummary.MaxTimeGap = raw.TimeStamp - updateSummary.LastTimeStamp > updateSummary.MaxTimeGap
? raw.TimeStamp - updateSummary.LastTimeStamp
: updateSummary.MaxTimeGap;
updateSummary.LastTimeStamp = raw.TimeStamp;
updateSummary.MaxPrice = raw.Price > updateSummary.MaxPrice ? raw.Price : updateSummary.MaxPrice;
updateSummary.TotalAmount = updateSummary.TotalAmount + raw.Price * raw.Quantity;
updateSummary.Volume = updateSummary.Volume + raw.Quantity;
}