public async Task <IFeedHistory> GetAsync(string assetPairId, string priceType, DateTime feedTime)
{
var entity = await _tableStorage.GetDataAsync(FeedHistoryEntity.GeneratePartition(assetPairId, priceType),
FeedHistoryEntity.GenerateRowKey(feedTime));
return(entity?.ToDto());
}
public async Task <IEnumerable <IFeedHistory> > GetLastTenMinutesAskAsync(string assetPairId)
{
var rangeQuery = AzureStorageUtils.QueryGenerator <FeedHistoryEntity>
.GreaterThanQuery(FeedHistoryEntity.GeneratePartition(assetPairId, PriceType.Ask),
FeedHistoryEntity.GenerateRowKey(DateTime.UtcNow.AddMinutes(-10)));
return((await _tableStorage.WhereAsync(rangeQuery)).Select(x => x.ToDto()));
}
public async Task <IEnumerable <IFeedHistory> > GetAsync(string assetPairId, string priceType,
DateTime @from, DateTime to)
{
var entities = await _tableStorage.GetDataAsync(FeedHistoryEntity.GeneratePartition(assetPairId, priceType),
entity =>
{
var dt = FeedHistoryExt.ParseFeedTime(entity.RowKey);
return(dt > @from && dt < to);
});
return(entities.Select(x => x.ToDto()));
}
public async Task <IFeedHistory> GetСlosestAvailableAsync(string assetPairId, string priceType, DateTime feedTime)
{
var rangeQuery = AzureStorageUtils.QueryGenerator <FeedHistoryEntity>
.GreaterThanQuery(FeedHistoryEntity.GeneratePartition(assetPairId, priceType),
FeedHistoryEntity.GenerateRowKey(feedTime)).Take(1);
var resList = new List <FeedHistoryEntity>();
await _tableStorage.ExecuteAsync(rangeQuery, entities =>
{
resList.AddRange(entities);
}, () => false);
return(resList.Any() ? resList.First().ToDto() : null);
}
public static FeedHistoryDto ToDto(this FeedHistoryEntity entity)
{
var dto = new FeedHistoryDto();
//example: "BTCCHF_Bid"
var assetPriceTypeVals = entity.PartitionKey.Split('_');
dto.AssetPair = assetPriceTypeVals[0];
dto.PriceType = assetPriceTypeVals[1];
dto.TradeCandles = ParseCandles(entity.Data);
dto.FeedTime = ParseFeedTime(entity.RowKey);
return(dto);
}
