public void SetTrade(TradeData data)
{
lock (_lockObject)
{
var key = $"{data.Exchange}_{data.Instrument}";
if (_candleDict.TryGetValue(key, out var candles))
{
var lastCandle = candles.Last();
if (ShouldGenerateNextKline(lastCandle, data))
{
var kline = new FutureKlineData(lastCandle);
kline.Update(data.Price, data.Quantity);
candles.Add(kline);
SendToAll(candles);
}
else
{
lastCandle.Update(data.Price, data.Quantity);
}
}
else
{
var kline = new FutureKlineData();
kline.Update(data.Price, data.Quantity);
_candleDict.Add(key, new List <FutureKlineData> {
kline
});
SendToAll(_candleDict[key]);
}
}
}
public bool ShouldGenerateNextKline(FutureKlineData lastKline, TradeData newTradeData)
{
return(true);
}
