private Task OnNewTrade(TradeDto[] arg)
{
if (arg == null || !arg.Any())
{
return(Task.CompletedTask);
}
var last = arg.Last();
var timePeriods = Enum.GetValues(typeof(TimePeriod)).Cast <TimePeriod>().ToArray();
foreach (var period in timePeriods)
{
var key = ExchangeUtils.GetCandleDataKey(last.ExchangeName, last.Instrument, period);
if (!_exchangeCandles.ContainsKey(key))
{
continue;
}
_exchangeCandles[key].UpdateCurrentCandle(last.Price, arg.Length, arg.Sum(x => x.Size));
}
return(Task.CompletedTask);
}
private ExchangeCandles GetData(string exchangeName, Instrument instrument, TimePeriod period)
{
var key = ExchangeUtils.GetCandleDataKey(exchangeName, instrument, period);
return(_exchangeCandles.ContainsKey(key)
? _exchangeCandles[key]
: null);
}
private async Task OnNewCandle(CandleDto[] arg)
{
if (arg == null || !arg.Any())
{
return;
}
var last = arg.Last();
var key = ExchangeUtils.GetCandleDataKey(last.ExchangeName, last.Instrument, last.Period);
if (!_exchangeCandles.ContainsKey(key))
{
return;
}
await _exchangeCandles[key].InsertCandlesAsync(arg);
}
