public static AssetPairPrice ToAssetPairPrice(this HashEntry[] hashEntry)
{
var assetPair = new AssetPairPrice();
var hashDict = hashEntry.ToDictionary();
if (hashDict.TryGetValue(nameof(AssetPairPrice.AssetPair), out var assetPairId))
{
assetPair.AssetPair = assetPairId;
}
if (hashDict.TryGetValue(nameof(AssetPairPrice.BidPrice), out var bidPrice))
{
assetPair.BidPrice = (double)bidPrice;
}
if (hashDict.TryGetValue(nameof(AssetPairPrice.BidPriceTimestamp), out var bidTimestamp))
{
assetPair.BidPriceTimestamp = DateTime.Parse(bidTimestamp).ToUniversalTime();
}
if (hashDict.TryGetValue(nameof(AssetPairPrice.AskPrice), out var askPrice))
{
assetPair.AskPrice = (double)askPrice;
}
if (hashDict.TryGetValue(nameof(AssetPairPrice.AskPriceTimestamp), out var askTimestamp))
{
assetPair.AskPriceTimestamp = DateTime.Parse(askTimestamp).ToUniversalTime();
}
return(assetPair);
}
public Task AddAssetPairPriceAsync(AssetPairPrice assetPair)
{
var tasks = new List <Task>
{
_database.HashSetAsync(RedisKeys.GetMarketProfileKey(assetPair.AssetPair), assetPair.ToHashEntries()),
_database.SetAddAsync(RedisKeys.GetAssetPairsKey(), assetPair.AssetPair)
};
return(Task.WhenAll(tasks));
}
public static AssetPairModel ToApiModel(this AssetPairPrice pair)
{
return(new AssetPairModel
{
AssetPair = pair.AssetPair,
BidPrice = pair.BidPrice,
AskPrice = pair.AskPrice,
BidPriceTimestamp = pair.BidPriceTimestamp,
AskPriceTimestamp = pair.AskPriceTimestamp
});
}
public static HashEntry[] ToHashEntries(this AssetPairPrice assetPair)
{
return(new[]
{
new HashEntry(nameof(AssetPairPrice.AssetPair), assetPair.AssetPair),
new HashEntry(nameof(AssetPairPrice.AskPrice), assetPair.AskPrice),
new HashEntry(nameof(AssetPairPrice.AskPriceTimestamp), assetPair.AskPriceTimestamp.ToString(DateFormat)),
new HashEntry(nameof(AssetPairPrice.BidPrice), assetPair.BidPrice),
new HashEntry(nameof(AssetPairPrice.BidPriceTimestamp), assetPair.BidPriceTimestamp.ToString(DateFormat))
});
}
private AssetPairPrice Create(QuoteMessage quote)
{
var pair = new AssetPairPrice
{
AssetPair = quote.AssetPair,
AskPriceTimestamp = DateTime.MinValue,
BidPriceTimestamp = DateTime.MinValue
};
UpdateAssetPairPrice(pair, quote);
return(pair);
}
private AssetPairPrice UpdateAssetPairPrice(AssetPairPrice pair, QuoteMessage quote)
{
if (quote.IsBuy)
{
if (pair.BidPriceTimestamp < quote.Timestamp)
{
pair.BidPrice = quote.Price;
pair.BidPriceTimestamp = quote.Timestamp;
}
}
else
{
if (pair.AskPriceTimestamp < quote.Timestamp)
{
pair.AskPrice = quote.Price;
pair.AskPriceTimestamp = quote.Timestamp;
}
}
return(pair);
}
