private async Task FillMarketDataAsync(Dictionary <string, TemporaryAggregatedData> tempDataByLimitOrderAndDtId)
{
var newMarketData = new Dictionary <string, IMarketData>();
var assetPairs = await _assetsService.AssetPairGetAllAsync();
var tempDataValues = tempDataByLimitOrderAndDtId.Values.OrderBy(x => x.Dt);
var marketProfile = await _marketProfileService.ApiMarketProfileGetAsync();
var assetPairsHash = marketProfile.Select(i => i.AssetPair).ToHashSet();
foreach (var record in tempDataValues)
{
if (record.Volume1 <= 0)
{
continue;
}
try
{
var assetPair = FindPairWithAssets(assetPairs, record.Asset1, record.Asset2);
if (assetPair == null || !assetPairsHash.Contains(assetPair.Id))
{
continue;
}
var isInverted = IsInvertedTarget(assetPair, record.Asset1);
var volume = isInverted ? record.Volume1 : record.Volume2;
if (newMarketData.ContainsKey(assetPair.Id))
{
newMarketData[assetPair.Id].LastPrice = record.Price;
newMarketData[assetPair.Id].Volume += volume;
}
else
{
newMarketData.Add(assetPair.Id, new MarketData
{
AssetPairId = assetPair.Id,
LastPrice = record.Price,
Volume = volume,
Dt = DateTime.UtcNow
});
}
}
catch (Exception ex)
{
_log.WriteError("FillMarketDataAsync", record.ToJson(), ex);
}
}
await _marketDataRepository.AddOrMergeMarketData(newMarketData.Values);
}
public async Task <IActionResult> Get(string sessionId, int?cacheTimeout)
{
List <AssertPairRate> cacheEntry;
Guid sId;
if (!Guid.TryParse(sessionId, out sId))
{
sId = Guid.NewGuid();
}
if (!_cache.TryGetValue(sId, out cacheEntry))
{
var pairsList = await _lykkeMarketProfile.ApiMarketProfileGetAsync();
var dicPairsList = await _assetsServiceWithCache.GetAllAssetPairsAsync();
cacheEntry =
new List <AssertPairRate>(from rates in (from apr in pairsList
select new AssertPairRate
{
AssetPair = apr.AssetPair,
Bid = (float)apr.BidPrice,
Ask = (float)apr.AskPrice
})
join dic in dicPairsList on rates.AssetPair equals dic.Id
select new AssertPairRate
{
AssetPair = rates.AssetPair,
Bid = rates.Bid,
Ask = rates.Ask,
Accuracy = dic.Accuracy
}
);
await StoreAsserts(cacheEntry);
var cacheEntryOptions = new MemoryCacheEntryOptions()
.SetAbsoluteExpiration(TimeSpan.FromMinutes((cacheTimeout ?? 0) == 0 ? _settings.CacheTimeout : cacheTimeout.Value));
_cache.Set(CacheKeys.Rates, cacheEntry, cacheEntryOptions);
}
return(Json(new { SessionId = sId, Asserts = cacheEntry }));
}
private async Task <List <MarketSlice> > GetMarketProfilesAsync()
{
var marketData = new List <MarketSlice>();
var marketProfiles = await _marketProfileClient.ApiMarketProfileGetAsync();
marketData.AddRange(marketProfiles
.Select(x => new MarketSlice
{
AssetPairId = x.AssetPair,
Ask = x.AskPrice.ToString(CultureInfo.InvariantCulture),
Bid = x.BidPrice.ToString(CultureInfo.InvariantCulture)
}));
return(marketData);
}
private async Task Execute(ITimerTrigger timer, TimerTriggeredHandlerArgs args, CancellationToken cancellationToken)
{
var date = DateTime.UtcNow - _marketDataInterval;
double to = date.ToUnixTime();
var assetPairIds = (await _marketProfileClient.ApiMarketProfileGetAsync(cancellationToken))
.Select(x => x.AssetPair)
.ToList();
var tasks = new List <Task>();
foreach (var assetPairId in assetPairIds)
{
tasks.Add(_database.SortedSetRemoveRangeByScoreAsync(RedisService.GetMarketDataBaseVolumeKey(assetPairId), 0, to, Exclude.Stop, CommandFlags.FireAndForget));
tasks.Add(_database.SortedSetRemoveRangeByScoreAsync(RedisService.GetMarketDataQuoteVolumeKey(assetPairId), 0, to, Exclude.Stop, CommandFlags.FireAndForget));
tasks.Add(_database.SortedSetRemoveRangeByScoreAsync(RedisService.GetMarketDataPriceKey(assetPairId), 0, to, Exclude.Stop, CommandFlags.FireAndForget));
}
await Task.WhenAll(tasks);
}
public async Task <IList <AssetPairModel> > GetAllPairsAsync()
{
return(await _api.ApiMarketProfileGetAsync());
}
/// <param name='operations'>
/// The operations group for this extension method.
/// </param>
public static IList <AssetPairModel> ApiMarketProfileGet(this ILykkeMarketProfile operations)
{
return(operations.ApiMarketProfileGetAsync().GetAwaiter().GetResult());
}