private async Task SaveMarketDataAsync(List <MarketSlice> marketData, Dictionary <string, IList <Candle> > prices)
{
var tasks = new List <Task>();
List <string> assetPairIds = prices.Keys.ToList();
var pricesValue = new Dictionary <string, SortedSetEntry[]>();
var baseVolumesValue = new Dictionary <string, SortedSetEntry[]>();
var quoteVolumesValue = new Dictionary <string, SortedSetEntry[]>();
tasks.Add(_database.SortedSetAddAsync(RedisService.GetAssetPairsKey(),
marketData.Select(x => new SortedSetEntry(x.AssetPairId, 0)).ToArray()));
foreach (var assetPairId in assetPairIds)
{
pricesValue.Add(assetPairId,
prices[assetPairId].Select(x =>
new SortedSetEntry(RedisExtensions.SerializeWithTimestamp((decimal)x.Open, x.DateTime),
x.DateTime.ToUnixTime())).ToArray());
baseVolumesValue.Add(assetPairId,
prices[assetPairId].Select(x =>
new SortedSetEntry(RedisExtensions.SerializeWithTimestamp((decimal)x.TradingVolume, x.DateTime),
x.DateTime.ToUnixTime())).ToArray());
quoteVolumesValue.Add(assetPairId,
prices[assetPairId].Select(x =>
new SortedSetEntry(RedisExtensions.SerializeWithTimestamp((decimal)x.TradingOppositeVolume, x.DateTime),
x.DateTime.ToUnixTime())).ToArray());
}
foreach (MarketSlice marketSlice in marketData)
{
tasks.Add(_database.HashSetAsync(RedisService.GetMarketDataKey(marketSlice.AssetPairId),
marketSlice.ToMarketSliceHash()));
}
await Task.WhenAll(tasks);
tasks = new List <Task>();
foreach (MarketSlice marketSlice in marketData)
{
tasks.Add(_priceWriter.InsertOrReplaceAsync(marketSlice.ToPrice()));
tasks.Add(_tickerWriter.InsertOrReplaceAsync(marketSlice.ToTicker()));
}
await Task.WhenAll(tasks);
tasks = new List <Task>();
foreach (var assetPairId in assetPairIds)
{
tasks.Add(_database.SortedSetAddAsync(RedisService.GetMarketDataPriceKey(assetPairId), pricesValue[assetPairId]));
tasks.Add(_database.SortedSetAddAsync(RedisService.GetMarketDataBaseVolumeKey(assetPairId), baseVolumesValue[assetPairId]));
tasks.Add(_database.SortedSetAddAsync(RedisService.GetMarketDataQuoteVolumeKey(assetPairId), quoteVolumesValue[assetPairId]));
}
await Task.WhenAll(tasks);
}
private Task ClearDataAsync(List <string> assetPairIds)
{
var keys = new List <string>();
foreach (var assetPairId in assetPairIds)
{
keys.Add(RedisService.GetMarketDataBaseVolumeKey(assetPairId));
keys.Add(RedisService.GetMarketDataQuoteVolumeKey(assetPairId));
keys.Add(RedisService.GetMarketDataPriceKey(assetPairId));
}
return(Task.WhenAll(
_database.KeyDeleteAsync(keys.Select(x => (RedisKey)x).ToArray()),
_tickerWriter.CleanAndKeepMaxPartitions(0),
_priceWriter.CleanAndKeepMaxPartitions(0)
));
}