private void Validate(AssetPairExtPriceSettings extPriceSettings)
{
extPriceSettings.RequiredNotNull("extPriceSettings for pair " + _assetPairId);
extPriceSettings.Exchanges.RequiredNotNullOrEmpty(
"extPriceSettings.Exchanges for pair " + _assetPairId);
extPriceSettings.PresetDefaultExchange.RequiredInSet(extPriceSettings.Exchanges.Keys,
"extPriceSettings.PresetDefaultExchange for pair " + _assetPairId);
extPriceSettings.OutlierThreshold.RequiredBetween(0.00001m, 0.5m,
"extPriceSettings.OutlierThreshold for " + _assetPairId);
extPriceSettings.MinOrderbooksSendingPeriod.RequiredBetween(TimeSpan.Zero, TimeSpan.FromHours(1),
"extPriceSettings.MinOrderbooksSendingPeriod for " + _assetPairId);
extPriceSettings.Markups.RequiredNotNull("extPriceSettings.Markups for " + _assetPairId);
extPriceSettings.RepeatedOutliers.RequiredNotNull(
"extPriceSettings.RepeatedOutliers for " + _assetPairId);
extPriceSettings.RepeatedOutliers.MaxSequenceLength.RequiredBetween(2, 100000,
"extPriceSettings.RepeatedOutliers.MaxSequenceLength for " + _assetPairId);
extPriceSettings.RepeatedOutliers.MaxSequenceAge.RequiredBetween(TimeSpan.FromMilliseconds(1),
TimeSpan.FromHours(1), "extPriceSettings.RepeatedOutliers.MaxSequenceAge for " + _assetPairId);
extPriceSettings.RepeatedOutliers.MaxAvg.RequiredBetween(0.0001m, 1,
"extPriceSettings.RepeatedOutliers.MaxAvg for " + _assetPairId);
extPriceSettings.RepeatedOutliers.MaxAvgAge.RequiredBetween(TimeSpan.FromMilliseconds(1),
TimeSpan.FromHours(1), "extPriceSettings.RepeatedOutliers.MaxAvgAge for " + _assetPairId);
extPriceSettings.Steps.RequiredNotNull("extPriceSettings.Steps for " + _assetPairId);
foreach (var(exchangeName, exchangeSettings) in extPriceSettings.Exchanges)
{
new ExchangeValidator(_assetPairId, exchangeName, exchangeSettings).Validate();
}
}
public ExchangeExtPriceSettings Add(string assetPairId, string exchangeName, string reason)
{
var newExchange = GetDefaultExchange();
Update(assetPairId, old => AssetPairExtPriceSettings.Change(old,
old.Exchanges.Add(exchangeName, newExchange)), reason);
return(newExchange);
}
public void Delete(string assetPairId, string exchangeName, string reason)
{
if (TryGetExchange(assetPairId, exchangeName) == null)
{
throw new Exception($"Exchange {exchangeName} not exist for asset pair {assetPairId}");
}
Update(assetPairId, old => AssetPairExtPriceSettings.Change(old,
old.Exchanges.Remove(exchangeName)), reason);
}
private void UpdateExchanges(string assetPairId, IEnumerable <string> exchangeNames,
Func <ExchangeExtPriceSettings, ExchangeExtPriceSettings> changeFunc, string reason)
{
var exchangesHashSet = exchangeNames.ToImmutableHashSet();
Update(assetPairId, old =>
{
var newExchanges = old.Exchanges
.SetItems(old.Exchanges.Where(o => exchangesHashSet.Contains(o.Key))
.Select(s => KeyValuePair.Create(s.Key, changeFunc(s.Value))));
return(AssetPairExtPriceSettings.Change(old, newExchanges));
}, reason);
}
private AssetPairExtPriceSettingsModel Convert(string assetPairId,
[CanBeNull] AssetPairExtPriceSettings setting)
{
if (setting == null)
{
return(null);
}
var model = _convertService.Convert <AssetPairExtPriceSettings, AssetPairExtPriceSettingsModel>(setting,
o => o.ConfigureMap(MemberList.Source).ForSourceMember(s => s.Exchanges, e => e.Ignore()));
model.AssetPairId = assetPairId;
model.Steps = Convert(_extPricesSettingsService.GetDefaultSteps().SetItems(setting.Steps));
return(model);
}
public void UpdateWithoutExchanges(string assetPairId, AssetPairExtPriceSettings setting, string reason)
{
Update(assetPairId, old => AssetPairExtPriceSettings.Change(setting, old.Exchanges), reason);
}
