private void OnMessageReceived(InstrumentPrice bestBidAsk)
{
IBoxSize assetCfg = null;
// Lock Asset Configuration
lock (AssetConfigurationLock)
{
assetCfg = _assetConfiguration.FirstOrDefault(a => a.AssetPair == bestBidAsk.Instrument);
}
if (assetCfg == null)
{
return;
}
// If asset configured to save history, add it to history
if (assetCfg.SaveHistory)
{
_history?.AddToAssetHistory(new BestBidAsk()
{
Asset = bestBidAsk.Instrument,
BestAsk = bestBidAsk.Ask,
BestBid = bestBidAsk.Bid,
Source = bestBidAsk.Source,
Timestamp = bestBidAsk.Date,
ReceiveDate = DateTime.UtcNow
});
}
// If asset allowed in game, raise event
if (assetCfg.GameAllowed)
{
MessageReceived?.Invoke(this, (InstrumentPrice)bestBidAsk.ClonePrice());
}
}
public static BoxSize ToDto(this IBoxSize src)
{
return(new BoxSize
{
AssetPair = src.AssetPair,
BoxesPerRow = src.BoxesPerRow,
BoxHeight = src.BoxHeight,
BoxWidth = src.BoxWidth,
TimeToFirstBox = src.TimeToFirstBox,
SaveHistory = src.SaveHistory,
GameAllowed = src.GameAllowed,
ScaleK = src.ScaleK
});
}
public static BoxSizeEntity CreateEntity(IBoxSize src)
{
return(new BoxSizeEntity
{
PartitionKey = GetPartitionKey(),
RowKey = src.AssetPair,
AssetPair = src.AssetPair,
BoxesPerRow = src.BoxesPerRow,
BoxHeight = src.BoxHeight,
BoxWidth = src.BoxWidth,
TimeToFirstBox = src.TimeToFirstBox,
SaveHistory = src.SaveHistory,
GameAllowed = src.GameAllowed,
ScaleK = src.ScaleK
});
}
public async Task InsertAsync(IBoxSize olapEntity)
{
await _storage.InsertOrMergeAsync(BoxSizeEntity.CreateEntity(olapEntity));
}
