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);
}
