/// <summary>
/// Merges the marked data into candle stream.
/// </summary>
/// <param name="marketDelta">Market delta stream data.</param>
public void MergeDelta(MarketSummaryProvider marketDelta)
{
if (marketDelta != null)
{
_lock.EnterWriteLock();
try
{
var reference = TimeCalculator.GetReference(marketDelta.Sample, _spanMinutes);
var candle = _candles.LastOrDefault(x => x.Sample == reference);
if (candle == null)
{
if ((candle = _candles.LastOrDefault()) != null)
{
do
{
_candles.Add(candle = new MarketCandle {
Sample = candle.Sample.AddMinutes(_spanMinutes)
});
}while (candle.Sample < reference);
}
else
{
_candles.Add(candle = new MarketCandle {
Sample = reference
});
}
candle.Open = marketDelta.Last.Value;
candle.Low = marketDelta.Last.Value;
candle.High = marketDelta.Last.Value;
candle.Close = marketDelta.Last.Value;
}
if (marketDelta.Last != null)
{
if (candle.Low > marketDelta.Last)
{
candle.Low = marketDelta.Last.Value;
}
if (candle.High < marketDelta.Last)
{
candle.High = marketDelta.Last.Value;
}
candle.Close = marketDelta.Last.Value;
}
while (_candles.Count > _seriesLimit / _spanMinutes)
{
_candles.RemoveAt(0);
}
}
finally
{ _lock.ExitWriteLock(); }
}
}
/// <summary>
/// Updates the received changes in market data.
/// </summary>
/// <param name="marketDelta">Market delta stream data.</param>
public void UpdateMarketDelta(MarketSummaryProvider marketDelta)
{
if (marketDelta != null && Name == marketDelta.MarketName)
{
_candles1Mins.MergeDelta(marketDelta);
_candles5Mins.MergeDelta(marketDelta);
_candles15Mins.MergeDelta(marketDelta);
_candles30Mins.MergeDelta(marketDelta);
var candle1min = _candles1Mins.Last;
Console.WriteLine($"[{candle1min.Sample}] Candle: 1 Min {candle1min.Open} - [{candle1min.Low} - {candle1min.High}] - {candle1min.Close}");
var candle5min = _candles5Mins.Last;
Console.WriteLine($"[{candle5min.Sample}] Candle: 5 Min {candle5min.Open} - [{candle5min.Low} - {candle5min.High}] - {candle5min.Close}");
var candle15min = _candles15Mins.Last;
Console.WriteLine($"[{candle15min.Sample}] Candle: 15 Min {candle15min.Open} - [{candle15min.Low} - {candle15min.High}] - {candle15min.Close}");
var candle30min = _candles30Mins.Last;
Console.WriteLine($"[{candle30min.Sample}] Candle: 30 Min {candle30min.Open} - [{candle30min.Low} - {candle30min.High}] - {candle30min.Close}");
}
}
