// ReSharper disable once ParameterOnlyUsedForPreconditionCheck.Local
private void MergeCandle(string assetPair, CandleTimeInterval interval, ICandle candle)
{
if (candle.AssetPairId != assetPair)
{
throw new InvalidOperationException($"Candle {candle.ToJson()} has invalid AssetPriceId");
}
if (candle.TimeInterval != interval)
{
throw new InvalidOperationException($"Candle {candle.ToJson()} has invalid TimeInterval");
}
if (candle.PriceType != PriceType)
{
throw new InvalidOperationException($"Candle {candle.ToJson()} has invalid PriceType");
}
// 1. Check if candle with specified time already exist
// 2. If found - merge, else - add to list
var tick = GetIntervalTick(candle.Timestamp, interval);
// Considering that Candles is ordered by Tick
for (var i = 0; i < Candles.Count; ++i)
{
var currentCandle = Candles[i];
// While currentCandle.Tick < tick - just skipping
// That's it, merge to existing candle
if (currentCandle.Tick == tick)
{
currentCandle.InplaceMergeWith(candle);
return;
}
// No candle is found but there are some candles after, so we should insert candle right before them
if (currentCandle.Tick > tick)
{
Candles.Insert(i, candle.ToItem(tick));
return;
}
}
// No candle is found, and no candles after, so just add to the end
Candles.Add(candle.ToItem(tick));
}