/// <summary>
/// When one of the data sources receives new real time data, it raises an event which is handled by this method,
/// which then forwards the data over the PUB socket after serializing it.
/// </summary>
public void RealTimeData(object sender, RealTimeDataEventArgs e)
{
RaiseEvent(RealTimeDataArrived, this, e);
//save to local storage
//perhaps just add it to a queue and then process in a different thread
lock (requestsLock)
{
if (requests[e.RequestID].SaveToLocalStorage)
{
localStorage.AddData(
new OHLCBar
{
Open = e.Open,
High = e.High,
Low = e.Low,
Close = e.Close,
Volume = e.Volume,
DateTimeClose = MyUtils.TimestampToDateTime(e.Time)
},
requests[e.RequestID].Instrument,
requests[e.RequestID].Frequency);
}
}
#if DEBUG
Log(LogLevel.Trace,
$"RTD Received Instrument ID: {e.InstrumentID} O:{e.Open} H:{e.High} L:{e.Low} C:{e.Close} V:{e.Volume} T:{e.Time}");
#endif
}
/// <summary>
/// Forwards a data addition request to local storage.
/// </summary>
public void AddData(DataAdditionRequest request)
{
if (request.Data.Count == 0)
{
Log(LogLevel.Info, string.Format("HDB: AddData called with zero bars, request: {0}", request));
return;
}
lock (_localStorageLock)
{
_dataStorage.AddData(request.Data, request.Instrument, request.Frequency, request.Overwrite);
}
}
public async Task Post([FromBody] T value)
{
await _storage.AddData(value);
await _storage.SaveData();
}
