private void InsertTradeBinData(object sender, TradeBinEventArgs e)
{
var label = e.TradeBin.ToLabel();
var table = $"{Name}_{label}";
var symbols = Symbols.Select(s => s.ToString());
IEnumerable <string> cat;
if (e.TradeBin == TradeBin.FiveMinute)
{
var indices = Indices.Select(i => i.ToIndexString());
cat = symbols.Concat(indices);
}
else
{
cat = symbols;
}
foreach (var symbol in cat)
{
var response = string.Empty;
while (response != "[]")
{
if (e.EmptyPartial)
{
// todo what if tradebin table is still empty?
response = GetTradeBinsAfterLatest(e.TradeBin, symbol);
}
else
{
response = GetTradeBinsBetweenLatest(e.TradeBin, symbol);
}
EncodeAndStore(response, label);
}
}
}
protected virtual void OnTradeBinPartial(TradeBinEventArgs e) => TradeBinPartial?.Invoke(this, e);
