private async Task DoProcess()
{
List <BidAsk> buffer;
lock (_gate)
{
if (!_buffer.Any())
{
return;
}
buffer = _buffer;
_buffer = new List <BidAsk>(128);
}
var taskList = new List <Task>();
foreach (var group in buffer.GroupBy(e => e.Id))
{
var last = @group.OrderByDescending(e => e.DateTime).First();
var task = _writer.InsertOrReplaceAsync(BidAskNoSql.Create(last));
taskList.Add(task.AsTask());
_logger.LogInformation("Quote: {brokerId}:{symbol} {bid} | {ask} | {timestampText}", last.LiquidityProvider, last.Id, last.Bid, last.Ask, last.DateTime.ToString("O"));
}
if (taskList.Any())
{
await Task.WhenAll(taskList);
}
}
public List <BidAsk> GetPrices(string brokerId)
{
var list = _reader.Get(BidAskNoSql.GeneratePartitionKey(brokerId));
return(list.Select(e => e.Quote).ToList());
}
public BidAsk GetPrice(string brokerId, string symbol)
{
var price = _reader.Get(BidAskNoSql.GeneratePartitionKey(brokerId), BidAskNoSql.GenerateRowKey(symbol));
return(price?.Quote);
}
