public static MarketSlice ToMarketSlice(this HashEntry[] hashEntry)
{
var marketSlice = new MarketSlice();
var hashDict = hashEntry.ToDictionary();
if (hashDict.TryGetValue(nameof(MarketSlice.AssetPairId), out var assetPair))
{
marketSlice.AssetPairId = assetPair;
}
if (hashDict.TryGetValue(nameof(MarketSlice.LastPrice), out var lastPrice))
{
marketSlice.LastPrice = lastPrice;
}
if (hashDict.TryGetValue(nameof(MarketSlice.Bid), out var bid))
{
marketSlice.Bid = bid;
}
if (hashDict.TryGetValue(nameof(MarketSlice.Ask), out var ask))
{
marketSlice.Ask = ask;
}
return(marketSlice);
}
internal static Ticker ToTicker(this MarketSlice marketSlice)
{
return(new Ticker(marketSlice.AssetPairId)
{
AssetPairId = marketSlice.AssetPairId,
VolumeBase = string.IsNullOrEmpty(marketSlice.VolumeBase)
? 0
: decimal.Parse(marketSlice.VolumeBase, NumberStyles.Any, CultureInfo.InvariantCulture),
VolumeQuote = string.IsNullOrEmpty(marketSlice.VolumeQuote)
? 0
: decimal.Parse(marketSlice.VolumeQuote, NumberStyles.Any, CultureInfo.InvariantCulture),
PriceChange = string.IsNullOrEmpty(marketSlice.PriceChange)
? 0
: decimal.Parse(marketSlice.PriceChange, NumberStyles.Any, CultureInfo.InvariantCulture),
LastPrice = string.IsNullOrEmpty(marketSlice.LastPrice)
? 0
: decimal.Parse(marketSlice.LastPrice, NumberStyles.Any, CultureInfo.InvariantCulture),
High = string.IsNullOrEmpty(marketSlice.High)
? 0
: decimal.Parse(marketSlice.High, NumberStyles.Any, CultureInfo.InvariantCulture),
Low = string.IsNullOrEmpty(marketSlice.Low)
? 0
: decimal.Parse(marketSlice.Low, NumberStyles.Any, CultureInfo.InvariantCulture)
});
}
private void UpdateCandlesInfo(string assetPairId, IList <Candle> candles, List <MarketSlice> marketData)
{
var firstCandle = candles.First();
var lastCandle = candles.Last();
var marketSlice = new MarketSlice
{
AssetPairId = assetPairId,
VolumeBase = candles.Sum(c => c.TradingVolume).ToString(CultureInfo.InvariantCulture),
VolumeQuote = candles.Sum(c => c.TradingOppositeVolume).ToString(CultureInfo.InvariantCulture),
PriceChange = firstCandle.Open > 0
? ((lastCandle.Close - firstCandle.Open) / firstCandle.Open).ToString(CultureInfo.InvariantCulture)
: "0",
High = candles.Max(c => c.High).ToString(CultureInfo.InvariantCulture),
Low = candles.Min(c => c.Low).ToString(CultureInfo.InvariantCulture),
};
var existingRecord = marketData.FirstOrDefault(x => x.AssetPairId == assetPairId);
if (existingRecord != null)
{
existingRecord.VolumeBase = marketSlice.VolumeBase;
existingRecord.VolumeQuote = marketSlice.VolumeQuote;
existingRecord.PriceChange = marketSlice.PriceChange;
existingRecord.High = marketSlice.High;
existingRecord.Low = marketSlice.Low;
}
else
{
marketData.Add(marketSlice);
}
}
public static HashEntry[] ToMarketSliceHash(this MarketSlice marketSlice)
{
return(new[]
{
new HashEntry(nameof(marketSlice.AssetPairId), marketSlice.AssetPairId),
new HashEntry(nameof(marketSlice.LastPrice), marketSlice.LastPrice),
new HashEntry(nameof(marketSlice.Bid), marketSlice.Bid),
new HashEntry(nameof(marketSlice.Ask), marketSlice.Ask)
});
}
internal static Price ToPrice(this MarketSlice marketSlice)
{
return(new Price
{
PartitionKey = Price.GetPk(),
RowKey = marketSlice.AssetPairId,
UpdatedDt = DateTime.UtcNow,
AssetPairId = marketSlice.AssetPairId,
Bid = string.IsNullOrEmpty(marketSlice.Bid)
? 0
: decimal.Parse(marketSlice.Bid, NumberStyles.Any, CultureInfo.InvariantCulture),
Ask = string.IsNullOrEmpty(marketSlice.Ask)
? 0
: decimal.Parse(marketSlice.Ask, NumberStyles.Any, CultureInfo.InvariantCulture)
});
}
