public async Task InsertOrReplaceAsync(QuoteThresholdSettings quoteThresholdSettings)
{
var entity = new QuoteThresholdSettingsEntity(GetPartitionKey(), GetRowKey());
Mapper.Map(quoteThresholdSettings, entity);
await _storage.InsertOrReplaceAsync(entity);
}
public void TestInitialize()
{
_quoteThresholdSettings = new QuoteThresholdSettings
{
Enabled = true,
Value = .2m
};
_quoteThresholdSettingsServiceMock.Setup(o => o.GetAsync())
.Returns(() => Task.FromResult(_quoteThresholdSettings));
_service = new QuoteService(
_quoteThresholdSettingsServiceMock.Object,
_quoteThresholdLogServiceMock.Object);
}
public async Task UpdateAsync(Quote quote)
{
if (!await _instrumentService.IsAssetPairExistAsync(quote.AssetPairId))
{
return;
}
if (quote.Ask == 0 || quote.Bid == 0 || quote.Mid == 0)
{
_log.WarningWithDetails("Invalid quote received", quote);
return;
}
Quote currentQuote = _cache.Get(GetKey(quote));
if (currentQuote != null)
{
QuoteThresholdSettings quoteThresholdSettings = await _quoteThresholdSettingsService.GetAsync();
if (quoteThresholdSettings.Enabled &&
Math.Abs(currentQuote.Mid - quote.Mid) / currentQuote.Mid > quoteThresholdSettings.Value)
{
_log.WarningWithDetails("Invalid quote", new
{
Quote = quote,
CurrentQuote = currentQuote,
Threshold = quoteThresholdSettings.Value
});
}
else
{
_exchanges.Add(quote.Source);
_cache.Set(quote);
}
}
else
{
_exchanges.Add(quote.Source);
_cache.Set(quote);
}
}
public async Task <QuoteThresholdSettings> GetAsync()
{
QuoteThresholdSettings quoteThresholdSettings = _cache.Get(CacheKey);
if (quoteThresholdSettings == null)
{
quoteThresholdSettings = await _quoteThresholdSettingsRepository.GetAsync();
if (quoteThresholdSettings == null)
{
quoteThresholdSettings = new QuoteThresholdSettings
{
Enabled = true,
Value = .2m
};
}
_cache.Initialize(new[] { quoteThresholdSettings });
}
return(quoteThresholdSettings);
}
public async Task SetAsync(Quote quote)
{
Quote currentQuote = _cache.Get(GetKey(quote));
if (currentQuote != null)
{
QuoteThresholdSettings quoteThresholdSettings = await _quoteThresholdSettingsService.GetAsync();
if (quoteThresholdSettings.Enabled &&
Math.Abs(currentQuote.Mid - quote.Mid) / currentQuote.Mid > quoteThresholdSettings.Value)
{
_quoteThresholdLogService.Error(currentQuote, quote, quoteThresholdSettings.Value);
}
else
{
_cache.Set(quote);
}
}
else
{
_cache.Set(quote);
}
}
public async Task <QuoteThresholdSettingsModel> GetQuoteThresholdSettingsAsync()
{
QuoteThresholdSettings quoteThresholdSettings = await _quoteThresholdSettingsService.GetAsync();
return(Mapper.Map <QuoteThresholdSettingsModel>(quoteThresholdSettings));
}
public async Task UpdateAsync(QuoteThresholdSettings quoteThresholdSettings)
{
await _quoteThresholdSettingsRepository.InsertOrReplaceAsync(quoteThresholdSettings);
_cache.Set(quoteThresholdSettings);
}
