public void PriceUpdate(PriceUpdate update)
{
lock (lockTheEntireGraph)
{
var from = new ExchangeCurrency(update.Exchange, update.SourceCurrency);
var to = new ExchangeCurrency(update.Exchange, update.DestinationCurrency);
double weight = -Math.Log(update.Factor);
var oldEdge = graph.Adj(from).Where(e => e.To().CompareTo(to) == 0).SingleOrDefault();
var newEdge = new Edge <ExchangeCurrency>(from, to, weight, update.Timestamp);
if (oldEdge != null && oldEdge.TimeStamp < update.Timestamp)
{
graph.RemoveEdge(oldEdge);
graph.AddEdge(newEdge);
}
else if (oldEdge == null) // add 1<-->1 edges by currency
{
graph.AddEdge(newEdge);
foreach (var v in graph.Vertexes()
.Where(v => v.Currency == update.SourceCurrency)
.Where(v => v.CompareTo(from) != 0))
{
if (!graph.HasEdgeBetween(v, from))
{
graph.AddEdge(new Edge <ExchangeCurrency>(v, from, -Math.Log(1)));
}
if (!graph.HasEdgeBetween(from, v))
{
graph.AddEdge(new Edge <ExchangeCurrency>(from, v, -Math.Log(1)));
}
}
foreach (var v in graph.Vertexes()
.Where(v => v.Currency == update.DestinationCurrency)
.Where(v => v.CompareTo(to) != 0))
{
if (!graph.HasEdgeBetween(v, to))
{
graph.AddEdge(new Edge <ExchangeCurrency>(v, to, -Math.Log(1)));
}
if (!graph.HasEdgeBetween(to, v))
{
graph.AddEdge(new Edge <ExchangeCurrency>(to, v, -Math.Log(1)));
}
}
}
}
}
