public async Task <IEnumerable <IFeedCandle> > GetCandlesAsync(PriceType priceType, TimeInterval interval, DateTime from, DateTime to)
{
if (priceType == PriceType.Unspecified)
{
throw new ArgumentException(nameof(priceType));
}
string partitionKey = CandleTableEntity.GeneratePartitionKey(priceType);
string rowKeyFrom = CandleTableEntity.GenerateRowKey(from, interval);
string rowKeyTo = CandleTableEntity.GenerateRowKey(to, interval);
TableQuery <CandleTableEntity> query = new TableQuery <CandleTableEntity>();
string pkeyFilter = TableQuery.GenerateFilterCondition("PartitionKey", QueryComparisons.Equal, partitionKey);
var rowkeyCondFrom = TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.GreaterThanOrEqual, rowKeyFrom);
var rowkeyCondTo = TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.LessThanOrEqual, rowKeyTo);
var rowkeyFilter = TableQuery.CombineFilters(rowkeyCondFrom, TableOperators.And, rowkeyCondTo);
query.FilterString = TableQuery.CombineFilters(pkeyFilter, TableOperators.And, rowkeyFilter);
IEnumerable <CandleTableEntity> entities = await _tableStorage.WhereAsync(query);
var result = from e in entities
select e.Candles.Select(ci => ci.ToCandle(e.PriceType == PriceType.Bid, e.DateTime, interval));
return(result
.SelectMany(c => c)
.Where(c => c.DateTime >= from && c.DateTime < to));
}
public static string RowKey(this IFeedCandle candle, TimeInterval interval)
{
if (candle == null)
{
throw new ArgumentNullException(nameof(candle));
}
return(CandleTableEntity.GenerateRowKey(candle.DateTime, candle.IsBuy, interval));
}
public async Task InsertOrMergeAsync(IFeedCandle candle, PriceType priceType, TimeInterval interval)
{
// Get candle table entity
string partitionKey = CandleTableEntity.GeneratePartitionKey(priceType);
string rowKey = CandleTableEntity.GenerateRowKey(candle.DateTime, interval);
CandleTableEntity entity = await _tableStorage.GetDataAsync(partitionKey, rowKey);
if (entity == null)
{
entity = new CandleTableEntity(partitionKey, rowKey);
}
// Merge candle
entity.MergeCandle(candle, interval);
// Update
await _tableStorage.InsertOrMergeAsync(entity);
}
public async Task <IFeedCandle> GetCandleAsync(string asset, TimeInterval interval, bool isBuy, DateTime dateTime)
{
if (string.IsNullOrEmpty(asset))
{
throw new ArgumentNullException(nameof(asset));
}
// 1. Get candle table entity
string partitionKey = CandleTableEntity.GeneratePartitionKey(asset);
string rowKey = CandleTableEntity.GenerateRowKey(dateTime, isBuy, interval);
//CandleTableEntity entity = await _tableStorage.GetDataAsync(partitionKey, rowKey);
//---------------
TableQuery <CandleTableEntity> query = new TableQuery <CandleTableEntity>();
string pkeyFilter = TableQuery.GenerateFilterCondition("PartitionKey", QueryComparisons.Equal, partitionKey);
string rowkeyFilter = TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.Equal, rowKey);
query.FilterString = TableQuery.CombineFilters(pkeyFilter, TableOperators.And, rowkeyFilter);
query.SelectColumns = CandleTableEntity.GetStoreFields(interval, dateTime);
List <CandleTableEntity> entities = new List <CandleTableEntity>(1);
await _tableStorage.ScanDataAsync(query, list =>
{
entities.AddRange(list);
return(Task.FromResult(0));
});
//-----------
// 2. Find required candle in candle list by tick
if (entities.Count > 0)
{
var cell = dateTime.GetIntervalCell(interval);
var tick = dateTime.GetIntervalTick(interval);
var candleItem = entities[0].Candles.FirstOrDefault(ci => ci.Tick == tick && ci.Cell == cell);
return(candleItem.ToCandle(isBuy, entities[0].DateTime, interval));
}
return(null);
}
public async Task <IFeedCandle> GetCandleAsync(PriceType priceType, TimeInterval interval, DateTime dateTime)
{
if (priceType == PriceType.Unspecified)
{
throw new ArgumentException(nameof(priceType));
}
// 1. Get candle table entity
string partitionKey = CandleTableEntity.GeneratePartitionKey(priceType);
string rowKey = CandleTableEntity.GenerateRowKey(dateTime, interval);
CandleTableEntity entity = await _tableStorage.GetDataAsync(partitionKey, rowKey);
// 2. Find required candle in candle list by tick
if (entity != null)
{
var tick = dateTime.GetIntervalTick(interval);
var candleItem = entity.Candles.FirstOrDefault(ci => ci.Tick == tick);
return(candleItem.ToCandle(priceType == PriceType.Bid, entity.DateTime, interval));
}
return(null);
}
public async Task <IEnumerable <IFeedCandle> > GetCandlesAsync(string asset, TimeInterval interval, bool isBuy, DateTime from, DateTime to)
{
if (string.IsNullOrEmpty(asset))
{
throw new ArgumentNullException(nameof(asset));
}
string partitionKey = CandleTableEntity.GeneratePartitionKey(asset);
string rowKeyFrom = CandleTableEntity.GenerateRowKey(from, isBuy, interval);
string rowKeyTo = CandleTableEntity.GenerateRowKey(to, isBuy, interval);
//IEnumerable<CandleTableEntity> candleEntities = await _tableStorage.WhereAsync(partitionKey, from, to, ToIntervalOption.ExcludeTo, null, includeTime: true);
//---------------
TableQuery <CandleTableEntity> query = new TableQuery <CandleTableEntity>();
string pkeyFilter = TableQuery.GenerateFilterCondition("PartitionKey", QueryComparisons.Equal, partitionKey);
string fromFilter = TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.GreaterThanOrEqual, rowKeyFrom);
string toFilter = TableQuery.GenerateFilterCondition("RowKey", QueryComparisons.LessThanOrEqual, rowKeyTo);
query.FilterString = TableQuery.CombineFilters(pkeyFilter, TableOperators.And,
TableQuery.CombineFilters(fromFilter, TableOperators.And, toFilter));
List <CandleTableEntity> entities = new List <CandleTableEntity>(1);
await _tableStorage.ScanDataAsync(query, list =>
{
entities.AddRange(list);
return(Task.FromResult(0));
});
//-----------
var result = from e in entities
select e.Candles.Select(ci => ci.ToCandle(e.IsBuy, e.DateTime, interval));
return(result
.SelectMany(c => c)
.Where(c => c.DateTime >= from && c.DateTime < to));
}