private void BuildQuery(LogOrderBookData data, double bidPrice, double askPrice, double bidVolume, double askVolume)
{
_str.AppendFormat("INSERT INTO dbo.OrderBook{0}(CreatedAt,CryptoCurrencyId,CurrencyId,BidPrice,AskPrice,BidAmount,AskAmount", data.Exchange.ToString());
if (data.OrderId.HasValue && data.OrderId.Value != 0)
{
_str.Append(",OrderId");
}
if (data.Timestamp.HasValue)
{
_str.Append(",Timestamp");
}
if (data.Exchange == ExchangeName.Bitstamp && data.IsDeleted.HasValue)
{
_str.Append(",IsDeleted");
}
_str.Append(")VALUES(");
_str.AppendFormat(FormatTime(data.CreatedAt));
_str.AppendFormat(",{0}", (int)data.CryptoCurrency);
_str.AppendFormat(",{0}", (int)data.Currency);
_str.AppendFormat(",{0}", bidPrice);
_str.AppendFormat(",{0}", askPrice);
_str.AppendFormat(",{0}", bidVolume);
_str.AppendFormat(",{0}", askVolume);
if (data.OrderId.HasValue && data.OrderId.Value != 0)
{
_str.AppendFormat(",{0}", data.OrderId);
}
if (data.Timestamp.HasValue)
{
_str.AppendFormat("," + FormatTime(data.Timestamp.Value));
}
if (data.Exchange == ExchangeName.Bitstamp && data.IsDeleted.HasValue)
{
_str.AppendFormat(",{0}", data.IsDeleted.Value ? 1 : 0);
}
_str.Append(")");
_str.AppendLine();
}
public void LogAsync(LogOrderBookData data, bool?isDeleted)
{
int bidsCount = data.Bids != null ? data.Bids.Length : 0;
int asksCount = data.Asks != null ? data.Asks.Length : 0;
if (bidsCount > _limit)
{
bidsCount = _limit;
}
if (asksCount > _limit)
{
asksCount = _limit;
}
int maxCount = Math.Max(bidsCount, asksCount);
string line = null;
lock (_obj)
{
if (maxCount == 0)
{
BuildQuery(data, 0, 0, 0, 0);
}
else
{
for (int i = 0; i < maxCount; i++)
{
double bidPrice = 0;
double bidVolume = 0;
double askPrice = 0;
double askVolume = 0;
if (data.Bids != null && data.Bids.Length > 0)
{
if (i < data.Bids.Length)
{
bidPrice = data.Bids[i][0];
bidVolume = data.Bids[i][1];
}
}
if (data.Asks != null && data.Asks.Length > 0)
{
if (i < data.Asks.Length)
{
askPrice = data.Asks[i][0];
askVolume = data.Asks[i][1];
}
}
BuildQuery(data, bidPrice, askPrice, bidVolume, askVolume);
}
}
if (_str.Length > 0)
{
line = _str.ToString();
_str.Clear();
}
if (line != null)
{
WriteLineAsync(line);
}
}
}