klhztrader/KLHZ.Trader.Core/Declisions/Models/PriceHistoryCacheUnit.cs

using KLHZ.Trader.Core.Common.Messaging.Contracts.Messages;

namespace KLHZ.Trader.Core.Declisions.Models
{
    public class PriceHistoryCacheUnit
    {
        public const int ArrayMaxLength = 500;

        public readonly string Figi;

        private readonly object _locker = new();
        private readonly float[] Prices = new float[ArrayMaxLength];
        private readonly DateTime[] Timestamps = new DateTime[ArrayMaxLength];

        private int Length = 0;

        public void AddData(INewPriceMessage priceChange)
        {
            lock (_locker)
            {
                Array.Copy(Prices, 1, Prices, 0, Prices.Length - 1);
                Array.Copy(Timestamps, 1, Timestamps, 0, Timestamps.Length - 1);

                Prices[Prices.Length - 1] = (float)priceChange.Value;
                Timestamps[Timestamps.Length - 1] = priceChange.Time;

                if (Length < ArrayMaxLength)
                {
                    Length++;
                }
            }
        }

        public (DateTime[] timestamps, float[] prices) GetData()
        {
            var prices = new float[Length];
            var timestamps = new DateTime[Length];
            lock (_locker)
            {
                Array.Copy(Prices, Prices.Length - Length, prices, 0, prices.Length);
                Array.Copy(Timestamps, Prices.Length - Length, timestamps, 0, timestamps.Length);
                return (timestamps, prices);
            }
        }

        public PriceHistoryCacheUnit(string figi, params INewPriceMessage[] priceChanges)
        {
            Figi = figi;


            if (priceChanges.Length == 0)
            {
                return;
            }

            var selectedPriceChanges = priceChanges
                .OrderBy(pc => pc.Time)
                .Skip(priceChanges.Length - ArrayMaxLength)
                .ToArray();
            var prices = selectedPriceChanges
                .Select(pc => (float)pc.Value)
                .ToArray();
            var times = selectedPriceChanges
                .Select(pc => pc.Time)
                .ToArray();

            Array.Copy(prices, 0, Prices, Prices.Length - prices.Length, prices.Length);
            Array.Copy(times, 0, Timestamps, Timestamps.Length - times.Length, times.Length);

            Length = times.Length > ArrayMaxLength ? ArrayMaxLength : times.Length;
        }
    }
}