klhztrader/KLHZ.Trader.Core.Math/Declisions/Services/Cache/PriceHistoryCacheUnit2.cs

using KLHZ.Trader.Core.Contracts.Declisions.Dtos;
using KLHZ.Trader.Core.Contracts.Declisions.Dtos.Enums;
using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Interfaces;
using KLHZ.Trader.Core.Math.Declisions.Dtos;
using System.Collections.Concurrent;

namespace KLHZ.Trader.Core.Math.Declisions.Services.Cache
{
    public class PriceHistoryCacheUnit2 : IPriceHistoryCacheUnit
    {
        public const int CacheMaxLength = 30000;
        private const int _arrayMaxLength = 60000;

        public string Figi { get; init; }

        public int Length
        {
            get
            {
                lock (_locker)
                {
                    return _length;
                }
            }
        }

        public decimal AsksCount
        {
            get
            {
                lock (_locker)
                {
                    return _asksCount;
                }
            }
        }

        public decimal BidsCount
        {
            get
            {
                lock (_locker)
                {
                    return _bidsCount;
                }
            }
        }

        private readonly object _locker = new();
        private readonly decimal[] Prices = new decimal[_arrayMaxLength];
        private readonly DateTime[] Timestamps = new DateTime[_arrayMaxLength];
        private readonly ConcurrentDictionary<string, TimeWindowCacheItem> _20_secTimeWindows = new();
        private readonly ConcurrentDictionary<string, TimeWindowCacheItem> _1_minTimeWindows = new();
        private readonly ConcurrentDictionary<string, TimeWindowCacheItem> _5_minTimeWindows = new();
        private readonly ConcurrentDictionary<string, TimeWindowCacheItem> _15_minTimeWindows = new();

        private int _length = 0;
        private int _pointer = -1;

        private long _asksCount = 1;
        private long _bidsCount = 1;

        public ValueTask AddDataToTimeWindowCache(string key, CachedValue data, TimeWindowCacheType timeWindowCacheType)
        {
            var dict = GetDict(timeWindowCacheType);
            if (!dict.TryGetValue(key, out var cahcheItem))
            {
                dict.TryAdd(key, new TimeWindowCacheItem(key, timeWindowCacheType));
            }
            dict[key].AddData(data);
            return ValueTask.CompletedTask;
        }

        public ValueTask<CachedValue[]> GetDataFromTimeWindowCache(string key, TimeWindowCacheType timeWindowCacheType)
        {
            var dict = GetDict(timeWindowCacheType);
            if (dict.TryGetValue(key, out var cahcheItem))
            {
                return cahcheItem.GetValues();
            }
            return ValueTask.FromResult(Array.Empty<CachedValue>());
        }

        private ConcurrentDictionary<string, TimeWindowCacheItem> GetDict(TimeWindowCacheType timeWindowCacheType)
        {
            switch (timeWindowCacheType)
            {
                case TimeWindowCacheType._5_Minutes:
                    {
                        return _5_minTimeWindows;
                    }
                case TimeWindowCacheType._15_Minutes:
                    {
                        return _15_minTimeWindows;
                    }
                case TimeWindowCacheType._20_Seconds:
                    {
                        return _20_secTimeWindows;
                    }
                default:
                    {
                        return _1_minTimeWindows; ;
                    }
            }
        }

        public ValueTask AddData(ITradeDataItem priceChange)
        {
            if (priceChange.Figi != Figi) return ValueTask.CompletedTask;
            lock (_locker)
            {
                _pointer++;
                Prices[_pointer] = priceChange.Price;
                Timestamps[_pointer] = priceChange.Time;
                if (_length < CacheMaxLength)
                {
                    _length++;
                }

                if (_pointer == _arrayMaxLength - 1)
                {
                    Array.Copy(Prices, Prices.Length - CacheMaxLength, Prices, 0, CacheMaxLength);
                    Array.Copy(Timestamps, Timestamps.Length - CacheMaxLength, Timestamps, 0, CacheMaxLength);
                    _pointer = CacheMaxLength - 1;
                }
            }
            return ValueTask.CompletedTask;
        }

        public ValueTask<(DateTime[] timestamps, decimal[] prices)> GetData(int? length = null)
        {
            lock (_locker)
            {
                if (_pointer < 0)
                {
                    return ValueTask.FromResult((Array.Empty<DateTime>(), Array.Empty<decimal>()));
                }
                else
                {
                    var dataLength = length.HasValue ? System.Math.Min(length.Value, _length) : _length;
                    var prices = new decimal[dataLength];
                    var timestamps = new DateTime[dataLength];
                    var index = 1 + _pointer - dataLength;
                    Array.Copy(Prices, index, prices, 0, prices.Length);
                    Array.Copy(Timestamps, index, timestamps, 0, timestamps.Length);
                    return ValueTask.FromResult((timestamps, prices));
                }
            }
        }

        public ValueTask AddOrderbook(IOrderbook orderbook)
        {
            if (orderbook.Figi != Figi) return ValueTask.CompletedTask;
            lock (_locker)
            {
                _asksCount = orderbook.AsksCount;
                _bidsCount = orderbook.BidsCount;
            }
            return ValueTask.CompletedTask;
        }

        public ValueTask<(DateTime time, decimal price)> GetLastValues()
        {
            lock (_locker)
            {
                return _pointer >= 0 ? ValueTask.FromResult((Timestamps[_pointer], Prices[_pointer])) : ValueTask.FromResult((DateTime.UtcNow, 0m));
            }
        }

        public ValueTask<(DateTime[] timestamps, decimal[] prices, bool isFullIntervalExists)> GetData(TimeSpan period)
        {
            lock (_locker)
            {
                if (_pointer < 0)
                {
                    return ValueTask.FromResult((Array.Empty<DateTime>(), Array.Empty<decimal>(), false));
                }
                else
                {
                    var i = _pointer;
                    var lastTime = Timestamps[i];
                    for (i = _pointer - 1; i >= 0; i--)
                    {
                        var currentTime = Timestamps[i];
                        if (lastTime - currentTime >= period)
                        {
                            break;
                        }
                    }

                    var dataLength = _pointer - i;
                    var prices = new decimal[dataLength];
                    var timestamps = new DateTime[dataLength];
                    var index = 1 + _pointer - dataLength;
                    Array.Copy(Prices, index, prices, 0, prices.Length);
                    Array.Copy(Timestamps, index, timestamps, 0, timestamps.Length);
                    return ValueTask.FromResult((timestamps, prices, i + 1 != 0));
                }
            }
        }

        public PriceHistoryCacheUnit2(string figi, params ITradeDataItem[] priceChanges)
        {
            Figi = figi;


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

            var selectedPriceChanges = priceChanges
                .OrderBy(pc => pc.Time)
                .Skip(priceChanges.Length - CacheMaxLength)
                .ToArray();

            foreach (var pc in selectedPriceChanges)
            {
                AddData(pc).AsTask().Wait();
            }
        }
    }
}