klhztrader/KLHZ.Trader.Core.Math/Declisions/Services/PriceHistoryCacheUnit.cs

using KLHZ.Trader.Core.Contracts.Declisions.Interfaces;
using KLHZ.Trader.Core.Contracts.Messaging.Dtos.Intarfaces;

namespace KLHZ.Trader.Core.Math.Declisions.Services
{
    public class PriceHistoryCacheUnit : IPriceHistoryCacheUnit
    {
        public const int CacheMaxLength = 500;

        public string Figi { get; init; }

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

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

        private int _length = 0;

        public ValueTask AddData(INewPrice 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 < CacheMaxLength)
                {
                    _length++;
                }
            }
            return ValueTask.CompletedTask;
        }

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

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


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

            var selectedPriceChanges = priceChanges
                .OrderBy(pc => pc.Time)
                .Skip(priceChanges.Length - CacheMaxLength)
                .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 > CacheMaxLength ? CacheMaxLength : times.Length;
        }
    }
}