zszq-trs/YLErpDAL/Modules/DataProviderModule/ExchangeOptionPriceProvider.cs

using YieldChain.Commons;
using YLErp.Abstract.DataProviders;
using YLErp.Models;

namespace YLErp.Modules.DataProviderModule
{
    /// <summary>
    /// 期权现价提供
    /// </summary>
    public class ExchangeOptionPriceProvider : IPriceProvider
    {
        readonly bool _initializeAll;
        readonly IDictionary<string, PriceModel> _priceDic;

        /// <summary>
        /// 
        /// </summary>
        /// <param name="initializeAll">是否初始化全部数据</param>
        public ExchangeOptionPriceProvider(bool initializeAll = true)
        {
            _initializeAll = initializeAll;

            _priceDic = initializeAll
                ? InnerDataProvider.Default.GetPriceDic()
                : new Dictionary<string, PriceModel>(StringComparer.OrdinalIgnoreCase);
        }

        /// <summary>
        /// 
        /// </summary>
        public double GetPrice(string optionCode)
        {
            return (InnerGetPrice(optionCode)?.Price) ?? 0;
        }

        /// <summary>
        /// 
        /// </summary>
        public bool TryGetPrice(string optionCode, out double price)
        {
            var data = InnerGetPrice(optionCode);
            if (data != null)
            {
                price = data.Price;
                return true;
            }
            price = 0;
            return false;
        }

        /// <summary>
        /// 
        /// </summary>
        public bool TryGetPriceModel(string optionCode, out PriceModel priceModel)
        {
            return null != (priceModel = InnerGetPrice(optionCode));
        }

        private PriceModel InnerGetPrice(string optionCode)
        {
            if (string.IsNullOrEmpty(optionCode))
            {
                return null;
            }

            if (_priceDic.TryGetValue(optionCode, out var data))
            {
                return data;
            }

            if (_initializeAll)
            {
                return null;
            }

            using var db = DbContextFactory.GetYLDbContext();

            data = db.exchange_list_option.Where(n => n.ContractCode == optionCode)
                .Select(n => new PriceModel
                {
                    InstrumentCode = n.ContractCode,
                    Price = n.Price ?? 0,
                    PriceTime = n.PriceTime
                }).FirstOrDefault();

            _priceDic[optionCode] = data;

            return data;
        }

        /// <summary>
        /// 内部数据提供以保证行情可以及时更新
        /// </summary>
        class InnerDataProvider
        {
            readonly ThrottleAction _updateThrottle;
            readonly Dictionary<string, PriceModel> _priceDic;

            private InnerDataProvider()
            {
                _updateThrottle = new ThrottleAction(UpdatePrice, 10);
                _priceDic = new Dictionary<string, PriceModel>();
            }

            private void UpdatePrice()
            {
                using var db = DbContextFactory.GetYLDbContext();

                var date = DateTime.Today.AddDays(-10);

                var arr = db.exchange_list_option.Where(n => n.MaturityDate > date && n.ContractCode != null)
                    .Select(n => new PriceModel
                    {
                        InstrumentCode = n.ContractCode,
                        Price = n.Price ?? 0,
                        PriceTime = n.PriceTime
                    }).ToArray();

                foreach (var item in arr)
                {
                    _priceDic[item.InstrumentCode] = item;
                }
            }

            public IDictionary<string, PriceModel> GetPriceDic()
            {
                _updateThrottle.Execute();

                return new Dictionary<string, PriceModel>(_priceDic);
            }

            /// <summary>
            /// 单例
            /// </summary>
            public static readonly InnerDataProvider Default;

            static InnerDataProvider()
            {
                Default = new InnerDataProvider();
            }
        }
    }
}