unit Myc.Trade.Ticker;

interface

uses
    System.SysUtils,
    Myc.Signals,
    Myc.Lazy,
    Myc.Trade.DataPoint,
    Myc.Trade.DataStream,
    Myc.Trade.DataProvider;

type
    TTickProc<T> = reference to procedure(const Tick: TDataPoint<T>);

    TTicker<T> = class(TInterfacedObject, TSignal.ISubscriber)
        type
            TConsumer = record
                Proc: TTickProc<T>;
                Lookback: Int64;
            end;
    private
        FStream: IDataStream<T>;
        FConsumers: TArray<TConsumer>;
        FProvider: TMutable<TDataSeries<T>>;

        function Notify: Boolean;
    public
        constructor Create(const AStream: IDataStream<T>; const AConsumers: TArray<TConsumer>);

    end;

implementation

constructor TTicker<T>.Create(const AStream: IDataStream<T>; const AConsumers: TArray<TConsumer>);
begin
    inherited Create;
    FStream := AStream;
    FConsumers := AConsumers;

    var ml: Int64 := 0;
    for var consumer in FConsumers do
        if consumer.Lookback > ml then
            ml := consumer.Lookback;

    FProvider := TDataStreamProvider<T>.Create(ml, 100, AStream);
end;

{ TTicker<T> }

function TTicker<T>.Notify: Boolean;
begin

end;

end.