public PriceCalculatorResponse CalculatePrice(PriceRequest request)
{
PriceCalculatorResponse response = null;
if (request != null)
{
AbstractPriceCreateArg arg = new AbstractPriceCreateArg {
UserType = (UserTypeEnum)request.UserType, PriceCalculatorService = this
};
var priceProduct = _priceFactory.Create(arg);
response = priceProduct.Product.CalculatePrice(request);
}
return(response);
}
public IObservable <IPrice> GetPriceStream(ICurrencyPair currencyPair)
{
return(Observable.Defer(() => _pricingServiceClient.GetSpotStream(currencyPair.Symbol))
.Select(p => _priceFactory.Create(p, currencyPair))
.Catch <IPrice, Exception>(ex =>
{
_log.Error("Error thrown in stream " + currencyPair.Symbol, ex);
// if the stream errors (server disconnected), we push a stale price
return Observable
.Return <IPrice>(new StalePrice(currencyPair))
// terminate the observable in 3sec so the repeat does not kick-off immediatly
.Concat(Observable.Timer(TimeSpan.FromSeconds(3)).IgnoreElements().Select(_ => new StalePrice(currencyPair)));
})
.Repeat() // and resubscribe
.DetectStale(TimeSpan.FromSeconds(4), Scheduler.Default)
.Select(s => s.IsStale ? new StalePrice(currencyPair) : s.Update)
.Publish()
.RefCount());
}