public string GetDescription()
{
var description = $"{FundName}({FundCode}) 以 {AvgCost.ToString("F4")} 的价格持有 {Share.ToString("F2")} 份，" +
$"根据 {NavDate.ToString("yyyy-MM-dd")} 的净值({FundNav.ToString("F4")}) 计算，" +
$"市值达 {MarketValue.ToString("F2")}，盈利 {PositionProfit.ToString("F2")}，" +
$"实现 {PositionProfitRate.ToString("P")} 收益率";
if (Abilities?.Any() ?? false)
{
Abilities.ForEach(a => description += $"\n{a.GetDescription()}");
}
return(description);
}
public async Task <bool> SaveOrUpdateAsync(AvgCost avgCost)
{
var updOpts = new UpdateOptions {
IsUpsert = true
};
var updDef = new UpdateDefinitionBuilder <AvgCost>()
.SetOnInsert(x => x.Customer, avgCost.Customer)
.SetOnInsert(x => x.Symbol, avgCost.Symbol)
.Set(x => x.Price, avgCost.Price)
.Set(x => x.Quantity, avgCost.Quantity)
.PushEach(x => x.History, avgCost.History);
var result = await _collection.UpdateOneAsync(x => x.Customer == avgCost.Customer && x.Symbol == avgCost.Symbol, updDef, updOpts);
return(result.IsAcknowledged);
}
static async Task Main(string[] args)
{
var container = DependencyInjectionConfig.InitializeContainer();
var repository = container.GetInstance <IAvgCostRepository>();
const string TradesQueueName = "trades_queue";
const string RealTimePubExchange = "realtime_pub_exchange";
var factory = new ConnectionFactory()
{
HostName = "localhost", UserName = "******", Password = "******"
};
var concurrentDictionary = new ConcurrentDictionary <string, AvgCost>();
using var connection = factory.CreateConnection();
using var channel = connection.CreateModel();
var tradesTransformBlock = new TransformBlock <Trade, AvgCost>(trade =>
{
if (concurrentDictionary.TryGetValue(trade.Key(), out var avgCost))
{
//Console.WriteLine($"{Thread.CurrentThread.ManagedThreadId} {avgCost} {avgCost.Quantity}");
avgCost.Quantity += trade.Quantity;
if (avgCost.Quantity == 0)
{
avgCost.Price = 0;
}
else if (trade.Quantity > 0 && avgCost.Quantity > 0)
{
avgCost.Price = Math.Round(((avgCost.Price * avgCost.Quantity + trade.Price * trade.Quantity) / avgCost.Quantity), 6);
}
avgCost.History = new[] { trade };
concurrentDictionary.TryRemove(avgCost.Key(), out var avgCostOld);
concurrentDictionary.TryAdd(avgCost.Key(), avgCost);
return(avgCost);
}
avgCost = new AvgCost
{
Customer = trade.Client,
Quantity = trade.Quantity,
Symbol = trade.Symbol,
Price = trade.Price,
History = new[] { trade }
};
concurrentDictionary.TryAdd(avgCost.Key(), avgCost);
return(avgCost);
}, new ExecutionDataflowBlockOptions {
BoundedCapacity = 10000, EnsureOrdered = true
});
var linkOptions = new DataflowLinkOptions {
PropagateCompletion = true
};
var broadcastBlock = new BroadcastBlock <AvgCost>(msg => msg);
var pubActionBlock = new ActionBlock <AvgCost>(avgCost =>
{
var basicProps = channel.CreateBasicProperties();
basicProps.Expiration = "10000";
channel.BasicPublish(RealTimePubExchange, $"{avgCost.Customer}", body: Encoding.UTF8.GetBytes(avgCost.ToString()), basicProperties: basicProps);
}, new ExecutionDataflowBlockOptions {
EnsureOrdered = true
});
var batchBlock = new BatchBlock <AvgCost>(1000);
var persistMongoActionBlock = new ActionBlock <IEnumerable <AvgCost> >(async avgCosts => await repository.SaveOrUpdateManyAsync(avgCosts));
tradesTransformBlock.LinkTo(broadcastBlock, linkOptions);
broadcastBlock.LinkTo(pubActionBlock, linkOptions);
broadcastBlock.LinkTo(batchBlock, linkOptions);
batchBlock.LinkTo(persistMongoActionBlock, linkOptions);
channel.ExchangeDeclare(RealTimePubExchange, ExchangeType.Topic);
channel.QueueDeclare(TradesQueueName, true, false, false);
channel.BasicQos(0, 1, false);
var consumer = new EventingBasicConsumer(channel);
consumer.Received += async(model, ea) =>
{
var body = ea.Body;
var trade = JsonSerializer.Deserialize <Trade>(Encoding.UTF8.GetString(body));
tradesTransformBlock.Post(trade);
channel.BasicAck(ea.DeliveryTag, false);
Console.WriteLine("Processed {0}", trade);
};
channel.BasicConsume(TradesQueueName, false, consumer);
await Task.WhenAll(tradesTransformBlock.Completion, batchBlock.Completion, pubActionBlock.Completion);
tradesTransformBlock.Complete();
Console.ReadLine();
}
