public IMarketRuleResultIntent Apply(Fixture fixture, IMarketStateCollection oldState, IMarketStateCollection newState)
{
var result = new MarketRuleResultIntent();
if (!fixture.IsMatchOver || oldState == null)
{
return(result);
}
var markets = fixture.Markets.ToDictionary(m => m.Id);
// get list of markets which are either no longer in snapshot or are in the snapshot and are not resulted
// markets which were already priced (activated) should be ignored
var marketsNotPresentInTheSnapshot = new List <IMarketState>();
foreach (var mkt in newState.Markets)
{
IMarketState mkt_state = newState[mkt];
if (!mkt_state.IsResulted && (!markets.ContainsKey(mkt_state.Id) || !markets[mkt_state.Id].IsResulted))
{
marketsNotPresentInTheSnapshot.Add(mkt_state);
}
}
foreach (var mkt_state in marketsNotPresentInTheSnapshot)
{
if (mkt_state.HasBeenActive)
{
_logger.DebugFormat("market rule={0} => marketId={1} of {2} was priced during the fixture lifetime but has NOT been settled on match over.",
Name, mkt_state.Id, fixture);
continue;
}
if (!mkt_state.HasBeenProcessed)
{
_logger.DebugFormat("market rule={0} => marketId={1} of {2} was never passed to the plugin.", Name, mkt_state.Id, fixture);
continue;
}
var market = fixture.Markets.FirstOrDefault(m => m.Id == mkt_state.Id);
if (market == null)
{
_logger.DebugFormat("market rule={0} => marketId={1} of {2} is marked to be voided", Name, mkt_state.Id, fixture);
result.AddMarket(CreateSettledMarket(mkt_state), new MarketRuleAddIntent(MarketRuleAddIntent.OperationType.SETTLE_SELECTIONS));
}
else
{
_logger.DebugFormat("market rule={0} => marketId={1} of {2} that was in the snapshot but wasn't resulted is marked to be voided",
Name, market.Id, fixture);
Action <Market> action = x => x.Selections.ForEach(s => s.Status = SelectionStatus.Void);
MarketRuleEditIntent edit = new MarketRuleEditIntent(action, MarketRuleEditIntent.OperationType.CHANGE_SELECTIONS);
result.EditMarket(market, edit);
}
}
return(result);
}
public static MarketStateEntity Create(IMarketState source)
{
return(new MarketStateEntity
{
Ask = PriceStateEntity.Create(source.Ask),
Bid = PriceStateEntity.Create(source.Bid)
});
}
/// <summary>
/// This execution of the delta rule can only remove markets from the fixture.
/// This is different from ApplyDeltaRule_RemovingSelections where selections can
/// be removed from markets.
///
/// A market is then removed from a fixture if either its tags and all its selections
/// haven't changed since last time.
///
/// If only a selection has changed, then entire market, with the remaining selections,
/// remains untouched by the delta rule.
/// </summary>
/// <param name="fixture"></param>
/// <param name="mkt"></param>
/// <param name="state"></param>
/// <param name="intent"></param>
private void ApplyDeltaRule_RemovingMarkets(Fixture fixture, Market mkt, IMarketState state, MarketRuleResultIntent intent)
{
if (state.IsEquivalentTo(mkt, true, true))
{
intent.MarkAsRemovable(mkt);
_logger.DebugFormat("market rule={0} => {1} of {2} marked as removable", Name, mkt, fixture);
}
}
public bool IsEqualTo(IMarketState marketState)
{
if (marketState == null)
{
throw new ArgumentNullException("marketState");
}
if (ReferenceEquals(this, marketState))
{
return(true);
}
if (marketState.Id != this.Id)
{
throw new Exception("Cannot compare two markets with different Ids");
}
if (marketState.Name != this.Name)
{
return(false);
}
var isStatusEqual = this.IsPending == marketState.IsPending &&
this.IsResulted == marketState.IsResulted &&
this.IsSuspended == marketState.IsSuspended &&
this.IsActive == marketState.IsActive &&
this.IsDeleted == marketState.IsDeleted &&
this.IsForcedSuspended == marketState.IsForcedSuspended &&
this.IsVoided == marketState.IsVoided;
if (isStatusEqual)
{
if (this.HasTag("line") && marketState.HasTag("line"))
{
isStatusEqual = string.Equals(this.GetTagValue("line"), marketState.GetTagValue("line"));
}
if (IsRollingMarket)
{
isStatusEqual &= Line == marketState.Line;
}
isStatusEqual = isStatusEqual && marketState.Selections.All(s => _selectionStates.ContainsKey(s.Id) && _selectionStates[s.Id].IsEqualTo(s));
}
return(isStatusEqual);
}
private static Market CreateSuspendedMarket(IMarketState MarketState)
{
var market = new Market(MarketState.Id) {IsSuspended = true};
if (MarketState.HasTag("line"))
{
market.AddOrUpdateTagValue("line", MarketState.GetTagValue("line"));
}
foreach (var stateSelection in MarketState.Selections)
market.Selections.Add(new Selection { Id = stateSelection.Id, Status = SelectionStatus.Pending, Tradable = false, Price = 0 });
return market;
}
private static Market CreateMarket(IMarketState marketState, bool isSuspended = true)
{
var market = new Market(marketState.Id)
{
IsSuspended = isSuspended
};
foreach (var seln in marketState.Selections)
{
market.Selections.Add(new Selection {
Id = seln.Id, Status = SelectionStatus.Pending, Tradable = !isSuspended
});
}
return(market);
}
private static QuoteMessage TryCreateMidQuote(string assetPairId, IMarketState marketState, int assetPairAccuracy)
{
if (marketState.Bid != null && marketState.Ask != null)
{
return(new QuoteMessage
{
AssetPair = assetPairId,
Price = Math.Round((marketState.Ask.Price + marketState.Bid.Price) / 2, assetPairAccuracy),
Timestamp = marketState.Ask.Moment >= marketState.Bid.Moment
? marketState.Ask.Moment
: marketState.Bid.Moment
});
}
return(null);
}
private static Market CreateSettledMarket(IMarketState MarketState)
{
var market = new Market(MarketState.Id);
if (MarketState.HasTag("line"))
{
market.AddOrUpdateTagValue("line", MarketState.GetTagValue("line"));
}
foreach (var seln in MarketState.Selections)
{
market.Selections.Add(new Selection {
Id = seln.Id, Status = SelectionStatus.Void, Price = 0
});
}
return(market);
}
/// <summary>
/// This execution of the delta rule CAN remove single selections
/// from a market if they haven't changes since last time.
/// </summary>
/// <param name="fixture"></param>
/// <param name="mkt"></param>
/// <param name="state"></param>
/// <param name="intent"></param>
private void ApplyDeltaRule_RemovingSelections(Fixture fixture, Market mkt, IMarketState state, MarketRuleResultIntent intent)
{
List <Selection> seln_changed = new List <Selection>();
foreach (var seln in mkt.Selections)
{
// if we don't have the selection state, we can't
// determine what has changed within the selection,
// so we assume that everything has changed
if (state.HasSelection(seln.Id) && state[seln.Id].IsEquivalentTo(seln, true))
{
continue;
}
_logger.DebugFormat("market rule={0} => {1} of {2} has changed", Name, seln, mkt);
seln_changed.Add(seln);
}
if (seln_changed.Count == 0)
{
if (state.IsEquivalentTo(mkt, true, false))
{
_logger.DebugFormat("market rule={0} => {1} of {2} marked as removable", Name, mkt, fixture);
intent.MarkAsRemovable(mkt);
}
else
{
Action <Market> action = x => x.Selections.Clear();
MarketRuleEditIntent edit = new MarketRuleEditIntent(action, MarketRuleEditIntent.OperationType.REMOVE_SELECTIONS);
intent.EditMarket(mkt, edit);
}
}
else
{
if (seln_changed.Count() != mkt.Selections.Count())
{
Action <Market> action = x => x.Selections.RemoveAll(y => !seln_changed.Contains(y));
MarketRuleEditIntent edit = new MarketRuleEditIntent(action, MarketRuleEditIntent.OperationType.REMOVE_SELECTIONS);
intent.EditMarket(mkt, edit);
}
}
}
private static Market CreateSuspendedMarket(IMarketState MarketState)
{
var market = new Market(MarketState.Id)
{
IsSuspended = true
};
if (MarketState.HasTag("line"))
{
market.AddOrUpdateTagValue("line", MarketState.GetTagValue("line"));
}
foreach (var stateSelection in MarketState.Selections)
{
market.Selections.Add(new Selection {
Id = stateSelection.Id, Status = SelectionStatus.Pending, Tradable = false, Price = 0
});
}
return(market);
}
public IMarketRuleResultIntent Apply(Fixture fixture, IMarketStateCollection oldState, IMarketStateCollection newState)
{
MarketRuleResultIntent intent = new MarketRuleResultIntent();
// only apply delta rule on a full snapshot
if (fixture.Tags == null || !fixture.Tags.Any() || oldState == null)
{
return(intent);
}
foreach (var mkt in fixture.Markets)
{
if (oldState.HasMarket(mkt.Id))
{
IMarketState state = oldState[mkt.Id];
// do not apply the delta rule on markets which have
// been put in a forced suspended state
if (state.IsForcedSuspended)
{
continue;
}
if (Severity == DeltaRuleSeverity.REMOVE_SELECTIONS)
{
ApplyDeltaRule_RemovingSelections(fixture, mkt, state, intent);
}
else if (Severity == DeltaRuleSeverity.REMOVE_MARKETS)
{
ApplyDeltaRule_RemovingMarkets(fixture, mkt, state, intent);
}
}
}
return(intent);
}
/// <summary>
/// This execution of the delta rule can only remove markets from the fixture.
/// This is different from ApplyDeltaRule_RemovingSelections where selections can
/// be removed from markets.
///
/// A market is then removed from a fixture if either its tags and all its selections
/// haven't changed since last time.
///
/// If only a selection has changed, then entire market, with the remaining selections,
/// remains untouched by the delta rule.
/// </summary>
/// <param name="fixture"></param>
/// <param name="mkt"></param>
/// <param name="state"></param>
/// <param name="intent"></param>
private void ApplyDeltaRule_RemovingMarkets(Fixture fixture, Market mkt, IMarketState state, MarketRuleResultIntent intent)
{
if (state.IsEquivalentTo(mkt, true, true))
{
intent.MarkAsRemovable(mkt);
_logger.DebugFormat("market rule={0} => {1} of {2} marked as removable", Name, mkt, fixture);
}
}
private void BuildDefaultStrategies()
{
DoNothingStrategy = x => { };
SuspendFixtureStrategy = x => _plugin.Suspend(x.FixtureId);
SuspendFixtureIfInPlayStrategy = x => { if (x.FixtureStatus == MatchStatus.InRunning)
{
_plugin.Suspend(x.FixtureId);
}
};
SuspendAllMarketsStrategy = x =>
{
IEnumerable <IMarketState> includedMarketStates;
var fixture = GetFixtureWithSuspendedMarkets(x, out includedMarketStates);
_logger.DebugFormat("Sending suspension command through the plugin for fixtureId={0}", x.FixtureId);
_plugin.ProcessStreamUpdate(fixture);
_logger.InfoFormat("Marking markets for fixtureId={0} as suspended", x.FixtureId);
((IUpdatableMarketStateCollection)x).OnMarketsForcedSuspension(includedMarketStates);
};
SuspendAllMarketsAndSetMatchStatusDeleted = x =>
{
IEnumerable <IMarketState> includedMarketStates;
var fixture = GetFixtureWithSuspendedMarkets(x, out includedMarketStates);
fixture.MatchStatus = ((int)MatchStatus.Deleted).ToString();
_logger.DebugFormat("Sending suspension command through the plugin for fixtureId={0} and setting its MatchStatus as deleted", x.FixtureId);
_plugin.ProcessStreamUpdate(fixture);
_logger.InfoFormat("Marking markets for fixtureId={0} as suspended", x.FixtureId);
((IUpdatableMarketStateCollection)x).OnMarketsForcedSuspension(includedMarketStates);
};
SuspendFixtureAndSetMatchStatusDeleted = x =>
{
var fixture = new Fixture
{
Id = x.FixtureId,
MatchStatus = ((int)MatchStatus.Deleted).ToString(),
Sequence = x.FixtureSequence
};
_logger.DebugFormat("Sending suspension command through the plugin for fixtureId={0} and setting its MatchStatus as deleted", x.FixtureId);
_plugin.ProcessStreamUpdate(fixture);
_logger.InfoFormat("Marking markets for fixtureId={0} as suspended", x.FixtureId);
};
SuspendInPlayMarketsStrategy = x =>
{
List <IMarketState> includedMarketStates = new List <IMarketState>();
var fixture = new Fixture
{
Id = x.FixtureId,
MatchStatus = ((int)x.FixtureStatus).ToString(),
Sequence = x.FixtureSequence
};
foreach (var mkt_id in x.Markets)
{
// we take a conservative approach here.
// If, for any reason, the traded_in_play
// is not present, we assume it is. Better
// to suspend more markets, than less
IMarketState state = x[mkt_id];
if (state.HasTag("traded_in_play") &&
string.Equals(state.GetTagValue("traded_in_play"), "false", StringComparison.OrdinalIgnoreCase))
{
_logger.DebugFormat("marketId={0} of fixtureId={1} will not be suspended as it is not traded in play", mkt_id, fixture.Id);
continue;
}
if (!state.HasBeenActive)
{
_logger.DebugFormat("marketId={0} of fixtureId={1} will not be suspended as it has not been active before", mkt_id, fixture.Id);
continue;
}
includedMarketStates.Add(state);
fixture.Markets.Add(CreateMarket(x[mkt_id]));
}
_logger.DebugFormat("Sending suspension command through the plugin for in-play markets of fixtureId={0}", x.FixtureId);
_plugin.ProcessStreamUpdate(fixture);
_logger.InfoFormat("Marking markets for fixtureId={0} as suspended", x.FixtureId);
((IUpdatableMarketStateCollection)x).OnMarketsForcedSuspension(includedMarketStates);
};
}
private static Market CreateMarket(IMarketState marketState,bool isSuspended = true)
{
var market = new Market(marketState.Id) { IsSuspended = isSuspended };
foreach (var seln in marketState.Selections)
market.Selections.Add(new Selection { Id = seln.Id, Status = SelectionStatus.Pending, Tradable = !isSuspended });
return market;
}
private static Market CreateSettledMarket(IMarketState MarketState)
{
var market = new Market (MarketState.Id);
if (MarketState.HasTag("line"))
{
market.AddOrUpdateTagValue("line", MarketState.GetTagValue("line"));
}
foreach (var seln in MarketState.Selections)
market.Selections.Add(new Selection { Id = seln.Id, Status = SelectionStatus.Void, Price = 0 });
return market;
}
/// <summary>
/// This execution of the delta rule CAN remove single selections
/// from a market if they haven't changes since last time.
/// </summary>
/// <param name="fixture"></param>
/// <param name="mkt"></param>
/// <param name="state"></param>
/// <param name="intent"></param>
private void ApplyDeltaRule_RemovingSelections(Fixture fixture, Market mkt, IMarketState state, MarketRuleResultIntent intent)
{
List<Selection> seln_changed = new List<Selection>();
foreach (var seln in mkt.Selections)
{
// if we don't have the selection state, we can't
// determine what has changed within the selection,
// so we assume that everything has changed
if (state.HasSelection(seln.Id) && state[seln.Id].IsEquivalentTo(seln, true))
continue;
_logger.DebugFormat("market rule={0} => {1} of {2} has changed", Name, seln, mkt);
seln_changed.Add(seln);
}
if (seln_changed.Count == 0)
{
if (state.IsEquivalentTo(mkt, true, false))
{
_logger.DebugFormat("market rule={0} => {1} of {2} marked as removable", Name, mkt, fixture);
intent.MarkAsRemovable(mkt);
}
else
{
Action<Market> action = x => x.Selections.Clear();
MarketRuleEditIntent edit = new MarketRuleEditIntent(action, MarketRuleEditIntent.OperationType.REMOVE_SELECTIONS);
intent.EditMarket(mkt, edit);
}
}
else
{
if (seln_changed.Count() != mkt.Selections.Count())
{
Action<Market> action = x => x.Selections.RemoveAll(y => !seln_changed.Contains(y));
MarketRuleEditIntent edit = new MarketRuleEditIntent(action, MarketRuleEditIntent.OperationType.REMOVE_SELECTIONS);
intent.EditMarket(mkt, edit);
}
}
}
public bool IsEqualTo(IMarketState marketState)
{
if (marketState == null)
throw new ArgumentNullException("marketState");
if (ReferenceEquals(this, marketState))
return true;
if (marketState.Id != this.Id)
throw new Exception("Cannot compare two markets with different Ids");
if (marketState.Name != this.Name)
return false;
var isStatusEqual = this.IsPending == marketState.IsPending &&
this.IsResulted == marketState.IsResulted &&
this.IsSuspended == marketState.IsSuspended &&
this.IsActive == marketState.IsActive &&
this.IsDeleted == marketState.IsDeleted &&
this.IsForcedSuspended == marketState.IsForcedSuspended &&
this.IsVoided == marketState.IsVoided;
if (isStatusEqual)
{
if (this.HasTag("line") && marketState.HasTag("line"))
{
isStatusEqual = string.Equals(this.GetTagValue("line"), marketState.GetTagValue("line"));
}
if (IsRollingMarket)
{
isStatusEqual &= Line == marketState.Line;
}
isStatusEqual = isStatusEqual && marketState.Selections.All(s => _selectionStates.ContainsKey(s.Id) && _selectionStates[s.Id].IsEqualTo(s));
}
return isStatusEqual;
}
