public async Task SubscribePriceStream(PriceSubscriptionRequestDto request)
{
_contextHolder.PricingHubClient = Clients;
Log.InfoFormat("Received subscription request {0} from connection {1}", request, Context.ConnectionId);
if (!_currencyPairRepository.Exists(request.CurrencyPair))
{
Log.WarnFormat("Received a subscription request for an invalid currency pair '{0}', it was ignored.", request.CurrencyPair);
return;
}
// simulate slow response for EURCHF
if (request.CurrencyPair == "EURCHF")
{
await Task.Delay(TimeSpan.FromSeconds(2));
}
// add client to this group
var groupName = string.Format(PriceStreamGroupPattern, request.CurrencyPair);
await Groups.Add(Context.ConnectionId, groupName);
Log.InfoFormat("Connection {0} added to group '{1}'", Context.ConnectionId, groupName);
// send current price to client
var lastValue = _priceLastValueCache.GetLastValue(request.CurrencyPair);
await Clients.Caller.OnNewPrice(lastValue);
Log.InfoFormat("Snapshot published to {0}: {1}", Context.ConnectionId, lastValue);
}
private void Reset(long _)
{
_analyticsService.Reset();
_tradeRepository.Reset();
// make 3 trades
// eurusd
// gbpusd
// nzdusd
foreach (var ccyPair in new [] { "EURUSD", "GBPUSD", "NZDUSD" })
{
try
{
var price = _priceLastValueCache.GetLastValue(ccyPair);
var trade = new TradeRequestDto()
{
DealtCurrency = "EUR",
Direction = DirectionDto.Buy,
Notional = 500000,
SpotRate = price.Bid,
Symbol = ccyPair,
ValueDate = DateTime.Now.ToNextWeekday(2)
};
_executionService.Execute(trade, "CPU-007").Wait(TimeSpan.FromSeconds(10));
}
catch
{
// swallow exception
}
}
}
private void OnTimerTick(object state)
{
var activePairs = _currencyPairRepository.GetAllCurrencyPairInfos().Where(cp => cp.Enabled && !cp.Stale).ToList();
if (activePairs.Count == 0)
{
return;
}
for (int i = 0; i < _updatesPerTick; i++)
{
var randomCurrencyPairInfo = activePairs[_random.Next(0, activePairs.Count)];
var lastPrice = _priceLastValueCache.GetLastValue(randomCurrencyPairInfo.CurrencyPair.Symbol);
var newPrice = randomCurrencyPairInfo.GenerateNextQuote(lastPrice);
_priceLastValueCache.StoreLastValue(newPrice);
_pricePublisher.Publish(newPrice);
}
}
