/// <summary>
/// Caluclate position per currency pair per customer
/// </summary>
public void CalculatePosistionPerCurrencyPairPerCustomer()
{
var myTradeLocker = new object();
var clientBalancesLocker = new object();
cleanUp = myTrades.Connect(trade => (trade.Status == Status.Open || trade.Status == Status.Pending))
.WhereReasonsAre(ChangeReason.Add, ChangeReason.Remove)
.Synchronize(myTradeLocker)
.Group(t => t.Pair)
.SubscribeMany(groupedData =>
{
var PositionPerPairPerCustomer = groupedData.Cache.Connect()
.WhereReasonsAre(ChangeReason.Add, ChangeReason.Remove)
.Group(t => t.ClientId)
.Synchronize(clientBalancesLocker)
.SubscribeMany(clienttrades =>
{
var positionpercustomer = clienttrades.Cache.Connect(q => q.Pair == groupedData.Key && q.ClientId == clienttrades.Key)
.Synchronize(clientBalancesLocker)
.QueryWhenChanged(query =>
{
var amount1buy = clienttrades.Cache.Items.Where(trade => trade.Amount1 > 0).Sum(trade => trade.Amount1);
var amount1sell = clienttrades.Cache.Items.Where(trade => trade.Amount1 < 0).Sum(trade => trade.Amount1);
var amount2buy = clienttrades.Cache.Items.Where(trade => trade.Amount2 > 0).Sum(trade => trade.Amount2);
var amount2sell = clienttrades.Cache.Items.Where(trade => trade.Amount2 < 0).Sum(trade => trade.Amount2);
var pairpos = new CurPairPositionPerClient
{
ClientPair = clienttrades.Key + "_" + groupedData.Key,
ClientId = clienttrades.Key,
Pair = groupedData.Key,
Amount1 = amount1buy + amount1sell,
Amount2 = amount2buy + amount2sell,
Cur1 = groupedData.Key.Substring(0, 3),
Cur2 = groupedData.Key.Substring(groupedData.Key.Length - 3, 3),
};
curPairPositionPerClient.AddOrUpdate(pairpos);
//Console.WriteLine(pairpos);
LogInfo("positionpercustomer- " + pairpos.ToString());
return(pairpos);
}
)
.Subscribe();
return(new CompositeDisposable(positionpercustomer));
})
.Subscribe();
return(new CompositeDisposable(PositionPerPairPerCustomer));
})
.Subscribe();
}
public void PushCurPairPositionPerClientRemove(CurPairPositionPerClient curPairPositionPerClient)
{
Console.WriteLine(curPairPositionPerClient);
}
