public async Task <TResponse> CallAsync <TRequest, TResponse>(TRequest request, string exchangeName, string subscriberQueueName, string routingKey = "")
{
_rabbitMqSubscriber.Subscribe(subscriberQueueName, OnMessageReceived);
var tcs = new TaskCompletionSource <string>();
var ct = new CancellationTokenSource(TimeSpan.FromMilliseconds(TIMEOUT_MS));
ct.Token.Register(() => tcs.TrySetCanceled(), false);
var correlationId = Guid.NewGuid().ToString();
_pendingMessages[correlationId] = tcs;
_logger.LogInformation("RPC request {@Data}", new
{
CorrelationId = correlationId
});
_rabbitMqPublisher.Publish(request, exchangeName, routingKey, subscriberQueueName, correlationId);
var response = await tcs.Task;
_logger.LogInformation("Received RPC response {@Data}", new
{
CorrelationId = correlationId
});
return(JsonConvert.DeserializeObject <TResponse>(response));
}
public async Task Poll(string exchangeName, TimeSpan timeout)
{
var tokenSource = new CancellationTokenSource(timeout);
var watch = new Stopwatch();
var requestDuration = 0;
Exception exception = null;
ExchangeHealthControlReportType type;
//request positions state
try
{
watch.Start();
var requestResult =
await _exchangeConnectorService.GetOpenedPositionAsync(exchangeName, tokenSource.Token);
requestDuration = (int)watch.ElapsedMilliseconds;
type = requestResult == null
? ExchangeHealthControlReportType.NoPositionData
: ExchangeHealthControlReportType.Ok;
}
catch (OperationCanceledException ex)
{
exception = ex;
type = ExchangeHealthControlReportType.ExceptionRased;
}
catch (Exception ex)
{
exception = ex;
type = ExchangeHealthControlReportType.ExceptionRased;
if (!_warningCache.TryGetValue(exchangeName, out var lastWarning) ||
DateTime.UtcNow.Subtract(lastWarning).TotalSeconds > _failMessageThrottlingPeriodSec)
{
_warningCache.AddOrUpdate(exchangeName, DateTime.UtcNow, (e, t) => DateTime.UtcNow);
await _log.WriteWarningAsync(nameof(ExchangeHealthControlService), nameof(Poll),
$"Exception occured while polling {exchangeName}.", ex, DateTime.UtcNow);
}
}
var report = new ExchangeHealthControlResult(
exchangeName,
requestDuration,
type.ToString(),
exception,
type == ExchangeHealthControlReportType.Ok);
//push result to the rabbit (to be consumed by Hedging)
await _exchangeHealthControlReportPublisher.Publish(ContractMapper.Map <ExchangeHealthControlReport>(report));
//write statistic to table
await _exchangeHealthControlResultRepository.InsertOrUpdateAsync(report);
}
public async Task Poll(string exchangeName, TimeSpan timeout)
{
var tokenSource = new CancellationTokenSource(timeout);
List <Position> positions = null;
//retrieve positions
try
{
positions = (await _exchangeConnectorService.GetOpenedPositionAsync(exchangeName, tokenSource.Token))
.Select(Position.Create).ToList();
}
catch (Exception ex)
{
await _log.WriteErrorAsync(nameof(ExchangePollingService), nameof(Poll), ex, DateTime.UtcNow);
//TODO consider slack notification here
return;
}
var exchange = _exchangeCache.GetOrCreate(exchangeName);
//perform checking
var checkResults = CheckPositions(exchange, positions);
//create diff order for Risk System
var executedTrades = checkResults
.Select(x => CreateExecutionReport(exchangeName, x.Item1, x.Item2))
//do nothing if there's no quotes on any instrument, and wait for actual quotes.
.Where(x => x != null)
.ToList();
if (executedTrades.Count == 0)
{
return;
}
//publish trades for Risk System
foreach (var executedTrade in executedTrades)
{
await _executionReportPublisher.Publish(executedTrade);
}
await _log.WriteInfoAsync(nameof(ExchangePollingService), nameof(Poll),
$"Execution report have been published for {exchangeName}: {string.Join(", ", executedTrades.Select(x => x.Instrument.Name))}",
DateTime.UtcNow);
//update positions and push published changes to cache
exchange.UpdatePositions(positions.Where(x =>
executedTrades.Select(tr => tr.Instrument.Name).Any(instrument => instrument == x.Symbol)));
_exchangeCache.Set(exchange);
}
private async Task <bool> OnMessageReceived <TRequest, TResponse>(BasicDeliverEventArgs args, Func <TRequest, Task <TResponse> > action)
{
_logger.LogInformation("Received RPC request {@Data}", new
{
CorrelationId = args.BasicProperties.CorrelationId
});
var messageString = Encoding.UTF8.GetString(args.Body.ToArray());
var request = JsonConvert.DeserializeObject <TRequest>(messageString);
var response = await action(request);
_rabbitMqPublisher.Publish(response, "", args.BasicProperties.ReplyTo,
correlationId: args.BasicProperties.CorrelationId);
_logger.LogInformation("Published RPC response {@Data}", new
{
CorrelationId = args.BasicProperties.CorrelationId
});
return(true);
}
public void Publish(T message)
{
_publisher.Publish(message);
}
