public MarketDataObservable(CurrencyPair currencyPair, OcDispatcher backgroundOcDispatcher)
{
var spread = currencyPair.DefaultSpread;
var midRate = currencyPair.InitialPrice;
var bid = midRate - (spread * currencyPair.PipSize);
var offer = midRate + (spread * currencyPair.PipSize);
var initial = new MarketData(currencyPair.Code, bid, offer);
var currentPrice = initial;
Value = currentPrice;
var random = new Random();
//for a given period, move prices by up to 5 pips
_recurringAction = new RecurringAction(() =>
{
int pips = random.Next(1, 5);
//move up or down between 1 and 5 pips
var adjustment = Math.Round(pips * currencyPair.PipSize, currencyPair.DecimalPlaces);
MarketData marketData = random.NextDouble() > 0.5
? currentPrice + adjustment
: currentPrice - adjustment;
backgroundOcDispatcher.Invoke(() =>
Value = marketData);
}, () => TimeSpan.FromSeconds(1 / (double)currencyPair.TickFrequency));
}
public TradeAgeUpdateJob(Dispatcher dispatcher, ITradeService tradeService)
{
_recurringAction = new RecurringAction(() =>
{
Trade[] trades = null;
dispatcher.Invoke(() =>
{
trades = tradeService.All.ToArray();
});
foreach (IEnumerable <Trade> tradesSlice in trades.Split(300))
{
dispatcher.Invoke(() =>
{
foreach (Trade trade in tradesSlice)
{
TimeSpan diff = DateTime.Now.Subtract(trade.Timestamp);
TimePeriod age =
diff.TotalSeconds <= 60 ? TimePeriod.LastMinute
: diff.TotalMinutes <= 60 ? TimePeriod.LastHour
: TimePeriod.Older;
trade.Age = age;
if (diff.TotalSeconds > 30)
{
trade.Expired = true;
}
}
});
}
}, () => TimeSpan.FromSeconds(1));
}
protected void Application_Start()
{
var builder = new ContainerBuilder();
AutofacConfig.Register(builder);
builder.RegisterControllers(typeof(MvcApplication).Assembly);
var container = builder.Build();
DependencyResolver.SetResolver(new AutofacDependencyResolver(container));
AreaRegistration.RegisterAllAreas();
FilterConfig.RegisterGlobalFilters(GlobalFilters.Filters);
RouteConfig.RegisterRoutes(RouteTable.Routes);
BundleConfig.RegisterBundles(BundleTable.Bundles);
_heartbeatAction = new RecurringAction(() => Task.Run(async() =>
{
using (var client = new HttpClient())
{
foreach (var path in AppGetUrlPaths)
{
var url = $"{AppUrl.AppBasePath.Value}/{path}";
await client.GetAsync(url).ConfigureAwait(false);
}
}
}), TimeSpan.FromMinutes(5));
// for clearing old files that Azure publish misses
//Directory
// .EnumerateFiles(AppDomain.CurrentDomain.BaseDirectory, "about.txt", SearchOption.AllDirectories)
// .ForEach(File.Delete);
// INFO FOR DATABASE:
//using (var connection = new SqlConnection(
// "Server=tcp:YOUR_SERVER_NAME_HERE.database.windows.net,1433;Database=AdventureWorksLT;User ID=YOUR_LOGIN_NAME_HERE;Password=YOUR_PASSWORD_HERE;Encrypt=True;TrustServerCertificate=False;Connection Timeout=30;"
// ))
//{
// connection.Open();
// Console.WriteLine("Connected successfully.");
// Console.WriteLine("Press any key to finish...");
// Console.ReadKey(true);
//}
}
public TradeService(ILogger logger, TradeGenerator tradeGenerator, OcDispatcher backgroundOcDispatcher)
{
_logger = logger;
_tradeGenerator = tradeGenerator;
_backgroundOcDispatcher = backgroundOcDispatcher;
All = new ObservableCollection <Trade>(_tradeGenerator.Generate(5_000, true));
Live = All.Filtering(t => t.Status == TradeStatus.Live).For(_consumer);
var random = new Random();
TimeSpan RandomInterval() => TimeSpan.FromMilliseconds(random.Next(2500, 5000));
// create a random number of trades at a random interval
RecurringAction tradeEmitter = new RecurringAction(() =>
{
var number = random.Next(1, 5);
var trades = _tradeGenerator.Generate(number);
foreach (Trade trade in trades)
{
_backgroundOcDispatcher.Invoke(() => All.Add(trade));
}
}, RandomInterval);
List <Trade> closedTrades = new List <Trade>();
//close a random number of trades at a random interval
RecurringAction tradeCloser = new RecurringAction(() =>
{
var number = random.Next(1, 2);
for (int i = 1; i <= number; i++)
{
_backgroundOcDispatcher.Invoke(() =>
{
Trade trade = All[random.Next(0, All.Count - 1)];
trade.Status = TradeStatus.Closed;
trade.CloseTimestamp = DateTime.Now;
closedTrades.Add(trade);
});
}
}, RandomInterval);
//expire closed items from the cache to avoid unbounded data
RecurringAction tradeRemover = new RecurringAction(() =>
{
_backgroundOcDispatcher.Invoke(() =>
{
for (var index = closedTrades.Count - 1; index >= 0; index--)
{
Trade closedTrade = closedTrades[index];
if ((DateTime.Now - closedTrade.CloseTimestamp).Minutes >= 1)
{
All.Remove(closedTrade);
closedTrades.RemoveAt(index);
}
}
});
}, () => TimeSpan.FromMinutes(1));
//log changes
OcDispatcher logPropertyChangedOcDispatcher = new OcDispatcher();
LogChanges(logPropertyChangedOcDispatcher);
_cleanup = new CompositeDisposable(
_consumer, tradeEmitter, tradeCloser, logPropertyChangedOcDispatcher, tradeRemover);
}
