private void InitPipeline()
{
var builder = new DisruptorPipelineBuilder();
_pipeline = builder.Build <Deal, Deal>(deal =>
{
// count volume to balance ratio
using (var ctx = new WatchdogDbContext())
{
var dealEntity = ctx.Deals.First(d => d.Id == deal.Id);
dealEntity.VolumeToBalanceRatio = deal.Volume / deal.Balance;
ctx.SaveChanges();
}
return(deal);
}, 1).AddStep(deal =>
{
// find connections based on rules
using (var ctx = new WatchdogDbContext())
{
// RULES DEFINITION - START
var matches = ctx.Deals
.Where(d => d.Id != deal.Id)
.Where(d => DbFunctions.DiffSeconds(d.Date, deal.Date) < _openTimeDeltaInSeconds)
.Where(d => d.SymbolId == deal.SymbolId)
//.Where(d => d.VolumeToBalanceRatio) // TODO: what is the correct condition of the VtBR?
.ToList();
// RULES DEFINITION - END
if (matches.Any())
{
var dealWithGroup = matches.FirstOrDefault(d => d.GroupId != null);
var dealGroup = dealWithGroup != null
? dealWithGroup.Group
: ctx.DealGroups.Add(new DealGroup());
var dealEntity = ctx.Deals.First(d => d.Id == deal.Id);
dealEntity.Group = dealGroup;
foreach (var match in matches)
{
match.Group = dealGroup;
}
// TODO: Cleanup empty groups, if any / could be scheduled as a periodic DB cleanup process
ctx.SaveChanges();
// LOG it
var sb = new StringBuilder($"Matches with [{deal}]:").AppendLine();
matches.ForEach(d => sb.AppendLine($" ==> [{d}]"));
_logger.Log(sb.ToString());
}
}
return(true);
}, 1).Create();
}
/// <summary>
/// Start receiving new deal events and logging
/// based on the set-up rules.
/// </summary>
public void Start()
{
for (int i = 0; i < _servers.Count; i++)
{
var server = _servers[i];
var eventsApiInst = _eventsApiInst[i];
var getBalanceApiInst = _getBalanceApiInst[i];
async void DealEvents_OnDealAddEventHandler(object control, CIMTDeal deal)
{
using (var ctx = new WatchdogDbContext())
{
// get user from db
var userLogin = (long)deal.Login();
var user = ctx.Users.FirstOrDefault(u => u.Login == userLogin) ?? ctx.Users.Add(new User
{
Login = userLogin,
});
// get symbol from db
var symbolName = deal.Symbol();
var symbol = ctx.Symbols.FirstOrDefault(s => s.Name == symbolName) ?? ctx.Symbols.Add(new Symbol
{
Name = symbolName
});
var externalId = deal.Deal();
var dealType = ToDealType(deal.Action());
var volume = deal.Volume();
var fromMilliseconds = new DateTime(1970, 1, 1) + TimeSpan.FromMilliseconds(deal.TimeMsc());
var dealEntity = ctx.Deals.Add(new Deal
{
Symbol = symbol,
User = user,
ServerId = server.Id,
ExternalId = (long)externalId,
Type = dealType,
Volume = (long)volume,
Date = fromMilliseconds,
});
dealEntity.Balance = getBalanceApiInst.GetUserBalance(deal.Login()); // TODO how to do this correctly?
ctx.SaveChanges();
//_logger.Log($"Incoming deal: {dealEntity} (Time: {deal.Time()} || TimeMSC: {deal.TimeMsc()})");
_logger.Log($"Incoming deal: {dealEntity}");
await _pipeline.Execute(dealEntity);
}
}
eventsApiInst.DealEvents.DealAddEventHandler += DealEvents_OnDealAddEventHandler;
_logger.Log($"Starting connecting to [{server.Name}, {server.IpAddress}] ...");
var connectionParams = new ConnectionParams
{
IP = server.IpAddress,
Login = (ulong)server.Login,
Password = server.Password,
Name = server.Name,
};
getBalanceApiInst.Connect(connectionParams);
eventsApiInst.Connect(connectionParams);
}
}
