public B2С2RestClient(
B2C2ClientSettings settings,
IHttpClientFactory clientFactory,
ILogFactory logFactory)
{
if (settings == null)
{
throw new NullReferenceException(nameof(settings));
}
var url = settings.Url;
var authorizationToken = settings.AuthorizationToken;
if (string.IsNullOrWhiteSpace(url) || !Uri.TryCreate(url, UriKind.Absolute, out _))
{
throw new ArgumentOutOfRangeException(nameof(url));
}
if (string.IsNullOrWhiteSpace(authorizationToken))
{
throw new ArgumentOutOfRangeException(nameof(authorizationToken));
}
if (logFactory == null)
{
throw new NullReferenceException(nameof(logFactory));
}
url = url[url.Length - 1] == '/' ? url.Substring(0, url.Length - 1) : url;
_httpClient = clientFactory.CreateClient(ClientNames.B2C2ClientName);
_log = logFactory.CreateLog(this);
}
public B2С2RestClient(B2C2ClientSettings settings, ILogFactory logFactory)
{
if (settings == null)
{
throw new NullReferenceException(nameof(settings));
}
var url = settings.Url;
var authorizationToken = settings.AuthorizationToken;
if (string.IsNullOrWhiteSpace(url) || !Uri.TryCreate(url, UriKind.Absolute, out _))
{
throw new ArgumentOutOfRangeException(nameof(url));
}
if (string.IsNullOrWhiteSpace(authorizationToken))
{
throw new ArgumentOutOfRangeException(nameof(authorizationToken));
}
if (logFactory == null)
{
throw new NullReferenceException(nameof(logFactory));
}
url = url[url.Length - 1] == '/' ? url.Substring(0, url.Length - 1) : url;
_httpClient = new HttpClient {
BaseAddress = new Uri(url)
};
_httpClient.DefaultRequestHeaders.Add("Authorization", $"Token {authorizationToken}");
_log = logFactory.CreateLog(this);
}
public OrderBooksService(
IB2С2RestClient b2C2RestClient,
IOrderBookPublisher orderBookPublisher,
ITickPricePublisher tickPricePublisher,
OrderBooksServiceSettings settings,
B2C2ClientSettings webSocketC2ClientSettings,
ILogFactory logFactory)
{
_withWithoutSuffixMapping = new ConcurrentDictionary <string, string>();
_withoutWithSuffixMapping = new ConcurrentDictionary <string, string>();
_orderBooksCache = new ConcurrentDictionary <string, OrderBook>();
_subscriptions = new ConcurrentDictionary <string, string>();
_instrumentsLevels = settings.InstrumentsLevels == null || !settings.InstrumentsLevels.Any()
? throw new ArgumentOutOfRangeException(nameof(_instrumentsLevels)) : settings.InstrumentsLevels;
_b2C2RestClient = b2C2RestClient ?? throw new NullReferenceException(nameof(b2C2RestClient));
_webSocketC2ClientSettings = webSocketC2ClientSettings ?? throw new NullReferenceException(nameof(webSocketC2ClientSettings));
_orderBookPublisher = orderBookPublisher ?? throw new NullReferenceException(nameof(orderBookPublisher));
_tickPricePublisher = tickPricePublisher ?? throw new NullReferenceException(nameof(tickPricePublisher));
_logFactory = logFactory;
_log = logFactory.CreateLog(this);
_reconnectIfNeededInterval = settings.ReconnectIfNeededInterval;
_reconnectIfNeededTrigger = new TimerTrigger(nameof(OrderBooksService), settings.ReconnectIfNeededInterval, logFactory, ReconnectIfNeeded);
_forceReconnectTrigger = new TimerTrigger(nameof(OrderBooksService), settings.ForceReconnectInterval, logFactory, ForceReconnect);
_settings = settings;
}
protected override void Load(ContainerBuilder builder)
{
var webSocketSettings = new B2C2ClientSettings(_settings.WebSocketUrl, _settings.AuthorizationToken);
builder.RegisterType <Manager>()
.As <IStartupManager>()
.As <IShutdownManager>()
.AutoWireNonPublicProperties();
// B2C2 Client Library
builder.RegisterB2С2RestClient(new B2C2ClientSettings(_settings.RestUrl, _settings.AuthorizationToken));
// Publishers
builder.RegisterType <OrderBookPublisher>()
.AsSelf()
.As <IOrderBookPublisher>()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.RabbitMq.OrderBooks));
builder.RegisterType <TickPricePublisher>()
.AsSelf()
.As <ITickPricePublisher>()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.RabbitMq.TickPrices));
// Order books service
var orderBooksServiceSettings = new OrderBooksServiceSettings
{
InstrumentsLevels = _settings.InstrumentLevels,
ReconnectIfNeededInterval = _settings.ReconnectIfNeededInterval,
ForceReconnectInterval = _settings.ForceReconnectInterval
};
builder.RegisterType <OrderBooksService>()
.AsSelf()
.SingleInstance()
.WithParameter(TypedParameter.From(orderBooksServiceSettings))
.WithParameter(TypedParameter.From(webSocketSettings));
// Reports
builder.RegisterType <TradeHistoryService>()
.AsSelf()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.Db.ReportSqlConnString))
.WithParameter(TypedParameter.From(_settings.EnableExportToReportDb));
builder.RegisterType <BalanceHistoryService>()
.AsSelf()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.Db.ReportSqlConnString))
.WithParameter(TypedParameter.From(_settings.EnableExportToReportDb));
builder.RegisterType <LedgerHistoryService>()
.AsSelf()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.Db.ReportSqlConnString))
.WithParameter(TypedParameter.From(_settings.EnableExportToReportDb));
}
/// <summary>
/// Registers <see cref="IB2С2WebSocketClient"/> in Autofac container using <see cref="B2C2ClientSettings"/>.
/// </summary>
/// <param name="builder">Autofac container builder.</param>
/// <param name="settings">MarketMakerArbitrageDetector client settings.</param>
public static void RegisterB2С2WebSocketClient(
[NotNull] this ContainerBuilder builder,
[NotNull] B2C2ClientSettings settings)
{
if (builder == null)
{
throw new ArgumentNullException(nameof(builder));
}
if (settings == null)
{
throw new ArgumentNullException(nameof(settings));
}
builder.RegisterType <B2С2WebSocketClient>()
.As <IB2С2WebSocketClient>()
.SingleInstance()
.WithParameter(TypedParameter.From(settings));
}
public B2С2WebSocketClient(B2C2ClientSettings settings, ILogFactory logFactory, TimeSpan?timeOut = null)
{
if (settings == null)
{
throw new NullReferenceException(nameof(settings));
}
var url = settings.Url;
var authorizationToken = settings.AuthorizationToken;
if (string.IsNullOrWhiteSpace(url) || !Uri.TryCreate(url, UriKind.Absolute, out _))
{
throw new ArgumentOutOfRangeException(nameof(url));
}
if (string.IsNullOrWhiteSpace(authorizationToken))
{
throw new ArgumentOutOfRangeException(nameof(authorizationToken));
}
if (logFactory == null)
{
throw new NullReferenceException(nameof(logFactory));
}
if (timeOut.HasValue)
{
_timeOut = timeOut.Value;
}
_baseUri = url[url.Length - 1] == '/' ? url.Substring(0, url.Length - 1) : url;
_authorizationToken = authorizationToken;
_log = logFactory.CreateLog(this);
_clientWebSocket = new ClientWebSocket();
_awaitingSubscriptions = new ConcurrentDictionary <string, Subscription>();
_instrumentsHandlers = new ConcurrentDictionary <string, Func <PriceMessage, Task> >();
_awaitingUnsubscriptions = new ConcurrentDictionary <string, Subscription>();
_tradableInstruments = new List <string>();
_cancellationTokenSource = new CancellationTokenSource();
}
protected override void Load(ContainerBuilder builder)
{
var webSocketSettings = new B2C2ClientSettings(_settings.WebSocketUrl, _settings.AuthorizationToken);
builder.RegisterType <Manager>()
.As <IStartupManager>()
.As <IShutdownManager>()
.AutoWireNonPublicProperties();
// B2C2 Client Library
builder.RegisterB2С2RestClient(new B2C2ClientSettings(_settings.RestUrl, _settings.AuthorizationToken));
// Publishers
builder.RegisterType <OrderBookPublisher>()
.AsSelf()
.As <IOrderBookPublisher>()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.RabbitMq.OrderBooks));
// ZeroMq publishing channel
builder.RegisterType <ZeroMqOrderBookPublisher>()
.AsSelf()
.As <ZeroMqOrderBookPublisher>()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.VenueName))
.WithParameter(TypedParameter.From(_settings.ZeroMq));
builder.RegisterType <ZeroMqOrderPublisherDispatcher>()
.As <IHostedService>()
.SingleInstance();
builder.RegisterType <TickPricePublisher>()
.AsSelf()
.As <ITickPricePublisher>()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.RabbitMq.TickPrices));
builder.RegisterType <OrderBooksService>()
.AsSelf()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.AssetMappings))
.WithParameter(TypedParameter.From(_settings))
.WithParameter(TypedParameter.From(_settings.InstrumentsToLogLatency ?? Array.Empty <string>()))
.WithParameter(TypedParameter.From(webSocketSettings));
// Reports
builder.RegisterType <TradeHistoryService>()
.AsSelf()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.AssetMappings))
.WithParameter(TypedParameter.From(_settings.Db.ReportSqlConnString))
.WithParameter(TypedParameter.From(_settings.EnableExportToReportDb));
builder.RegisterType <BalanceHistoryService>()
.AsSelf()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.AssetMappings))
.WithParameter(TypedParameter.From(_settings.Db.ReportSqlConnString))
.WithParameter(TypedParameter.From(_settings.EnableExportToReportDb));
builder.RegisterType <LedgerHistoryService>()
.AsSelf()
.SingleInstance()
.WithParameter(TypedParameter.From(_settings.AssetMappings))
.WithParameter(TypedParameter.From(_settings.Db.ReportSqlConnString))
.WithParameter(TypedParameter.From(_settings.EnableExportToReportDb));
builder.RegisterInstance(_settings);
}
