Esempio n. 1
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 public OrderBook GetOrderBook(string instrument)
 {
     using (_contextFactory.GetReadSyncContext($"{nameof(MarketMakerMatchingEngine)}.{nameof(GetOrderBook)}"))
     {
         return(_orderBooks.GetOrderBook(instrument));
     }
 }
Esempio n. 2
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 public ImmutableArray <Order> GetAll()
 {
     using (_contextFactory.GetReadSyncContext($"{nameof(OrdersCache)}.{nameof(GetAll)}"))
         return(ActiveOrders.GetAllOrders()
                .Union(WaitingForExecutionOrders.GetAllOrders())
                .Union(ClosingOrders.GetAllOrders()).ToImmutableArray());
 }
Esempio n. 3
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        public void Check_ReadTiming_Published()
        {
            using (_contextFactory.GetReadSyncContext("test"))
            {
                Console.WriteLine("Enter read context");
                Thread.Sleep(10);
            }

            Console.WriteLine(VerifyPublishMetrics(TelemetryConstants.ReadTradingContext, "test", 1, 0, 10));
            Assert.AreEqual(1, _callbacksCount);
        }
Esempio n. 4
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        private async Task DumpToRepository()
        {
            try
            {
                Dictionary <string, OrderBook> orderbookState;

                using (_contextFactory.GetReadSyncContext($"{nameof(OrderBookSaveService)}.{nameof(DumpToRepository)}"))
                    orderbookState = _orderBookList.GetOrderBookState();

                if (orderbookState != null)
                {
                    await _blobRepository.WriteAsync(LykkeConstants.StateBlobContainer, BlobName, orderbookState);
                }
            }
            catch (Exception ex)
            {
                await _log.WriteErrorAsync(nameof(OrderBookSaveService), "Save orderbook", "", ex);
            }
        }
Esempio n. 5
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 private Order GetActiveOrderForClose(string orderId)
 {
     using (_contextFactory.GetReadSyncContext($"{nameof(TradingEngine)}.{nameof(GetActiveOrderForClose)}"))
         return(_ordersCache.ActiveOrders.GetOrderById(orderId));
 }