private void PlacePendingOrder(Order order)
{
var me = _meRouter.GetMatchingEngineForOpen(order);
order.MatchingEngineMode = me.Mode;
using (_contextFactory.GetWriteSyncContext($"{nameof(TradingEngine)}.{nameof(PlacePendingOrder)}"))
_ordersCache.WaitingForExecutionOrders.Add(order);
_orderPlacedEventChannel.SendEvent(this, new OrderPlacedEventArgs(order));
}
public void Check_NestedContext_Works()
{
using (_contextFactory.GetWriteSyncContext("test1"))
{
Console.WriteLine("Enter context");
using (_contextFactory.GetWriteSyncContext("test2"))
{
Console.WriteLine("Enter nested context");
}
Console.WriteLine(VerifyPublishMetrics(TelemetryConstants.WriteTradingContext, "test2", 2, 0, 0));
Assert.AreEqual(1, _callbacksCount);
}
Console.WriteLine(VerifyPublishMetrics(TelemetryConstants.WriteTradingContext, "test1", 1, 0, 0));
Assert.AreEqual(2, _callbacksCount);
}
public void SetOrders(SetOrderModel model)
{
var updatedInstruments = new List <string>();
using (_contextFactory.GetWriteSyncContext($"{nameof(MarketMakerMatchingEngine)}.{nameof(SetOrders)}"))
{
if (model.DeleteByInstrumentsBuy?.Count > 0)
{
_orderBooks.DeleteAllBuyOrdersByMarketMaker(model.MarketMakerId, model.DeleteByInstrumentsBuy);
}
if (model.DeleteByInstrumentsSell?.Count > 0)
{
_orderBooks.DeleteAllSellOrdersByMarketMaker(model.MarketMakerId, model.DeleteByInstrumentsSell);
}
if (model.DeleteAllBuy || model.DeleteAllSell)
{
_orderBooks.DeleteAllOrdersByMarketMaker(model.MarketMakerId, model.DeleteAllBuy,
model.DeleteAllSell);
}
if (model.OrderIdsToDelete?.Length > 0)
{
var deletedOrders =
_orderBooks.DeleteMarketMakerOrders(model.MarketMakerId, model.OrderIdsToDelete);
updatedInstruments.AddRange(deletedOrders.Select(o => o.Instrument).Distinct());
}
if (model.OrdersToAdd?.Count > 0)
{
_orderBooks.AddMarketMakerOrders(model.OrdersToAdd);
updatedInstruments.AddRange(model.OrdersToAdd.Select(o => o.Instrument).Distinct());
}
foreach (var instrument in updatedInstruments.Distinct())
{
ProduceBestPrice(instrument);
}
}
}
public override void Start()
{
var state =
_blobRepository.Read <Dictionary <string, OrderBook> >(LykkeConstants.StateBlobContainer, BlobName)
?.ToDictionary(d => d.Key, d => d.Value) ??
new Dictionary <string, OrderBook>();
using (_contextFactory.GetWriteSyncContext($"{nameof(OrderBookSaveService)}.{nameof(Start)}"))
{
_orderBookList.Init(state);
}
base.Start();
}
public Task Invoke()
{
using (_contextFactory.GetWriteSyncContext($"{nameof(PendingMarginInstrumentMigration)}.{nameof(Invoke)}"))
{
//open orders from cache
var allOrders = _orderCache.GetAll().ToList();
var pendingOrders = _orderCache.GetPending().Where(x => string.IsNullOrEmpty(x.MarginCalcInstrument)).ToList();
if (!pendingOrders.Any())
{
return(Task.CompletedTask);
}
foreach (var order in pendingOrders)
{
HandleOrder(order);
}
//reinit orders cache with modified data
_orderCache.InitOrders(allOrders);
}
return(Task.CompletedTask);
}
