public async Task Send(ILayeringRuleBreach breach)
{
if (breach == null)
{
this.Logger.LogInformation("LayeringAlertSender Send received a null rule breach. Returning.");
return;
}
var description = this.BuildDescription(breach);
await this.Send(breach, description);
}
/// <summary>
/// Receive and cache rule breach in memory
/// </summary>
public void Send(ILayeringRuleBreach ruleBreach)
{
if (ruleBreach == null)
{
// ReSharper disable once InconsistentlySynchronizedField
this._logger.LogInformation(
"Layering Rule Cached Message Sender received a null rule breach. Returning.");
return;
}
lock (this._lock)
{
this._logger.LogInformation(
$"Layering Rule Cached Message Sender received rule breach for {ruleBreach.Security.Identifiers}");
var duplicates = this._messages.Where(msg => msg.Trades.PositionIsSubsetOf(ruleBreach.Trades)).ToList();
this._messages = this._messages.Except(duplicates).ToList();
this._messages.Add(ruleBreach);
}
}
private string BuildDescription(ILayeringRuleBreach breach)
{
return
($"Layering rule breach detected for {breach.Security.Name}.{breach.BidirectionalTradeBreach.Description}{breach.DailyVolumeTradeBreach.Description}{breach.WindowVolumeTradeBreach.Description}{breach.PriceMovementBreach.Description}");
}