/// <summary>
/// The build subscriptions.
/// </summary>
/// <param name="execution">
/// The execution.
/// </param>
/// <param name="player">
/// The player.
/// </param>
/// <param name="alertStream">
/// The alert stream.
/// </param>
/// <param name="dataRequestSubscriber">
/// The data request subscriber.
/// </param>
/// <param name="judgementService">
/// The judgement service.
/// </param>
/// <param name="operationContext">
/// The operation context.
/// </param>
/// <param name="ruleParameters">
/// The rule parameters.
/// </param>
/// <param name="args">
/// The args.
/// </param>
/// <returns>
/// The <see cref="IUniverseRule"/>.
/// </returns>
private IReadOnlyCollection <IUniverseRule> BuildSubscriptions(
ScheduledExecution execution,
IUniversePlayer player,
IUniverseAlertStream alertStream,
IUniverseDataRequestsSubscriber dataRequestSubscriber,
IJudgementService judgementService,
ISystemProcessOperationContext operationContext,
RuleParameterDto ruleParameters,
params Func <ScheduledExecution,
RuleParameterDto,
ISystemProcessOperationContext,
IUniverseDataRequestsSubscriber,
IJudgementService,
IUniverseAlertStream,
IReadOnlyCollection <IUniverseRule> >[] args)
{
var universeRules = new List <IUniverseRule>();
foreach (var func in args)
{
var result = func.Invoke(
execution,
ruleParameters,
operationContext,
dataRequestSubscriber,
judgementService,
alertStream);
universeRules.AddRange(result);
}
return(universeRules);
}
/// <summary>
/// The subscribe rules.
/// </summary>
/// <param name="execution">
/// The execution.
/// </param>
/// <param name="player">
/// The player.
/// </param>
/// <param name="alertStream">
/// The alert stream.
/// </param>
/// <param name="dataRequestSubscriber">
/// The data request subscriber.
/// </param>
/// <param name="judgementService">
/// The judgement service.
/// </param>
/// <param name="operationContext">
/// The operation context.
/// </param>
/// <param name="ruleParameters">
/// The rule parameters.
/// </param>
/// <returns>
/// The <see cref="Task"/>.
/// </returns>
public async Task <IUniverseRuleSubscriptionSummary> SubscribeRules(
ScheduledExecution execution,
IUniversePlayer player,
IUniverseAlertStream alertStream,
IUniverseDataRequestsSubscriber dataRequestSubscriber,
IJudgementService judgementService,
ISystemProcessOperationContext operationContext,
RuleParameterDto ruleParameters)
{
if (execution == null || player == null)
{
this.logger.LogInformation("received null execution or player. Returning");
return(new UniverseRuleSubscriptionSummary(null, null));
}
var subscriptions = this.BuildSubscriptions(
execution,
player,
alertStream,
dataRequestSubscriber,
judgementService,
operationContext,
ruleParameters,
this.highVolumeEquitySubscriber.CollateSubscriptions,
this.washTradeEquitySubscriber.CollateSubscriptions,
this.highProfitEquitySubscriber.CollateSubscriptions,
this.cancelledOrderEquitySubscriber.CollateSubscriptions,
this.markingTheCloseEquitySubscriber.CollateSubscriptions,
this.spoofingEquitySubscriber.CollateSubscriptions,
this.rampingEquitySubscriber.CollateSubscriptions,
this.placingOrdersEquitySubscriber.CollateSubscriptions,
this.washTradeFixedIncomeSubscriber.CollateSubscriptions,
this.highVolumeFixedIncomeSubscriber.CollateSubscriptions,
this.highProfitFixedIncomeSubscriber.CollateSubscriptions);
foreach (var subscription in subscriptions)
{
if (subscription == null)
{
continue;
}
this.logger.LogInformation($"Subscribe Rules subscribing a {subscription.Rule.GetDescription()}");
player.Subscribe(subscription);
}
var ids = this.idExtractor.ExtractIds(ruleParameters);
if (ids == null || !ids.Any())
{
this.logger.LogError("did not have any ids successfully extracted from the rule parameters");
return(new UniverseRuleSubscriptionSummary(null, null));
}
var jointIds = ids.Aggregate((a, b) => $"{a} {b}");
this.logger.LogInformation($"subscriber processed for the following ids {jointIds}");
return(await Task.FromResult(new UniverseRuleSubscriptionSummary(ids, subscriptions)));
}
