private void PublishPositionReport()
{
var pud = new PositionUpdatesDto();
pud.CurrentPositions = _ccyPairTracker
.Values
.Where(ccp => ccp.TradeCount > 0)
.Select(ccp => new CurrencyPairPositionDto()
{
Symbol = ccp.CurrencyPair,
BasePnl = ccp.CurrentPosition.BasePnl,
BaseTradedAmount = ccp.CurrentPosition.BaseTradedAmount
})
.ToArray();
var usdPnl = _ccyPairTracker.Values
.Where(ccp => ccp.TradeCount > 0)
.Sum(ccp => ccp.CurrentPosition.UsdPnl);
var now = DateTimeOffset.UtcNow;
var window = now.AddMinutes(-15);
pud.History = _currentPositionUpdatesDto.History
.Where(hpu => hpu.Timestamp >= window)
.Concat(new [] { new HistoricPositionDto() {Timestamp = now, UsdPnl = usdPnl}})
.ToArray();
lock (_currentPositionLock)
{
_currentPositionUpdatesDto = pud;
}
_analyticsPublisher.Publish(pud).Wait(TimeSpan.FromSeconds(10));
}
public async Task Publish(PositionUpdatesDto positionUpdatesDto)
{
var context = _contextHolder.AnalyticsHubClients;
if (context == null)
return;
try
{
await context.Group(ServiceConstants.Server.AnalyticsGroup).OnNewAnalytics(positionUpdatesDto);
}
catch (Exception ex)
{
}
}
