public IcmTickPriceHarvester(IcmExchangeConfiguration config, IcmModelConverter modelConverter, IHandler <TickPrice> tickPriceHandler, ILog log)
{
_log = log;
_enabled = config.RabbitMq.Enabled;
if (!_enabled)
{
return;
}
var instruments = config.SupportedCurrencySymbols.Select(x => new Instrument(IcmExchange.Name, x.LykkeSymbol).Name).ToHashSet();
var rabbitSettings = new RabbitMqSubscriptionSettings
{
ConnectionString = config.RabbitMq.ConnectionString,
ExchangeName = config.RabbitMq.Exchange,
QueueName = config.RabbitMq.Queue
};
var errorStrategy = new DefaultErrorHandlingStrategy(_log, rabbitSettings);
_rabbit = new RabbitMqSubscriber <OrderBook>(rabbitSettings, errorStrategy)
.SetMessageDeserializer(new GenericRabbitModelConverter <OrderBook>())
.SetMessageReadStrategy(new MessageReadWithTemporaryQueueStrategy())
.SetConsole(new LogToConsole())
.SetLogger(_log)
.Subscribe(async orderBook =>
{
if (instruments.Contains(orderBook.Asset))
{
var tickPrice = modelConverter.ToTickPrice(orderBook);
if (tickPrice != null)
{
await tickPriceHandler.Handle(tickPrice);
}
}
});
}
private async Task HandleOrderBook(OrderBook orderBook)
{
if (_instruments.Contains(orderBook.Asset) || _config.UseSupportedCurrencySymbolsAsFilter == false)
{
var tickPrice = _modelConverter.ToTickPrice(orderBook);
if (tickPrice != null)
{
await _tickPriceHandler.Handle(tickPrice);
}
await TrySendOrderBook(orderBook);
}
}