public static IDisposable Subscribe <T, TKey>(this IGroupedObservable <T, TKey> value, Action <T> onNext)
{
Observer <T> observer = new Observer <T>(onNext);
IDisposable subject = value.Subscribe(observer);
return(subject);
}
private static IObservable <TValue> DebounceWithSelector <TKey, TValue>(this IGroupedObservable <TKey, TValue> source, TimeSpan dueTime, Func <TValue> itemSelector, IScheduler scheduler)
{
return(Observable.Create <TValue>(o =>
{
var disposables = new CompositeDisposable();
var debounceDisposable = new SerialDisposable();
disposables.Add(debounceDisposable);
Action debounce = () =>
{
debounceDisposable.Disposable = scheduler.Schedule(dueTime,
() =>
{
var debouncedItem = itemSelector();
o.OnNext(debouncedItem);
});
};
disposables.Add(source.Subscribe(x =>
{
debounce();
o.OnNext(x);
},
o.OnError,
o.OnCompleted));
debounce();
return disposables;
}));
}
public static IDisposable Subscribe <T, TKey>(this IGroupedObservable <T, TKey> value, Action <T> onNext, Action <Exception> onError, Action onCompleted)
{
Observer <T> observer = new Observer <T>(onNext, onError, onCompleted);
IDisposable subject = value.Subscribe(observer);
return(subject);
}
private IObservable <OrderBook> CombineWithSnapshot(IGroupedObservable <string, DepthUpdate> grouped)
{
// https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#how-to-manage-a-local-order-book-correctly
//
// How to manage a local order book correctly
//
// Open a stream to wss://stream.binance.com:9443/ws/bnbbtc@depth
// Buffer the events you receive from the stream
// Get a depth snapshot from https://www.binance.com/api/v1/depth?symbol=BNBBTC&limit=1000
// Drop any event where u is <= lastUpdateId in the snapshot
// The first processed should have U <= lastUpdateId+1 AND u >= lastUpdateId+1
// While listening to the stream, each new event's U should be equal to the previous event's u+1
// The data in each event is the absolute quantity for a price level
// If the quantity is 0, remove the price level
// Receiving an event that removes a price level that is not in your local order book can happen and is normal.
return(Observable.FromAsync(async() =>
{
var binanceOb = await _client.GetOrderBook(grouped.Key);
return (binanceOb.LastUpdateId, binanceOb.ToOrderBook(grouped.Key));
})
.SelectMany(restOb =>
{
var(seedUpdateId, seedOb) = restOb;
return grouped
.SkipWhile(x => x.LastUpdateId <= seedUpdateId)
.Scan((seedUpdateId, seedOb, false), ApplyOrderBookUpdate)
.Select(x => x.Item2);
}));
}
private void DropStream(IGroupedObservable <TKey, T> value)
{
lock (_guard)
{
IList <IGroupedObservable <TKey, T> > list;
try
{
_streamList.Remove(value);
list = new List <IGroupedObservable <TKey, T> >(_streamList);
_seed = _aggregator(_seed, list);
}
catch (Exception ex)
{
_subject.OnError(ex);
return;
}
/* Ensure Rx contract: Not to invoke observers concurrently.
* Therefore, OnNext call is inside guard. */
_subject.OnNext(list);
if (_completed)
{
_subject.OnCompleted();
}
}
}
/// <summary>
/// Initializes a new instance of the <see cref="GroupedMonitored{TKey, TElement}" /> class.
/// </summary>
/// <param name="group">The group.</param>
/// <param name="name">The name.</param>
/// <param name="order">The order.</param>
/// <param name="surrogate">The surrogate.</param>
public GroupedMonitored(
IGroupedObservable <TKey, TElement> group,
string name,
double order,
Func <TElement, object> surrogate)
{
_key = group.Key;
_groupStream = group.Monitor(name, order, surrogate);
}
public void OnNext(IGroupedObservable <TKey, T> value)
{
AddStream(value);
value.Subscribe(data =>
{
/* OnNext = No-op */
},
ex => DropStream(value),
() => DropStream(value));
}
/// <summary>
/// Initializes a new instance of the <see cref="GroupedMonitored{TKey, TElement}" /> class.
/// </summary>
/// <param name="group">The group.</param>
/// <param name="name">The name.</param>
/// <param name="order">The order.</param>
/// <param name="surrogate">The surrogate.</param>
/// <param name="keywords">The keywords.</param>
public GroupedMonitored(
IGroupedObservable <TKey, TElement> group,
string name,
double order,
IMonitorSurrogate <TElement> surrogate,
params string[] keywords)
{
_key = group.Key;
_groupStream = group.Monitor(name, order, surrogate, keywords);
}
void IObserver <IGroupedObservable <int, int> > .OnNext(IGroupedObservable <int, int> value)
{
formItem.txtResult.AppendText("Key = " + value.Key + "(只处理 Key=0 的明细)");
formItem.txtResult.AppendText("\r\n");
if (value.Key == 0)
{
value
// 观察者线程，跑到 WinForm 控件的线程上.
.ObserveOn(this.formItem.uiScheduler)
.Subscribe(this.formItem.myObserver);
}
}
private void ProcessMessage(IGroupedObservable <string, string> item, ILightsManager[] bridges)
{
item.SampleFirst(TimeSpan.FromSeconds(2), scheduler)
.Select(button => OnMacMessage(bridges, button))
.Merge()
.Subscribe(
x =>
{
log.Info("Command successful: {0}", x);
})
;
}
private static void DumpGroup <T1, T2>(IGroupedObservable <T1, T2> seq)
{
Task.Factory.StartNew(() =>
{
Console.Write($"Key={seq.Key}: ");
var ev = new ManualResetEvent(false);
using (var s = seq.Subscribe(a => DumpValue(a), () => ev.Set()))
{
ev.WaitOne();
}
});
}
public static IObservable <Guid> DipsIntoTheRed
(IGroupedObservable <Guid, Transaction> transactions)
{
Guid accountId = transactions.Key;
decimal initialBalance = 0;
var balance = transactions.Scan(initialBalance
, (bal, trans) => bal + trans.Amount);
return(from bal in balance.PairWithPrevious()
where bal.Previous >= 0 &&
bal.Current < 0
select accountId);
}
private IObservable <OrderBook> ProcessSingleInstrument(
IGroupedObservable <string, IOrderBookMessage> currencyStream)
{
return(CombineWithSnapshot(currencyStream, currencyStream.Key)
.Sample(TimeSpan.FromSeconds(5)));
}
static IGroupedObservable <bool, long> DummyFunctionForTest(IGroupedObservable <bool, long> g)
{
Console.WriteLine($"Group: {g.Key}");
return(g);
}