private Task ProcessPrice(IInstrumentPrice assetBid)
{
var price = assetBid.ClonePrice() as Price;
_priceCache.AddPrice(assetBid.Instrument, price);
return(Task.FromResult(0));
}
private void QuoteSubscriber_MessageReceived(object sender, IInstrumentPrice e)
{
try { Task.Run(async() => { await ProcessPrice(e); }).Wait(); }
catch
{
//TODO: Log Error
throw;
}
}
/// <summary>
/// Event Handler for messages received from IAssetQuoteSubscriber
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private async void Subscriber_MessageReceived(object sender, IInstrumentPrice e)
{
try { await ProcessPrice(e); }
catch
{
//TODO: Log Error
throw;
}
}
/// <summary>
/// Process AssetQuote received from IAssetQuoteSubscriber
/// </summary>
/// <param name="assetQuote"></param>
/// <returns></returns>
private Task ProcessPrice(IInstrumentPrice assetBid)
{
// Parameter validation
if (assetBid == null ||
string.IsNullOrEmpty(assetBid.Instrument) ||
assetBid.Ask <= 0 ||
assetBid.Bid <= 0)
{
return(Task.FromResult(0));
}
PublishInstrumentPair(assetBid);
return(Task.FromResult(0));
}
/// <summary>
/// Process AssetQuote received from IAssetQuoteSubscriber
/// </summary>
/// <param name="assetQuote"></param>
/// <returns></returns>
private Task ProcessPrice(IInstrumentPrice assetBid)
{
// Parameter validation
if (assetBid == null ||
string.IsNullOrEmpty(assetBid.Instrument) ||
assetBid.Ask <= 0 ||
assetBid.Bid <= 0)
{
return(Task.FromResult(0));
}
// Add Received Asset Quote to Graph Data
lock (GraphQueueLock)
{
// If assetbid has Ask and Bid prices, add it to Graphdata
if (assetBid.Ask > 0 && assetBid.Bid > 0)
{
// Add AssetPair to graph;
if (!graphData.ContainsKey(assetBid.Instrument))
{
graphData.Add(assetBid.Instrument, new List <Price>());
}
// Add Quote Data
graphData[assetBid.Instrument].Add(new Price
{
Bid = assetBid.Bid,
Ask = assetBid.Ask,
Date = assetBid.Date
});
// If quote data array is to big, resize it.
if (graphData[assetBid.Instrument].Count > settings.PricesSettingsBoxOptions.GraphPointsCount)
{
graphData[assetBid.Instrument] = graphData[assetBid.Instrument]
.GetRange(1, graphData[assetBid.Instrument].Count - 1);
}
}
}
return(Task.FromResult(0));
}
private async void QuoteFeed_MessageReceived(object sender, IInstrumentPrice e)
{
//Activate Mutual Exclusion Semaphore
await quoteReceivedSemaphoreSlim.WaitAsync();
try
{
// Add price to cache
if (!assetCache.ContainsKey(e.Instrument))
{
assetCache.Add(e.Instrument, new PriceCache());
}
// Update price cache
assetCache[e.Instrument].PreviousPrice = assetCache[e.Instrument].CurrentPrice;
assetCache[e.Instrument].CurrentPrice = (InstrumentPrice)e.ClonePrice();
// Get bets for current asset
// That are not yet with WIN status
var betCacheSnap = GetRunningBets();
var assetBets = (from b in betCacheSnap
where b.AssetPair == e.Instrument &&
b.BetStatus != BetStates.Win
select b).ToList();
if (assetBets.Count == 0)
{
return;
}
foreach (var bet in assetBets)
{
ProcessBetCheck(bet, false);
}
}
catch (Exception ex) { LogError("QuoteFeed_MessageReceived", ex); }
finally { quoteReceivedSemaphoreSlim.Release(); }
}
/// <summary>
/// Publish Intrument Bid/Ask pair to WAMP topic
/// </summary>
/// <param name="instrumentBidAskPair"></param>
/// <returns></returns>
private Task PublishInstrumentPair(IInstrumentPrice instrumentBidAskPair)
{
//string json = instrumentBidAskPair.ToJson();
subject.OnNext(instrumentBidAskPair);
return(Task.FromResult(0));
}
/// <summary>
/// Event Handler for messages received from IAssetQuoteSubscriber
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private async void Subscriber_MessageReceived(object sender, IInstrumentPrice e)
{
await ProcessPrice(e);
}
