public TradePriceUpdateJob(ITradesCache tradesCache, IMarketDataService marketDataService)
{
_job = tradesCache.Trades.Connect()
.Filter(trade => trade.Status == TradeStatus.Live)
.Group(trade => trade.CurrencyPair)
.SubscribeMany(groupedData =>
{
var locker = new object();
decimal latestPrice = 0;
//subscribe to price and update trades with the latest price
var priceHasChanged = marketDataService.Watch(groupedData.Key)
.Synchronize(locker)
.Subscribe(price =>
{
//TODO: Bid or offer depending on Buy/Sell
latestPrice = price.Bid;
UpdateTradesWithPrice(groupedData.Cache.Items, latestPrice);
});
//connect to data changes and update with the latest price
var dataHasChanged = groupedData.Cache.Connect()
.WhereReasonsAre(ChangeReason.Add, ChangeReason.Update)
.Synchronize(locker)
.Subscribe(changes => UpdateTradesWithPrice(changes.Select(change => change.Current), latestPrice));
return(new CompositeDisposable(priceHasChanged, dataHasChanged));
})
.Subscribe();
}
public TradePriceUpdateJob(ITradesCache tradesCache, IMarketDataService marketDataService)
{
_job = tradesCache.Trades.Connect()
.Filter(trade => trade.Status == TradeStatus.Live)
.Group(trade => trade.CurrencyPair)
.SubscribeMany(groupedData =>
{
var locker = new object();
decimal latestPrice = 0;
//subscribe to price and update trades with the latest price
var priceHasChanged = marketDataService.Watch(groupedData.Key)
.Synchronize(locker)
.Subscribe(price =>
{
//TODO: Bid or offer depending on Buy/Sell
latestPrice = price.Bid;
UpdateTradesWithPrice(groupedData.Cache.Items, latestPrice);
});
//connect to data changes and update with the latest price
var dataHasChanged = groupedData.Cache.Connect()
.WhereReasonsAre(ChangeReason.Add, ChangeReason.Update)
.Synchronize(locker)
.Subscribe(changes => UpdateTradesWithPrice(changes.Select(change => change.Current), latestPrice));
return new CompositeDisposable(priceHasChanged, dataHasChanged);
})
.Subscribe();
}
public TradeManagementService(ITradesCache tradesCache,
ITradeGenerator tradeGenerator,
IMessagePublisher <Trade> messagePublisher)
{
_tradesCache = tradesCache;
_tradeGenerator = tradeGenerator;
_messagePublisher = messagePublisher;
}
public LiveTradesViewer(ITradesCache tradesCache,
ILogger logger,
ISchedulerProvider schedulerProvider)
{
_logger = logger;
var filterApplier = this.PropertyValueChanged(t => t.SearchText)
.Throttle(TimeSpan.FromMilliseconds(250))
.Select(propargs => BuildFilter(propargs.Value))
.Subscribe(_filter.Change);
var loader = tradesCache.Trades.Connect(trade => trade.Status == TradeStatus.Live) //prefilter live trades only
.Filter(_filter) // apply user filter
.Transform(trade => new TradeProxy(trade),new ParallelisationOptions(ParallelType.Ordered,5))
.Sort(SortExpressionComparer<TradeProxy>.Descending(t => t.Trade.Timestamp),SortOptimisations.ComparesImmutableValuesOnly)
.ObserveOn(schedulerProvider.Dispatcher)
.Bind(Data) // update observable collection bindings
.DisposeMany() //since TradeProxy is disposable dispose when no longer required
.Subscribe();
_cleanUp = new CompositeDisposable(loader, _filter, filterApplier);
}
public LiveTradesViewer(ITradesCache tradesCache,
ILogger logger,
ISchedulerProvider schedulerProvider)
{
_logger = logger;
var filterApplier = this.PropertyValueChanged(t => t.SearchText)
.Throttle(TimeSpan.FromMilliseconds(250))
.Select(propargs => BuildFilter(propargs.Value))
.Subscribe(_filter.Change);
var loader = tradesCache.Trades.Connect(trade => trade.Status == TradeStatus.Live) //prefilter live trades only
.Filter(_filter) // apply user filter
.Transform(trade => new TradeProxy(trade), new ParallelisationOptions(ParallelType.Ordered, 5))
.Sort(SortExpressionComparer <TradeProxy> .Descending(t => t.Trade.Timestamp), SortOptimisations.ComparesImmutableValuesOnly)
.ObserveOn(schedulerProvider.Dispatcher)
.Bind(Data) // update observable collection bindings
.DisposeMany() //since TradeProxy is disposable dispose when no longer required
.Subscribe();
_cleanUp = new CompositeDisposable(loader, _filter, filterApplier);
}
