private void PublishPositionReport()
{
var pud = new PositionUpdatesDto
{
CurrentPositions = _ccyPairTracker
.Values
.Where(ccp => ccp.TradeCount > 0)
.Select(ccp => new CurrencyPairPositionDto
{
Symbol = ccp.CurrencyPair,
BasePnl = ccp.CurrentPosition.BasePnl,
BaseTradedAmount = ccp.CurrentPosition.BaseTradedAmount,
CounterTradedAmount = ccp.CurrentPosition.CounterTradedAmount,
})
.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;
}
Log.Information(pud.ToString());
_updates.OnNext(pud);
}
private void PublishPositionReport()
{
var pud = new PositionUpdatesDto
{
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;
}
Log.Information(pud.ToString());
_updates.OnNext(pud);
}
