private IEnumerable <IObservable <TickPrice> > GetFeeds()
{
foreach (var input in _settings.Inputs.Where(x => x.Enabled))
{
var settings = new RabbitMqSubscriptionSettings
{
ConnectionString = _settings.RabbitMq,
ExchangeName = input.Exchanger,
QueueName = $"{input.Exchanger}.synthetic-fiat-{Guid.NewGuid()}",
IsDurable = false
};
var ticks = RmqHelper.ReadAsJson <TickPrice>(settings, _logFactory)
.Share();
foreach (var crypto in input.Crypto)
{
foreach (var fiat in _settings.Fiat)
{
var(source, target) = ParseFiatAsset(fiat.Asset);
yield return(ProduceFiatTickPrices(
ticks,
input.Name,
crypto,
source,
target,
fiat.Decimals));
}
}
}
}
private IObservable <OrderBook> GetBitstampOrderbooks()
{
var settings = new RabbitMqSubscriptionSettings
{
ConnectionString = _settings.RabbitMq,
ExchangeName = _settings.OrderBooksExchanger,
QueueName = $"lykke.exchangeconnector.orderBooks.bitstamp.synthetic-fiat-{Guid.NewGuid()}",
IsDurable = false
};
return(RmqHelper.ReadAsJson <OrderBook>(settings, _logFactory));
}
private IObservable <TickPrice> GetLykkeTickPrices()
{
var settings = new RabbitMqSubscriptionSettings
{
ConnectionString = _settings.RabbitMq,
ExchangeName = _settings.FiatTickPricesExchanger,
QueueName = $"{_settings.FiatTickPricesExchanger}.lykke.synthetic-fiat-{Guid.NewGuid()}",
IsDurable = false
};
var allTicks = RmqHelper.ReadAsJson <TickPrice>(settings, _logFactory);
if (string.IsNullOrWhiteSpace(_settings.FiatTicksSourceFilter))
{
return(allTicks);
}
return(allTicks.Where(x => x.Source.Equals(
_settings.FiatTicksSourceFilter,
StringComparison.InvariantCultureIgnoreCase)));
}