/// <summary>
/// The schedule rule runs.
/// </summary>
/// <param name="execution">
/// The execution.
/// </param>
/// <param name="identifiableRules">
/// The identifiable rules.
/// </param>
/// <param name="rule">
/// The rule.
/// </param>
/// <param name="ruleContext">
/// The rule context.
/// </param>
/// <returns>
/// The <see cref="Task"/>.
/// </returns>
private async Task ScheduleRuleRuns(
ScheduledExecution execution,
IReadOnlyCollection <IIdentifiableRule> identifiableRules,
RuleIdentifier rule,
ISystemProcessOperationDistributeRuleContext ruleContext)
{
if (identifiableRules == null || !identifiableRules.Any())
{
this.logger.LogWarning($"did not have any identifiable rules for rule {rule.Rule}");
return;
}
if (rule.Ids == null ||
!rule.Ids.Any())
{
foreach (var ruleSet in identifiableRules)
{
var ruleInstance = new RuleIdentifier {
Rule = rule.Rule, Ids = new[] { ruleSet.Id }
};
await this.ScheduleRule(ruleInstance, execution, ruleSet.WindowSize, ruleContext.Id);
}
}
else
{
foreach (var id in rule.Ids)
{
var identifiableRule =
identifiableRules?.FirstOrDefault(_ =>
string.Equals(_.Id, id, StringComparison.InvariantCultureIgnoreCase));
if (identifiableRule == null)
{
this.logger.LogError(
$"asked to schedule an execution for rule {rule.Rule.GetDescription()} with id of {id} which was not found when querying the rule parameter API on the client service.");
ruleContext.EventError(
$"asked to schedule an execution for rule {rule.Rule.GetDescription()} with id of {id} which was not found when querying the rule parameter API on the client service.");
continue;
}
var ruleInstance = new RuleIdentifier {
Rule = rule.Rule, Ids = new[] { id }
};
await this.ScheduleRule(ruleInstance, execution, identifiableRule.WindowSize, ruleContext.Id);
}
}
}
/// <summary>
/// The schedule rule.
/// </summary>
/// <param name="execution">
/// The execution.
/// </param>
/// <param name="parameters">
/// The parameters.
/// </param>
/// <param name="ruleContext">
/// The rule context.
/// </param>
/// <returns>
/// The <see cref="Task"/>.
/// </returns>
private async Task ScheduleRule(
ScheduledExecution execution,
RuleParameterDto parameters,
ISystemProcessOperationDistributeRuleContext ruleContext)
{
foreach (var rule in execution.Rules.Where(ru => ru != null))
{
switch (rule.Rule)
{
case Rules.CancelledOrders:
var cancelledOrderRuleRuns =
parameters.CancelledOrders?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, cancelledOrderRuleRuns, rule, ruleContext);
break;
case Rules.HighProfits:
var highProfitRuleRuns =
parameters.HighProfits?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, highProfitRuleRuns, rule, ruleContext);
break;
case Rules.HighVolume:
var highVolumeRuleRuns =
parameters.HighVolumes?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, highVolumeRuleRuns, rule, ruleContext);
break;
case Rules.MarkingTheClose:
var markingTheCloseRuleRuns =
parameters.MarkingTheCloses?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, markingTheCloseRuleRuns, rule, ruleContext);
break;
case Rules.WashTrade:
var washTradeRuleRuns = parameters.WashTrades?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, washTradeRuleRuns, rule, ruleContext);
break;
case Rules.UniverseFilter:
break;
case Rules.Spoofing:
var spoofingRuleRuns = parameters.Spoofings?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, spoofingRuleRuns, rule, ruleContext);
break;
case Rules.PlacingOrderWithNoIntentToExecute:
var placingOrderRuleRuns =
parameters.PlacingOrders?.Select(_ => _ as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, placingOrderRuleRuns, rule, ruleContext);
break;
case Rules.Layering:
// var layeringRuleRuns = parameters.Layerings?.Select(co => co as IIdentifiableRule)?.ToList();
// await ScheduleRuleRuns(execution, layeringRuleRuns, rule, ruleCtx);
break;
case Rules.FixedIncomeHighProfits:
var fixedIncomeHighProfits = parameters.FixedIncomeHighProfits
?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, fixedIncomeHighProfits, rule, ruleContext);
break;
case Rules.FixedIncomeHighVolumeIssuance:
var fixedIncomeHighVolumeIssuance = parameters.FixedIncomeHighVolumeIssuance
?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, fixedIncomeHighVolumeIssuance, rule, ruleContext);
break;
case Rules.FixedIncomeWashTrades:
var fixedIncomeWashTrade = parameters.FixedIncomeWashTrades
?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, fixedIncomeWashTrade, rule, ruleContext);
break;
case Rules.Ramping:
var ramping = parameters.Rampings?.Select(co => co as IIdentifiableRule)?.ToList();
await this.ScheduleRuleRuns(execution, ramping, rule, ruleContext);
break;
default:
this.logger.LogError(
$"{rule.Rule} was scheduled but not recognised by the Schedule Rule method in distributed rule.");
ruleContext.EventError(
$"{rule.Rule} was scheduled but not recognised by the Schedule Rule method in distributed rule.");
break;
}
}
}
