예제 #1
0
        private void PublishInstruments()
        {
            Console.WriteLine($"Begin publishing settles {_instrumentType} instruments");
            var instruments = GetInstruments();

            instruments.ToObservable().Subscribe(instr =>
            {
                var mosInstrument = InstrumentTransformer.ToMosaicInstrument(instr);
                var payload       = JsonConvert.SerializeObject(mosInstrument, Formatting.None, new JsonSerializerSettings()
                {
                    ReferenceLoopHandling = ReferenceLoopHandling.Ignore
                });
                _awsKafkaClient.Publish("dev-tt-settles-instruments", mosInstrument.InstrumentKey, payload);
                _njKafkaClient.Publish("dev-tt-instruments", mosInstrument.InstrumentKey, payload);
            });
            Console.WriteLine($"End publishing settles {instruments.Count} {_instrumentType} instruments");
        }
예제 #2
0
        private void PublishInstruments()
        {
            Console.WriteLine($"Begin publishing live futures instruments");
            var instruments = GetInstruments();

            instruments.ToObservable <Instrument>()
            .Select <Instrument, MosaicInstrument>(InstrumentTransformer.ToMosaicInstrument)
            .Subscribe(

                mosInstr =>
            {
                Console.WriteLine($"Publishing instrument {mosInstr.InstrumentKey}");
                _njKafkaClient.Publish("dev-tt-instruments", mosInstr.InstrumentKey,
                                       JsonConvert.SerializeObject(mosInstr));
            });
            Console.WriteLine("End publishing live futures instruments");
        }