public async Task Handle(string systemProcessOperationId, ISystemProcessOperationThirdPartyDataRequestContext dataRequestContext, IReadOnlyCollection <MarketDataRequest> marketDataRequests)
{
if (marketDataRequests == null || !marketDataRequests.Any())
{
this._logger.LogError($"{nameof(RefinitivDataSynchroniser)} Handle received a null or empty market data request collection");
return;
}
var maxToDate = marketDataRequests.Select(a => a.UniverseEventTimeTo).Max();
var minFromDate = marketDataRequests.Select(a => a.UniverseEventTimeFrom).Min();
if (maxToDate != null && minFromDate != null)
{
var request = new GetEodPricingRequest
{
StartUtc = minFromDate.Value.ToUniversalTime().ToTimestamp(),
EndUtc = maxToDate.Value.ToUniversalTime().ToTimestamp(),
PollPeriod = _refinitivTickPriceHistoryApiConfig.RefinitivTickPriceHistoryApiPollingSeconds,
TimeOut = new Duration()
{
Seconds = _refinitivTickPriceHistoryApiConfig.RefinitivTickPriceHistoryApiTimeOutDurationSeconds
},
};
var ids = marketDataRequests.Select(req => new SecurityIdentifiers()
{
Ric = req.Identifiers.Ric,
Cusip = req.Identifiers.Cusip,
Isin = req.Identifiers.Isin,
Sedol = req.Identifiers.Sedol
});
request.Identifiers.AddRange(ids);
if (request.Identifiers.All(s => s.Ric == null))
{
this._logger.LogError($"{nameof(RefinitivDataSynchroniser)} Handle received a request that didn't have a RIC");
return;
}
this._logger.LogInformation($"{nameof(RefinitivDataSynchroniser)} Making request for the date range of {request.StartUtc} - {request.EndUtc} using the following RIC identifiers: " +
$"{string.Join(" ", request.Identifiers.Select(s => s.Ric).ToArray())}");
var tickPriceHistoryServiceClient = _tickPriceHistoryServiceClientFactory.Create();
await tickPriceHistoryServiceClient.GetEodPricingAsync(request);
this._logger.LogInformation($"{nameof(RefinitivDataSynchroniser)} Request returned for the date range of {request.StartUtc} - {request.EndUtc} using the following RIC identifiers: " +
$"{string.Join(" ", request.Identifiers.Select(s => s.Ric).ToArray())}");
}
else
{
this._logger.LogError($"{nameof(RefinitivDataSynchroniser)} Handle received a request collection with no dates");
return;
}
}
public AsyncUnaryCall <GetEodPricingResponse> GetEodPricingAsync(GetEodPricingRequest request)
{
var response = new GetEodPricingResponse {
Success = true
};
_currentRunData.AddRange(_allData.Where(w => w.Identifiers.Ric == request.Identifiers.First().Ric &&
w.Timebars.All(a =>
a.EpochUtc.ToDateTime().Date >= request.StartUtc.ToDateTime().Date&&
a.EpochUtc.ToDateTime().Date <= request.EndUtc.ToDateTime().Date)));
return(new AsyncUnaryCall <GetEodPricingResponse>(Task.FromResult(response), null, null, null, null));
}
