public AnalyticsEngine()
{
_currentPositionUpdatesDto = new PositionUpdatesDto();
_updates = new BehaviorSubject <PositionUpdatesDto>(_currentPositionUpdatesDto);
_eventLoopScheduler.SchedulePeriodic(TimeSpan.FromSeconds(10), PublishPositionReport);
}
public AnalyticsEngine()
{
_currentPositionUpdatesDto = new PositionUpdatesDto();
_updates = new BehaviorSubject<PositionUpdatesDto>(_currentPositionUpdatesDto);
_eventLoopScheduler.SchedulePeriodic(TimeSpan.FromSeconds(10), PublishPositionReport);
}
public async Task Publish(PositionUpdatesDto positionUpdatesDto)
{
var context = _contextHolder.AnalyticsHubClients;
if (context == null)
{
return;
}
try
{
await context.Group(ServiceConstants.Server.AnalyticsGroup).OnNewAnalytics(positionUpdatesDto);
}
catch (Exception ex)
{
}
}
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();
pud.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;
}
// todo need to do something different here, I think.
_analyticsPublisher.Publish(pud).Wait(TimeSpan.FromSeconds(10));
}
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);
}
