public void start()
{
PublishInstruments();
var instrs = GetInstruments();
var baseSubscription = instrs.Select(instr =>
{
Console.WriteLine("Subscribing to instrument {0} on {1}", instr,
Thread.CurrentThread.ManagedThreadId);
return(Observable.Create <FieldsUpdatedEventArgs>(obs =>
new Subscription(instr, this._dispatcher, PriceSubscriptionType.InsideMarket, obs)).Catch <FieldsUpdatedEventArgs, Exception>(
ex =>
{
Console.WriteLine(ex.Message);
return Observable.Empty <FieldsUpdatedEventArgs>();
}));
}
)
.Merge()
.Publish()
.RefCount();
baseSubscription.Subscribe(e =>
{
var mosaicPrice = PriceTransformer.ToMosaicPrice(e);
var payload = JsonConvert.SerializeObject(mosaicPrice);
//Settled and Indicative settle prices for futures should be published on njkafka. Rest all should be on
if (e.Fields.Instrument.Product.Type != ProductType.Option)
{
_njKafkaClient.Publish("dev-tt-live-prices", mosaicPrice.InstrumentKey, payload);
}
//All prices should be published to awsk kafka
if (e.Fields.Instrument.Product.Type == ProductType.Future)
{
_awsKafkaClient.Publish("dev-tt-settles-futures", mosaicPrice.InstrumentKey, payload);
}
else if (e.Fields.Instrument.Product.Type == ProductType.Option)
{
_awsKafkaClient.Publish("dev-tt-settles-options", mosaicPrice.InstrumentKey, payload);
}
});
}
public void start()
{
PublishInstruments();
var instrs = GetInstruments();
var baseSubscription = instrs.Select(instr =>
{
Console.WriteLine("Subscribing to instrument {0} on {1}", instr,
Thread.CurrentThread.ManagedThreadId);
tt2qep[instr.InstrumentDetails.Name] = instr.ToSymbol();
qep2tt[instr.ToSymbol()] = instr.InstrumentDetails.Name;
return(Observable.Create <FieldsUpdatedEventArgs>(obs =>
new Subscription(instr, _dispatcher, PriceSubscriptionType.MarketDepth, obs)).Catch <FieldsUpdatedEventArgs, Exception>(
ex =>
{
Console.WriteLine(ex.Message);
return Observable.Empty <FieldsUpdatedEventArgs>();
}));
}
)
.Merge()
.Publish()
.RefCount();
var kafkaPublish = baseSubscription
.SubscribeOn(NewThreadScheduler.Default)
.ObserveOn(NewThreadScheduler.Default)
.Subscribe(d =>
{
//Console.WriteLine("Data {0} {1}", d, Thread.CurrentThread.ManagedThreadId);
var mosaicPrice = PriceTransformer.ToMosaicPrice(d);
// return ttData;
_njKafkaClient.Publish("dev-tt-live-prices", mosaicPrice.InstrumentKey, JsonConvert.SerializeObject(mosaicPrice));
}
);
_disposable.Add(kafkaPublish);
}