/// <inheritdoc />
public async Task UpdateAsync(ImmutableArray <Position> positions,
ImmutableArray <Order> orders,
ImmutableArray <MarginTradingAccount> accounts,
IEnumerable <BestPriceContract> fxRates,
IEnumerable <BestPriceContract> cfdQuotes)
{
if (!_tradingDay.HasValue)
{
throw new InvalidOperationException("Unable to update snapshot: the draft snapshot provider has not been initialized yet");
}
if (positions == null || !positions.Any())
{
throw new ArgumentNullException(nameof(positions), @"Unable to update snapshot: positions list is empty");
}
if (orders == null || !orders.Any())
{
throw new ArgumentNullException(nameof(orders), @"Unable to update snapshot: orders list is empty");
}
if (accounts == null || !accounts.Any())
{
throw new ArgumentNullException(nameof(accounts), @"Unable to update snapshot: accounts list is empty");
}
await EnsureSnapshotLoadedOrThrowAsync();
var fxPrices = fxRates?.ToDictionary(r => r.Id, r => r);
var tradingPrices = cfdQuotes?.ToDictionary(q => q.Id, q => q);
_snapshot = new TradingEngineSnapshot(_snapshot.TradingDay,
_snapshot.CorrelationId,
_snapshot.Timestamp,
orders.ToJson(),
positions.ToJson(),
accounts.ToJson(),
_snapshot
.GetBestFxPrices()
.Merge(fxPrices)
.ToJson(),
_snapshot
.GetBestTradingPrices()
.Merge(tradingPrices)
.ToJson(),
_snapshot.Status);
// to force keeper deserialize updated values from json next time data is accessed
_positions = null;
_orders = null;
_accounts = null;
_fxPrices = null;
_cfdQuotes = null;
}
