public Task GetPriceUpdates(IRequestContext context, IMessage message)
{
using (LogContext.PushProperty("InstanceId", InstanceId))
{
Log.Debug("{host} Received GetPriceUpdates from [{user}] for replyTo {replyTo}",
this,
context.Username ?? "Unknown User",
context.ReplyTo);
var spotStreamRequest = JsonConvert.DeserializeObject <GetSpotStreamRequestDto>(Encoding.UTF8.GetString(message.Payload));
var replyTo = context.ReplyTo;
var endpoint = _broker.GetPrivateEndPoint <SpotPriceDto>(replyTo, context.CorrelationId);
var disposable = _service.GetPriceUpdates(context, spotStreamRequest)
.TakeUntil(endpoint.TerminationSignal)
.Finally(() => Log.Debug("Tidying up subscription from {replyTo}.", replyTo))
.Subscribe(endpoint);
_cleanup.Add(disposable);
return(Task.CompletedTask);
}
}
private async Task GetTradesStream(IRequestContext context, IMessage message)
{
Log.Debug("Received GetTradesStream from {username}", context.UserSession.Username ?? "<UNKNOWN USER>");
var replyTo = message.ReplyTo;
var endPoint = await _broker.GetPrivateEndPoint <TradesDto>(replyTo);
_subscription = _service.GetTradesStream()
.Select(x =>
{
if (x.IsStateOfTheWorld && x.Trades.Count > MaxSotwTrades)
{
return(new TradesDto(new List <TradeDto>(x.Trades.Skip(x.Trades.Count - MaxSotwTrades)), true, false));
}
return(x);
})
.Do(o =>
{
Log.Debug(
$"Sending trades update to {replyTo}. Count: {o.Trades.Count}. IsStateOfTheWorld: {o.IsStateOfTheWorld}. IsStale: {o.IsStale}");
})
.TakeUntil(endPoint.TerminationSignal)
.Finally(() => Log.Debug("Tidying up subscription from {replyTo}.", replyTo))
.Subscribe(endPoint);
}
private Task GetTradesStream(IRequestContext context, IMessage message)
{
using (LogContext.PushProperty("InstanceId", InstanceId))
{
Log.Debug("Received GetTradesStream from {username}", context.Username ?? "<UNKNOWN USER>");
var replyTo = context.ReplyTo;
var endPoint = _broker.GetPrivateEndPoint <TradesDto>(context.ReplyTo, context.CorrelationId);
_subscription = _service.GetTradesStream()
.Select(x =>
{
if (x.IsStateOfTheWorld && x.Trades.Count > MaxSotwTrades)
{
return(new TradesDto(new List <TradeDto>(x.Trades.Skip(x.Trades.Count - MaxSotwTrades)), true, false));
}
return(x);
})
.Do(o =>
{
Log.Debug(
$"Sending trades update to {replyTo}. Count: {o.Trades.Count}. IsStateOfTheWorld: {o.IsStateOfTheWorld}. IsStale: {o.IsStale}");
})
.TakeUntil(endPoint.TerminationSignal)
.Finally(() => Log.Debug("Tidying up subscription from {replyTo}.", replyTo))
.Subscribe(endPoint);
return(Task.CompletedTask);
}
}
private Task GetCurrencyPairUpdatesStream(IRequestContext context, IMessage message)
{
using (LogContext.PushProperty("InstanceId", InstanceId))
{
Log.Debug("Received GetCurrencyPairUpdatesStream from {}",
context.Username ?? "<UNKNOWN USER>");
var payload = JsonConvert.DeserializeObject <NothingDto>(Encoding.UTF8.GetString(message.Payload));
var replyTo = context.ReplyTo;
var endPoint = _broker.GetPrivateEndPoint <CurrencyPairUpdatesDto>(replyTo, context.CorrelationId);
Interlocked.Increment(ref _clients);
_subscription = _service.GetCurrencyPairUpdatesStream(context, payload)
.Do(
o =>
{
Log.Debug(
$"Sending currency pair update to {replyTo}. Count: {o.Updates.Count}. IsStateOfTheWorld: {o.IsStateOfTheWorld}. IsStale: {o.IsStale}");
})
.TakeUntil(endPoint.TerminationSignal).Finally(() => Interlocked.Decrement(ref _clients))
.Finally(() => { Log.Debug("Tidying up subscription from {replyTo}.", replyTo); })
.Subscribe(endPoint);
return(Task.CompletedTask);
}
}
private async Task GetAnalyticsStream(IRequestContext context, IMessage message)
{
Log.Debug("Received GetAnalyticsStream from {username}", context.UserSession.Username);
var endPoint = await _broker.GetPrivateEndPoint <PositionUpdatesDto>(message.ReplyTo);
_subscriptions.Add(_service.GetAnalyticsStream()
.TakeUntil(endPoint.TerminationSignal)
.Subscribe(endPoint));
}
private Task GetAnalyticsStream(IRequestContext context, IMessage message)
{
using (LogContext.PushProperty("InstanceId", InstanceId))
{
Log.Debug("Received GetAnalyticsStream from {username}", context.Username);
var endPoint = _broker.GetPrivateEndPoint <PositionUpdatesDto>(context.ReplyTo, context.CorrelationId);
_subscriptions.Add(_service.GetAnalyticsStream()
.TakeUntil(endPoint.TerminationSignal)
.Subscribe(endPoint));
return(Task.CompletedTask);
}
}
private async Task GetTradesStream(IRequestContext context, IMessage message)
{
Log.DebugFormat("Received GetTradesStream from {0}", context.UserSession.Username ?? "<UNKNOWN USER>");
var replyTo = message.ReplyTo;
var endPoint = await _broker.GetPrivateEndPoint <TradesDto>(replyTo);
_subscription = _service.GetTradesStream()
.Do(
o =>
{
Log.Debug(
$"Sending trades update to {replyTo}. Count: {o.Trades.Count}. IsStateOfTheWorld: {o.IsStateOfTheWorld}. IsStale: {o.IsStale}");
})
.TakeUntil(endPoint.TerminationSignal)
.Finally(() => { Log.DebugFormat("Tidying up subscripting.", replyTo); })
.Subscribe(endPoint);
}
public async Task GetPriceUpdates(IRequestContext context, IMessage message)
{
Log.DebugFormat("{1} Received GetPriceUpdates from [{0}]",
context.UserSession.Username ?? "Unknown User",
this);
var spotStreamRequest =
JsonConvert.DeserializeObject <GetSpotStreamRequestDto>(Encoding.UTF8.GetString(message.Payload));
var replyTo = message.ReplyTo;
var endpoint = await _broker.GetPrivateEndPoint <SpotPriceDto>(replyTo);
var disposable = _service.GetPriceUpdates(context, spotStreamRequest)
.TakeUntil(endpoint.TerminationSignal)
.Subscribe(endpoint);
_cleanup.Add(disposable);
}
private async Task GetCurrencyPairUpdatesStream(IRequestContext context, IMessage message)
{
Log.DebugFormat("Received GetCurrencyPairUpdatesStream from {0}",
context.UserSession.Username ?? "<UNKNOWN USER>");
var payload = JsonConvert.DeserializeObject <NothingDto>(Encoding.UTF8.GetString(message.Payload));
var replyTo = message.ReplyTo;
var endPoint = await _broker.GetPrivateEndPoint <CurrencyPairUpdatesDto>(replyTo);
Interlocked.Increment(ref _clients);
_subscription = _service.GetCurrencyPairUpdatesStream(context, payload)
.Do(
o =>
{
Log.Debug(
$"Sending currency pair update to {replyTo}. Count: {o.Updates.Count}. IsStateOfTheWorld: {o.IsStateOfTheWorld}. IsStale: {o.IsStale}");
})
.TakeUntil(endPoint.TerminationSignal).Finally(() => Interlocked.Decrement(ref _clients))
.Finally(() => { Log.DebugFormat("Tidying up subscripting.", replyTo); })
.Subscribe(endPoint);
}
