public OrderBook GetOrderBook(string instrument) { using (_contextFactory.GetReadSyncContext($"{nameof(MarketMakerMatchingEngine)}.{nameof(GetOrderBook)}")) { return(_orderBooks.GetOrderBook(instrument)); } }
public ImmutableArray <Order> GetAll() { using (_contextFactory.GetReadSyncContext($"{nameof(OrdersCache)}.{nameof(GetAll)}")) return(ActiveOrders.GetAllOrders() .Union(WaitingForExecutionOrders.GetAllOrders()) .Union(ClosingOrders.GetAllOrders()).ToImmutableArray()); }
public void Check_ReadTiming_Published() { using (_contextFactory.GetReadSyncContext("test")) { Console.WriteLine("Enter read context"); Thread.Sleep(10); } Console.WriteLine(VerifyPublishMetrics(TelemetryConstants.ReadTradingContext, "test", 1, 0, 10)); Assert.AreEqual(1, _callbacksCount); }
private async Task DumpToRepository() { try { Dictionary <string, OrderBook> orderbookState; using (_contextFactory.GetReadSyncContext($"{nameof(OrderBookSaveService)}.{nameof(DumpToRepository)}")) orderbookState = _orderBookList.GetOrderBookState(); if (orderbookState != null) { await _blobRepository.WriteAsync(LykkeConstants.StateBlobContainer, BlobName, orderbookState); } } catch (Exception ex) { await _log.WriteErrorAsync(nameof(OrderBookSaveService), "Save orderbook", "", ex); } }
private Order GetActiveOrderForClose(string orderId) { using (_contextFactory.GetReadSyncContext($"{nameof(TradingEngine)}.{nameof(GetActiveOrderForClose)}")) return(_ordersCache.ActiveOrders.GetOrderById(orderId)); }