private async Task UpdateUnderlyingsCache(UnderlyingChangedEvent e, UnderlyingsCacheModel model)
{
if (e.OldValue.MdsCode != e.NewValue.MdsCode)
{
_underlyingsCache.AddOrUpdateByChangedMdsCode(e.OldValue.MdsCode, model);
}
else
{
_underlyingsCache.AddOrUpdateByMdsCode(model);
}
}
public void Remove(UnderlyingsCacheModel underlying)
{
_lockSlim.EnterWriteLock();
try
{
_cache.Remove(underlying.MdsCode);
}
finally
{
_lockSlim.ExitWriteLock();
}
}
public void AddOrUpdateByMdsCode(UnderlyingsCacheModel underlying)
{
_lockSlim.EnterWriteLock();
try
{
_cache[underlying.MdsCode] = underlying;
}
finally
{
_lockSlim.ExitWriteLock();
}
}
public void AddOrUpdateByChangedMdsCode(string oldMdsCode, UnderlyingsCacheModel underlying)
{
_lockSlim.EnterWriteLock();
try
{
_cache.Remove(oldMdsCode);
_cache.TryAdd(underlying.MdsCode, underlying);
}
finally
{
_lockSlim.ExitWriteLock();
}
}
public static void SetAssetFieldsFromUnderlying(this Asset asset, UnderlyingsCacheModel underlying)
{
asset.Underlying.AlmParam = underlying.AlmParam;
asset.Underlying.CfiCode = underlying.CfiCode;
asset.Underlying.Eligible871m = underlying.Eligible871M;
asset.Underlying.Isin = underlying.Isin;
asset.Underlying.MdsCode = underlying.MdsCode;
asset.Underlying.Name = underlying.Name;
asset.Underlying.RepoSurchargePercent = underlying.RepoSurchargePercent;
asset.Underlying.Spread = underlying.Spread;
asset.Underlying.TradingCurrency = underlying.TradingCurrency;
asset.Underlying.CommodityBase = underlying.CommodityBase;
asset.Underlying.BaseCurrency = underlying.BaseCurrency;
asset.Underlying.IndexName = underlying.IndexName;
asset.Underlying.EMIRType = underlying.EmirType;
asset.Underlying.CommodityDetails = underlying.CommodityDetails;
asset.LastTradingDate = underlying.LastTradingDate?.ToString(DateFormat, CultureInfo.InvariantCulture);
asset.ExpiryDate = underlying.ExpiryDate?.ToString(DateFormat, CultureInfo.InvariantCulture);
asset.Underlying.MaturityDate = underlying.MaturityDate?.ToString(DateFormat, CultureInfo.InvariantCulture);
}
public async Task HandleUnderlyingUpdated(string oldMdsCode, UnderlyingsCacheModel underlying, DateTime timestamp)
{
Func <Asset, bool> filter = x => x.Underlying.MdsCode == oldMdsCode;
await Handle(underlying, filter, LegacyAssetExtensions.SetAssetFieldsFromUnderlying, timestamp);
}
