public async Task HandleAsync(IReadOnlyCollection <ExecutionEvent> executionEvents)
{
var pairs = executionEvents.Select(Map).ToArray();
var orders = pairs.SelectMany(x => x.Orders).ToList();
var orderEvents = pairs.SelectMany(x => x.OrderEvent).ToList();
var batchId = Guid.NewGuid().ToString();
foreach (var order in orders.Where(x => _walletIds.Contains(x.WalletId.ToString())))
{
_log.Info("Saving order (ProcessBatch)", context: $"order: {new { order.Id, order.Status, order.SequenceNumber, batchId }.ToJson()}");
}
await _ordersRepository.UpsertBulkAsync(orders);
var trades = orders.SelectMany(x => x.Trades)?.ToArray();
if (trades.Any())
{
var batched = trades.Batch(TradesBulkSize).ToArray();
foreach (var tradesBatch in batched)
{
await _historyRecordsRepository.InsertBulkAsync(tradesBatch);
}
}
{
foreach (var batch in orderEvents.Batch(TradesBulkSize))
{
await _historyRecordsRepository.InsertBulkAsync(batch);
}
}
}
protected override async Task ProcessBatch(IList <CustomQueueItem <IEnumerable <Order> > > batch)
{
var orders = batch.SelectMany(x => x.Value).ToList();
var batchId = Guid.NewGuid().ToString();
foreach (var order in orders.Where(x => WalletIds.Contains(x.WalletId.ToString())))
{
Log.Info("Saving order (ProcessBatch)", context: $"order: {new {order.Id, order.Status, order.SequenceNumber, batchId}.ToJson()}");
}
await _ordersRepository.UpsertBulkAsync(orders);
var trades = orders.SelectMany(x => x.Trades);
var batched = trades.Batch(TradesBulkSize).ToList();
foreach (var tradesBatch in batched)
{
await _historyRecordsRepository.InsertBulkAsync(tradesBatch);
}
}
protected override Task ProcessBatch(IList <CustomQueueItem <OrderEvent> > batch)
{
return(_historyRecordsRepository.InsertBulkAsync(batch.Select(x => x.Value)));
}
