public override void Start()
{
var orders = _marginTradingBlobRepository.Read <List <Order> >(LykkeConstants.StateBlobContainer, BlobName) ?? new List <Order>();
_orderCache.InitOrders(orders);
base.Start();
}
public override void Start()
{
_quotes =
_blobRepository
.Read <Dictionary <string, InstrumentBidAskPair> >(LykkeConstants.StateBlobContainer, BlobName)
?.ToDictionary(d => d.Key, d => d.Value) ??
new Dictionary <string, InstrumentBidAskPair>();
base.Start();
}
public override void Start()
{
var state =
_blobRepository.Read <Dictionary <string, OrderBook> >(LykkeConstants.StateBlobContainer, BlobName)
?.ToDictionary(d => d.Key, d => d.Value) ??
new Dictionary <string, OrderBook>();
using (_contextFactory.GetWriteSyncContext($"{nameof(OrderBookSaveService)}.{nameof(Start)}"))
{
_orderBookList.Init(state);
}
base.Start();
}
public override void Start()
{
var graphData = _blobRepository.Read <Dictionary <string, List <GraphBidAskPair> > >("prices", "graph")
?.ToDictionary(d => d.Key, d => d.Value) ??
new Dictionary <string, List <GraphBidAskPair> >();
if (graphData.Count > 0)
{
FixGraphData(graphData);
_micrographCacheService.InitCache(graphData);
}
base.Start();
}
public override void Start()
{
var orders = _marginTradingBlobRepository.Read <List <Order> >(LykkeConstants.StateBlobContainer, BlobName) ?? new List <Order>();
orders.ForEach(o =>
{
// migrate orders to add LegalEntity field
// todo: can be removed once published to prod
if (o.LegalEntity == null)
{
o.LegalEntity = _accountsCacheService.Get(o.ClientId, o.AccountId).LegalEntity;
}
});
_orderCache.InitOrders(orders);
base.Start();
}
public override void Start()
{
_log.WriteInfo(nameof(QuoteCacheService), nameof(Start), "Quote cache init started.");
var blobQuotes =
_blobRepository
.Read <Dictionary <string, InstrumentBidAskPair> >(LykkeConstants.StateBlobContainer, BlobName)
?.ToDictionary(d => d.Key, d => d.Value) ??
new Dictionary <string, InstrumentBidAskPair>();
_log.WriteInfo(nameof(QuoteCacheService), nameof(Start),
$"{blobQuotes.Count} quotes read from blob.");
var orderBooks = _externalOrderbookService.GetOrderBooks();
_log.WriteInfo(nameof(QuoteCacheService), nameof(Start),
$"{orderBooks.Count} order books read from {nameof(IExternalOrderbookService)}.");
var result = new Dictionary <string, InstrumentBidAskPair>();
foreach (var orderBook in orderBooks)
{
if (!blobQuotes.TryGetValue(orderBook.AssetPairId, out var quote) ||
orderBook.Timestamp > quote.Date)
{
result.Add(orderBook.AssetPairId, orderBook.GetBestPrice());
}
}
foreach (var remainsToAdd in blobQuotes.Keys.Except(result.Keys))
{
var item = blobQuotes[remainsToAdd];
result.Add(item.Instrument, item);
}
_cache = result;
_log.WriteInfo(nameof(QuoteCacheService), nameof(Start),
$"Quote cache initialised with total {result.Count} items.");
base.Start();
}