private void Commands()
{
Command <ConfirmableMessage <Ask> >(a =>
{
// For the sake of efficiency - update orderbook and then persist all events
var events = _matchingEngine.WithAsk(a.Message);
var persistableEvents = new ITradeEvent[] { a.Message }.Concat <ITradeEvent>(events); // ask needs to go before Fill / Match
PersistAll(persistableEvents, @event =>
{
_log.Info("[{0}][{1}] - {2} units @ {3} per unit", TickerSymbol, @event.ToTradeEventType(), a.Message.AskQuantity, a.Message.AskPrice);
if (@event is Ask)
{
// need to use the ID of the original sender to satisfy the PersistenceSupervisor
//_confirmationActor.Tell(new Confirmation(a.ConfirmationId, a.SenderId));
}
_publisher.Publish(TickerSymbol, @event);
// Take a snapshot every N messages to optimize recovery time
if (LastSequenceNr % SnapshotInterval == 0)
{
SaveSnapshot(_matchingEngine.GetSnapshot());
}
});
});
Command <ConfirmableMessage <Bid> >(b =>
{
// For the sake of efficiency -update orderbook and then persist all events
var events = _matchingEngine.WithBid(b.Message);
var persistableEvents = new ITradeEvent[] { b.Message }.Concat <ITradeEvent>(events); // bid needs to go before Fill / Match
PersistAll(persistableEvents, @event =>
{
_log.Info("[{0}][{1}] - {2} units @ {3} per unit", TickerSymbol, @event.ToTradeEventType(), b.Message.BidQuantity, b.Message.BidPrice);
if (@event is Bid)
{
//_confirmationActor.Tell(new Confirmation(b.ConfirmationId, PersistenceId));
}
_publisher.Publish(TickerSymbol, @event);
// Take a snapshot every N messages to optimize recovery time
if (LastSequenceNr % SnapshotInterval == 0)
{
SaveSnapshot(_matchingEngine.GetSnapshot());
}
});
});
Command <SaveSnapshotSuccess>(success =>
{
//DeleteMessages(success.Metadata.SequenceNr);
DeleteSnapshots(new SnapshotSelectionCriteria(success.Metadata.SequenceNr));
});
/*
* Handle subscriptions directly in case we're using in-memory, local pub-sub.
*/
CommandAsync <TradeSubscribe>(async sub =>
{
try
{
var ack = await _subscriptionManager.Subscribe(sub.TickerSymbol, sub.Events, sub.Subscriber);
Context.Watch(sub.Subscriber);
sub.Subscriber.Tell(ack);
}
catch (Exception ex)
{
_log.Error(ex, "Error while processing subscription {0}", sub);
sub.Subscriber.Tell(new TradeSubscribeNack(sub.TickerSymbol, sub.Events, ex.Message));
}
});
CommandAsync <TradeUnsubscribe>(async unsub =>
{
try
{
var ack = await _subscriptionManager.Unsubscribe(unsub.TickerSymbol, unsub.Events, unsub.Subscriber);
// leave DeathWatch intact, in case actor is still subscribed to additional topics
unsub.Subscriber.Tell(ack);
}
catch (Exception ex)
{
_log.Error(ex, "Error while processing unsubscribe {0}", unsub);
unsub.Subscriber.Tell(new TradeUnsubscribeNack(unsub.TickerSymbol, unsub.Events, ex.Message));
}
});
CommandAsync <Terminated>(async t =>
{
try
{
var ack = await _subscriptionManager.Unsubscribe(TickerSymbol, t.ActorRef);
}
catch (Exception ex)
{
_log.Error(ex, "Error while processing unsubscribe for terminated subscriber {0} for symbol {1}", t.ActorRef, TickerSymbol);
}
});
Command <GetOrderBookSnapshot>(s =>
{
Sender.Tell(_matchingEngine.GetSnapshot());
});
}
private void Commands()
{
Command <ConfirmableMessage <Ask> >(a =>
{
// For the sake of efficiency - update orderbook and then persist all events
var confirmation = new Confirmation(a.ConfirmationId, PersistenceId);
var ask = a.Message;
ProcessAsk(ask, confirmation);
});
Command <Ask>(a =>
{
ProcessAsk(a, null);
});
Command <ConfirmableMessage <Bid> >(b =>
{
// For the sake of efficiency -update orderbook and then persist all events
var confirmation = new Confirmation(b.ConfirmationId, PersistenceId);
var bid = b.Message;
ProcessBid(bid, confirmation);
});
Command <Bid>(b =>
{
ProcessBid(b, null);
});
/*
* Handle subscriptions directly in case we're using in-memory, local pub-sub.
*/
CommandAsync <TradeSubscribe>(async sub =>
{
try
{
var ack = await _subscriptionManager.Subscribe(sub.StockId, sub.Events, sub.Subscriber);
Context.Watch(sub.Subscriber);
sub.Subscriber.Tell(ack);
Sender.Tell(ack); // need this for ASK operations.
}
catch (Exception ex)
{
_log.Error(ex, "Error while processing subscription {0}", sub);
sub.Subscriber.Tell(new TradeSubscribeNack(sub.StockId, sub.Events, ex.Message));
}
});
CommandAsync <TradeUnsubscribe>(async unsub =>
{
try
{
var ack = await _subscriptionManager.Unsubscribe(unsub.StockId, unsub.Events, unsub.Subscriber);
// leave DeathWatch intact, in case actor is still subscribed to additional topics
unsub.Subscriber.Tell(ack);
Sender.Tell(ack); // need this for ASK operations.
}
catch (Exception ex)
{
_log.Error(ex, "Error while processing unsubscribe {0}", unsub);
unsub.Subscriber.Tell(new TradeUnsubscribeNack(unsub.StockId, unsub.Events, ex.Message));
}
});
CommandAsync <Terminated>(async t =>
{
try
{
var ack = await _subscriptionManager.Unsubscribe(TickerSymbol, t.ActorRef);
}
catch (Exception ex)
{
_log.Error(ex, "Error while processing unsubscribe for terminated subscriber {0} for symbol {1}", t.ActorRef, TickerSymbol);
}
});
Command <SaveSnapshotSuccess>(s =>
{
// clean-up prior snapshots and journal events
DeleteSnapshots(new SnapshotSelectionCriteria(s.Metadata.SequenceNr - 1));
DeleteMessages(s.Metadata.SequenceNr);
});
Command <GetOrderBookSnapshot>(s =>
{
Sender.Tell(_matchingEngine.GetSnapshot());
});
}
