protected override EventHandler <BasicDeliverEventArgs> CreateOnMessageReceivedEventHandler(IModel channel)
{
var deserializer = new ProtobufMessageDeserializer <ExecutionProcessedEvent>();
void OnMessageReceived(object o, BasicDeliverEventArgs basicDeliverEventArgs)
{
try
{
var message = deserializer.Deserialize(basicDeliverEventArgs.Body);
var orders = Mapper.Map <IEnumerable <Order> >(message).ToList();
foreach (var order in orders.Where(x => WalletIds.Contains(x.WalletId.ToString())))
{
Log.Info("Order from ME (ExecutionProcessedEvent)", context: $"order: {new {order.Id, order.Status, order.SequenceNumber}.ToJson()}");
}
Queue.Enqueue(new CustomQueueItem <IEnumerable <Order> >(orders,
basicDeliverEventArgs.DeliveryTag, channel));
}
catch (Exception e)
{
Log.Error(e);
channel.BasicReject(basicDeliverEventArgs.DeliveryTag, false);
}
}
return(OnMessageReceived);
}
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);
}
}