public void OnUpdate(MarketDataUpdate marketDataUpdate)
{
foreach (var watcher in _watchers)
{
watcher.OnUpdate(new[] { marketDataUpdate });
}
}
public void AddItem(MarketDataUpdate item)
{
if (this.HasInstrument(item.InstrumentId))
{
this.Update(item);
}
else
{
this.AddNew(item);
}
}
public async Task SendDataAsync(MarketDataUpdate curItemData)
{
if (_start && curItemData != null)
{
await _source.SendAsync(curItemData);
}
else
{
await Task.CompletedTask;
}
}
public MarketDataUpdate Next()
{
var update = new MarketDataUpdate();
update.InstrumentId = "AAPL_" + this.randomizer.Next(1, 100);
update.Fields = new Dictionary <byte, long>();
for (int i = 0; i < this.randomizer.Next(1, 5); i++)
{
update.Fields[(byte)this.randomizer.Next(1, 20)] = this.randomizer.Next(1, 10000);
}
return(update);
}
private void Update(MarketDataUpdate item)
{
var existingItem = this.data[item.InstrumentId];
foreach (var field in item.Fields)
{
if (existingItem.ContainsKey(field.Key))
{
existingItem[field.Key] = field.Value;
}
else
{
existingItem.Add(field.Key, field.Value);
}
}
}
private void PublishSlice(IDictionary <string, Dictionary <byte, long> > data)
{
if (data == null)
{
return;
}
foreach (var(key, value) in data)
{
var itemToSend = new MarketDataUpdate(key, value);
foreach (var watcher in this.watchers)
{
watcher.OnUpdate(new[] { itemToSend });
}
}
}
public void Start()
{
Task.Run(() =>
{
while (true)
{
Thread.Sleep(1);
var update = new MarketDataUpdate();
update.InstrumentId = "AAPL_" + _randomizer.Next(1, 100);
update.Fields = new Dictionary <byte, long>();
for (int i = 0; i < _randomizer.Next(1, 5); i++)
{
update.Fields[(byte)_randomizer.Next(1, 20)] = _randomizer.Next(1, 10000);
}
foreach (var watcher in _watchers)
{
watcher.OnUpdate(update);
}
}
});
}
private void AddNew(MarketDataUpdate item)
{
this.data.Add(item.InstrumentId, item.Fields);
}
public void Execute(MarketDataUpdate marketDataUpdate)
{
Console.WriteLine(marketDataUpdate);
}
public void OnUpdate(MarketDataUpdate marketDataUpdate)
{
Task.Run(async() => await aggregator.SendDataAsync(marketDataUpdate));
}
public void Execute(MarketDataUpdate marketDataUpdate)
{
this.log.AppendLine($"{marketDataUpdate}");
}
public void OnUpdate(MarketDataUpdate marketDataUpdate)
{
this.buffer.Enqueue(marketDataUpdate);
}