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MarketListenerMultiPeriod.cs
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MarketListenerMultiPeriod.cs
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using System;
using System.Collections.Concurrent;
using System.Linq;
using System.Reactive.Concurrency;
using System.Reactive.Disposables;
using System.Reactive.Linq;
using BetfairNG.Data;
namespace BetfairNG
{
internal class Poller : IDisposable
{
private readonly IDisposable _poller;
internal DateTime LatestDataRequestStart = DateTime.Now;
internal DateTime LatestDataRequestFinish = DateTime.Now;
public Poller(IDisposable poller)
{
this._poller = poller;
}
public void Dispose()
{
_poller.Dispose();
}
}
public class MarketListenerMultiPeriod : IDisposable
{
private readonly PriceProjection _priceProjection;
private readonly BetfairClient _client;
private readonly object _lockObj = new object();
private readonly ConcurrentDictionary<string, IObservable<MarketBook>> _markets =
new ConcurrentDictionary<string, IObservable<MarketBook>>();
private readonly ConcurrentDictionary<string, IObserver<MarketBook>> _observers =
new ConcurrentDictionary<string, IObserver<MarketBook>>();
private readonly ConcurrentDictionary<double, ConcurrentDictionary<string, bool>> _marketPollInterval =
new ConcurrentDictionary<double, ConcurrentDictionary<string, bool>>();
private readonly ConcurrentDictionary<double, Poller> _polling =
new ConcurrentDictionary<double, Poller>();
private MarketListenerMultiPeriod(BetfairClient client,
PriceProjection priceProjection)
{
_client = client;
_priceProjection = priceProjection;
}
public static MarketListenerMultiPeriod Create(BetfairClient client,
PriceProjection priceProjection)
{
return new MarketListenerMultiPeriod(client, priceProjection);
}
public IObservable<Runner> SubscribeRunner(string marketId, long selectionId, long pollinterval)
{
var marketTicks = SubscribeMarketBook(marketId, pollinterval);
var observable = Observable.Create<Runner>(
(IObserver<Runner> observer) =>
{
var subscription = marketTicks.Subscribe(tick =>
{
var runner = tick.Runners.First(c => c.SelectionId == selectionId);
// attach the book
runner.MarketBook = tick;
observer.OnNext(runner);
});
return Disposable.Create(() => subscription.Dispose());
})
.Publish()
.RefCount();
return observable;
}
public IObservable<MarketBook> SubscribeMarketBook(string marketId, double pollIntervalInSeconds)
{
IObservable<MarketBook> market;
if (_markets.TryGetValue(marketId, out market))
return market;
SetupMarketPolling(marketId, pollIntervalInSeconds);
var observable = Observable.Create<MarketBook>(
observer =>
{
_observers.AddOrUpdate(marketId, observer, (key, existingVal) => existingVal);
return Disposable.Create(() =>
{
IObserver<MarketBook> ob;
IObservable<MarketBook> o;
_markets.TryRemove(marketId, out o);
_observers.TryRemove(marketId, out ob);
CleanUpPolling(marketId);
});
})
.Publish()
.RefCount();
_markets.AddOrUpdate(marketId, observable, (key, existingVal) => existingVal);
return observable;
}
private void DoWork(double pollinterval)
{
ConcurrentDictionary<string, bool> bag;
if (!_marketPollInterval.TryGetValue(pollinterval, out bag)) return;
var book = _client.ListMarketBook(bag.Keys, _priceProjection).Result;
if (book.HasError)
{
foreach (var observer in _observers.Where(k => bag.Keys.Contains(k.Key)))
{
observer.Value.OnError(book.Error);
}
return;
}
// we may have fresher data than the response to this pollinterval request
Poller p;
if (!_polling.TryGetValue(pollinterval, out p)) return;
if (book.RequestStart < p.LatestDataRequestStart && book.LastByte > p.LatestDataRequestFinish)
return;
lock (_lockObj)
{
p.LatestDataRequestStart = book.RequestStart;
p.LatestDataRequestFinish = book.LastByte;
}
foreach (var market in book.Response)
{
IObserver<MarketBook> o;
if (!_observers.TryGetValue(market.MarketId, out o)) continue;
// check to see if the market is finished
if (market.Status == MarketStatus.CLOSED ||
market.Status == MarketStatus.INACTIVE)
o.OnCompleted();
else
o.OnNext(market);
}
}
public void UpdatePollInterval(string marketId, double newPollIntervalInSeconds)
{
if (!_markets.Keys.Contains(marketId)) return;
lock (_lockObj)
{
// First, remove the existing entry
CleanUpPolling(marketId);
// Now put this marketId into the new interval
SetupMarketPolling(marketId, newPollIntervalInSeconds);
}
}
private void SetupMarketPolling(string marketId, double pollIntervalInSeconds)
{
// Keep the poll interval reasonable...
if (pollIntervalInSeconds < 0.15) pollIntervalInSeconds = 0.15;
ConcurrentDictionary<string, bool> marketIdsForPollInterval;
if (_marketPollInterval.TryGetValue(pollIntervalInSeconds, out marketIdsForPollInterval))
{
marketIdsForPollInterval.TryAdd(marketId, false);
}
else
{
marketIdsForPollInterval = new ConcurrentDictionary<string, bool>();
marketIdsForPollInterval.TryAdd(marketId, false);
_marketPollInterval.TryAdd(pollIntervalInSeconds, marketIdsForPollInterval);
_polling.TryAdd(pollIntervalInSeconds, new Poller(
Observable.Interval(TimeSpan.FromSeconds(pollIntervalInSeconds), NewThreadScheduler.Default)
.Subscribe(
onNext: l => DoWork(pollIntervalInSeconds)
//, onCompleted: TODO: do I need some clean up here?
)));
}
}
private void CleanUpPolling(string marketId)
{
// Find the interval that the market is now running under
var interval = _marketPollInterval.First(search => search.Value.Keys.Contains(marketId)).Key;
ConcurrentDictionary<string, bool> mpi;
if (_marketPollInterval.TryGetValue(interval, out mpi))
{
bool pi;
mpi.TryRemove(marketId, out pi);
if (!mpi.IsEmpty) return;
// All the markets have gone for this interval, so clean the interval + polling up as well
ConcurrentDictionary<string, bool> pis;
if (_marketPollInterval.TryRemove(interval, out pis))
{
Poller poll;
if (_polling.TryRemove(interval, out poll))
{
poll.Dispose();
}
}
}
}
public void Dispose()
{
foreach (var poll in _polling)
{
if (poll.Value != null) poll.Value.Dispose();
}
}
}
}