!!警告:RX新手!
我们有多个价格供稿。要求是订阅所有这些提要,并且每1秒(油门)仅输出最新的滴答声
public static class FeedHandler
{
private static IObservable<PriceTick> _combinedPriceFeed = null;
private static double _throttleFrequency = 1000;
public static void AddToCombinedFeed(IObservable<PriceTick> feed)
{
_combinedPriceFeed = _combinedPriceFeed != null ? _combinedPriceFeed.Merge(feed) : feed;
AddFeed(_combinedPriceFeed);
}
private static IDisposable _subscriber;
private static void AddFeed(IObservable<PriceTick> feed)
{
_subscriber?.Dispose();
_subscriber = feed.Buffer(TimeSpan.FromMilliseconds(_throttleFrequency)).Subscribe(buffer => buffer.GroupBy(x => x.InstrumentId, (key, result) => result.First()).ToObservable().Subscribe(NotifyClient));
}
public static void NotifyClient(PriceTick tick)
{
//Do some action
}
}
代码有多个问题。如果我多次使用相同的Feed调用AddToCombinedFeed,则流将开始重复。例如。下面
IObservable<PriceTick> feed1;
FeedHandler.AddToCombinedFeed(feed1);//1 stream
FeedHandler.AddToCombinedFeed(feed1);//2 streams(even though the groupby and first() functions will prevent this effect to propagate further
这使我想到了这个问题。如果要从合并流中删除一个价格流,该怎么做?
答案 0 :(得分:3)
更新-新解决方案
使用RogetPheasant的Dynamic-Data(麻省理工学院执照)和Nuget。
代码:
public class FeedHandler
{
private readonly IDisposable _subscriber;
private readonly SourceList<IObservable<PriceTick>> _feeds = new SourceList<IObservable<PriceTick>>();
private readonly double _throttleFrequency = 1000;
public FeedHandler()
{
var combinedPriceFeed = _feeds.Connect().MergeMany(x => x).Buffer(TimeSpan.FromMilliseconds(_throttleFrequency)).SelectMany(buffer => buffer.GroupBy(x => x.InstrumentId, (key, result) => result.First()));
_subscriber = combinedPriceFeed.Subscribe(NotifyClient);
}
public void AddFeed(IObservable<PriceTick> feed) => _feeds.Add(feed);
public void NotifyClient(PriceTick tick)
{
//Do some action
}
}
旧解决方案
代码:
public class FeedHandler
{
private readonly IDisposable _subscriber;
private readonly IObservable<PriceTick> _combinedPriceFeed;
private readonly List<IObservable<PriceTick>> _feeds = new List<IObservable<PriceTick>>();
private readonly BehaviorSubject<IObservable<PriceTick>> _combinedPriceFeedChange = new BehaviorSubject<IObservable<PriceTick>>(Observable.Never<PriceTick>());
private readonly double _throttleFrequency = 1000;
public FeedHandler()
{
_combinedPriceFeed = _combinedPriceFeedChange.Switch().Buffer(TimeSpan.FromMilliseconds(_throttleFrequency)).SelectMany(buffer => buffer.GroupBy(x => x.InstrumentId, (key, result) => result.First()));
_subscriber = _combinedPriceFeed.Subscribe(NotifyClient);
}
public void AddFeed(IObservable<PriceTick> feed)
{
_feeds.Add(feed);
_combinedPriceFeedChange.OnNext(_feeds.Merge());
}
public void NotifyClient(PriceTick tick)
{
//Do some action
}
}
答案 1 :(得分:1)
这是您需要的代码:
private static SerialDisposable _subscriber = new SerialDisposable();
private static void AddFeed(IObservable<PriceTick> feed)
{
_subscriber.Disposable =
feed
.Buffer(TimeSpan.FromMilliseconds(_throttleFrequency))
.SelectMany(buffer =>
buffer
.GroupBy(x => x.InstrumentId, (key, result) => result.First()))
.Subscribe(NotifyClient);
}