How to partition a reactive observable by a key and merge the partitions into groups combine last element of each partition of the group - system.reactive

Question

I have an hot observable of a sequence of items that are have a key that identifies a specific sub-stream. I'm interested to map those M streams into N with N < M (group them into N buckets). For each bucket, each time an element arrives, I want to apply a function to the latest element of each underlining sequence of that group. I've prior knowledge of both N and M groups.
In the following sample, we have a sequence of quote for four fruits. I want to map those streams into two, by the type of fruit (Apple or Pear). For each group I want to collect the last known quote of each fruit.
class Input {
public string ProductID {get;set;}
public string ProductType {get;set;}
public int Price {get;set;}
}
class Output {
public string ProductType {get;set;}
public Input[] Underlining {get;set;}
}
var obs = new List<Input> {
new Input { ProductID = "Stark", ProductType = "Apple", Price = 21 },
new Input { ProductID = "Jonagold", ProductType = "Apple", Price = 12 },
new Input { ProductID = "Williams", ProductType = "Pear", Price = 33 },
new Input { ProductID = "Beth", ProductType = "Pear", Price = 22 },
new Input { ProductID = "Stark", ProductType = "Apple", Price = 43 },
new Input { ProductID = "Williams", ProductType = "Pear", Price = 55 },
new Input { ProductID = "Beth", ProductType = "Pear", Price = 66 },
new Input { ProductID = "Jonagold", ProductType = "Apple", Price = 77 },
new Input { ProductID = "Jonagold", ProductType = "Apple", Price = 25 },
new Input { ProductID = "Williams", ProductType = "Pear", Price = 77 },
new Input { ProductID = "Beth", ProductType = "Pear", Price = 13 },
new Input { ProductID = "Stark", ProductType = "Apple", Price = 21 },
}.ToObservable();
IObservable<Output> result = obs.GroupBy ... Select ... Concat ... ; // I'm a bit loss here
result.Dump();
Expected result:
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 21 }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 21 }, { ProductID = "Jonagold", Price = 12 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 23 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 23 }, { ProductID = "Beth", Price = 22 }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = **43** }, { ProductID = "Jonagold", Price = 12 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = **55** }, { ProductID = "Beth", Price = 22 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 55 }, { ProductID = "Beth", Price = **66** }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 43 }, { ProductID = "Jonagold", Price = **77** }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 43 }, { ProductID = "Jonagold", Price = **25** }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = **77** }, { ProductID = "Beth", Price = 66 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 77 }, { ProductID = "Beth", Price = **13** }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = **21** }, { ProductID = "Jonagold", Price = 25 }] }

Answer 1

I think this is what you want:
var outputs =
obs
.GroupBy(x => x.ProductType)
.Select(xs =>
xs
.Scan(
new Dictionary<string, Input>(),
(d, x) => { d[x.ProductID] = x; return d; })
.Select(x => new Output()
{
ProductType = xs.Key,
Underlining = x.Values.ToArray(),
}))
.Merge();
I used outputs.Select(x => $"{{ ProductType = \"{x.ProductType}\", Underlining = [{String.Join(", ", x.Underlining.Select(y => $"{{ ProductID = \"{y.ProductID}\", Price = {y.Price} }}"))}] }}") to get the following output to test it:
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 21 }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 21 }, { ProductID = "Jonagold", Price = 12 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 33 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 33 }, { ProductID = "Beth", Price = 22 }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 43 }, { ProductID = "Jonagold", Price = 12 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 55 }, { ProductID = "Beth", Price = 22 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 55 }, { ProductID = "Beth", Price = 66 }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 43 }, { ProductID = "Jonagold", Price = 77 }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 43 }, { ProductID = "Jonagold", Price = 25 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 77 }, { ProductID = "Beth", Price = 66 }] }
{ ProductType = "Pear", Underlining = [{ ProductID = "Williams", Price = 77 }, { ProductID = "Beth", Price = 13 }] }
{ ProductType = "Apple", Underlining = [{ ProductID = "Stark", Price = 21 }, { ProductID = "Jonagold", Price = 25 }] }