public void TradingEngine()
{
var contract = "GCG7";
var sec = SecurityDefinitionImporter.Load("Cme/Resources/secdef.dat", contract);
var ts = TradingSessionImporter.Load("Cme/Resources/TradingSessionList.dat", sec.Group);
var channels = MarketDataChannelImporter.Load("Cme/Resources/config.xml", sec.Product, true);
int port = 7000 + (new Random()).Next(0, 100);
var te = new TradingEngine(channels, ts, "CME", "G");
te.AddSecurity(sec);
te.Start(IPAddress.Loopback, port);
ts.Update(SecurityTradingStatus.Open);
var ch = channels.Connections.Find(x => x.Type == Circus.Cme.MarketDataChannelConnectionType.Incremental && x.Feed == "A");
var dataClient = new FixUdpClient(ch.IPAddress, ch.Port);
dataClient.IncrementalUpdateReceived += (sender, e) =>
{
Console.WriteLine("*** Incremental Update: " + e);
foreach (var u in e.MDEntries)
{
Console.WriteLine("*** - " + u);
}
};
dataClient.Listen();
Thread.Sleep(100);
var client = new Client("ABC123N", "Operator1", "IE", "CME", "G", null, "Acc1");
client.Connect(IPAddress.Loopback, port);
client.Logon("mmmbop");
Thread.Sleep(1000);
client.CreateLimitOrder(sec, Side.Buy, 2, 105);
Thread.Sleep(1000);
client.CreateLimitOrder(sec, Side.Buy, 2, 104);
Thread.Sleep(1000);
client.CreateLimitOrder(sec, Side.Sell, 5, 104);
Thread.Sleep(10000);
//while (true)
// Thread.Sleep(1000);
}
public static void Run()
{
Security sec = new Security()
{
Id = 1, Type = SecurityType.Future, Group = "GC", Product = "GC", Contract = "GCZ6"
};
var mds = new FixUdpServer(new MarketDataChannelConnection()
{
IPAddress = IPAddress.Loopback, Port = 8453
});
var mdc = new FixUdpClient(IPAddress.Loopback, 8453);
mdc.Listen();
mds.Send(new SecurityDefinition(sec));
mds.Send(new StatusUpdate(StatusUpdateType.Group, sec, SecurityTradingStatus.Halt, StatusChangeReason.MarketEvent, SecurityTradingEvent.ImpliedMatchingOff));
var volumeUpdate = new IncrementalUpdate(MatchEventIndicator.LastVolume, DateTime.UtcNow);
volumeUpdate.MDEntries.Add(MarketDataUpdateDataBlock.VolumeNew(sec, 99, 12733));
mds.Send(volumeUpdate);
Thread.Sleep(1000);
}