static void PublishLoop(SWIGTYPE_p_void pubSocket)
{
String last = String.Empty;
int seed = (int)DateTime.Now.Ticks; //narrowing (discard MSBs)
var rnd = new Random(seed);
var symbols = new String[] { "MSFT", "GOOG", "TSLA", "AMZN", "NVDA", "FB", "PS" };
var lastBidPrice = new double[] { 96.71, 1065.13, 277.76, 1571.05, 240.28, 182.50, 19.94 };
var throttle = TimeSpan.FromMilliseconds(100); //~10 msgs/s
while (true)
{
int i = rnd.Uniform(0, symbols.Length);
var symbol = symbols[i];
//var bidPrice = lastBidPrice[i] + (lastBidPrice[i] * rnd.Uniform(-0.0125, 0.0125));
var bidPrice = lastBidPrice[i] + (lastBidPrice[i] * (rnd.Gaussian() / 100.0));
lastBidPrice[i] = bidPrice;
var quantity = rnd.Uniform(50, 1000 + 1);
var tradeType = (MarketOrder.TypeOfTrade)rnd.Uniform(1, 5 + 1);
var timestamp = DateTime.Now;
var order = new MarketOrder(symbol, bidPrice, quantity, tradeType, timestamp);
using (var buffer = new PinnedBuffer(MarketOrder.ToBytes(order)))
{
if (-1 != ZeroMQ.zmq_send(pubSocket, buffer, buffer.Length, 0))
{
last = String.Format("Success: Message [{0}] sent", order);
}
else
{
last = String.Format("Warning: Message [{0}] not sent", order);
}
Console.WriteLine(last);
Thread.Sleep(throttle);
}
}
}
