Beispiel #1
0
        public static void Main(string[] args)
        {
            NbboServiceImpl s = new NbboServiceImpl();

            /*
             * test(s);
             * NBBO nbbo = (NBBO)s.GetNbboData("IBM");
             * Console.WriteLine(nbbo);
             */

            PricesGenerator generator = new PricesGenerator(s);

            generator.Start();
            while (true)
            {
                Console.Write("enter nbbo ticker or depth ticker(ctrl-c to kill):");
                string   cmd    = Console.ReadLine();
                string[] tokens = cmd.Split(' ');
                if (tokens.Length > 1)
                {
                    if (tokens[0].Equals("nbbo"))
                    {
                        NBBO nbbo = (NBBO)s.GetNbboData(tokens[1].ToUpper());
                        if (nbbo != null)
                        {
                            Console.WriteLine(nbbo);
                        }
                        else
                        {
                            Console.WriteLine("ticker not found");
                        }
                    }
                    else
                    {
                        KeyValuePair <string, Quote>[] depth = (KeyValuePair <string, Quote>[])s.GetMarketData(tokens[1].ToUpper());
                        if (depth != null)
                        {
                            foreach (KeyValuePair <string, Quote> item in depth)
                            {
                                Console.WriteLine(item.Value);
                            }
                        }
                        else
                        {
                            Console.WriteLine("ticker not found");
                        }
                    }
                }
            }
        }
Beispiel #2
0
 public static void test(NbboServiceImpl s)
 {
     s.OnTick("Name=IBM,Bid=150,BidSize=100,Last=150,Exch=NYSE");
     s.OnTick("Name=IBM,Ask=151,AskSize=200,Last=150,Exch=NYSE");
     s.OnTick("Name=IBM,Bid=150.1,BidSize=50,Last=150,Exch=US-C");
     s.OnTick("Name=IBM,Ask=151.1,AskSize=150,Last=150,Exch=US-C");
     s.OnTick("Name=IBM,Bid=150,BidSize=25,Last=150,Exch=ARCA");
     s.OnTick("Name=IBM,Ask=151,AskSize=250,Last=150,Exch=ARCA");
     s.OnTick("Name=IBM,Bid=150.2,BidSize=200,Last=150,Exch=BAT");
     s.OnTick("Name=IBM,Ask=151.2,AskSize=20,Last=150,Exch=BAT");
     s.OnTick("Name=IBM,Bid=150.2,BidSize=210,Last=150,Exch=LSE");
     s.OnTick("Name=IBM,Ask=151.2,AskSize=10,Last=150,Exch=LSE");
     s.OnTick("Name=IBM,Bid=150.2,BidSize=90,Last=150,Exch=TOT");
     s.OnTick("Name=IBM,Ask=151.2,AskSize=190,Last=150,Exch=TOT");
 }