public Trader(Connection connection,
Statistics statistics,
TradersSettings sets,
FairPriceMaker priceMaker,
TraderModusOperandi modusOperandi,
int seqNum,
int tradersTotal)
{
this.connection = connection;
this.statistics = statistics;
this.priceMaker = priceMaker;
this.modusOperandi = modusOperandi;
this.seqNum = seqNum;
this.tradersTotal = tradersTotal;
settings = sets;
sinusPayloadCalc = new SinusoidPayloadCalculator(sets);
tradeThread = new Thread(ThreadRoutine);
}
/// <param name="onStop">action called when the pool stops</param>
public void Start(Action onStop)
{
this.onStop = onStop;
ReadSettings();
logger = new Logger(logMessageAction, settings.LoggingLevel);
logger.LogMessage("Starting test", LoggingLevel.Critical);
statistics = new Statistics(settings);
serverStatPicker = new ServerStatPicker(settings, logger);
var fairPriceMaker = new FairPriceMaker(settings);
try
{
for (var i = 0; i < settings.PayloadSets.TradersCount; i++)
{
var conn = new Connection(settings.Uri, logger, i);
conn.onResponse += OnResponse;
conn.Open();
connectionPool.Add(conn);
}
}
catch (Exception ex)
{
logger.LogMessage($"Error opening connection: {ex.GetType().Name}: {ex.Message}", LoggingLevel.Error);
onStop();
return;
}
var connIndex = 0;
var rolePool = Enumerable.Range(0, settings.TradeSets.MakersCount).Select(i => TraderModusOperandi.Maker).ToList();
rolePool.AddRange(Enumerable.Range(0, settings.TradeSets.OneShotTradersCount).Select(i => TraderModusOperandi.OneShotTaker));
rolePool.AddRange(Enumerable.Range(0, settings.PayloadSets.TradersCount).Select(i => TraderModusOperandi.Taker));
traders = Enumerable.Range(0, settings.PayloadSets.TradersCount).Select(i =>
{
var trader = new Trader(connectionPool[connIndex++], statistics, settings, fairPriceMaker, rolePool[i], i, settings.PayloadSets.TradersCount)
{
AccountId = $"Trader_{i}",
ClearingAccountId = $"Qurrex_{connIndex}"
};
if (connIndex == connectionPool.Count)
{
connIndex = 0;
}
return(trader);
}).ToList();
// the first trader watches for the test to stop on timeout
traders.First().onTimer = () =>
{
ThreadPool.QueueUserWorkItem(o =>
{
logger.LogMessage("Test is stopping by timeout...", LoggingLevel.Critical);
Stop();
});
};
traders.First().timeoutTime = DateTime.Now.AddSeconds(settings.TestDurationSeconds);
statistics.tradersByRole = traders.GroupBy(t => t.modusOperandi).ToDictionary(t => t.Key, t => t.Count());
statistics.Start();
traders.ForEach(t => t.Start());
serverStatPicker.Start();
logger.LogMessage("Test has been started", LoggingLevel.Critical);
}