static void SubscribeVIXES(string mYY)
{
// Subscribe VIX/ES
string m0 = mYY;
string m1 = GDate.AddMonths(mYY, 1);
string m2 = GDate.AddMonths(mYY, 2);
string m3 = GDate.AddMonths(mYY, 3);
string m4 = GDate.AddMonths(mYY, 4);
string m5 = GDate.AddMonths(mYY, 5);
m_updates.SetId("vix", "VIX.XO");
m_prices.SubscribePrices("VIX.XO");
m_updates.SetId("vx0", "@VX" + m0);
m_updates.SetId("vx1", "@VX" + m1);
m_updates.SetId("vx2", "@VX" + m2);
m_updates.SetId("vx3", "@VX" + m3);
m_updates.SetId("vx4", "@VX" + m4);
m_updates.SetId("vx5", "@VX" + m5);
m_prices.SubscribePrices("@VX" + m0);
m_prices.SubscribePrices("@VX" + m1);
m_prices.SubscribePrices("@VX" + m2);
m_prices.SubscribePrices("@VX" + m3);
m_prices.SubscribePrices("@VX" + m4);
m_prices.SubscribePrices("@VX" + m5);
string es_m0 = "H18";
m_updates.SetId("spu", "@ES" + es_m0);
m_prices.SubscribePrices("@ES" + es_m0);
}
private decimal m_vixDiscount; // VIX.XO - @VX (front month)
public PricesConsole(string ip, int port, bool publish = false)
{
m_es = "@ESH18"; // front-month ES symbol
// Populate the VX and Contango month strings
m_vxMonth[0] = "H18"; // front-month @VX ("mYY" only, not full symbol)
for (int i = 1; i < MONTH_COUNT; ++i)
{
m_vxMonth[i] = GDate.AddMonths(m_vxMonth[i - 1], 1);
m_contangoMonth[i - 1] = m_vxMonth[i - 1] + m_vxMonth[i];
}
//m_pubsub = new RedisIQFeed(ip, port);
m_pubsub = new ZmqIQFeed();
m_pubsub.StartPriceSubscriber(ip, port);
m_pubsub.OnSubscriberReceive += M_subscriber_Receive;
//m_publisher = new ZMQPublisher();
//m_subscriber = new ZMQSubscriber();
//m_subscriberClientTask = Task.Factory.StartNew(() => m_subscriber.SubscriptionLoop());
Task.Run(() => DisplaySubs());
Task.Run(() => DisplayVIXES());
if (publish)
{
// Load symbols and spread formulas (and subscribe to these symbols)
ReloadSymbols();
ReloadSpreads();
}
}
static void SubscribeCopper(string mYY)
{
// Subscribe CME/LME Copper
string m0 = mYY;
string m1 = GDate.AddMonths(mYY, 1);
m_updates.SetId("hg0", "QHG" + m0);
m_updates.SetId("hg1", "QHG" + m1);
m_updates.SetId("lme", "M.CU3=LX");
m_prices.SubscribePrices("QHG" + m0);
m_prices.SubscribePrices("QHG" + m1);
m_prices.SubscribePrices("M.CU3=LX");
}