private static async Task StartRemoteProcessing(int orderCount)
{
Console.WriteLine("Starting remote processing");
var orders = OrderGenerator.Generate(orderCount, "USD", "EUR", 0.93, 0.99);
var options = new ProgressBarOptions
{
DisplayTimeInRealTime = false,
ForeGroundColor = ConsoleColor.Yellow,
ForeGroundColorDone = ConsoleColor.DarkGreen,
ProgressCharacter = '\u2593',
CollapseWhenFinished = true
};
var address = new Uri("fabric:/Wirex.Service/Wirex.TradingService");
var client = ServiceProxy.Create <ITradingService>(address, new ServicePartitionKey(1));
var count = await client.GetOpenOrdersCount();
Console.WriteLine($"Currently there is {count} open orders");
var timer = new Stopwatch();
using (var progressBar = new ProgressBar(orderCount, "Placing orders on remote server", options))
{
timer.Start();
foreach (var order in orders)
{
var snapshot = order.GetSnapshot();
await client.PlaceOrderAsync(new PlaceOrderRequest
{
Id = snapshot.Id,
Amount = snapshot.Amount,
Price = snapshot.Price,
Side = snapshot.Side,
BaseCurrency = snapshot.BaseCurrency,
QuoteCurrency = snapshot.QuoteCurrency
});
progressBar.Tick($"Order {order} was placed");
}
}
timer.Stop();
Console.WriteLine();
Console.WriteLine($"Processed {orderCount} orders in {timer.ElapsedMilliseconds} ms, average time: {timer.ElapsedMilliseconds / (double)orderCount} ms");
for (int i = 0; i < 1000; i++)
{
count = await client.GetOpenOrdersCount();
Console.WriteLine($"Currently there is {count} open orders");
}
}
private static void Main(string[] args)
{
ITradingEngine engine = new TradingEngine();
var orders = new ConcurrentQueue <Order>(OrderGenerator.Generate(orderCount: 1000, baseCurrency: "USD", quoteCurrency: "EUR", minPrice: 0.93, maxPrice: 0.99));
//Observe results
engine.OrderClosed += OutputResult;
//Simulate multi-threading environment
for (var i = 0; i < threadCount; i++)
{
Task.Run(() => PlaceOrder(engine, orders));
}
Console.ReadLine();
}
private static void Main()
{
FifoTradingEngine engine = new FifoTradingEngine(new ConcurrentListOrdersStorage(new OrdersMatchingRule()));
var orders = new ConcurrentQueue <Order>(OrderGenerator.Generate(orderCount: 1000, baseCurrency: "USD", quoteCurrency: "EUR", minPrice: 0.93, maxPrice: 0.99));
//Observe results
engine.OrderClosed += OutputResult;
//Simulate multi-threading environment
for (var i = 0; i < threadCount; i++)
{
var thread = new Thread(() => PlaceOrder(engine, orders));
thread.Start();
}
Console.ReadLine();
}
public static void StartDirectProcessing(int orderCount)
{
Console.WriteLine("Starting direct processing");
var orders = OrderGenerator.Generate(orderCount, "USD", "EUR", 0.93, 0.99);
var options = new ProgressBarOptions
{
DisplayTimeInRealTime = false,
ForeGroundColor = ConsoleColor.Yellow,
ForeGroundColorDone = ConsoleColor.DarkGreen,
ProgressCharacter = '\u2593',
CollapseWhenFinished = true
};
var timer = new Stopwatch();
using (var engine = new TradingEngine())
using (var progressBar = new ProgressBar(orderCount, "Closing orders", options))
{
engine.OrderClosed += (sender, orderArgs) =>
{
// despite being pretty this is extremely slow,
// do not treat this application as any kind of benchmark
// or at least comment the line below :)
progressBar.Tick($"Processing {orderArgs.Order}");
};
timer.Start();
Parallel.ForEach(orders, (order, state, i) =>
{
engine.Place(order);
});
}
timer.Stop();
Console.WriteLine();
Console.WriteLine($"Processed {orderCount} orders in {timer.ElapsedMilliseconds} ms, average time: {timer.ElapsedMilliseconds / (double)orderCount} ms");
}
