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();
}
}
public PriceSubscriberService(IPriceSubscriber priceSubscriber, ILogger <PriceSubscriberService> logger)
{
_priceSubscriber = priceSubscriber;
_logger = logger;
}
