private void start()
{
byte[] binary = null;
MemoryStream stream = null;
ISubscriber sub = connection.GetSubscriber();
Feed feed = null;
sub.Subscribe(((Exchange)Enum.Parse(typeof(Exchange), SelectedExchange)).ToString(), (channel, message) =>
{
string str = message;
binary = Convert.FromBase64String(message);
stream = new MemoryStream(binary);
feed = (Feed)ObjectSerialization.DeserializeFromStream(stream);
double[] stockData = new double[2];
stockData[0] = feed.TimeStamp;
stockData[1] = feed.LTP;
if (stockData != null && stockData.Length != 0)
{
Clients.Group(feed.SymbolId.ToString() + "_" + SelectedExchange).updatePoints(stockData[0], stockData[1]);
}
});
sub.Subscribe(Constants.REDIS_MVA_ROOM_PREFIX + SelectedSymbolId, (channel, message) =>
{
string str = message;
double[] stockData = new double[2];
stockData[0] = Convert.ToInt64((DateTime.Now - new DateTime(1970, 1, 1, 0, 0, 0, DateTimeKind.Utc)).TotalMilliseconds);
stockData[1] = Convert.ToDouble(message);
if (stockData != null && stockData.Length != 0)
{
Clients.Group(SelectedSymbolId + "_" + SelectedExchange).updatePointsMVA(stockData[0], stockData[1]);
}
});
while (true)
{
Thread.Sleep(600000);
}
}
private static void SubscribeRedis()
{
ConnectionMultiplexer connection = null;
connection = GetRedisConnection();
ISubscriber sub = connection.GetSubscriber();
sub.Subscribe(_exchange, (channel, message) =>
{
lock (_lockQueue)
{
byte[] binary = Convert.FromBase64String(message);
MemoryStream stream = new MemoryStream(binary);
Feed feed = (Feed)ObjectSerialization.DeserializeFromStream(stream);
//send to NEsper
_runtime.SendEvent(feed);
}
});
sender = SenderFactory.GetSender(FeederQueueSystem.REDIS_CACHE);
}
private static void Start()
{
_LTPStack = new Dictionary <string, Queue <double> >();
ISender sender = SenderFactory.GetSender(FeederQueueSystem.REDIS_CACHE);
_sum = new Dictionary <string, double>();
ConnectionMultiplexer connection = null;
connection = GetRedisConnection();
ISubscriber sub = connection.GetSubscriber();
Feed feed = null;
byte[] binary = null;
MemoryStream stream = null;
sub.Subscribe(_exchange, (channel, message) =>
{
lock (_lockQueue)
{
string str = message;
binary = Convert.FromBase64String(message);
stream = new MemoryStream(binary);
feed = (Feed)ObjectSerialization.DeserializeFromStream(stream);
string currentSymbolId = feed.SymbolId.ToString();
if (_sum.ContainsKey(currentSymbolId))
{
_sum[currentSymbolId] += feed.LTP;
}
else
{
_sum.Add(currentSymbolId, feed.LTP);
}
if (_LTPStack.ContainsKey(currentSymbolId))
{
_LTPStack[currentSymbolId].Enqueue(feed.LTP);
}
else
{
Queue <double> q = new Queue <double>();
q.Enqueue(feed.LTP);
_LTPStack.Add(currentSymbolId, q);
}
if (_LTPStack[currentSymbolId].Count > n)
{
_sum[currentSymbolId] -= _LTPStack[currentSymbolId].Dequeue();
}
//Publish MVA
double mva = _sum[currentSymbolId] / _LTPStack[currentSymbolId].Count();
sender.SendMVA(mva, _channelName + currentSymbolId);
Console.WriteLine("Symbol id {0} published aggregate {1} to channel {2}",
feed.SymbolId, mva, _channelName + currentSymbolId);
}
});
}
