private static void Main(string[] args)
{
string address = ConfigurationManager.AppSettings["ServerAddress"];
string snapshotaddress = ConfigurationManager.AppSettings["SnapshotServerAddress"];
string gatewayaddress = ConfigurationManager.AppSettings["GatewayServerAddress"];
var snapshotServer = new NetMqSnapshotServer(snapshotaddress, CreateSnapshot);
snapshotServer.Start();
var publisher = new NetMqPublisher(address);
publisher.Start();
var gateway = new NetMqPushAcceptor(gatewayaddress);
gateway.Subscribe("q", message =>
{
Quote q = BinarySerializer <Quote> .DeSerializeFromByteArray(message);
QuotesCache[q.InstrumentId] = q;
publisher.Publish("q", message);
});
gateway.Start();
Console.ReadKey();
}
public void Start()
{
//Debug.WriteLine(TimerResolution.SetResolution(500));
_processor = new FeedProcessor(OnValidQuote, OnInvalidQuote);
_processor.Start();
_snapshotServer = new NetMqSnapshotServer(_snapshotAddress, CreateSnapshot);
_snapshotServer.Start();
_publisher = new NetMqPublisher(_publisherAddress);
_publisher.Start();
_gateway = new NetMqPushAcceptor(_gatewayAddress);
_gateway.Subscribe(Constants.QuotesTopicName, message =>
{
//TODO: try use protobuff
var rawQuotes = BinarySerializer <IEnumerable <Quote> > .DeSerializeFromByteArray(message);
_processor.ProcessQuotes(rawQuotes);
});
_gateway.Start();
}
public IEnumerable <Quote> GetAndParseSnapshot(string topic)
{
return(BinarySerializer <IEnumerable <Quote> > .DeSerializeFromByteArray(base.GetSnapshot(topic)));
}
