/// <summary>
/// Called when tick received from <see cref="MarketDataListener"/>
/// </summary>
/// <param name="tick"></param>
private void OnTickArrived(Common.Core.DomainModels.Tick tick)
{
if (_asyncClassLogger.IsDebugEnabled)
{
_asyncClassLogger.Debug(tick.ToString(), _type.FullName, "OnTickArrived");
}
_orderExecutor.TickArrived(tick);
_tradeHubStrategy.OnTickArrived(tick);
}
void TickArrived(Common.Core.DomainModels.Tick obj)
{
if (count == 1)
{
stopwatch.Start();
Logger.Info("First tick arrived " + obj, _type.FullName, "TickArrived");
}
if (count == 1000000)
{
stopwatch.Stop();
Logger.Info("Last tick arrived " + obj, _type.FullName, "TickArrived");
Logger.Info("1000000 Ticks recevied in " + stopwatch.ElapsedMilliseconds + " ms", _type.FullName, "TickArrived");
Logger.Info(1000000 / stopwatch.ElapsedMilliseconds * 1000 + "msg/sec", _type.FullName, "TickArrived");
_marketDataEngineClient.SendLogoutRequest(new Logout {
MarketDataProvider = Common.Core.Constants.MarketDataProvider.Simulated
});
Close();
}
count++;
}
