private void publishPrices(string myMnemonic, string myOfferSz, string myOfferPx, string myBidPx, string myBidSz, string myTradePx, string myTradeSz)
{
try
{
K2DataObjects.PXUpdateBase upd = new K2DataObjects.PXUpdateBase();
upd.Mnemonic = myMnemonic;
upd.BidPrice = decimal.Parse(myBidPx);
upd.BidSize = decimal.Parse(myBidSz);
upd.OfferPrice = decimal.Parse(myOfferPx);
upd.OfferSize = decimal.Parse(myOfferSz);
upd.TradePrice = decimal.Parse(myTradePx);
upd.TradeVolume = decimal.Parse(myTradeSz);
m_Simulator.ApplyPriceUpdate(upd);
}
catch (Exception myE)
{
}
}
private void runPlayBack()
{
try
{
string myLine = "";
m_RunPlayBack = true;
m_ReceivedUpdates = 0;
K2DataObjects.PXUpdateBase pxUpdate;
long startTicks = 0;
int sleepTime = 50;
while ((!m_Sr.EndOfStream) && (m_RunPlayBack))
{
myLine = m_Sr.ReadLine();
if (myLine[0] == '#')
{
m_Log.Info(myLine);
if (myLine.IndexOf("#XML") >= 0)
{
setupProduct(myLine);
}
}
else
{
pxUpdate = new K2DataObjects.PXUpdateBase("FILE");
pxUpdate.From(myLine, ',');
pxUpdate.Mnemonic = "S." + pxUpdate.Mnemonic;
if (startTicks > 0)
{
sleepTime = (int)(pxUpdate.Ticks - startTicks)/10000;
startTicks = pxUpdate.Ticks;
}
else
{
sleepTime = this.Interval;
startTicks = pxUpdate.Ticks;
}
if (this.m_RunRealTime)
{
if (sleepTime < 0)
{
sleepTime = 1;
}
Thread.Sleep(sleepTime);
}
else
{
Thread.Sleep(this.Interval);
}
this.updateClients(pxUpdate);
m_ReceivedUpdates++;
}
}
if (m_Sr.EndOfStream)
{
updateClients(SrcStatus.ended);
}
}
catch (Exception myE)
{
m_Log.Error("runPlayBack", myE);
}
}
private void generateProductPrices(SimulatorProduct product)
{
try
{
K2DataObjects.PXUpdateBase pxupdate = new K2DataObjects.PXUpdateBase(m_ID);
pxupdate.Mnemonic = product.Mnemonic;
pxupdate.BidSize = m_RNGen.Next(100);
pxupdate.OfferSize = m_RNGen.Next(100);
pxupdate.BidPrice = product.LowPrice;
pxupdate.OfferPrice = pxupdate.BidPrice + 1;
pxupdate.TradePrice = ((pxupdate.BidPrice + pxupdate.OfferPrice) / 2);
pxupdate.TradeVolume = (pxupdate.BidSize + pxupdate.OfferSize) / 2;
pxupdate.DayHigh = product.HighPrice;
pxupdate.DayLow = product.LowPrice;
if (product.LowPrice != product.HighPrice)
{
pxupdate.BidPrice = (int)product.LowPrice + m_RNGen.Next(10);
pxupdate.OfferPrice = pxupdate.BidPrice + 1;
pxupdate.TradePrice = ((pxupdate.BidPrice + pxupdate.OfferPrice) / 2);
}
pxupdate.Ticks = DateTime.Now.Ticks;
PriceUpdate(pxupdate);
}
catch (Exception myE)
{
}
}
