void _marketDataEngineClient_InquiryResponseArrived(Common.Core.ValueObjects.Inquiry.MarketDataProviderInfo obj)
{
Subscribe subscribe = new Subscribe();
subscribe.MarketDataProvider = Common.Core.Constants.MarketDataProvider.Simulated;
subscribe.Security = new Security()
{
Symbol = "IBM"
};
_marketDataEngineClient.SendTickSubscriptionRequest(subscribe);
}
public void MarketDataProviderTickTestCase()
{
bool logonArrived = false;
bool logoutArrived = false;
bool inquiryResponseArrived = false;
int count = 1;
Stopwatch stopwatch = new Stopwatch();
ManualResetEvent manualLogonEvent = new ManualResetEvent(false);
ManualResetEvent manualLogoutEvent = new ManualResetEvent(false);
ManualResetEvent manualConnectedEvent = new ManualResetEvent(false);
ManualResetEvent manualInquiryResponseEvent = new ManualResetEvent(false);
ManualResetEvent manualTickArrivedEvent = new ManualResetEvent(false);
_marketDataEngineClient.ServerConnected += delegate()
{
_marketDataEngineClient.SendLoginRequest(new Login()
{
MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated
});
manualConnectedEvent.Set();
};
_marketDataEngineClient.LogonArrived +=
delegate(string obj)
{
logonArrived = true;
_marketDataEngineClient.SendInquiryRequest(TradeHubConstants.MarketDataProvider.Simulated);
manualLogonEvent.Set();
};
_marketDataEngineClient.InquiryResponseArrived +=
delegate(MarketDataProviderInfo obj)
{
inquiryResponseArrived = true;
Console.WriteLine(obj);
// _marketDataEngineClient.SendLogoutRequest(new Logout { MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated });
Subscribe subscribe = new Subscribe();
subscribe.MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated;
subscribe.Security = new Security()
{
Symbol = "IBM"
};
_marketDataEngineClient.SendTickSubscriptionRequest(subscribe);
manualInquiryResponseEvent.Set();
};
_marketDataEngineClient.TickArrived += delegate(Tick tick)
{
if (count == 1)
{
stopwatch.Start();
}
if (count == 1000000)
{
stopwatch.Stop();
Console.WriteLine("1000000 Ticks recevied in " + stopwatch.ElapsedMilliseconds + " ms");
_marketDataEngineClient.SendLogoutRequest(new Logout {
MarketDataProvider = TradeHubConstants.MarketDataProvider.Simulated
});
manualTickArrivedEvent.Set();
// Logger.Info("Recevied Tick=" + tick, "", "MarketDataProviderBarTestCase");
}
count++;
};
_marketDataEngineClient.LogoutArrived +=
delegate(string obj)
{
logoutArrived = true;
manualLogoutEvent.Set();
};
_marketDataEngineClient.Start();
manualConnectedEvent.WaitOne(30000, false);
manualLogonEvent.WaitOne(30000, false);
manualInquiryResponseEvent.WaitOne(30000, false);
manualLogoutEvent.WaitOne(30000, false);
manualTickArrivedEvent.WaitOne(500000);
Assert.AreEqual(true, logonArrived, "Logon Arrived");
Assert.AreEqual(true, inquiryResponseArrived, "Inquiry Response Arrived");
Assert.AreEqual(1000001, count, "Tick arrived");
Assert.AreEqual(true, logoutArrived, "Logout Arrived");
Console.WriteLine("1000000 Ticks recevied in " + stopwatch.ElapsedMilliseconds + " ms");
Console.WriteLine(1000000 / stopwatch.ElapsedMilliseconds * 1000 + "msg/sec");
}