public static void Main(string[] args)
{
var container = new Container();
container.Configure(c => c.Scan(_ =>
{
_.AssemblyContainingType(typeof(Program));
_.WithDefaultConventions();
}));
var subscriptionManager = container.GetInstance <ISubscriptionManager>();
var signalRConnectionManager = container.GetInstance <ISignalRConnectionManager>();
var activityMonitor = container.GetInstance <IActivityMonitor>();
var accountVariables = container.GetInstance <AccountVariables>();
accountVariables.InitializeVariables();
try
{
using (var stream = new QuoteStream(subscriptionManager, signalRConnectionManager, activityMonitor))
stream.Run().Wait();
}
catch (Exception ex)
{
Console.Error.WriteLine("Stream terminated with exception:");
Console.Error.WriteLine($" {ex.GetType()}: {ex.Message}");
if (ex.InnerException != null)
{
Console.Error.WriteLine($" {ex.InnerException.GetType()}: {ex.InnerException.Message}");
}
}
}
/// <summary>
/// Configure all the actors and dependancies, returns an IActorRef for the ProgramActor actor
/// </summary>
public static IActorRef ConfigureServices(ActorSystem system, InsuranceProvider[] providers, Barrier barrier)
{
IActorRef backLogManager = BacklogManager.Create(system);
IActorRef quoteStream = QuoteStream.Create(system, backLogManager, 100, 100, 1500, QuoteGenerator.GenerateQuote);
var userInterface = new UserInterface();
IActorRef ux = UIManager.Create(system, quoteStream, userInterface, barrier);
IActorRef monitor = UpstreamMonitor.Create(system, quoteStream, userInterface.Panel, providers);
// trick to allow bidirectional dependancies,tell the other actors about the actor via a message
// instead of via props.
var uxReady = new UserInterfaceReady(ux);
backLogManager.Tell(uxReady);
quoteStream.Tell(uxReady);
IActorRef program = ProgramActor.Create(system, ux, monitor);
return(program);
}
/// <summary>
/// Creates a new TradeHub Tick Data object
/// </summary>
/// <param name="quoteStream"></param>
/// <returns></returns>
private Tick CreateTickData(QuoteStream quoteStream)
{
try
{
if (quoteStream.type.Equals("summary"))
{
return(null);
}
// Format our new DateTime object to start at the UNIX Epoch
DateTime dateTime = new DateTime(1970, 1, 1, 0, 0, 0, 0, System.DateTimeKind.Utc);
// Create new Tick object
Tick tick = new Tick(new Security()
{
Symbol = quoteStream.symbol
}, _marketDataProviderName);
if (quoteStream.type.Equals("quote"))
{
// Extract UNIX timestamp
var timestamp = Convert.ToDouble(quoteStream.biddate);
// Add the timestamp (number of seconds since the Epoch) to be converted
dateTime = dateTime.AddMilliseconds(timestamp);
// Set time to local object
tick.DateTime = dateTime;
// Extract BID information
tick.BidPrice = Convert.ToDecimal(quoteStream.bid);
tick.BidSize = Convert.ToDecimal(quoteStream.bidsz);
tick.BidExchange = quoteStream.bidexch;
// Extract ASK information
tick.AskPrice = Convert.ToDecimal(quoteStream.ask);
tick.AskSize = Convert.ToDecimal(quoteStream.asksz);
tick.AskExchange = quoteStream.askexch;
}
else if (quoteStream.type.Equals("trade"))
{
// Extract UNIX timestamp
var timestamp = Convert.ToDouble(quoteStream.date);
// Add the timestamp (number of seconds since the Epoch) to be converted
dateTime = dateTime.AddMilliseconds(timestamp);
// Set time to local object
tick.DateTime = dateTime;
// Extract LAST/TRADE information
tick.LastPrice = Convert.ToDecimal(quoteStream.price);
tick.LastSize = Convert.ToDecimal(quoteStream.size);
tick.LastExchange = quoteStream.exch;
}
return(tick);
}
catch (Exception exception)
{
_logger.Error(exception, _type.FullName, "CreateTickData");
return(null);
}
}
