Exemple #1
0
        public Client(string compId, string subId, string locationId,
                      string targetCompanyId, string targetTraderId, string targetLocationId,
                      string account)
        {
            client = new FixTcpClient(compId, subId, locationId, targetCompanyId, targetTraderId, targetLocationId);
            client.LogonReceived                += HandleLogon;
            client.NewOrderReceived             += NewOrderReceived;
            client.CancelReplaceRequestReceived += CancelReplaceRequestReceived;
            client.CancelRequestReceived        += CancelRequestReceived;
            client.CancelRejectReceived         += CancelRejectReceived;

            client.NewOrderAckReceived      += HandleNewOrderAck;
            client.NewOrderAckReceived      += NewOrderAckReceived;
            client.CancelReplaceAckReceived += CancelReplaceAckReceived;
            client.CancelAckReceived        += CancelAckReceived;
            client.RejectReceived           += RejectReceived;
            client.FillReceived             += FillReceived;

            Account = account;
        }
Exemple #2
0
        public async void Start(IPAddress address, int port)
        {
            tcpListener = new TcpListener(address, port);
            tcpListener.Start();
            Console.WriteLine($"globex server listening at {tcpListener.LocalEndpoint}");

            snapshotTimer = new Timer(HandleSnapshotTimerInterval, null, 0, snapshotUpdateInterval);

            while (true)
            {
                TcpClient tcpClient = await tcpListener.AcceptTcpClientAsync();

                FixTcpClient client = new FixTcpClient(senderCompId, senderTraderId, null, tcpClient);
                client.LogonReceived                += HandleLogon;
                client.LogoutReceived               += HandleLogout;
                client.NewOrderReceived             += HandleCreateRequest;
                client.CancelReplaceRequestReceived += HandleUpdateRequest;
                client.CancelRequestReceived        += HandleDeleteRequest;

                Console.WriteLine("client connected");
                client.Listen();
            }
        }