static void Main(string[] args)
{
// set up multicast
byte[] receiveBuffer = new byte[512];
EndPoint endPoint = new IPEndPoint(IPAddress.Any, 0);
Socket mdcSocket = CommsTools.SetUpMcastListenSocket(Convert.ToInt32(ConfigurationManager.AppSettings["receive_port"]));
Console.WriteLine("Ticker Service Started - (Listening Using MultiCast)");
// using the rtm system
RtmDataGatherer rtm = new RtmDataGatherer("Ticker RTM");
rtm.Attach(new LoggerObserver());
rtm.Attach(new ScreenPrinterObserver());
while (true)
{
int bytesReceived = mdcSocket.ReceiveFrom(receiveBuffer, ref endPoint);
IPEndPoint mdpEndPoint = (IPEndPoint)endPoint;
string s = Encoding.ASCII.GetString(receiveBuffer, 0, bytesReceived);
// using the rtm system
rtm.SetMessage(s);
rtm.Notify();
}
}
static void Main(string[] args)
{
Console.WriteLine("OME Service Started - (Listening Using MultiCast)");
// set up multicast receive
byte[] receiveBuffer = new byte[512];
EndPoint endPoint = new IPEndPoint(IPAddress.Any, 0);
Socket mdcSocket = CommsTools.SetUpMcastListenSocket(
Convert.ToInt32(ConfigurationManager.AppSettings["receive_port"]));
// using the observer pattern here to log what goes on in main
RtmDataGatherer rtm = new RtmDataGatherer("OME Receiver RTM");
rtm.Attach(new LoggerObserver());
rtm.Attach(new EmailerObserver());
rtm.Attach(new ScreenPrinterObserver());
rtm.Notify();
// set up OME
OME.BizDomain equityDomain = setUpEquityDomain();
equityDomain.Start();
// loop until we get a quit signal
while (true)
{
int bytesReceived = mdcSocket.ReceiveFrom(receiveBuffer, ref endPoint);
IPEndPoint mdpEndPoint = (IPEndPoint)endPoint;
string inboundOrderText = Encoding.ASCII.GetString(receiveBuffer, 0, bytesReceived);
rtm.SetMessage("Order Received : " + inboundOrderText);
rtm.Notify();
var array = inboundOrderText.Split(',');
if (array[0] == "-1")
{
break;
} // quit signal
try
{
equityDomain.SubmitOrder("MSFT", new EquityMatchingEngine.EquityOrder(
array[0], array[1], array[2], Convert.ToDouble(array[3]),
Convert.ToInt32(array[4])));
}
catch (BadOrder e)
{
// nothing to do here, as this order will just be skipped,
// and the exception will make the neccessary notifications.
}
}
mdcSocket.Close();
Console.WriteLine("received quit signal");
Console.ReadLine();
}
static void Main(string[] args)
{
string line;
// this implementation of the observer pattern creates a real time
// monitor, and attaches to logger,and screen printer concrete observers.
// the emailer concrete observer is left out here.
RtmDataGatherer rtm = new RtmDataGatherer("CSV Eater RTM");
rtm.Attach(new LoggerObserver());
rtm.Attach(new ScreenPrinterObserver());
// setting up to send multicast
Socket mdpSocket = CommsTools.SetUpMCastSendSocket();
IPEndPoint mcastEp = new IPEndPoint(IPAddress.Parse("224.5.6.7"),
Convert.ToInt32(ConfigurationManager.AppSettings["send_port"]));
Console.WriteLine("CSV Eater Service Started - (Sending Using MultiCast)");
Thread.Sleep(3000); // relax a moment while the receiver starts up
// read from the csv
var stream = File.OpenRead(
ConfigurationManager.AppSettings["csvpath"]);
var streamReader = new StreamReader(stream);
while ((line = streamReader.ReadLine()) != null)
{
try
{
// this method will throw the BadOrderInput exception if the
// order format doesn't match the required pattern
CommsTools.sendOrderDataToOME(line, mdpSocket, mcastEp);
rtm.SetMessage("sending: " + line);
rtm.Notify();
}
catch (BadOrderInput e)
{
// simply skipping and going on to the next CSV line, the exception
// itself logs the error
}
// this just keeps the orders from all zipping by too fast to see
Thread.Sleep(Convert.ToInt32(ConfigurationManager.AppSettings["order_send_delay"]));
}
// telling receiver we're all done
CommsTools.SendMCastData("-1,-1,-1,-1,-1", mdpSocket, mcastEp); // send quit signal
Console.WriteLine("reached end of file, sent quit signal");
mdpSocket.Close();
Environment.Exit(0);
}
public void SendTickerData(OrderEventArgs e)
{
double bestSellPrice = 0;
double bestBuyPrice = 0;
string instrument = "";
foreach (Order s in e.SellBook)
{
bestSellPrice = s.Price;
instrument = s.Instrument;
break;
}
foreach (Order b in e.BuyBook)
{
bestBuyPrice = b.Price;
instrument = b.Instrument;
break;
}
string bestBuyString = "-";
string bestSellString = "-";
if (bestBuyPrice != 0)
{
bestBuyString = bestBuyPrice.ToString();
}
if (bestSellPrice != 0)
{
bestSellString = bestSellPrice.ToString();
}
// set up multicast send for ticker
Socket tickerSocket = CommsTools.SetUpMCastSendSocket();
IPEndPoint tickerEP = new IPEndPoint(IPAddress.Parse("224.5.6.7"),
Convert.ToInt32(ConfigurationManager.AppSettings["ticker_broadcast_port"]));
try
{
CommsTools.SendTradeDataToTicker(instrument + " " + bestBuyString + "/" + bestSellString, tickerSocket, tickerEP);
SetMessage("sending to ticker: " + instrument + " " + bestBuyString + "/" + bestSellString);
Notify();
}
catch (BadTickerInput bte)
{
// not necessary to do anything, just let next order go to ticker
}
}
// this code uses the factory pattern to create new orders for sending on the the OME.
static void Main(string[] args)
{
Common.CommsTools.SetUpMCastSendSocket();
Socket mdpSocket = CommsTools.SetUpMCastSendSocket();
IPEndPoint mcastEp = new IPEndPoint(IPAddress.Parse("224.5.6.7"),
Convert.ToInt32(ConfigurationManager.AppSettings["send_port"]));
TraderOrderCreator tocBuy = new TraderBuyOrderCreator();
TraderOrderCreator tocSell = new TraderSellOrderCreator();
TraderOrder to;
string order = "";
Console.WriteLine("Trader Tool");
while (true)
{
Console.Write("hit enter to begin a trade.");
Console.ReadLine();
Console.Write("Buy or Sell [B|S]: ");
string buyorsell = Console.ReadLine();
if (buyorsell == "B")
{
// using factory pattern to make orders
to = tocBuy.MakeTradeOrder();
}
else if (buyorsell == "S")
{
// using factory pattern to make orders
to = tocSell.MakeTradeOrder();
}
else
{
Console.WriteLine("must be B or S, hit enter to continue.");
continue;
}
Console.Write("Symbol [MSFT]: ");
to.SetSymbol(Console.ReadLine(), "MSFT");
Console.WriteLine(to.GetSymbol());
Console.Write("purchase type [Regular]:");
to.SetPurchaseType(Console.ReadLine(), "Regular");
Console.WriteLine(to.GetPurchaseType());
Console.Write("price: ");
to.SetPrice(Console.ReadLine());
Console.Write("quantity: ");
to.SetQuantity(Console.ReadLine());
Console.WriteLine("your order: " + to.GetOrderString());
Console.Write("OK? [Y|n]");
string temp = Console.ReadLine();
if (temp == "" || temp == "Y")
{
try
{
CommsTools.sendOrderDataToOME(to.GetOrderString(), mdpSocket, mcastEp);
Console.WriteLine("Order sent!");
}
catch (BadOrderInput e)
{
Console.WriteLine("bad input, no order sent.");
}
}
to = null;
Console.WriteLine("hit enter to continue.");
Console.ReadLine();
Console.Clear();
}
}
