private decimal m_vixDiscount; // VIX.XO - @VX (front month) public PricesConsole(string ip, int port, bool publish = false) { m_es = "@ESH18"; // front-month ES symbol // Populate the VX and Contango month strings m_vxMonth[0] = "H18"; // front-month @VX ("mYY" only, not full symbol) for (int i = 1; i < MONTH_COUNT; ++i) { m_vxMonth[i] = GDate.AddMonths(m_vxMonth[i - 1], 1); m_contangoMonth[i - 1] = m_vxMonth[i - 1] + m_vxMonth[i]; } //m_pubsub = new RedisIQFeed(ip, port); m_pubsub = new ZmqIQFeed(); m_pubsub.StartPriceSubscriber(ip, port); m_pubsub.OnSubscriberReceive += M_subscriber_Receive; //m_publisher = new ZMQPublisher(); //m_subscriber = new ZMQSubscriber(); //m_subscriberClientTask = Task.Factory.StartNew(() => m_subscriber.SubscriptionLoop()); Task.Run(() => DisplaySubs()); Task.Run(() => DisplayVIXES()); if (publish) { // Load symbols and spread formulas (and subscribe to these symbols) ReloadSymbols(); ReloadSpreads(); } }
public PriceSubscriberService(IPriceSubscriber priceSubscriber, ILogger <PriceSubscriberService> logger) { _priceSubscriber = priceSubscriber; _logger = logger; }