static void Main(string[] args)
{
Console.WriteLine("Market App");
using (ServiceHost host = new ServiceHost(typeof(MarketService)))
{
// Init Market Service
host.Open();
Console.WriteLine("The service is ready at: {0}", host.BaseAddresses.FirstOrDefault().ToString());
// Init MarketData Publisher
InstanceContext site = new InstanceContext(new MarketPublisher());
MarketContractClient publisher = new MarketContractClient(site);
// Evolve for MarketTickInterval
var config = new MarketConfiguration();
var logNormal = new LogNormalMarket(config);
TimeSpan evolveTime = TimeSpan.FromHours(0);
var myTimer = new System.Timers.Timer();
myTimer.Elapsed += (sender, e) => EvolveAndPublish(sender, logNormal, evolveTime, publisher);
myTimer.Interval = config.MarketTickInterval.TotalMilliseconds;
myTimer.Enabled = true;
//Publish MarketData
Console.ReadKey();
host.Close();
}
}
public void ClientMarketService()
{
//Set Pricer as the client of MarketService
InstanceContext clientSite = new InstanceContext(null, this);
client = new MarketContractClient(clientSite);
//create a unique callback address so multiple clients can run on one machine
WSDualHttpBinding binding = (WSDualHttpBinding)client.Endpoint.Binding;
string clientcallbackaddress = binding.ClientBaseAddress.AbsoluteUri;
clientcallbackaddress += Guid.NewGuid().ToString();
binding.ClientBaseAddress = new Uri(clientcallbackaddress);
//Subscribe for MarketService
Console.WriteLine("Subscribing to MarketService");
client.Subscribe();
}
public static void EvolveAndPublish(object sender, LogNormalMarket logNormal, TimeSpan evolveTime, MarketContractClient publisher)
{
logNormal.Evolve(evolveTime += TimeSpan.FromHours(4));
MarketData marketData = new MarketData()
{
Time = logNormal.Time, StockPrice = logNormal.StockPrice, VolSurface = logNormal.VolSurface
};
//Console.WriteLine("{0}, {1}, {2}", marketData.Time, marketData.VolSurface.Vol(TimeSpan.FromHours(4), marketData.StockPrice), marketData.StockPrice);
publisher.PublishMarketData(marketData);
}