private static void RunRioClient()
{
var configuration = new ClientConfiguration();
using (var client = CreateClient(configuration))
{
client.Connected += OnClientConnected;
client.Disconnected += OnClientDisconnected;
using (client.Subscribe <OrderAckMessage>(OnMessageReceived))
{
var address = Dns.GetHostAddresses(Environment.MachineName).FirstOrDefault(x => x.AddressFamily == AddressFamily.InterNetwork);
// address = IPAddress.Parse("10.0.0.1");
// address = IPAddress.Parse("142.44.202.9");
var endPoint = new IPEndPoint(address, _port);
client.Connect(endPoint);
var instance = new PlaceOrderMessage();
var sw = Stopwatch.StartNew();
for (var i = 0; i < _messageCount; i++)
{
instance.Id = i;
instance.InstrumentId = i;
instance.Price = i;
instance.Quantity = i;
instance.Side = (OrderSide)(i % 2);
client.Send(instance);
}
Console.WriteLine($"{_messageCount:N0} in {sw.Elapsed} ({_messageCount / sw.Elapsed.TotalSeconds:N0}m/s)");
}
}
}
/// <summary>
/// Create place order message from order base.
/// </summary>
/// <param name="placeOrderMessage">Target message. <see cref="PlaceOrderMessage"/></param>
/// <param name="order">Original order. <see cref="OrderBase"/></param>
/// <returns></returns>
static internal PlaceOrderMessage FromOrderBase(this PlaceOrderMessage placeOrderMessage, OrderBase order)
{
placeOrderMessage.OrderType = order.Type;
placeOrderMessage.Side = order.Side;
placeOrderMessage.Duration = order.Duration;
placeOrderMessage.Leverage = 1; // Ignored by server.
placeOrderMessage.Price = DWConverter.ToProtoDecimal(order.Price);
placeOrderMessage.Quantity = DWConverter.ToProtoDecimal(order.Quantity);
return(placeOrderMessage);
}
private static void OnMessageReceived(int clientId, PlaceOrderMessage placeOrderMessage)
{
if (_receivedMessageCount == 0)
{
_sw.Start();
}
var stepcount = 100 * 1000;
if (++_receivedMessageCount % stepcount == 0)
{
Console.WriteLine($"{_receivedMessageCount:N0} in {_sw.Elapsed} ({stepcount / _sw.Elapsed.TotalSeconds:N0}m/s)");
_sw.Restart();
}
}
/// <summary>
/// The method of sending a message to place a limit or market order on the exchange.
/// </summary>
/// <param name="order">Sending order. <see cref="OrderBase"/></param>
/// <returns>True if success else false.</returns>
public bool PlaceOrder(OrderBase order)
{
PlaceOrderMessage placeOrderMessage = new PlaceOrderMessage().FromOrderBase(order);
return(SendMessage(placeOrderMessage, (uint)order.TargetSymbol.MarketId, order.ClientId));
}