//protected override System.Web.Http.Dependencies.IDependencyResolver BuildWebApiDependencyResolver()
//{
// //get the 'default' resolver, populated from the 'main' config metadata
// var resolver = base.BuildWebApiDependencyResolver();
// //check if its castable to a SpringWebApiDependencyResolver
// var springResolver = resolver as SpringWebApiDependencyResolver;
// //return the fully-configured resolver
// return springResolver;
//}
/// <summary>
/// Method for initializaing the single threaded application parts
/// </summary>
private void InitiliazeApplication()
{
InputDisruptorPublisher.Shutdown();
OutputDisruptor.ShutDown();
IEventStore inputEventStore = new RavenNEventStore(Constants.INPUT_EVENT_STORE);
IEventStore outputEventStore = new RavenNEventStore(Constants.OUTPUT_EVENT_STORE);
Journaler inputJournaler = new Journaler(inputEventStore);
Journaler outputJournaler = new Journaler(outputEventStore);
ExchangeEssentialsList exchangeEssentialsList=outputEventStore.LoadLastSnapshot();
ICurrencyPairRepository currencyPairRepository = (ICurrencyPairRepository) ContextRegistry.GetContext()["CurrencyPairRepository"];
IList<CurrencyPair> tradeableCurrencyPairs = currencyPairRepository.GetTradeableCurrencyPairs();
Exchange exchange;
if (exchangeEssentialsList != null)
{
//means snapshot found so initialize the exchange
exchange = new Exchange(tradeableCurrencyPairs, exchangeEssentialsList);
InputDisruptorPublisher.InitializeDisruptor(new IEventHandler<InputPayload>[] {exchange, inputJournaler});
OutputDisruptor.InitializeDisruptor(new IEventHandler<byte[]>[] {outputJournaler});
exchange.InitializeExchangeAfterSnaphot();
LimitOrderBookReplayService service = new LimitOrderBookReplayService();
service.ReplayOrderBooks(exchange, outputJournaler);
exchange.EnableSnaphots(Constants.SnaphsortInterval);
}
else
{
//no snapshot found
exchange = new Exchange(tradeableCurrencyPairs);
InputDisruptorPublisher.InitializeDisruptor(new IEventHandler<InputPayload>[] { exchange, inputJournaler });
OutputDisruptor.InitializeDisruptor(new IEventHandler<byte[]>[] { outputJournaler });
// check if there are events to replay
LimitOrderBookReplayService service = new LimitOrderBookReplayService();
service.ReplayOrderBooks(exchange, outputJournaler);
exchange.EnableSnaphots(Constants.SnaphsortInterval);
}
}
//[Test]
public void PerformanceTest()
{
// Initialize the output Disruptor and assign the journaler as the event handler
IEventStore eventStore = new RavenNEventStore(Constants.OUTPUT_EVENT_STORE);
Journaler journaler = new Journaler(eventStore);
OutputDisruptor.InitializeDisruptor(new IEventHandler <byte[]>[] { journaler });
IList <CurrencyPair> currencyPairs = new List <CurrencyPair>();
currencyPairs.Add(new CurrencyPair("BTCUSD", "USD", "BTC"));
currencyPairs.Add(new CurrencyPair("BTCLTC", "LTC", "BTC"));
currencyPairs.Add(new CurrencyPair("BTCDOGE", "DOGE", "BTC"));
_exchange = new Exchange(currencyPairs);
List <OrderId> orderIds = new List <OrderId>();
// Create Orders
Order[] orders = new Order[10000];
Random random = new Random();
for (int i = 0; i < orders.Length; i++)
{
bool isBuy = ((i % 2) == 0);
decimal delta = isBuy ? 1880 : 1884;
Price price = new Price(random.Next(1, 10) + delta);
Volume volume = new Volume(random.Next() % 10 + 1 * 100);
OrderId orderId = new OrderId(random.Next(1, 100).ToString(CultureInfo.InvariantCulture));
orderIds.Add(orderId);
orders[i] = new Order(orderId, "BTCUSD", price, isBuy ? OrderSide.Buy :
OrderSide.Sell, OrderType.Limit, volume, new TraderId(random.Next(1, 100).ToString()));
}
JustAddOrdersToList(orders);
AddOrdersAndCancel(_exchange.ExchangeEssentials.First().LimitOrderBook, orders, orderIds);
}
