static void Main(string[] args)
{
Core core1 = new Core();
var consumerConfig = new QueueConfig
{
ExchangeName = "engine-in",
ExchangeType = "fanout",
QueueName = "engine-reader",
RoutingKey = "#",
HostName = "localhost",
Vhost = "/",
User = "******",
Password = "******"
};
var producerConfig = new QueueConfig
{
ExchangeName = "engine-out",
ExchangeType = "fanout",
QueueName = "settlement",
RoutingKey = "#",
HostName = "localhost",
Vhost = "/",
User = "******",
Password = "******"
};
core1.Start(consumerConfig, producerConfig, "output.bin", new TimeProvider(), 0, 1);
Console.ReadLine();
core1.Stop();
}
public void Start(QueueConfig consumerQueuConfig, QueueConfig producerQueueConfig, string filePath, ITimeProvider timeProvider, int quoteCurrencyDecimalPlances, int stepSize)
{
_outboundChannel = Channel.CreateBounded <byte[]>(new BoundedChannelOptions(100000)
{
FullMode = BoundedChannelFullMode.Wait, SingleReader = true, SingleWriter = true, AllowSynchronousContinuations = false
});
_outboundChannelReader = _outboundChannel.Reader;
_outboundChannelWritter = _outboundChannel.Writer;
var tradeListner = new TradeListener(_outboundChannelWritter, timeProvider);
_matchingEngine = new MatchingEngine(quoteCurrencyDecimalPlances, stepSize, tradeListner, new TimeProvider());
_inboundChannel = Channel.CreateBounded <Message>(new BoundedChannelOptions(100000)
{
FullMode = BoundedChannelFullMode.Wait, SingleReader = true, SingleWriter = true, AllowSynchronousContinuations = false
});
_inboundChannelReader = _inboundChannel.Reader;
_inboundChannelWritter = _inboundChannel.Writer;
_outboundQueueChannel = Channel.CreateBounded <byte[]>(new BoundedChannelOptions(100000)
{
FullMode = BoundedChannelFullMode.Wait, SingleReader = true, SingleWriter = true, AllowSynchronousContinuations = false
});
_outboundQueueChannelReader = _outboundQueueChannel.Reader;
_outboundQueueChannelWritter = _outboundQueueChannel.Writer;
_outboundFileChannel = Channel.CreateBounded <byte[]>(new BoundedChannelOptions(100000)
{
FullMode = BoundedChannelFullMode.Wait, SingleReader = true, SingleWriter = true, AllowSynchronousContinuations = false
});
_outboundFileChannelReader = _outboundFileChannel.Reader;
_outboundFileChannelWritter = _outboundFileChannel.Writer;
_tradeLogger = new TradeLogger(filePath);
_queueProducer = new QueueProducer(producerQueueConfig.ExchangeName, producerQueueConfig.ExchangeType, producerQueueConfig.QueueName, producerQueueConfig.RoutingKey, producerQueueConfig.HostName, producerQueueConfig.Vhost, producerQueueConfig.User, producerQueueConfig.Password);
_queueConsumer = new QueueConsumer(consumerQueuConfig.ExchangeName, consumerQueuConfig.ExchangeType, consumerQueuConfig.QueueName, consumerQueuConfig.RoutingKey, consumerQueuConfig.HostName, consumerQueuConfig.Vhost, consumerQueuConfig.User, consumerQueuConfig.Password);
_inboundQueueProcessor = Task.Factory.StartNew(QueueConsumer);
_inboundChannelProcessor = Task.Factory.StartNew(async() => await InboundMessageProcessor());
_outboundChannelProcessor = Task.Factory.StartNew(async() => await OutboundMessageProcessor());
_outboundQueueChannelProcessor = Task.Factory.StartNew(async() => await OutboundQueueMessageProcessor());
_outboundFileChannelProcessor = Task.Factory.StartNew(async() => await OutboundFileMessageProcessor());
}
