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();
}
}
/// <summary>
/// Initializes a new instance of the <see cref="LogNormalMarket"/> class.
/// </summary>
/// <param name="marketConfiguration">The market configuration.</param>
public LogNormalMarket(MarketConfiguration marketConfiguration)
{
_drift = marketConfiguration.Drift;
_volatility = marketConfiguration.Volatility;
_random = new Random();
Time = marketConfiguration.StartTime;
StockPrice = marketConfiguration.InitialStockPrice;
VolSurface = new FlatVolSurface(marketConfiguration.Volatility);
}
