static void TestAggregatedOrderBookStreamOnMocks()
{
IExchangeClient exchangeA = new MockClient(0);
IExchangeClient exchangeB = new MockClient(1);
IExchangeClient exchangeC = new MockClient(2);
IObservable <IOrderBook> mergedOrderBookStream = Observable.Merge(exchangeA.OrderBookStream,
exchangeB.OrderBookStream,
exchangeC.OrderBookStream);
IObservable <AggregatedOrderBook> aggregatedOrderBookStream = mergedOrderBookStream.Scan(
new AggregatedOrderBook(),
(aob, orderBook) => aob.InsertBook(orderBook));
using (var consoleSubscription = aggregatedOrderBookStream.Subscribe(Console.WriteLine))
{
Console.WriteLine("press any key to stop");
var exchanges = new IExchangeClient[3] {
exchangeA, exchangeB, exchangeC
};
exchanges.ToList().ForEach(ex => { ex.Connect(); ((MockClient)ex).StartRandomOrders(); });
Console.ReadKey();
exchanges.ToList().ForEach(ex => { ex.Disconnect(); ((MockClient)ex).StopRandomOrders(); });
}
Console.WriteLine("stopped. Press any key to close window");
Console.ReadKey();
}