/// <summary>
/// This object will simulate an auction market on equities.
/// </summary>
static Price()
{
// Install the Server Market Data in this container.
Price.components = new System.ComponentModel.Container();
Price.serverMarketData = new Shadows.Quasar.Server.ServerMarketData(Price.components);
// One or more simulators can be running at a time to simulate different market feeds. This counter keeps track of how
// many are running at a time. The counter is also used in an implicit name created for new threads. If a name isn't
// provided when the thread is started, this counter will be used to create a default name.
Price.simulatorCounter = 0;
// This hash table is used to manage the multiple simulated threads.
Price.marketThreadTable = new Hashtable();
// This signal is used for pausing -- without terminating -- a simulation thread.
Price.pausePrice = new ManualResetEvent(false);
// This is the initial time to sleep between generating simulated ticks. The value is in terms of milliseconds.
Price.timer = Convert.ToInt32(1000.0M / DefaultTickerRate);
try
{
// Lock the tables.
Debug.Assert(!ServerMarketData.AreLocksHeld);
ServerMarketData.PriceLock.AcquireWriterLock(Timeout.Infinite);
// Initialize the bid and ask prices around the last known price.
foreach (ServerMarketData.PriceRow priceRow in ServerMarketData.Price)
{
// Initialize the bid price.
decimal bidChange = (decimal)(Math.Round(Random.NextDouble() * 0.25, 2));
priceRow.BidPrice = priceRow.LastPrice - bidChange;
priceRow.BidSize = (decimal)(Math.Round(Random.NextDouble() * 10.0, 0) * 100.0 + 100);
// Initialize the ask price.
decimal askChange = (decimal)(Math.Round(Random.NextDouble(), 2) * 0.25);
priceRow.AskPrice = priceRow.LastPrice + askChange;
priceRow.AskSize = (decimal)(Math.Round(Random.NextDouble() * 10.0, 0) * 100.0 + 100);
}
}
catch (Exception exception)
{
// Write the error and stack trace out to the debug listener
Debug.WriteLine(String.Format("{0}, {1}", exception.Message, exception.StackTrace));
}
finally
{
// Release the global tables.
if (ServerMarketData.PriceLock.IsWriterLockHeld)
{
ServerMarketData.PriceLock.ReleaseWriterLock();
}
Debug.Assert(!ServerMarketData.AreLocksHeld);
}
}
static Broker()
{
// Install the Server Market Data in this container.
Broker.components = new System.ComponentModel.Container();
Broker.serverMarketData = new Shadows.Quasar.Server.ServerMarketData(Broker.components);
// Create an order book to hold the orders.
orderBookLock = new ReaderWriterLock();
orderBook = new OrderBook();
// This is a list of brokers that service the simulated orders.
Broker.brokerList = new ArrayList();
// This queue is used to pass along a changed placement record to a thread that will create an order in the order book.
Broker.placementQueue = new PlacementQueue();
// This event is used to signal that there are orders in the order book that need simulated executions.
Broker.orderBookEvent = new ManualResetEvent(false);
try
{
// Lock the tables
Debug.Assert(!ServerMarketData.AreLocksHeld);
ServerMarketData.PlacementLock.AcquireReaderLock(CommonTimeout.LockWait);
// Install an event handler that will pump proposed orders into a thread that makes them into simulated orders
// serviced by an imaginary broker.
ServerMarketData.Placement.PlacementRowChanged +=
new ServerMarketData.PlacementRowChangeEventHandler(Broker.PlacementRowChangeEvent);
}
finally
{
// Release the table locks.
if (ServerMarketData.PlacementLock.IsReaderLockHeld)
{
ServerMarketData.PlacementLock.ReleaseReaderLock();
}
Debug.Assert(!ServerMarketData.AreLocksHeld);
}
}
