public void ReceiveAsyncCallback(IAsyncResult iAsyncResult)
{
// Thread.Sleep(100);
//ThreadPoolMessage("\nMessage is receiving");
// endRead
NetworkStream networkStreamRead = tcpClient.GetStream();
int length = networkStreamRead.EndRead(iAsyncResult);
//check message
if (length < 1)
{
tcpClient.GetStream().Close();
throw new Exception("Disconnection!");
}
//show received message
string message = Encoding.UTF8.GetString(byteMessage, 0, length);
FuturesOrder order1 = (FuturesOrder) new XmlObjectSerializer().Deserialize(message);
Console.WriteLine("Order received");
equityDomain.checkMargin(order1);
equityDomain.SubmitOrder("MSFT", order1 as Order);
//send back message
byte[] sendMessage = Encoding.UTF8.GetBytes(DateTime.Now + " From Server: Message is received!");
NetworkStream networkStreamWrite = tcpClient.GetStream();
networkStreamWrite.BeginWrite(sendMessage, 0, sendMessage.Length, new AsyncCallback(SendAsyncCallback), null);
}
public void OrderBook_StopToMarket(object sender, OrderEventArgs e)
{
foreach (Order curBuyOrder in e.BuyBook)
{
if (OrderBook.marketPrice > curBuyOrder.Price)
{
// Order temp = curBuyOrder;
FuturesOrder order = new FuturesOrder("MSFT", "Market", "B", curBuyOrder.Price, curBuyOrder.Quantity, "New");
curBuyOrder.Quantity = 0;
tempDomain.deleteOrder(curBuyOrder);
tempDomain.checkMargin(order);
tempDomain.SubmitOrder("MSFT", order);
Console.WriteLine("one buy stop becomes market. New Market order is ID " + order.OrderID + " order type " + order.OrderType + " buysell " + order.BuySell + " Price " + order.Price + " quantity " + order.Quantity + " action " + order.OrderAction);
}
}
foreach (Order curSellOrder in e.SellBook)
{
if (OrderBook.marketPrice < curSellOrder.Price)
{
Order temp = curSellOrder;
curSellOrder.Quantity = 0;
FuturesOrder order = new FuturesOrder("MSFT", "Market", "S", temp.Price, temp.Quantity, "New");
tempDomain.SubmitOrder("MSFT", order);
Console.WriteLine("one sell stop becomes market. New Market order is ID " + order.OrderID + " order type " + order.OrderType + " buysell " + order.BuySell + " Price " + order.Price + " quantity " + order.Quantity + " action " + order.OrderAction);
}
}
}
static void Main(string[] args)
{
try
{
// ThreadPool.SetMaxThreads(1000, 1000);
BizDomain equityDomain;
equityDomain = new BizDomain("Equity Domain", new string[] { "MSFT", "BAC", "GE", "WFC" });// for us, instument means maturity?
equityDomain.OrderBook.OrderPriority = new PriceTimePriority();
equityDomain.OrderBook.OrderPriorityForMarket = new TimePriorityForMarket();
EquityMatchingLogic equityMatchingLogic = new EquityMatchingLogic(equityDomain);
equityDomain.Start();
equityDomain.Start2();
//test
bool validOrder;
/*
* FuturesOrder MarketOrder = new FuturesOrder("MSFT", "Market", "B", 30.0, 50, "New");
* validOrder = equityDomain.checkMargin(MarketOrder);
*
* if(validOrder)
* equityDomain.SubmitOrder("MSFT", MarketOrder);
*
* FuturesOrder MarketOrder2 = new FuturesOrder("MSFT", "Market", "S", 25.0, 30, "New");
* validOrder = equityDomain.checkMargin(MarketOrder2);
*
* if (validOrder)
* equityDomain.SubmitOrder("MSFT", MarketOrder2);
*/
/*
* FuturesOrder LimitOrder = new FuturesOrder("MSFT", "Limit", "B", 22.0, 60, "New");
* validOrder = equityDomain.checkMargin(LimitOrder);
* //Console.WriteLine("order could be submitted, true or false: " + validOrder);
* if (validOrder)
* equityDomain.SubmitOrder("MSFT", LimitOrder);
*
* FuturesOrder LimitOrder2 = new FuturesOrder("MSFT", "Limit", "S", 19.0, 60, "New");
* validOrder = equityDomain.checkMargin(LimitOrder2);
* //Console.WriteLine("order could be submitted, true or false: " + validOrder);
* if (validOrder)
* equityDomain.SubmitOrder("MSFT", LimitOrder2);
*
*/
/*
* FuturesOrder StopOrder = new FuturesOrder("MSFT", "Stop", "B", 25, 60, "New");
* validOrder = equityDomain.checkMargin(StopOrder);
* // Console.WriteLine("order could be submitted, true or false: " + validOrder);
* if (validOrder)
* equityDomain.SubmitOrder("MSFT", StopOrder);
*
* FuturesOrder LimitOrder3 = new FuturesOrder("MSFT", "Limit", "B", 26.0, 60, "New");
* validOrder = equityDomain.checkMargin(LimitOrder3);
* //Console.WriteLine("order could be submitted, true or false: " + validOrder);
* if (validOrder)
* equityDomain.SubmitOrder("MSFT", LimitOrder3);
*
* FuturesOrder LimitOrder4 = new FuturesOrder("MSFT", "Limit", "S", 26.0, 60, "New");
* validOrder = equityDomain.checkMargin(LimitOrder4);
* //Console.WriteLine("order could be submitted, true or false: " + validOrder);
* if (validOrder)
* equityDomain.SubmitOrder("MSFT", LimitOrder4);
*/
/*
* //update order
* Console.WriteLine("Update order");
*
* FuturesOrder LimitOrder4 = new FuturesOrder("MSFT", "Limit", "S", 26.0, 60, "New");
* validOrder = equityDomain.checkMargin(LimitOrder4);
* if (validOrder)
* equityDomain.SubmitOrder("MSFT", LimitOrder4);
*
* FuturesOrder UpdateOrder = new FuturesOrder("MSFT", "Limit", "S", 2, 2, "Update");
* UpdateOrder.OrderID = LimitOrder4.OrderID;
* validOrder = equityDomain.checkMargin(UpdateOrder);
*
* equityDomain.SubmitOrder("MSFT", UpdateOrder);
*
*
*
* //Cancel order
* Console.WriteLine("Cancel order");
* FuturesOrder CancelOrder = new FuturesOrder("MSFT", "Limit", "S", 1, 1, "Cancel");
* CancelOrder.OrderID = UpdateOrder.OrderID;
* validOrder = equityDomain.checkMargin(CancelOrder);
* equityDomain.SubmitOrder("MSFT", CancelOrder);
*
*/
/*
* //if update order lead to lack of margin; update order rejected
* FuturesOrder LimitOrder = new FuturesOrder("MSFT", "Limit", "B", 22.0, 60, "New");
* LimitOrder.OrderID = 310000000;
* validOrder = equityDomain.checkMargin(LimitOrder);
* Console.WriteLine("order info ID " + LimitOrder.OrderID + " order action " + LimitOrder.OrderAction);
* Console.WriteLine("order could be submitted, true or false: " + validOrder);
* if (validOrder)
* equityDomain.SubmitOrder("MSFT", LimitOrder);
*
* FuturesOrder LimitOrder2 = new FuturesOrder("MSFT", "Limit", "B", 19.0, 99, "Update");
* LimitOrder2.OrderID = 310000000;
* validOrder = equityDomain.checkMargin(LimitOrder2);
* Console.WriteLine("order info ID " + LimitOrder2.OrderID+" order action "+LimitOrder2.OrderAction);
* Console.WriteLine("update order could be submitted, true or false: " + validOrder);
* if (validOrder)
* equityDomain.SubmitOrder("MSFT", LimitOrder2);
*/
//if quote updated and margin is not enough, clear all position.
FuturesOrder LimitOrder = new FuturesOrder("MSFT", "Limit", "B", 500, 50, "New");
LimitOrder.OrderID = 310000000;
validOrder = equityDomain.checkMargin(LimitOrder);
Console.WriteLine("order info ID " + LimitOrder.OrderID + " order action " + LimitOrder.OrderAction);
Console.WriteLine("order could be submitted, true or false: " + validOrder);
if (validOrder)
{
equityDomain.SubmitOrder("MSFT", LimitOrder);
}
FuturesOrder LimitOrder4 = new FuturesOrder("MSFT", "Limit", "S", 19.5, 10, "New");
LimitOrder4.OrderID = 310000001;
validOrder = equityDomain.checkMargin(LimitOrder4);
Console.WriteLine("order info ID " + LimitOrder4.OrderID + " order action " + LimitOrder4.OrderAction);
Console.WriteLine("update order could be submitted, true or false: " + validOrder);
if (validOrder)
{
equityDomain.SubmitOrder("MSFT", LimitOrder4);
}
//host: 127.0.0.1
IPAddress ipAddress = IPAddress.Parse("127.0.0.1");
TcpListener tcpListener = new TcpListener(ipAddress, 500);
tcpListener.Start();
while (true)
{
//chatClient listen to client
ChatClient chatClient = new ChatClient(tcpListener.AcceptTcpClient(), equityDomain);
}
}
catch (Exception e)
{
Console.WriteLine("exception: " + e.ToString());
}
finally {
}
}