public RuleMSXTest()
{
System.Console.WriteLine("RuleMSXTest starting...");
System.Console.WriteLine("Instantiating RuleMSX...");
LogRmsx.logLevel = LogRmsx.LogLevels.NONE;
this.rmsx = new RuleMSX();
// Create new RuleSet
this.ruleSet = rmsx.createRuleSet("TestRules");
Rule ruleIsNotExpired = new Rule("IsNotExpired", new StringInequalityRule("OrderStatus", "EXPIRED"));
Rule ruleIsExpired = new Rule("IsExpired", new StringEqualityRule("OrderStatus", "EXPIRED"), rmsx.createAction("SendIgnoringSignal", new SendAdditionalSignal("Ignoring Order - EXPIRED")));
Rule ruleNeedsRouting = new Rule("NeedsRouting", new NeedsRoutingRule());
Rule ruleIsLNExchange = new Rule("IsLNExchange", new StringEqualityRule("Exchange", "LN"), rmsx.createAction("RouteToBrokerBB", new RouteToBroker(this, "BB")));
Rule ruleIsUSExchange = new Rule("IsUSExchange", new StringEqualityRule("Exchange", "US"));
Rule ruleIsIBM = new Rule("IsIBM", new StringEqualityRule("Ticker", "IBM US Equity"), rmsx.createAction("RouteToBrokerEFIX", new RouteToBroker(this, "EFIX")));
ruleIsIBM.AddAction(rmsx.createAction("SendIBMSignal", new SendAdditionalSignal("This is IBM!!")));
Rule ruleIsMSFT = new Rule("IsMSFT", new StringEqualityRule("Ticker", "MSFT US Equity"), rmsx.createAction("RejectedSignal", new SendAdditionalSignal("Not Routing as would be rejected")));
Rule ruleIsFilled500 = new Rule("IsFilled500", new IsFilled500Rule(), rmsx.createAction("Signal500filled", new SendAdditionalSignal("Order is filled to 500 or more.")));
// Maybe add code so that rather than RouteToBroker("BB") we create a new datapoint "TargetBroker", set it's value to BB.
// Then add a new rule that checks if there are available shares. if true, then action is route to targetbroker which depends on target broker
//Add new rules for working/filled amount checks
this.ruleSet.AddRule(ruleIsNotExpired);
this.ruleSet.AddRule(ruleIsExpired);
//this.ruleSet.AddRule(ruleIsFilled500);
ruleIsNotExpired.AddRule(ruleNeedsRouting);
ruleNeedsRouting.AddRule(ruleIsLNExchange);
ruleNeedsRouting.AddRule(ruleIsUSExchange);
ruleIsUSExchange.AddRule(ruleIsIBM);
ruleIsUSExchange.AddRule(ruleIsMSFT);
System.Console.WriteLine("...done.");
System.Console.WriteLine(ruleSet.report());
System.Console.WriteLine("Instantiating EasyMKT...");
this.emkt = new EasyMKT();
System.Console.WriteLine("...done.");
// Adding subscription fields to EasyMKT
emkt.AddField("BID");
emkt.AddField("ASK");
emkt.AddField("MID");
emkt.AddField("LAST_PRICE");
System.Console.WriteLine("Starting EasyMKT...");
emkt.start();
System.Console.WriteLine("EasyMKT started.");
System.Console.WriteLine("Instantiating EasyMSX...");
LogEmsx.logLevel = LogEmsx.LogLevels.NONE;
try
{
this.emsx = new EasyMSX(EasyMSX.Environment.BETA);
System.Console.WriteLine("EasyMSX instantiated. Adding notification handler.");
this.emsx.orders.addNotificationHandler(this);
System.Console.WriteLine("Starting EasyMSX");
this.emsx.start();
}
catch (Exception ex)
{
System.Console.WriteLine(ex);
}
System.Console.WriteLine("EasyMSX started.");
System.Console.WriteLine("RuleMSXTest running...");
}
private void run(String[] args)
{
Log.logLevel = Log.LogLevels.BASIC;
System.Console.WriteLine("Initializing EasyMKT ");
// Uncomment the appropriate constructor call
emkt = new EasyMKT();
//emkt = new EasyMKT("1.2.3.4",8194);
System.Console.WriteLine("EasyMKT initialized OK");
// Add required fields...
emkt.AddField("BID");
emkt.AddField("ASK");
emkt.AddField("MID");
emkt.AddField("LAST_PRICE");
// Add required securities...
emkt.AddSecurity("HSBA LN Equity");
emkt.AddSecurity("BATS LN Equity");
emkt.AddSecurity("RDSA LN Equity");
emkt.AddSecurity("BP/ LN Equity");
emkt.AddSecurity("RDSB LN Equity");
emkt.AddSecurity("GSK LN Equity");
emkt.AddSecurity("DGE LN Equity");
emkt.AddSecurity("VOD LN Equity");
emkt.AddSecurity("AZN LN Equity");
emkt.AddSecurity("ULVR LN Equity");
emkt.AddSecurity("PRU LN Equity");
emkt.AddSecurity("LLOY LN Equity");
emkt.AddSecurity("RIO LN Equity");
emkt.AddSecurity("RB/ LN Equity");
emkt.AddSecurity("GLEN LN Equity");
emkt.AddSecurity("SHP LN Equity");
emkt.AddSecurity("NG/ LN Equity");
emkt.AddSecurity("BARC LN Equity");
emkt.AddSecurity("BLT LN Equity");
emkt.AddSecurity("IMB LN Equity");
emkt.AddSecurity("CPG LN Equity");
emkt.AddSecurity("BT/A LN Equity");
emkt.AddSecurity("CRH LN Equity");
emkt.AddSecurity("AV/ LN Equity");
emkt.AddSecurity("STAN LN Equity");
emkt.AddSecurity("BA/ LN Equity");
emkt.AddSecurity("REL LN Equity");
emkt.AddSecurity("WPP LN Equity");
emkt.AddSecurity("AAL LN Equity");
emkt.AddSecurity("LGEN LN Equity");
emkt.AddSecurity("TSCO LN Equity");
emkt.AddSecurity("RR/ LN Equity");
emkt.AddSecurity("SSE LN Equity");
emkt.AddSecurity("EXPN LN Equity");
emkt.AddSecurity("LSE LN Equity");
emkt.AddSecurity("SN/ LN Equity");
emkt.AddSecurity("FERG LN Equity");
emkt.AddSecurity("SLA LN Equity");
emkt.AddSecurity("ABF LN Equity");
emkt.AddSecurity("CNA LN Equity");
emkt.AddSecurity("IAG LN Equity");
emkt.AddSecurity("SKY LN Equity");
emkt.AddSecurity("OML LN Equity");
emkt.AddSecurity("CCL LN Equity");
emkt.AddSecurity("III LN Equity");
emkt.AddSecurity("AHT LN Equity");
emkt.AddSecurity("ITRK LN Equity");
emkt.AddSecurity("PSN LN Equity");
emkt.AddSecurity("RBS LN Equity");
emkt.AddSecurity("BRBY LN Equity");
emkt.AddSecurity("WPG LN Equity");
emkt.AddSecurity("MNDI LN Equity");
emkt.AddSecurity("BNZL LN Equity");
emkt.AddSecurity("LAND LN Equity");
emkt.AddSecurity("SGE LN Equity");
emkt.AddSecurity("RRS LN Equity");
emkt.AddSecurity("IHG LN Equity");
emkt.AddSecurity("WTB LN Equity");
emkt.AddSecurity("RSA LN Equity");
emkt.AddSecurity("KGF LN Equity");
emkt.AddSecurity("DCC LN Equity");
emkt.AddSecurity("TW/ LN Equity");
emkt.AddSecurity("BLND LN Equity");
emkt.AddSecurity("BDEV LN Equity");
emkt.AddSecurity("UU/ LN Equity");
emkt.AddSecurity("SMIN LN Equity");
emkt.AddSecurity("STJ LN Equity");
emkt.AddSecurity("NXT LN Equity");
emkt.AddSecurity("SMT LN Equity");
emkt.AddSecurity("ITV LN Equity");
emkt.AddSecurity("PPB LN Equity");
emkt.AddSecurity("TUI LN Equity");
emkt.AddSecurity("INF LN Equity");
emkt.AddSecurity("SKG LN Equity");
emkt.AddSecurity("RTO LN Equity");
emkt.AddSecurity("GKN LN Equity");
emkt.AddSecurity("SGRO LN Equity");
emkt.AddSecurity("JMAT LN Equity");
emkt.AddSecurity("SVT LN Equity");
emkt.AddSecurity("MRW LN Equity");
emkt.AddSecurity("MKS LN Equity");
emkt.AddSecurity("DLG LN Equity");
emkt.AddSecurity("CCH LN Equity");
emkt.AddSecurity("PSON LN Equity");
emkt.AddSecurity("CRDA LN Equity");
emkt.AddSecurity("MCRO LN Equity");
emkt.AddSecurity("HMSO LN Equity");
emkt.AddSecurity("GFS LN Equity");
emkt.AddSecurity("BAB LN Equity");
emkt.AddSecurity("ADM LN Equity");
emkt.AddSecurity("SBRY LN Equity");
emkt.AddSecurity("SDR LN Equity");
emkt.AddSecurity("CTEC LN Equity");
emkt.AddSecurity("ANTO LN Equity");
emkt.AddSecurity("RMG LN Equity");
emkt.AddSecurity("HL/ LN Equity");
emkt.AddSecurity("MERL LN Equity");
emkt.AddSecurity("FRES LN Equity");
emkt.AddSecurity("MDC LN Equity");
emkt.AddSecurity("EZJ LN Equity");
emkt.AddSecurity("PFG LN Equity");
// Notify me if anything changes for any security
//emkt.securities.addNotificationHandler(this);
// Notify me if anything changes for a specific security
//emkt.securities.Get("HSBA LN Equity").addNotificationHandler(this);
// Notify me if anything changes for specific field on specific security.
//emkt.securities.Get("HSBA LN Equity").field("ASK").AddNotificationHandler(this);
//emkt.securities.Get("HSBA LN Equity").field("BID").AddNotificationHandler(this);
// Add specific field handlers for every loaded security
foreach (Security s in emkt.securities)
{
s.field("ASK").AddNotificationHandler(this);
s.field("BID").AddNotificationHandler(this);
}
emkt.start();
}
