protected async Task <Submarket> GenerateSubmarket(string marketId, int marketNo, int submarketNo, int numInstruments, Random rand)
{
var submarket = new Submarket()
{
Id = $"Submarket:{marketNo}-{submarketNo}",
MarketId = marketId,
Name = $"Submarket{marketNo}-{submarketNo}"
};
if (_simulationReceiver != null)
{
await _simulationReceiver.SubmarketAdded(submarket.ToStream(StreamOperation.Insert));
}
for (int instrumentNo = 0; instrumentNo < numInstruments; instrumentNo++)
{
var instrument = await GenerateInstrument(submarket.Id, marketNo, submarketNo, instrumentNo, rand);
submarket.InstrumentsById[instrument.Id] = instrument;
submarket.InstrumentsByName[instrument.Name] = instrument.Id;
submarket.NumInstruments++;
}
return(submarket);
}
protected Instrument GetRandomInstrument(Random rand, int marketNo, int submarketNo, Submarket submarket)
{
var instrumentId = GetRandomInstrumentId(rand, marketNo, submarketNo, submarket);
if (!String.IsNullOrEmpty(instrumentId))
{
Instrument instrument = null;
return(submarket.InstrumentsById.TryGetValue(instrumentId, out instrument) ? instrument : null);
}
else
{
return(null);
}
}
protected string GetRandomInstrumentId(Random rand, int marketNo, int submarketNo, Submarket submarket)
{
int numInstruments = submarket.NumInstruments;
var slotSeed = rand.Next(41);
int slot = (slotSeed > 17 ? 0 : slotSeed > 5 ? 1 : slotSeed > 1 ? 2 : 3);
int instrumentNo = rand.Next(numInstruments / 4) + (slot * numInstruments / 4);
string instrumentName = "Instrument" + marketNo.ToString() + "-" + submarketNo.ToString() + "-" + instrumentNo.ToString();
// Find the instrument
string instrumentId = null;
return(submarket.InstrumentsByName.TryGetValue(instrumentName, out instrumentId) ? instrumentId : null);
}
