/// <summary> /// Called when tick received from <see cref="MarketDataListener"/> /// </summary> /// <param name="tick"></param> private void OnTickArrived(Common.Core.DomainModels.Tick tick) { if (_asyncClassLogger.IsDebugEnabled) { _asyncClassLogger.Debug(tick.ToString(), _type.FullName, "OnTickArrived"); } _orderExecutor.TickArrived(tick); _tradeHubStrategy.OnTickArrived(tick); }
void TickArrived(Common.Core.DomainModels.Tick obj) { if (count == 1) { stopwatch.Start(); Logger.Info("First tick arrived " + obj, _type.FullName, "TickArrived"); } if (count == 1000000) { stopwatch.Stop(); Logger.Info("Last tick arrived " + obj, _type.FullName, "TickArrived"); Logger.Info("1000000 Ticks recevied in " + stopwatch.ElapsedMilliseconds + " ms", _type.FullName, "TickArrived"); Logger.Info(1000000 / stopwatch.ElapsedMilliseconds * 1000 + "msg/sec", _type.FullName, "TickArrived"); _marketDataEngineClient.SendLogoutRequest(new Logout { MarketDataProvider = Common.Core.Constants.MarketDataProvider.Simulated }); Close(); } count++; }