private void start()
{
//Loading system startup data for all the exchanges
List <Exchange> exchanges = new List <Exchange>();
exchanges.Add(Exchange.FAKE_NASDAQ);
InMemoryObjects.LoadInMemoryObjects(exchanges);
//Initiate fake data generation from fake market
//Later it will also include data generation from google finance
TimeSpan updateDuration = TimeSpan.FromMilliseconds(Constants.FAKE_DATA_GENERATE_PERIOD);
FakeDataGenerator.StartFakeDataGeneration(300);
IFeeder feeder = FeederFactory.GetFeeder(FeederSourceSystem.FAKEMARKET);
ISender sender = SenderFactory.GetSender(FeederQueueSystem.REDIS_CACHE);
List <StockModel.Symbol> symbols = InMemoryObjects.ExchangeSymbolList.SingleOrDefault(x => x.Exchange == Exchange.FAKE_NASDAQ).Symbols;
while (true)
{
Parallel.ForEach(symbols, (symbol) =>
{
feedList = feeder.GetFeedList(symbol.Id, 1, 10); // Get the list of values for a given symbolId of a market for given time-span
sender.SendFeed(feedList);
});
}
}
/// <summary>
/// Application arguments:
/// arg0: Selected Exchange. Has to be enum StockModel.Master.Exchange
/// arg1: Data generator to use. Has to be IDataPublisher.
/// </summary>
/// <param name="args"></param>
static void Main(string[] args)
{
//Loading system startup data for all the exchanges
List <Exchange> exchanges = new List <Exchange>();
//defaults selected...
selectedExchange = Exchange.FAKE_NASDAQ;
dataGenerator = YahooDataGenerator.Instance;
ResolveAppArgs(args);
exchanges = Enum.GetValues(typeof(Exchange)).OfType <Exchange>().ToList();
InMemoryObjects.LoadInMemoryObjects(exchanges);
TimeSpan updateDuration = TimeSpan.FromMilliseconds(Constants.FAKE_DATA_GENERATE_PERIOD);
//Start data generation - this will start fetching data for all symbols of current exchange
//Later, need to change this to only subscribe to the specific symbol(s) selected.
dataGenerator.StartDataGeneration(300, selectedExchange);
sender = SenderFactory.GetSender(FeederQueueSystem.REDIS_CACHE);
List <StockModel.Symbol> symbols = InMemoryObjects.ExchangeSymbolList.SingleOrDefault(x => x.Exchange == selectedExchange).Symbols;
List <SymbolFeeds> generatedData = new List <SymbolFeeds>();
List <StockModel.Symbol> symbolList = new List <StockModel.Symbol>();
Action <double, string> addMovingAverage = new Action <double, string>((val, MVA_id) => {
sender.SendMVA(val, MVA_id);
Console.ForegroundColor = ConsoleColor.Green;
Console.WriteLine("Sent value {0} to redis", val);
Console.ResetColor();
});
Parallel.ForEach(symbols, (symbol) =>
{
//subscribe
dataGenerator.SubscribeFeed(symbol.Id, (Feed fd) =>
{
sender.SendFeed(fd, selectedExchange.ToString());
Console.WriteLine(fd.ToString());
});
//add subscription for each aggregator configured
//RXProcessing.AddAggregator(dataGenerator, new MovingAverage(),
// addMovingAverage
// , symbol.Id);
});
Console.Read();
}
private static void SubscribeRedis()
{
ConnectionMultiplexer connection = null;
connection = GetRedisConnection();
ISubscriber sub = connection.GetSubscriber();
sub.Subscribe(_exchange, (channel, message) =>
{
lock (_lockQueue)
{
byte[] binary = Convert.FromBase64String(message);
MemoryStream stream = new MemoryStream(binary);
Feed feed = (Feed)ObjectSerialization.DeserializeFromStream(stream);
//send to NEsper
_runtime.SendEvent(feed);
}
});
sender = SenderFactory.GetSender(FeederQueueSystem.REDIS_CACHE);
}
public IMessageSender ResolveSender(Employee emp)
{
return(SenderFactory.GetSender(emp));
}
private static void Start()
{
_LTPStack = new Dictionary <string, Queue <double> >();
ISender sender = SenderFactory.GetSender(FeederQueueSystem.REDIS_CACHE);
_sum = new Dictionary <string, double>();
ConnectionMultiplexer connection = null;
connection = GetRedisConnection();
ISubscriber sub = connection.GetSubscriber();
Feed feed = null;
byte[] binary = null;
MemoryStream stream = null;
sub.Subscribe(_exchange, (channel, message) =>
{
lock (_lockQueue)
{
string str = message;
binary = Convert.FromBase64String(message);
stream = new MemoryStream(binary);
feed = (Feed)ObjectSerialization.DeserializeFromStream(stream);
string currentSymbolId = feed.SymbolId.ToString();
if (_sum.ContainsKey(currentSymbolId))
{
_sum[currentSymbolId] += feed.LTP;
}
else
{
_sum.Add(currentSymbolId, feed.LTP);
}
if (_LTPStack.ContainsKey(currentSymbolId))
{
_LTPStack[currentSymbolId].Enqueue(feed.LTP);
}
else
{
Queue <double> q = new Queue <double>();
q.Enqueue(feed.LTP);
_LTPStack.Add(currentSymbolId, q);
}
if (_LTPStack[currentSymbolId].Count > n)
{
_sum[currentSymbolId] -= _LTPStack[currentSymbolId].Dequeue();
}
//Publish MVA
double mva = _sum[currentSymbolId] / _LTPStack[currentSymbolId].Count();
sender.SendMVA(mva, _channelName + currentSymbolId);
Console.WriteLine("Symbol id {0} published aggregate {1} to channel {2}",
feed.SymbolId, mva, _channelName + currentSymbolId);
}
});
}