示例#1
0
        private static int ProcessAction(Action a)
        {
            var initialResponse = client.Request(a.Type);

            if (initialResponse != "ACK")
            {
                return(-1);
            }

            a.Response = client.Request(a.Message);

            return(0);
        }
示例#2
0
        static void Main(string[] args)
        {
            IPEndPoint remoteEP = new IPEndPoint(IPAddress.Parse("127.0.0.1"), 65432);

            SynchronousSocket.Client c = new SynchronousSocket.Client(remoteEP);

            var rec = new RecordKeeper(db);

            int rps = 1;

            while (true)
            {
                var ticker = c.Request("GET");

                if (!String.IsNullOrEmpty(ticker))
                {
                    var topOfBook = JsonConvert.DeserializeObject <CBPRO.TopOfBook>(ticker);

                    var t = new Models.Ticker();
                    t.BidPrice = Convert.ToDecimal(topOfBook.bids[0][0]);
                    t.BidSize  = Convert.ToDecimal(topOfBook.bids[0][1]);
                    t.AskPrice = Convert.ToDecimal(topOfBook.asks[0][0]);
                    t.AskSize  = Convert.ToDecimal(topOfBook.asks[0][1]);
                    t.Sequence = topOfBook.sequence;

                    rec.AddL1Data(t);
                }

                System.Threading.Thread.Sleep(1000 / rps);
            }
        }