public void test()
{
ManualResetEvent processSignaller = new ManualResetEvent(false);
//BizDomain equityDomain;
equityDomain = new BizDomain("Equity Domain", new string[] { "MSFT", "BAC", "GE", "WFC" });
equityDomain.OrderBook.OrderPriority = new PriceTimePriority();
EquityMatchingLogic equityMatchingLogic = new EquityMatchingLogic(equityDomain);
equityDomain.Start();
}
static void Main(string[] args)
{
ManualResetEvent processSignaller = new ManualResetEvent(false);
BizDomain equityDomain;
equityDomain = new BizDomain("Salt Futures", new string[] { "MSFT", "BAC", "GE", "WFC" });
equityDomain.OrderBook.OrderPriority = new PriceTimePriority();
EquityMatchingLogic equityMatchingLogic = new EquityMatchingLogic(equityDomain);
equityDomain.Start();
equityMatchingLogic.updateClearingCorp();
equityDomain.checkMargin();
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 17, 1, 2, 2));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 17, 1, 50, 50));
//Console.ReadLine();
//equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Market", "B", 20, 2, 2));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "S", 18, 1, 3, 3));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Stop", "B", 20, 5, 13, 13));
processSignaller.WaitOne(2000, false);
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 20, 5, 4, 4));
//equityDomain.UpdateOrder(new FuturesOrder("MSFT", "Regular", "B", 19, 10, 8), new FuturesOrder("MSFT", "Regular", "B", 20, 5, 4));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "S", 29, 7, 5, 5));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", .1, 8, 6, 6));
processSignaller.WaitOne(2000, false);
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 20, 1, 11, 11));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 25, 6, 12, 12));
//equityDomain.PriceQuote("MSFT", "B");
//equityDomain.PriceQuote("MSFT", "S");
Console.ReadLine();
Console.WriteLine("Press any key to stop");
Console.ReadLine();
return;
}
public static void Start()
{
ManualResetEvent exchangeOpen = new ManualResetEvent(false);
ManualResetEvent processSignaller = new ManualResetEvent(false);
BizDomain equityDomain;
equityDomain = new BizDomain("Salt Futures", new string[] { "RSXH", "RSXM", "RSXU", "RSXZ" });
equityDomain.OrderBook.OrderPriority = new PriceTimePriority();
EquityMatchingLogic equityMatchingLogic = new EquityMatchingLogic(equityDomain);
equityDomain.Start();
//starts listening for orders
Task.Factory.StartNew(() => SynchronousSocketListener.StartListening(equityDomain));
while (true)
{
if (DateTime.Now > startTime + stagingTime)
{
//equityDomain.findOpenPrice();
open = true;
break;
}
else
{
exchangeOpen.WaitOne(10);
}
}
Console.WriteLine("Press any key to stop");
Console.ReadLine();
return;
}
static void Main(string[] args)
{
BizDomain equityDomain;
//Create equity domain with 3 order processor dedicated to process
//MSFT, IBM and GE orders
equityDomain = new BizDomain("Equity Domain", new string[] { "MSFT", "IBM", "GE" });
//Assign the order ranking logic
equityDomain.OrderBook.OrderPriority = new PriceTimePriority();
//Assign the business component
EquityMatchingLogic equityMatchingLogic = new EquityMatchingLogic(equityDomain);
//Start the matching engine
equityDomain.Start();
//Submit buy order
equityDomain.SubmitOrder("MSFT", new EquityOrder("MSFT", "Regular", "B", 20, 3));
//Submit sell order
//this will also generate a trade because
//there is a matching counter buy order
equityDomain.SubmitOrder("MSFT", new EquityOrder("MSFT", "Regular", "S", 20, 2));
Console.WriteLine("Press any key to Stop");
Console.ReadLine();
}
//Mutex syncExchange = new Mutex(false, "SyncExchange");
//[STAThread]
public static void Start()
{
LeafContainer.openPriceFound.Set();
EquityMatchingEngine.OMEHost.open = false;
EquityMatchingEngine.OMEHost.running = true;
EquityMatchingEngine.OMEHost.startTime = DateTime.Now;
ManualResetEvent exchangeOpen = new ManualResetEvent(false);
ManualResetEvent processSignaller = new ManualResetEvent(false);
BizDomain equityDomain;
equityDomain = new BizDomain("Salt Futures", new string[] { "RSXH", "RSXM", "RSXU", "RSXZ" });
equityDomain.OrderBook.OrderPriority = new PriceTimePriority();
EquityMatchingLogic equityMatchingLogic = new EquityMatchingLogic(equityDomain);
equityDomain.Start();
//starts listening for orders
Task.Factory.StartNew(() => SynchronousSocketListener.StartListening(equityDomain));
while (true)
{
if (DateTime.Now > startTime + stagingTime)
{
//equityDomain.findOpenPrice();
open = true;
break;
}
else
{
exchangeOpen.WaitOne(10);
}
}
}
static void Main(string[] args)
{
// ManualResetEvent processSignaller = new ManualResetEvent(false);
BizDomain equityDomain;
equityDomain = new BizDomain("Equity Domain", new string[] { "MSFT", "BAC", "GE", "WFC" });
equityDomain.OrderBook.OrderPriority = new PriceTimePriority();
equityDomain.OrderBook.OrderPriorityForMarket = new TimePriorityForMarket();
EquityMatchingLogic equityMatchingLogic = new EquityMatchingLogic(equityDomain);
// HandleStop handleStop=new HandleStop(equityDomain);
// equityDomain.OrderBook.StopToMarketEvent += new OrderEventHandler(equityMatchingLogic.OrderBook_StopToMarket);
equityDomain.Start();
//test Market order
// equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Market", "B", 20, 3, "Trader1","new"));
// equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Market", "S", 16, 5, "Trader1","new"));
//test limit order
// equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 25, 3, "Trader1","new"));
// equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "S", 10, 5, "Trader1","new"));
//test cancel order; orderID should be send by client
/*
* FuturesOrder OriOrder = new FuturesOrder("MSFT", "Limit", "B", 25, 3, "Trader1", "New");
* FuturesOrder testDelete = new FuturesOrder("MSFT", "Limit", "B", 25, 3, "Trader1", "Cancel");
* testDelete.OrderID = OriOrder.OrderID;
*
* equityDomain.SubmitOrder("MSFT", OriOrder);
* equityDomain.SubmitOrder("MSFT", testDelete);
*
* //test update order;orderID should be send by client
*
* FuturesOrder UOrder = new FuturesOrder("MSFT", "Limit", "B", 25, 3, "Trader1", "New");
* FuturesOrder testUpdate = new FuturesOrder("MSFT", "Limit", "B", 20, 5, "Trader1", "Update");
* testUpdate.OrderID = UOrder.OrderID;
* equityDomain.SubmitOrder("MSFT", UOrder);
* equityDomain.SubmitOrder("MSFT", testUpdate);
*
* FuturesOrder UOrder = new FuturesOrder("MSFT", "Market", "B", 25, 3, "Trader1", "New");
* FuturesOrder testUpdate = new FuturesOrder("MSFT", "Market", "B", 20, 5, "Trader1", "Update");
* testUpdate.OrderID = UOrder.OrderID;
* equityDomain.SubmitOrder("MSFT", UOrder);
* equityDomain.SubmitOrder("MSFT", testUpdate);
*/
FuturesOrder SOrder = new FuturesOrder("MSFT", "Stop", "S", 15, 3, "Trader1", "New");
equityDomain.SubmitOrder("MSFT", SOrder);
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "S", 10, 5, "Trader1", "New"));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 25, 3, "Trader1", "New"));
Console.ReadLine();
return;
}
public void Starter()
{
ManualResetEvent processSignaller = new ManualResetEvent(false);
BizDomain equityDomain;
equityDomain = new BizDomain("Equity Domain", new string[] { "MSFT", "BAC", "GE", "WFC" });
equityDomain.OrderBook.OrderPriority = new PriceTimePriority();
EquityMatchingLogic equityMatchingLogic = new EquityMatchingLogic(equityDomain);
equityDomain.Start();
//TcpClient tcp = new TcpClient(AddressFamily.InterNetwork);
//tcp.Connect(IPAddress.Loopback, 12345);
//TcpListener tcpListener = null;
//try
//{
// tcpListener = new TcpListener(IPAddress.Loopback, 12345);
// tcpListener.Start();
// Console.WriteLine("Waiting for a connection...");
//}
//catch (Exception e)
//{
// string output;
// output = "Error: " + e.ToString();
// Console.WriteLine(output);
//}
//TcpClient tcp = tcpListener.AcceptTcpClient( );
////Socket tcp = tcpListener.AcceptSocket();
//StreamReader data_in = new StreamReader(tcp.GetStream());
//string myxml = data_in.ReadToEnd();
//Console.WriteLine(myxml);
//EquityOrder[] order = LoadFromXMLString(myxml);
//data_in.Close();
//tcp.Close();
//foreach (EquityOrder curOrder in order)
//{
// equityDomain.SubmitOrder(curOrder.Instrument, curOrder);
//}
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 17, 1, 2));
//Console.ReadLine();
//equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Market", "B", 20, 2, 2));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "S", 18, 1, 3));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Stop", "B", 20, 5, 13));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 20, 5, 4));
//equityDomain.UpdateOrder(new FuturesOrder("MSFT", "Regular", "B", 19, 10, 8), new FuturesOrder("MSFT", "Regular", "B", 20, 5, 4));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "S", 29, 7, 5));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", .1, 8, 6));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 20, 8, 7));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 20, 8, 8));
equityDomain.DeleteOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 20, 8, 6));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "S", 45, 8, 9));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "S", 30, 8, 10));
processSignaller.WaitOne(1000, false);
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 20, 1, 11));
equityDomain.SubmitOrder("MSFT", new FuturesOrder("MSFT", "Limit", "B", 25, 6, 12));
//equityDomain.PriceQuote("MSFT", "B");
//equityDomain.PriceQuote("MSFT", "S");
Console.ReadLine();
Console.WriteLine("Press any key to stop");
Console.ReadLine();
return;
}
