FinPlusQuoteRouter

Testing/dev stub to simulate ECNs.

• Simulate quotes from multiple vendors (TWeb, BTec, Ion, Eurex, Tullets etc).
• See Quote in assembly FinPlusStructure.

Config

Note "Limit" restricts change from Open, others are self explanitory and adjust from levels generated from random steps.

<?xml version="1.0" encoding="utf-8" ?>
<configuration environment="dev">
  <dev>
    <messagingsettings>
      <messagingsetting name="address" value="XXX.0.0.XXX" />
      <messagingsetting name="port" value="2222" />
    </messagingsettings>
    <throttlesettings>
      <throttlesetting name="waitmilliseconds" value="2000" />
    </throttlesettings>
    <SPGB10Y>
      <Item name="Instrument" value="SPGB10Y" />
      <Item name="Open" value="101.99" />
      <Item name="Level" value="101.99" />
      <Item name="RandomStep" value="0.001" />
      <Item name="Limit" value="3" />
      <Item name="BidAsk" value="Bid,Ask" />
      <Item name="BidAskFactor" value="4" />
      <Item name="Size" value="1000000" />
      <Item name="SizeFactor" value="50" />
      <Item name="QuoteStyle" value="RFQ,FQ" />
      <Item name="QuoteType" value="BondPrice" />
      <Item name="QuoteOwner" value="BTec,TWeb" />
      <Item name="Counterparty" value="C1,C2,C3" />
    </SPGB10Y>
    <EURBTPS3Y>
      <Item name="Instrument" value="EURBTPS3Y" />
      <Item name="Open" value="33" />
      <Item name="Level" value="33" />
      <Item name="RandomStep" value="0.001" />
      <Item name="Limit" value="3" />
      <Item name="BidAsk" value="Bid,Ask" />
      <Item name="BidAskFactor" value="4" />
      <Item name="Size" value="1000000" />
      <Item name="SizeFactor" value="50" />
      <Item name="QuoteStyle" value="RFQ,FQ" />
      <Item name="QuoteType" value="CdsSpread" />
      <Item name="QuoteOwner" value="RPM,Tullet" />
      <Item name="Counterparty" value="C1,C2,C3" />
    </EURBTPS3Y>
    <BURCCAP>
      <Item name="Instrument" value="BURCCAP" />
      <Item name="Open" value="44.99" />
      <Item name="Level" value="44.99" />
      <Item name="RandomStep" value="0.001" />
      <Item name="Limit" value="3" />
      <Item name="BidAsk" value="Bid,Ask" />
      <Item name="BidAskFactor" value="4" />
      <Item name="Size" value="1000000" />
      <Item name="SizeFactor" value="50" />
      <Item name="QuoteStyle" value="RFQ,FQ" />
      <Item name="QuoteType" value="EquityPrice" />
      <Item name="QuoteOwner" value="LSE" />
      <Item name="Counterparty" value="C1,C2,C3" />
    </BURCCAP>
    <EURUSD>
      <Item name="Instrument" value="EURUSD" />
      <Item name="Open" value="1.36" />
      <Item name="Level" value="1.36" />
      <Item name="RandomStep" value="0.001" 
etc.