feat: Add live bbo stream

This commit is contained in:
John Colvin committed 2025-11-19 10:33:31 -05:00
1 parent aa740e786c
commit 2014931653
22 files changed
+792 -23

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@@ -2,6 +2,7 @@ using BCG;
using bts;
using bts.api.core;
using bts.md;
using Bts.DataStreamQueryAnalyzer;
using Bts.PubSub;
@@ -26,6 +27,7 @@ static class Program {
cfg.MergeWith(DataStreamQueryAnalyzerConfig.Default());
PubSubConfig.SetGlobalConfig(Log.notnull(cfg.PubSub));
Configuration.initialize(cfg.Sparkd);
PrimitiveManager.SetMarketDataClient(new MarketDataClient(new(TimeSpan.FromSeconds(0.5))));
Log.Gen.info("Starting DataStreamQueryAnalyzer");
var mainForm = new MainForm();
if (cfg.StreamFile is not null) {