Tales from a Trading Desk

Not sure what I was thinking, but I’m sure I was thinking something along the lines of Node.js, Risk and more. Maybe the skiing will assist my thought process 😉 Maybe Cube is in there somewhere as well.

var http = require('http');
var sys = require('util');
var querystring = require('querystring');
var fs = require('fs');
var dispatcher = require('./dispatcher.js');

var portSvr=8000;

var webSvr = http.createServer(function (req, res) {
    try {
        console.log('Incoming Request from: ' +
            req.connection.remoteAddress +
            ' for href: ' + req.url
        );

        dispatcher.dispatch(req, res);

    } catch (err) {
        sys.puts(err);
        res.writeHead(500);
        res.end('Internal Server Error');
    }
});

webSvr.listen(portSvr, '127.0.0.1');
console.log('Server running at http://127.0.0.1:'+portSvr+'/');

function SendJSONRisk(codestring) {
    var post_options = {
        host: '127.0.0.1',
        port: portSvr,
        path: '/riskdata',
        method: 'POST',
        headers: {
            'Content-Type': 'application/jsonrequest',
            'Content-Length': codestring.length
        }
    };

    // Set up the request
    var post_req = http.request(post_options, function(res) {
        res.setEncoding('utf8');
        res.on('data', function (chunk) {
            console.log('Response: ' + chunk);
        });
    });

    // post the data
    post_req.write(codestring);
    post_req.end();
}

webSvr.on("listening", function() {
    var options = {
        host: '127.0.0.1',
        port: portSvr,
        path: '/',
        method: 'GET'
    };

    http.get(options, function(res) {
        console.log("Got response: " + res.statusCode);
        res.setEncoding('utf8');
        res.on('data', function (chunk) {
            console.log('BODY: ' + chunk);

            fs.readFile('./couchDB/fx.json', function(error, content) {
                if (error) {
                    console.log("Got error: " + error.message);
                } else {
                    SendJSONRisk(content);
                }
            });
        });
    }).on('error', function(e) {
            console.log("Got error: " + e.message);
        });
});

this.dispatch = function(req, res) {
    if (req.url == "/riskdata") {
        console.log("dispatcher:Got response: " + res.statusCode);
        req.on('data', function (chunk) {
            var risk = JSON.parse(chunk);
            console.log("Received risk for TradeId :" + risk.tradeId + " " + risk.yieldCurve);
            process.exit(code=0);
        });
    } else {
        res.writeHead(200, {'Content-Type': 'text/plain'});
        res.end('Results\n');
    }
}

~ by mdavey on March 28, 2012.

Posted in JavaScript, Uncategorized