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1. I had implemented a C++ server to keep feeding the market price message "MarketDataIncrementalRefresh" to all it's connected clients. 2. I also had implemented a C++ client to connect the server to receive the "MarketDataIncrementalRefresh" message and record the market prices into the memory, the user then can press "1" to write the snapshot to the file, and press "2 to quit the program.