/// <summary>
/// Creates a new instance
/// </summary>
/// <param name="security">Security asset we're filling</param>
/// <param name="order">Order packet to model</param>
/// <param name="configProvider">The <see cref="ISubscriptionDataConfigProvider"/> to use</param>
public FillModelParameters(
Security security,
Order order,
ISubscriptionDataConfigProvider configProvider)
{
Security = security;
Order = order;
ConfigProvider = configProvider;
}
/// <summary>
/// Sets the <see cref="ISubscriptionDataConfigProvider"/> instance to use.
/// </summary>
/// <param name="subscriptionDataConfigProvider">Provides access to registered <see cref="SubscriptionDataConfig"/></param>
public override void SetSubscriptionDataConfigProvider(
ISubscriptionDataConfigProvider subscriptionDataConfigProvider)
{
using (Py.GIL())
{
if (_model.HasAttr("SetSubscriptionDataConfigProvider"))
{
_model.SetSubscriptionDataConfigProvider(subscriptionDataConfigProvider);
}
}
}
/// <summary>
/// Creates a new instance
/// </summary>
/// <param name="security">Security asset we're filling</param>
/// <param name="order">Order packet to model</param>
/// <param name="configProvider">The <see cref="ISubscriptionDataConfigProvider"/> to use</param>
/// <param name="stalePriceTimeSpan">The minimum time span elapsed to consider a fill price as stale</param>
public FillModelParameters(
Security security,
Order order,
ISubscriptionDataConfigProvider configProvider,
TimeSpan stalePriceTimeSpan)
{
Security = security;
Order = order;
ConfigProvider = configProvider;
StalePriceTimeSpan = stalePriceTimeSpan;
}
/// <summary>
/// Sets the <see cref="ISubscriptionDataConfigProvider"/> instance to use.
/// </summary>
/// <param name="subscriptionDataConfigProvider">Provides access to registered <see cref="SubscriptionDataConfig"/></param>
public virtual void SetSubscriptionDataConfigProvider(
ISubscriptionDataConfigProvider subscriptionDataConfigProvider)
{
SubscriptionDataConfigProvider = subscriptionDataConfigProvider;
}
