/// <summary>
/// Initializes a new instance of the <see cref="DataServer"/> class.
/// </summary>
/// <param name="container">The componentry container.</param>
/// <param name="messagingAdapter">The messaging adapter.</param>
/// <param name="headerSerializer">The header serializer.</param>
/// <param name="requestSerializer">The inbound message serializer.</param>
/// <param name="responseSerializer">The outbound message serializer.</param>
/// <param name="compressor">The data compressor.</param>
/// <param name="encryption">The encryption configuration.</param>
/// <param name="serviceName">The service name.</param>
/// <param name="requestPort">The inbound port.</param>
/// <param name="responsePort">The outbound port.</param>
public DataServer(
IComponentryContainer container,
IMessageBusAdapter messagingAdapter,
ISerializer <Dictionary <string, string> > headerSerializer,
IMessageSerializer <Request> requestSerializer,
IMessageSerializer <Response> responseSerializer,
ICompressor compressor,
EncryptionSettings encryption,
Label serviceName,
Port requestPort,
Port responsePort)
: base(
container,
messagingAdapter,
headerSerializer,
requestSerializer,
responseSerializer,
compressor,
encryption,
serviceName,
ZmqNetworkAddress.AllInterfaces(requestPort),
ZmqNetworkAddress.AllInterfaces(responsePort))
{
this.RegisterHandler <DataRequest>(this.OnMessage);
this.RegisterHandler <DataResponse>(this.OnMessage);
this.RegisterHandler <QueryFailure>(this.OnMessage);
}
/// <summary>
/// Initializes a new instance of the <see cref="CommandServer"/> class.
/// </summary>
/// <param name="container">The component setup container.</param>
/// <param name="messagingAdapter">The message bus adapter.</param>
/// <param name="headerSerializer">The header serializer.</param>
/// <param name="requestSerializer">The request serializer.</param>
/// <param name="responseSerializer">The response serializer.</param>
/// <param name="commandSerializer">The command serializer.</param>
/// <param name="compressor">The message compressor.</param>
/// <param name="encryption">The encryption configuration.</param>
/// <param name="serviceName">The service name.</param>
/// <param name="config">The network configuration.</param>
public CommandServer(
IComponentryContainer container,
IMessageBusAdapter messagingAdapter,
ISerializer <Dictionary <string, string> > headerSerializer,
IMessageSerializer <Request> requestSerializer,
IMessageSerializer <Response> responseSerializer,
IMessageSerializer <Command> commandSerializer,
ICompressor compressor,
EncryptionSettings encryption,
Label serviceName,
NetworkConfiguration config)
: base(
container,
messagingAdapter,
headerSerializer,
requestSerializer,
responseSerializer,
compressor,
encryption,
serviceName,
ZmqNetworkAddress.AllInterfaces(config.CommandReqPort),
ZmqNetworkAddress.AllInterfaces(config.CommandResPort))
{
this.commandThrottler = new Throttler <Command>(
container,
this.SendToExecutionEngine,
Duration.FromSeconds(1),
config.CommandsPerSecond,
nameof(Command));
this.orderThrottler = new Throttler <Command>(
container,
this.commandThrottler.Endpoint.Send,
Duration.FromSeconds(1),
config.NewOrdersPerSecond,
nameof(Order));
this.RegisterSerializer(commandSerializer);
this.RegisterHandler <SubmitOrder>(this.OnMessage);
this.RegisterHandler <SubmitBracketOrder>(this.OnMessage);
this.RegisterHandler <CancelOrder>(this.OnMessage);
this.RegisterHandler <ModifyOrder>(this.OnMessage);
this.RegisterHandler <AccountInquiry>(this.OnMessage);
this.commandThrottler.Start();
this.orderThrottler.Start();
}
/// <summary>
/// Initializes a new instance of the <see cref="EventPublisher"/> class.
/// </summary>
/// <param name="container">The component setup container.</param>
/// <param name="serializer">The event serializer.</param>
/// <param name="compressor">The event compressor.</param>
/// <param name="encryption">The encryption configuration.</param>
/// <param name="serviceName">The service name.</param>
/// <param name="port">The publisher port.</param>
public EventPublisher(
IComponentryContainer container,
ISerializer <Event> serializer,
ICompressor compressor,
EncryptionSettings encryption,
Label serviceName,
Port port)
: base(
container,
serializer,
compressor,
encryption,
serviceName,
ZmqNetworkAddress.AllInterfaces(port))
{
this.RegisterHandler <TradeEvent>(this.OnEvent);
this.RegisterHandler <AccountStateEvent>(this.OnEvent);
}
/// <summary>
/// Initializes a new instance of the <see cref="DataPublisher"/> class.
/// </summary>
/// <param name="container">The componentry container.</param>
/// <param name="dataBusAdapter">The data bus adapter.</param>
/// <param name="instrumentSerializer">The instrument serializer.</param>
/// <param name="compressor">The data compressor.</param>
/// <param name="encryption">The encryption configuration.</param>
/// <param name="port">The port.</param>
public DataPublisher(
IComponentryContainer container,
IDataBusAdapter dataBusAdapter,
IDataSerializer <Instrument> instrumentSerializer,
ICompressor compressor,
EncryptionSettings encryption,
Port port)
: base(
container,
dataBusAdapter,
compressor,
encryption,
ZmqNetworkAddress.AllInterfaces(port))
{
this.instrumentSerializer = instrumentSerializer;
this.RegisterHandler <Instrument>(this.OnMessage);
this.Subscribe <BarData>();
this.Subscribe <Instrument>();
}
/// <summary>
/// Initializes a new instance of the <see cref="TickPublisher"/> class.
/// </summary>
/// <param name="container">The componentry container.</param>
/// <param name="dataBusAdapter">The data bus adapter.</param>
/// <param name="quoteSerializer">The quote tick serializer.</param>
/// <param name="tradeSerializer">The trade tick serializer.</param>
/// <param name="compressor">The data compressor.</param>
/// <param name="encryption">The encryption configuration.</param>
/// <param name="port">The publisher port.</param>
public TickPublisher(
IComponentryContainer container,
IDataBusAdapter dataBusAdapter,
IDataSerializer <QuoteTick> quoteSerializer,
IDataSerializer <TradeTick> tradeSerializer,
ICompressor compressor,
EncryptionSettings encryption,
Port port)
: base(
container,
dataBusAdapter,
compressor,
encryption,
ZmqNetworkAddress.AllInterfaces(port))
{
this.quoteSerializer = quoteSerializer;
this.tradeSerializer = tradeSerializer;
this.RegisterHandler <QuoteTick>(this.OnMessage);
this.RegisterHandler <TradeTick>(this.OnMessage);
this.Subscribe <QuoteTick>();
this.Subscribe <TradeTick>();
}