protected BarFactoryItem(Instrument instrument, BarType barType, long barSize)
{
this.factory = null;
this.instrument = instrument;
this.barType = barType;
this.barSize = barSize;
}
protected BarFactoryItem(Instrument instrument, BarType barType, long barSize)
{
this.factory = null;
this.instrument = instrument;
this.barType = barType;
this.barSize = barSize;
}
public QBProvider()
{
timerConnect.Elapsed += new System.Timers.ElapsedEventHandler(timerConnect_Elapsed);
timerAccount.Elapsed += new System.Timers.ElapsedEventHandler(timerAccount_Elapsed);
timerPonstion.Elapsed += new System.Timers.ElapsedEventHandler(timerPonstion_Elapsed);
InitCallbacks();
InitSettings();
BarFactory = new BarFactory();
status = ProviderStatus.Unknown;
ProviderManager.Add(this);
}
public EventManager(Framework framework, EventBus bus)
{
this.framework = framework;
this.bus = bus;
this.factory = new BarFactory(framework);
this.dispatcher = new EventDispatcher(framework);
this.handler[107] = new EventManager.OnEventHandler(this.OnSimulatorStart);
this.handler[108] = new EventManager.OnEventHandler(this.OnSimulatorStop);
this.handler[109] = new EventManager.OnEventHandler(this.OnSimulatorProgress);
this.handler[2] = new EventManager.OnEventHandler(this.OnBid);
this.handler[3] = new EventManager.OnEventHandler(this.OnAsk);
this.handler[4] = new EventManager.OnEventHandler(this.OnTrade);
this.handler[6] = new EventManager.OnEventHandler(this.OnBar);
this.handler[8] = new EventManager.OnEventHandler(this.OnLevel2Snapshot);
this.handler[9] = new EventManager.OnEventHandler(this.OnLevel2Update);
this.handler[23] = new EventManager.OnEventHandler(this.OnNews);
this.handler[22] = new EventManager.OnEventHandler(this.OnFundamental);
this.handler[13] = new EventManager.OnEventHandler(this.OnExecutionReport);
this.handler[116] = new EventManager.OnEventHandler(this.OnOrderStatusChanged);
this.handler[117] = new EventManager.OnEventHandler(this.OnOrderPartiallyFilled);
this.handler[118] = new EventManager.OnEventHandler(this.OnOrderFilled);
this.handler[119] = new EventManager.OnEventHandler(this.OnOrderReplaced);
this.handler[120] = new EventManager.OnEventHandler(this.OnOrderCancelled);
this.handler[121] = new EventManager.OnEventHandler(this.OnOrderDone);
this.handler[113] = new EventManager.OnEventHandler(this.OnFill);
this.handler[110] = new EventManager.OnEventHandler(this.OnPositionOpened);
this.handler[111] = new EventManager.OnEventHandler(this.OnPositionClosed);
this.handler[112] = new EventManager.OnEventHandler(this.OnPositionChanged);
this.handler[15] = new EventManager.OnEventHandler(this.OnReminder);
this.handler[50] = new EventManager.OnEventHandler(this.OnGroup);
this.handler[52] = new EventManager.OnEventHandler(this.OnGroupEvent);
this.handler[130] = new EventManager.OnEventHandler(this.OnHistoricalData);
this.handler[131] = new EventManager.OnEventHandler(this.OnHistoricalDataEnd);
this.handler[140] = new EventManager.OnEventHandler(this.OnAccountData);
if (bus != null)
{
this.thread = new Thread(new ThreadStart(this.ThreadRun));
this.thread.Name = "Event Manager Thread";
this.thread.IsBackground = true;
this.thread.Start();
}
}
public EventManager(Framework framework, EventBus bus)
{
this.framework = framework;
this.bus = bus;
this.factory = new BarFactory(framework);
this.dispatcher = new EventDispatcher(framework);
this.handler[107] = new EventManager.OnEventHandler(this.OnSimulatorStart);
this.handler[108] = new EventManager.OnEventHandler(this.OnSimulatorStop);
this.handler[109] = new EventManager.OnEventHandler(this.OnSimulatorProgress);
this.handler[2] = new EventManager.OnEventHandler(this.OnBid);
this.handler[3] = new EventManager.OnEventHandler(this.OnAsk);
this.handler[4] = new EventManager.OnEventHandler(this.OnTrade);
this.handler[6] = new EventManager.OnEventHandler(this.OnBar);
this.handler[8] = new EventManager.OnEventHandler(this.OnLevel2Snapshot);
this.handler[9] = new EventManager.OnEventHandler(this.OnLevel2Update);
this.handler[23] = new EventManager.OnEventHandler(this.OnNews);
this.handler[22] = new EventManager.OnEventHandler(this.OnFundamental);
this.handler[13] = new EventManager.OnEventHandler(this.OnExecutionReport);
this.handler[116] = new EventManager.OnEventHandler(this.OnOrderStatusChanged);
this.handler[117] = new EventManager.OnEventHandler(this.OnOrderPartiallyFilled);
this.handler[118] = new EventManager.OnEventHandler(this.OnOrderFilled);
this.handler[119] = new EventManager.OnEventHandler(this.OnOrderReplaced);
this.handler[120] = new EventManager.OnEventHandler(this.OnOrderCancelled);
this.handler[121] = new EventManager.OnEventHandler(this.OnOrderDone);
this.handler[113] = new EventManager.OnEventHandler(this.OnFill);
this.handler[110] = new EventManager.OnEventHandler(this.OnPositionOpened);
this.handler[111] = new EventManager.OnEventHandler(this.OnPositionClosed);
this.handler[112] = new EventManager.OnEventHandler(this.OnPositionChanged);
this.handler[15] = new EventManager.OnEventHandler(this.OnReminder);
this.handler[50] = new EventManager.OnEventHandler(this.OnGroup);
this.handler[52] = new EventManager.OnEventHandler(this.OnGroupEvent);
this.handler[130] = new EventManager.OnEventHandler(this.OnHistoricalData);
this.handler[131] = new EventManager.OnEventHandler(this.OnHistoricalDataEnd);
this.handler[140] = new EventManager.OnEventHandler(this.OnAccountData);
if (bus != null)
{
this.thread = new Thread(new ThreadStart(this.ThreadRun));
this.thread.Name = "Event Manager Thread";
this.thread.IsBackground = true;
this.thread.Start();
}
}
