public override void Subscribe(Instrument instrument)
{
if (instrument.Parent != null)
{
this.strategyBySynthInstrument[instrument.Id] = this.strategyBySynthInstrument[instrument.Parent.Id];
this.strategyBySynthInstrument[instrument.Id].OnSubscribe(instrument);
return;
}
SellSideInstrumentStrategy sellSideInstrumentStrategy = (SellSideInstrumentStrategy)Activator.CreateInstance(base.GetType(), new object[]
{
this.framework,
string.Concat(new object[]
{
base.Name,
"(",
instrument,
")"
})
});
this.SetupStrategy(sellSideInstrumentStrategy);
sellSideInstrumentStrategy.Instrument = instrument;
this.strategyBySynthInstrument[instrument.Id] = sellSideInstrumentStrategy;
sellSideInstrumentStrategy.OnSubscribe(instrument);
sellSideInstrumentStrategy.dataProvider = base.DataProvider;
sellSideInstrumentStrategy.executionProvider = base.ExecutionProvider;
sellSideInstrumentStrategy.raiseEvents = true;
base.AddStrategy(sellSideInstrumentStrategy, false);
sellSideInstrumentStrategy.OnStrategyStart();
}
