/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiBase"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
/// <param name="agent">The Oanda agent string</param>
protected OandaRestApiBase(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, Environment environment, string accessToken, string accountId, string agent)
: base("Oanda Brokerage")
{
SymbolMapper = symbolMapper;
OrderProvider = orderProvider;
SecurityProvider = securityProvider;
Environment = environment;
AccessToken = accessToken;
AccountId = accountId;
Agent = agent;
PricingConnectionHandler = new DefaultConnectionHandler {
MaximumIdleTimeSpan = TimeSpan.FromSeconds(20)
};
PricingConnectionHandler.ConnectionLost += OnPricingConnectionLost;
PricingConnectionHandler.ConnectionRestored += OnPricingConnectionRestored;
PricingConnectionHandler.ReconnectRequested += OnPricingReconnectRequested;
PricingConnectionHandler.Initialize(null);
TransactionsConnectionHandler = new DefaultConnectionHandler {
MaximumIdleTimeSpan = TimeSpan.FromSeconds(20)
};
TransactionsConnectionHandler.ConnectionLost += OnTransactionsConnectionLost;
TransactionsConnectionHandler.ConnectionRestored += OnTransactionsConnectionRestored;
TransactionsConnectionHandler.ReconnectRequested += OnTransactionsReconnectRequested;
TransactionsConnectionHandler.Initialize(null);
}
/// <summary>
/// Creates an instance of a websockets brokerage
/// </summary>
/// <param name="wssUrl">Websockets base url</param>
/// <param name="websocket">Websocket client instance</param>
/// <param name="restClient">Rest client instance</param>
/// <param name="apiKey">Brokerage api auth key</param>
/// <param name="apiSecret">Brokerage api auth secret</param>
/// <param name="websocketMaximumIdle">The maximum amount of time the socket can go idle before triggering a reconnect</param>
/// <param name="name">Name of brokerage</param>
protected BaseWebsocketsBrokerage(string wssUrl, IWebSocket websocket, IRestClient restClient, string apiKey, string apiSecret, TimeSpan websocketMaximumIdle, string name) : base(name)
{
JsonSettings = new JsonSerializerSettings {
FloatParseHandling = FloatParseHandling.Decimal
};
CachedOrderIDs = new ConcurrentDictionary <int, Orders.Order>();
_connectionHandler = new DefaultConnectionHandler {
MaximumIdleTimeSpan = websocketMaximumIdle
};
WebSocket = websocket;
WebSocket.Initialize(wssUrl);
WebSocket.Message += (sender, message) =>
{
OnMessage(sender, message);
_connectionHandler.KeepAlive(LastHeartbeatUtcTime);
};
_connectionHandler.Initialize(Guid.NewGuid().ToString());
_connectionHandler.ReconnectRequested += (sender, args) =>
{
Reconnect();
};
RestClient = restClient;
ApiSecret = apiSecret;
ApiKey = apiKey;
}
/// <summary>
/// Initializes a new instance of the <see cref="OandaRestApiBase"/> class.
/// </summary>
/// <param name="symbolMapper">The symbol mapper.</param>
/// <param name="orderProvider">The order provider.</param>
/// <param name="securityProvider">The holdings provider.</param>
/// <param name="aggregator">Consolidate ticks</param>
/// <param name="environment">The Oanda environment (Trade or Practice)</param>
/// <param name="accessToken">The Oanda access token (can be the user's personal access token or the access token obtained with OAuth by QC on behalf of the user)</param>
/// <param name="accountId">The account identifier.</param>
/// <param name="agent">The Oanda agent string</param>
protected OandaRestApiBase(OandaSymbolMapper symbolMapper, IOrderProvider orderProvider, ISecurityProvider securityProvider, IDataAggregator aggregator, Environment environment, string accessToken, string accountId, string agent)
: base("Oanda Brokerage")
{
SymbolMapper = symbolMapper;
OrderProvider = orderProvider;
SecurityProvider = securityProvider;
Environment = environment;
AccessToken = accessToken;
AccountId = accountId;
Agent = agent;
Aggregator = aggregator;
_subscriptionManager = new EventBasedDataQueueHandlerSubscriptionManager();
_subscriptionManager.SubscribeImpl += (s, t) => Refresh();
_subscriptionManager.UnsubscribeImpl += (s, t) => Refresh();
PricingConnectionHandler = new DefaultConnectionHandler {
MaximumIdleTimeSpan = TimeSpan.FromSeconds(20)
};
PricingConnectionHandler.ConnectionLost += OnPricingConnectionLost;
PricingConnectionHandler.ConnectionRestored += OnPricingConnectionRestored;
PricingConnectionHandler.ReconnectRequested += OnPricingReconnectRequested;
PricingConnectionHandler.Initialize(null);
TransactionsConnectionHandler = new DefaultConnectionHandler {
MaximumIdleTimeSpan = TimeSpan.FromSeconds(20)
};
TransactionsConnectionHandler.ConnectionLost += OnTransactionsConnectionLost;
TransactionsConnectionHandler.ConnectionRestored += OnTransactionsConnectionRestored;
TransactionsConnectionHandler.ReconnectRequested += OnTransactionsReconnectRequested;
TransactionsConnectionHandler.Initialize(null);
Task.Factory.StartNew(
() =>
{
do
{
_refreshEvent.WaitOne();
Thread.Sleep(SubscribeDelay);
if (!_isConnected)
{
continue;
}
_refreshEvent.Reset();
var symbolsToSubscribe = SubscribedSymbols;
// restart streaming session
SubscribeSymbols(symbolsToSubscribe);
} while (!_streamingCancellationTokenSource.IsCancellationRequested);
},
TaskCreationOptions.LongRunning
);
}