/// <summary>
/// Initializes a new instance of the <see cref="FixTradingGateway"/> class.
/// </summary>
/// <param name="container">The componentry container.</param>
/// <param name="messagingAdapter">The messaging adapter.</param>
/// <param name="fixClient">The FIX client.</param>
public FixTradingGateway(
IComponentryContainer container,
IMessageBusAdapter messagingAdapter,
IFixClient fixClient)
: base(container, messagingAdapter)
{
this.fixClient = fixClient;
// Commands
this.RegisterHandler <ConnectSession>(this.OnMessage);
this.RegisterHandler <DisconnectSession>(this.OnMessage);
// Events
this.RegisterHandler <OrderSubmitted>(this.OnMessage);
this.RegisterHandler <OrderAccepted>(this.OnMessage);
this.RegisterHandler <OrderRejected>(this.OnMessage);
this.RegisterHandler <OrderWorking>(this.OnMessage);
this.RegisterHandler <OrderModified>(this.OnMessage);
this.RegisterHandler <OrderCancelReject>(this.OnMessage);
this.RegisterHandler <OrderExpired>(this.OnMessage);
this.RegisterHandler <OrderCancelled>(this.OnMessage);
this.RegisterHandler <OrderPartiallyFilled>(this.OnMessage);
this.RegisterHandler <OrderFilled>(this.OnMessage);
this.RegisterHandler <AccountStateEvent>(this.OnMessage);
}
/// <summary>
/// Initializes a new instance of the <see cref="FixDataGateway"/> class.
/// </summary>
/// <param name="container">The componentry container.</param>
/// <param name="dataBusAdapter">The data bus adapter.</param>
/// <param name="fixClient">The FIX client.</param>
public FixDataGateway(
IComponentryContainer container,
IDataBusAdapter dataBusAdapter,
IFixClient fixClient)
: base(container, dataBusAdapter)
{
this.fixClient = fixClient;
this.RegisterHandler <ConnectSession>(this.OnMessage);
this.RegisterHandler <DisconnectSession>(this.OnMessage);
}
/// <summary>
/// Creates and returns a new FIX gateway.
/// </summary>
/// <param name="container">The componentry container.</param>
/// <param name="messagingAdapter">The messaging adapter.</param>
/// <param name="fixClient">The FIX client.</param>
/// <returns>The created FIX gateway.</returns>
public static FixTradingGateway Create(
IComponentryContainer container,
IMessageBusAdapter messagingAdapter,
IFixClient fixClient)
{
var gateway = new FixTradingGateway(
container,
messagingAdapter,
fixClient);
fixClient.InitializeGateway(gateway);
return(gateway);
}
/// <summary>
/// Creates and returns a new FIX gateway.
/// </summary>
/// <param name="container">The componentry container.</param>
/// <param name="dataBusAdapter">The data bus adapter.</param>
/// <param name="fixClient">The FIX client.</param>
/// <returns>The created FIX gateway.</returns>
public static FixDataGateway Create(
IComponentryContainer container,
IDataBusAdapter dataBusAdapter,
IFixClient fixClient)
{
var gateway = new FixDataGateway(
container,
dataBusAdapter,
fixClient);
fixClient.InitializeGateway(gateway);
return(gateway);
}