/// <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); }