public ServiceHost()
{
var config = new LocalConfigHelper(Assembly.GetExecutingAssembly().Location, "RabbitMQ Service");
Username = config.GetString(nameof(Username));
Password = config.GetString(nameof(Password));
VirtualHost = config.GetString(nameof(VirtualHost));
HostName = config.GetString(nameof(HostName));
_core = new HostCore();
_commandManager = _core.CommandManager;
_rabbitMQServer = _core.RabbitMQServer;
RegisterCommands();
}
public ServiceHost()
{
var config = new LocalConfigHelper(Assembly.GetExecutingAssembly().Location, " WCF Service");
IP = config.GetString(nameof(IP));
Port = config.GetInt(nameof(Port));
DTPort = config.GetInt(nameof(DTPort));
_uris = new[]
{
new Uri($"net.tcp://{IP}:{Port}/TradingService"),
new Uri($"http://{IP}:{DTPort}/TradingService")
};
var timeOut = new TimeSpan(0, 1, 0);
_netTcpBinding = new NetTcpBinding
{
TransactionFlow = false,
ReceiveTimeout = timeOut,
SendTimeout = timeOut,
OpenTimeout = timeOut,
CloseTimeout = timeOut,
Security = { Mode = SecurityMode.None },
MaxBufferSize = int.MaxValue,
MaxReceivedMessageSize = int.MaxValue,
MaxBufferPoolSize = 1073741823,
MaxConnections = 100
};
_netTcpBinding.Security.Transport.ProtectionLevel = System.Net.Security.ProtectionLevel.EncryptAndSign;
_netTcpBinding.Security.Transport.ClientCredentialType = TcpClientCredentialType.Windows;
_netTcpBinding.ReliableSession.InactivityTimeout = timeOut;
}
public PoloniexDataFeed()
{
var config = new LocalConfigHelper(Assembly.GetExecutingAssembly().Location, "Poloniex Datafeed");
PublicKey = config.GetString(nameof(PublicKey));
PrivateKey = config.GetString(nameof(PrivateKey));
Url = config.GetString(nameof(Url));
TimeZoneInfo = TimeZoneInfo.Utc;
Securities = new List <Security>();
_securities = new Dictionary <CurrencyPair, Security>();
_securitiesById = new Dictionary <int, Security>();
_orderBooks = new Dictionary <CurrencyPair, OrderBook>();
_subscribedSymbols = new Dictionary <string, int>();
_tickTimestamps = new Dictionary <string, DateTime>();
}
public LMAXDataFeed()
{
var config = new LocalConfigHelper(Assembly.GetExecutingAssembly().Location, "Lmax Datafeed");
Username = config.GetString(nameof(Username));
Password = config.GetString(nameof(Password));
Url = config.GetString(nameof(Url));
TimeZoneInfo = TimeZoneInfo.Utc;
Securities = new List <Security>();
_productType = ProductType.CFD_LIVE;
_securities = new Dictionary <int, Security>();
_subscribedSymbols = new Dictionary <int, int>();
_historyRequestHandlers = new Dictionary <int, HistoryAnswerHandler>();
_originalHistoryRequestParameters = new Dictionary <int, Selection>();
_bidAskCache = new ConcurrentDictionary <int, List <Bar> >();
}
public ServiceHost()
{
var config = new LocalConfigHelper(Assembly.GetExecutingAssembly().Location, " WebSocket Service");
IP = config.GetString(nameof(IP));
Port = config.GetInt(nameof(Port));
var core = new CoreServiceHost();
_commandManager = core.CommandManager;
_webSocketServer = core.WebSocketServer;
_core = core;
RegsterCommands();
}
public Core()
{
var config = new LocalConfigHelper(Assembly.GetExecutingAssembly().Location, "Scripting service");
var rabbitMQUserName = config.GetString("rabbitMQUserName", "Username");
var rabbitMQPassword = config.GetString("rabbitMQPassword", "Password");
var rabbitMQVirtualHost = config.GetString("rabbitMQVirtualHost", "VirtualHost");
var rabbitMQHostName = config.GetString("rabbitMQHostName", "HostName");
var wcfIP = config.GetString("rabbitMQHostName", "WCFServerIP");
var wcfPort = config.GetString("wcfPort", "WCFServerPort");
_connector = new Connector(wcfIP, wcfPort);
_scriptingManager = new ScriptingManager(_connector, rabbitMQUserName, rabbitMQPassword, rabbitMQVirtualHost, rabbitMQHostName);
_connector.StartSignal += ConnectorOnStartSignal;
_connector.SetSignalFlag += ConnectorOnSetSignalFlag;
_connector.StartIndicator += ConnectorOnStartIndicator;
_connector.UpdateStrategyParams += (serviceId, login, name, parameters) => _scriptingManager.UpdateSignalStrategyParams(login, name, parameters);
_connector.RemoveIndicator += (login, name, id) => _scriptingManager.RemoveWorkingIndicator(name, login);
_connector.NewTick += (sender, tick) => Task.Run(() => _scriptingManager.RecalculateOnNewTick(tick));
_connector.NewBar += (sender, tuple) => Task.Run(() => _scriptingManager.RecalculateOnNewBar(tuple.Item1, tuple.Item2));
}