public SimExchange(Simulation sim, Exchange exch, PriceDataMap price_data)
{
try
{
Debug.Assert(Model.BackTesting == true);
Sim = sim;
Exchange = exch;
PriceData = price_data;
m_ord = new LazyDictionary <long, Order>(k => null);
m_his = new LazyDictionary <long, OrderCompleted>(k => null);
m_bal = new LazyDictionary <Coin, AccountBalance>(k => new AccountBalance(k, 0m._(k)));
m_depth = new LazyDictionary <TradePair, MarketDepth>(k => new MarketDepth(k.Base, k.Quote));
m_rng = null;
// Cache settings values
m_order_value_range = SettingsData.Settings.BackTesting.OrderValueRange;
m_spread_frac = SettingsData.Settings.BackTesting.SpreadFrac;
m_orders_per_book = SettingsData.Settings.BackTesting.OrdersPerBook;
Exchange.Sim = this;
Reset();
}
catch
{
Dispose();
throw;
}
}
public Model(Func <IChartView> create_chart_cb)
{
try
{
Shutdown = new CancellationTokenSource();
Exchanges = new ExchangeContainer();
Coins = new CoinDataList();
Funds = new FundContainer();
Bots = new BotContainer(this);
PriceData = new PriceDataMap(Shutdown.Token);
Charts = new ChartContainer(create_chart_cb);
Indicators = new IndicatorContainer();
SelectedOpenOrders = new ObservableCollection <Order>();
SelectedCompletedOrders = new ObservableCollection <OrderCompleted>();
SelectedTransfers = new ObservableCollection <Transfer>();
EditTradeContexts = new List <EditTradeContext>();
// Enable settings auto save after everything is up and running
SettingsData.Settings.AutoSaveOnChanges = true;
AllowTradesChanged += HandleAllowTradesChanged;
BackTestingChange += HandleBackTestingChange;
}
catch
{
Shutdown?.Cancel();
Dispose();
throw;
}
}
public Simulation(IEnumerable <Exchange> exchanges, PriceDataMap price_data_map, BotContainer bots)
{
m_sw_main_loop = new Stopwatch();
Exchanges = new Dictionary <string, SimExchange>();
PriceData = price_data_map;
Bots = bots;
// Create a SimExchange for each exchange
Clock = StartTime;
foreach (var exch in exchanges)
{
Exchanges[exch.Name] = new SimExchange(this, exch, price_data_map);
}
// Ensure the first update to the price data after creating the simulation
// resets all instrument's cached data
UpdatePriceData(force_invalidate: true);
}