Ejemplo n.º 1
0
 public void Attach(EventBus bus)
 {
     var q = new EventQueue(EventQueueId.Data, EventQueueType.Master, EventQueuePriority.Normal, 25600, null)
     {
         IsSynched = true,
         Name = $"attached {bus.framework.Name}"
     };
     q.Enqueue(new OnQueueOpened(q));
     bus.DataPipe.Add(q);
     this.attached[this.attachedCount++] = q;
 }
Ejemplo n.º 2
0
        private Framework(string name, FrameworkMode mode, bool createServers, EventBus externalBus, InstrumentServer instrumentServer, DataServer dataServer, string fileServerPath)
        {
            Name = name;
            this.mode = mode;
            LoadConfiguration();

            // Setup events compoents setup
            EventBus = new EventBus(this);
            OutputManager = new OutputManager(this, Configuration.IsOutputLogEnabled ? Configuration.OutputLogFileName : null);
            Clock = new Clock(this, ClockType.Local, false);
            EventBus.LocalClockEventQueue = Clock.ReminderQueue;
            ExchangeClock = new Clock(this, ClockType.Exchange, false);
            EventBus.ExchangeClockEventQueue = ExchangeClock.ReminderQueue;
            externalBus?.Attach(EventBus);
            EventServer = new EventServer(this, EventBus);
            EventManager = new EventManager(this, EventBus);

            // Setup streamers
            StreamerManager = new StreamerManager();
            StreamerManager.AddDefaultStreamers();

            // Create Servers
            var iServer = instrumentServer ?? new FileInstrumentServer(this, Configuration.InstrumentFileName);
            var dServer = dataServer ?? new FileDataServer(this, Configuration.DataFileName);
            var oServer = new FileOrderServer(this, Configuration.OrderFileName);
            var pServer = new FilePortfolioServer(this, Configuration.PortfolioFileName);

            InstrumentManager = new InstrumentManager(this, iServer);
            InstrumentServer = iServer;
            InstrumentManager.Load();
            DataManager = new DataManager(this, dServer);
            DataServer = dServer;
            OrderManager = new OrderManager(this, oServer);
            OrderServer = oServer;
            PortfolioManager = new PortfolioManager(this, pServer);
            PortfolioServer = pServer;
            UserServer = new XmlUserServer(this);
            UserManager = new UserManager(this, UserServer);
            UserManager.Load();

            // Create Providers
            ProviderManager = new ProviderManager(this);

            // Other stuff
            EventLoggerManager = new EventLoggerManager();
            SubscriptionManager = new SubscriptionManager(this);
            ScenarioManager = new ScenarioManager(this);
            StrategyManager = new StrategyManager(this);
            StatisticsManager = new StatisticsManager(this);
            GroupManager = new GroupManager(this);
            AccountDataManager = new AccountDataManager(this);
            LicenseManager = new LicenseManager();
            CurrencyConverter = new CurrencyConverter(this);
            DataFileManager = new DataFileManager(Installation.DataDir.FullName);

            instance = instance ?? this;
        }
Ejemplo n.º 3
0
 public Framework(string name, EventBus externalBus, InstrumentServer instrumentServer, DataServer dataServer = null) : this(name, FrameworkMode.Simulation, createServers: false, externalBus: externalBus, instrumentServer: instrumentServer, dataServer: dataServer, fileServerPath: String.Empty)
 {
 }
Ejemplo n.º 4
0
 public void Detach(EventBus bus)
 {
     string name = "attached " + bus.framework.Name;
     var index = Array.FindIndex(this.attached, 0, this.attachedCount, q => q.Name == name);
     if (index != -1)
     {
         var found = this.attached[index];
         for (int i = index; i < this.attachedCount - 1; ++i)
             this.attached[i] = this.attached[i + 1];
         this.attachedCount--;
         bus.DataPipe.Remove(found);
     }
     else
         Console.WriteLine($"EventBus::Detach Can not find attached bus queue : {bus.framework.Name}");
 }
Ejemplo n.º 5
0
        public EventManager(Framework framework, EventBus bus)
        {
            this.framework = framework;
            this.bus = bus;
            BarFactory = new BarFactory(this.framework);
            BarSliceFactory = new BarSliceFactory(this.framework);
            Dispatcher = new EventDispatcher(this.framework);

            // Event Gates
            this.gates[EventType.Bid] = OnBid;
            this.gates[EventType.Ask] = OnAsk;
            this.gates[EventType.Trade] = OnTrade;
            this.gates[EventType.Quote] = OnQuote;
            this.gates[EventType.Bar] = OnBar;
            this.gates[EventType.Level2Snapshot] = OnLevel2Snapshot;
            this.gates[EventType.Level2Update] = OnLevel2Update;            
            this.gates[EventType.ExecutionReport] = OnExecutionReport;
            this.gates[EventType.Reminder] = OnReminder;
            this.gates[EventType.Fundamental] = OnFundamental;
            this.gates[EventType.News] = OnNews;
            this.gates[EventType.Group] = OnGroup;
            this.gates[EventType.GroupEvent] = OnGroupEvent;
            this.gates[EventType.Command] = OnCommand;
            this.gates[EventType.OnPositionOpened] = OnPositionOpened;
            this.gates[EventType.OnPositionClosed] = OnPositionClosed;
            this.gates[EventType.OnPositionChanged] = OnPositionChanged;
            this.gates[EventType.OnFill] = OnFill;
            this.gates[EventType.OnTransaction] = OnTransaction;
            this.gates[EventType.OnSendOrder] = OnSendOrder;
            this.gates[EventType.OnPendingNewOrder] = OnPendingNewOrder;
            this.gates[EventType.OnNewOrder] = OnNewOrder;
            this.gates[EventType.OnOrderStatusChanged] = OnOrderStatusChanged;
            this.gates[EventType.OnOrderPartiallyFilled] = OnOrderPartiallyFilled;
            this.gates[EventType.OnOrderFilled] = OnOrderFilled;
            this.gates[EventType.OnOrderReplaced] = OnOrderReplaced;
            this.gates[EventType.OnOrderCancelled] = OnOrderCancelled;
            this.gates[EventType.OnOrderRejected] = OnOrderRejected;
            this.gates[EventType.OnOrderExpired] = OnOrderExpired;
            this.gates[EventType.OnOrderCancelRejected] = OnOrderCancelRejected;
            this.gates[EventType.OnOrderReplaceRejected] = OnOrderReplaceRejected;
            this.gates[EventType.OnOrderDone] = OnOrderDone;
            this.gates[EventType.OnPortfolioAdded] = OnPortfolioAdded;
            this.gates[EventType.OnPortfolioRemoved] = OnPortfolioRemoved;
            this.gates[EventType.OnPortfolioParentChanged] = OnPortfolioParentChanged;
            this.gates[EventType.HistoricalData] = OnHistoricalData;
            this.gates[EventType.HistoricalDataEnd] = OnHistoricalDataEnd;
            this.gates[EventType.BarSlice] = OnBarSlice;
            this.gates[EventType.OnStrategyEvent] = OnStrategyEvent;
            this.gates[EventType.AccountData] = OnAccountData;
            this.gates[EventType.OnPropertyChanged] = OnPropertyChanged;
            this.gates[EventType.OnException] = OnException;
            this.gates[EventType.AccountReport] = OnAccountReport;
            this.gates[EventType.ProviderError] = OnProviderError;
            this.gates[EventType.OnProviderConnected] = OnProviderConnected;
            this.gates[EventType.OnProviderDisconnected] = OnProviderDisconnected;
            this.gates[EventType.OnSimulatorStart] = OnSimulatorStart;
            this.gates[EventType.OnSimulatorStop] = OnSimulatorStop;
            this.gates[EventType.OnSimulatorProgress] = OnSimulatorProgress;

            // Enable all events by defaults
            for (int i = 0; i < byte.MaxValue; i++)
                Enabled[i] = true;

            if (bus != null)
            {
                this.thread = new Thread(Run)
                {
                    Name = "Event Manager Thread",
                    IsBackground = true
                };
                this.thread.Start();
            }
        }
Ejemplo n.º 6
0
 public Framework(string name, EventBus externalBus, InstrumentServer instrumentServer, DataServer dataServer = null) : this(name, FrameworkMode.Simulation, createServers : false, externalBus : externalBus, instrumentServer : instrumentServer, dataServer : dataServer, fileServerPath : String.Empty)
 {
 }
Ejemplo n.º 7
0
 public EventServer(Framework framework, EventBus bus)
 {
     this.framework = framework;
     this.bus = bus;
 }
Ejemplo n.º 8
0
        public EventManager(Framework framework, EventBus bus)
        {
            this.framework  = framework;
            this.bus        = bus;
            BarFactory      = new BarFactory(this.framework);
            BarSliceFactory = new BarSliceFactory(this.framework);
            Dispatcher      = new EventDispatcher(this.framework);

            // Event Gates
            this.gates[EventType.Bid]                      = OnBid;
            this.gates[EventType.Ask]                      = OnAsk;
            this.gates[EventType.Trade]                    = OnTrade;
            this.gates[EventType.Quote]                    = OnQuote;
            this.gates[EventType.Bar]                      = OnBar;
            this.gates[EventType.Level2Snapshot]           = OnLevel2Snapshot;
            this.gates[EventType.Level2Update]             = OnLevel2Update;
            this.gates[EventType.ExecutionReport]          = OnExecutionReport;
            this.gates[EventType.Reminder]                 = OnReminder;
            this.gates[EventType.Fundamental]              = OnFundamental;
            this.gates[EventType.News]                     = OnNews;
            this.gates[EventType.Group]                    = OnGroup;
            this.gates[EventType.GroupEvent]               = OnGroupEvent;
            this.gates[EventType.Command]                  = OnCommand;
            this.gates[EventType.OnPositionOpened]         = OnPositionOpened;
            this.gates[EventType.OnPositionClosed]         = OnPositionClosed;
            this.gates[EventType.OnPositionChanged]        = OnPositionChanged;
            this.gates[EventType.OnFill]                   = OnFill;
            this.gates[EventType.OnTransaction]            = OnTransaction;
            this.gates[EventType.OnSendOrder]              = OnSendOrder;
            this.gates[EventType.OnPendingNewOrder]        = OnPendingNewOrder;
            this.gates[EventType.OnNewOrder]               = OnNewOrder;
            this.gates[EventType.OnOrderStatusChanged]     = OnOrderStatusChanged;
            this.gates[EventType.OnOrderPartiallyFilled]   = OnOrderPartiallyFilled;
            this.gates[EventType.OnOrderFilled]            = OnOrderFilled;
            this.gates[EventType.OnOrderReplaced]          = OnOrderReplaced;
            this.gates[EventType.OnOrderCancelled]         = OnOrderCancelled;
            this.gates[EventType.OnOrderRejected]          = OnOrderRejected;
            this.gates[EventType.OnOrderExpired]           = OnOrderExpired;
            this.gates[EventType.OnOrderCancelRejected]    = OnOrderCancelRejected;
            this.gates[EventType.OnOrderReplaceRejected]   = OnOrderReplaceRejected;
            this.gates[EventType.OnOrderDone]              = OnOrderDone;
            this.gates[EventType.OnPortfolioAdded]         = OnPortfolioAdded;
            this.gates[EventType.OnPortfolioRemoved]       = OnPortfolioRemoved;
            this.gates[EventType.OnPortfolioParentChanged] = OnPortfolioParentChanged;
            this.gates[EventType.HistoricalData]           = OnHistoricalData;
            this.gates[EventType.HistoricalDataEnd]        = OnHistoricalDataEnd;
            this.gates[EventType.BarSlice]                 = OnBarSlice;
            this.gates[EventType.OnStrategyEvent]          = OnStrategyEvent;
            this.gates[EventType.AccountData]              = OnAccountData;
            this.gates[EventType.OnPropertyChanged]        = OnPropertyChanged;
            this.gates[EventType.OnException]              = OnException;
            this.gates[EventType.AccountReport]            = OnAccountReport;
            this.gates[EventType.ProviderError]            = OnProviderError;
            this.gates[EventType.OnProviderConnected]      = OnProviderConnected;
            this.gates[EventType.OnProviderDisconnected]   = OnProviderDisconnected;
            this.gates[EventType.OnSimulatorStart]         = OnSimulatorStart;
            this.gates[EventType.OnSimulatorStop]          = OnSimulatorStop;
            this.gates[EventType.OnSimulatorProgress]      = OnSimulatorProgress;

            // Enable all events by defaults
            for (int i = 0; i < byte.MaxValue; i++)
            {
                Enabled[i] = true;
            }

            if (bus != null)
            {
                this.thread = new Thread(Run)
                {
                    Name         = "Event Manager Thread",
                    IsBackground = true
                };
                this.thread.Start();
            }
        }