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;
}
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;
}
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)
{
}
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}");
}
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();
}
}
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)
{
}
public EventServer(Framework framework, EventBus bus)
{
this.framework = framework;
this.bus = bus;
}
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();
}
}