Ejemplo n.º 1
0
 public Fix42MessageHandler(MessageHandlerCommandFactory commandFactory,
                            IFixMessageGenerator messageGenerator,
                            IFixFacade fixFacade,
                            Func <string> execIdGenerator)
 {
     _commandFactory   = commandFactory;
     _messageGenerator = messageGenerator;
     _fixFacade        = fixFacade;
     _execIdGenerator  = execIdGenerator;
 }
Ejemplo n.º 2
0
 public Fix44MessageHandler(MessageHandlerCommandFactory commandFactory,
                            IFixMessageGenerator messageGenerator,
                            IFixFacade fixFacade,
                            Func<string> execIdGenerator)
 {
     _commandFactory = commandFactory;
     _messageGenerator = messageGenerator;
     _fixFacade = fixFacade;
     _execIdGenerator = execIdGenerator;
 }
Ejemplo n.º 3
0
        public ServerApplication(Action <string> messageCallback)
        {
            _messageCallback = messageCallback;

            // Were this a production server I'd recommend getting all these types from a
            // type provider layer (MEF, Castle, etc)
            var sessionRepository = new SessionRepository();
            var fixSessionFacade  = new StandardFixFacade(messageCallback);

            _sessionMediator = new SessionMediator(sessionRepository, fixSessionFacade);

            _inputQueue  = new CommandQueue();
            _outputQueue = new CommandQueue();

            var asyncProcessing = new TaskBasedCommandProcessingStrategy();
            var syncProcessing  = new SynchronousCommandProcessingStrategy();

            _inputCommandProcessor  = new CommandProcessor(asyncProcessing, _inputQueue);
            _outputCommandProcessor = new CommandProcessor(syncProcessing, _outputQueue);

            var orderMatcher    = new StandardOrderMatcher();
            var orderRepository = new StandardOrderRepository(orderMatcher);

            _orderMediator = new OrderMediator(orderRepository, OnOrderMatched);

            _commandFactory = new CommandFactory(_inputQueue,
                                                 _outputQueue,
                                                 _orderMediator,
                                                 _sessionMediator);

            var messageHandlerCommandFactory = new MessageHandlerCommandFactory(_sessionMediator,
                                                                                _commandFactory);

            var fix42MessageGenerator = new Fix42MessageGenerator();

            _fix42MessageHandler = new Fix42MessageHandler(messageHandlerCommandFactory,
                                                           fix42MessageGenerator,
                                                           fixSessionFacade,
                                                           GenExecID);

            var fix44MessageGenerator = new Fix44MessageGenerator();

            _fix44MessageHandler = new Fix44MessageHandler(messageHandlerCommandFactory,
                                                           fix44MessageGenerator,
                                                           fixSessionFacade,
                                                           GenExecID);
        }
Ejemplo n.º 4
0
        public ServerApplication(Action<string> messageCallback)
        {
            _messageCallback = messageCallback;

            // Were this a production server I'd recommend getting all these types from a
            // type provider layer (MEF, Castle, etc)
            var sessionRepository = new SessionRepository();
            var fixSessionFacade = new StandardFixFacade(messageCallback);
            _sessionMediator = new SessionMediator(sessionRepository, fixSessionFacade);

            _inputQueue = new CommandQueue();
            _outputQueue = new CommandQueue();

            var asyncProcessing = new TaskBasedCommandProcessingStrategy();
            var syncProcessing = new SynchronousCommandProcessingStrategy();
            _inputCommandProcessor = new CommandProcessor(asyncProcessing, _inputQueue);
            _outputCommandProcessor = new CommandProcessor(syncProcessing, _outputQueue);

            var orderMatcher = new StandardOrderMatcher();
            var orderRepository = new StandardOrderRepository(orderMatcher);
            _orderMediator = new OrderMediator(orderRepository, OnOrderMatched);

            _commandFactory = new CommandFactory(_inputQueue,
                                                 _outputQueue,
                                                 _orderMediator,
                                                 _sessionMediator);

            var messageHandlerCommandFactory = new MessageHandlerCommandFactory(_sessionMediator,
                                                                                _commandFactory);

            var fix42MessageGenerator = new Fix42MessageGenerator();
            _fix42MessageHandler = new Fix42MessageHandler(messageHandlerCommandFactory,
                                                           fix42MessageGenerator,
                                                           fixSessionFacade,
                                                           GenExecID);

            var fix44MessageGenerator = new Fix44MessageGenerator();
            _fix44MessageHandler = new Fix44MessageHandler(messageHandlerCommandFactory,
                                                           fix44MessageGenerator,
                                                           fixSessionFacade,
                                                           GenExecID);
        }