public IcmTickPriceHarvester(IcmExchangeConfiguration config, IcmModelConverter modelConverter, IHandler <TickPrice> tickPriceHandler, ILog log)
{
_log = log;
_enabled = config.RabbitMq.Enabled;
if (!_enabled)
{
return;
}
var instruments = config.SupportedCurrencySymbols.Select(x => new Instrument(IcmExchange.Name, x.LykkeSymbol).Name).ToHashSet();
var rabbitSettings = new RabbitMqSubscriptionSettings
{
ConnectionString = config.RabbitMq.ConnectionString,
ExchangeName = config.RabbitMq.Exchange,
QueueName = config.RabbitMq.Queue
};
var errorStrategy = new DefaultErrorHandlingStrategy(_log, rabbitSettings);
_rabbit = new RabbitMqSubscriber <OrderBook>(rabbitSettings, errorStrategy)
.SetMessageDeserializer(new GenericRabbitModelConverter <OrderBook>())
.SetMessageReadStrategy(new MessageReadWithTemporaryQueueStrategy())
.SetConsole(new LogToConsole())
.SetLogger(_log)
.Subscribe(async orderBook =>
{
if (instruments.Contains(orderBook.Asset))
{
var tickPrice = modelConverter.ToTickPrice(orderBook);
if (tickPrice != null)
{
await tickPriceHandler.Handle(tickPrice);
}
}
});
}
public IcmExchange(IcmTickPriceHarvester tickPriceHarvester,
IcmExchangeConfiguration config,
TranslatedSignalsRepository translatedSignalsRepository,
IcmModelConverter converter,
ILog log)
: base(Name, config, translatedSignalsRepository, log)
{
_config = config;
_converter = converter;
_tickPriceHarvester = tickPriceHarvester;
_tradeSessionConnector = new IcmTradeSessionConnector(new FixConnectorConfiguration(config.Password, config.GetFixConfigAsReader()), log);
_log = log;
}
public IcmTickPriceHarvester(
IcmExchangeConfiguration config,
IcmModelConverter modelConverter,
IHandler <TickPrice> tickPriceHandler,
IHandler <Trading.OrderBook> orderBookHandler,
ILog log)
{
_config = config;
_modelConverter = modelConverter;
_tickPriceHandler = tickPriceHandler;
_orderBookHandler = orderBookHandler;
_log = log;
_enabled = config.RabbitMq.Enabled;
if (!_enabled)
{
return;
}
_instruments = config.SupportedCurrencySymbols.Select(x => new Instrument(IcmExchange.Name, x.LykkeSymbol).Name).ToHashSet();
var rabbitSettings = new RabbitMqSubscriptionSettings
{
ConnectionString = config.RabbitMq.ConnectionString,
ExchangeName = config.RabbitMq.Exchange,
QueueName = config.RabbitMq.Queue
};
var errorStrategy = new DefaultErrorHandlingStrategy(_log, rabbitSettings);
if (_config.Enabled)
{
_rabbit = new RabbitMqSubscriber <OrderBook>(rabbitSettings, errorStrategy)
.SetMessageDeserializer(new GenericRabbitModelConverter <OrderBook>())
.SetMessageReadStrategy(new MessageReadWithTemporaryQueueStrategy())
.SetConsole(new LogToConsole())
.SetLogger(_log)
.Subscribe(HandleOrderBook);
}
}
