public JfdExchange(JfdExchangeConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, JfdOrderBooksHarvester harvester, IHandler <ExecutionReport> executionHandler, ILog log) : base(Name, config, translatedSignalsRepository, log)
 {
     _connector        = new JfdTradeSessionConnector(new FixConnectorConfiguration(config.Password, config.GetTradingFixConfigAsReader()), log);
     _harvester        = harvester;
     _executionHandler = executionHandler;
     _modelConverter   = new JfdModelConverter(config);
     _log = log.CreateComponentScope(nameof(JfdExchange));
     harvester.MaxOrderBookRate = config.MaxOrderBookRate;
 }
Ejemplo n.º 2
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 public JfdOrderBooksHarvester(
     JfdExchangeConfiguration configuration,
     JfdModelConverter modelConverter,
     ILog log,
     IHandler <OrderBook> orderBookHandler)
     : base(JfdExchange.Name, configuration, new JfdQuotesSessionConnector(GetConnectorConfig(configuration), log),
            log, orderBookHandler)
 {
     _configuration  = configuration;
     _modelConverter = modelConverter;
     HeartBeatPeriod = TimeSpan.FromSeconds(90); // Just in case if QuickFix doesn't detect connection failure.
 }