/// <summary>
/// Create a dataDelivery delivery component, corresponding to the given sourceSourceId and account
/// </summary>
/// <param name="sourceSourceId"></param>
/// <param name="account"></param>
/// <returns></returns>
protected ISourceDataDelivery CreateDataDelivery(ComponentId sourceId)
{
if (sourceId == _dataStoreSourceInfo.ComponentId)
{
List <PlatformComponent> components = Platform.GetComponentsByType(typeof(DataStoreManagementComponent));
if (components.Count == 0)
{
SystemMonitor.Error("Failed to find data store management component.");
return(null);
}
DataStoreDataDelivery delivery = new DataStoreDataDelivery(_dataStoreSourceInfo.ComponentId);
if (delivery.Initialize() == false)
{
SystemMonitor.OperationError("Failed to initialize data store data delivery.");
return(null);
}
return(delivery);
}
SourceInfo?sourceInfo = GetSourceInfo(sourceId, SourceTypeEnum.DataProvider);
if (sourceInfo.HasValue == false)
{
SystemMonitor.OperationError("Source info not found for source [" + sourceId.Print() + "].", TracerItem.PriorityEnum.High);
return(null);
}
if ((sourceInfo.Value.SourceType & SourceTypeEnum.DataProvider) == 0)
{
SystemMonitor.OperationError("Can not create data delivery to source that does not implement data provider [" + sourceId.Print() + "].", TracerItem.PriorityEnum.Critical);
return(null);
}
TransportInfo info = GetSourceTransportInfoToMe(sourceId);
if (info == null)
{
return(null);
}
// This is a remote dataDelivery source, create a corresponding delivery.
DataSourceClientStub stubDelivery = new DataSourceClientStub();
Arbiter.AddClient(stubDelivery);
stubDelivery.SetInitialParameters(sourceId, info);
return(stubDelivery);
}
/// <summary>
///
/// </summary>
public bool SetInitialParameters(TradePlatformComponent manager, ComponentId sourceId,
ComponentId dataSourced)
{
SystemMonitor.CheckError(_manager == null, "Session member already assigned.");
_manager = manager;
_dataSourced = dataSourced;
_tradeEntities.SetInitialParameters(manager, this, manager.GetDataDelivery(_dataSourced));
SourceInfo?info = _manager.GetSourceInfo(sourceId, SourceTypeEnum.OrderExecution);
if (info.HasValue)
{
return(base.SetInitialParameters(sourceId, info.Value.TransportInfo));
}
SystemMonitor.Warning("Failed to establish source information [" + sourceId.Print() + "]");
return(false);
}
/// <summary>
/// Create an execution provider to match the given sourceSourceId.
/// </summary>
/// <param name="sourceSourceId"></param>
/// <param name="account"></param>
/// <returns></returns>
public ISourceOrderExecution CreateExecutionProvider(ComponentId sourceId, ComponentId dataSourceId)
{
SourceTypeEnum?mode = GetSourceTypeFlags(sourceId, SourceTypeEnum.OrderExecution);
if (sourceId == _backtestingExecutionSourceInfo.ComponentId)
{
BackTestOrderExecutionProvider provider = new BackTestOrderExecutionProvider(sourceId);
if (provider.SetInitialParameters(this, ObtainDataDelivery(dataSourceId)) == false)
{
SystemMonitor.OperationError("Failed to initialize backtesting data provider.");
return(null);
}
return(provider);
}
else
{
SourceInfo?sourceInfo = GetSourceInfo(sourceId, SourceTypeEnum.OrderExecution);
if (sourceInfo.HasValue == false)
{
SystemMonitor.OperationError("Source info not found for source [" + sourceId.Print() + "].", TracerItem.PriorityEnum.High);
return(null);
}
if ((sourceInfo.Value.SourceType & SourceTypeEnum.OrderExecution) == 0)
{
SystemMonitor.OperationError("Can not create order execution to source that does not implement data provider [" + sourceId.Print() + "].", TracerItem.PriorityEnum.Critical);
return(null);
}
PlatformSourceOrderExecutionProvider platformExecutionProvider = new PlatformSourceOrderExecutionProvider();
Arbiter.AddClient(platformExecutionProvider);
platformExecutionProvider.SetInitialParameters(this, sourceId, dataSourceId);
return(platformExecutionProvider);
}
}
/// <summary>
///
/// </summary>
public bool SetInitialParameters(TradePlatformComponent manager, ComponentId sourceId,
ComponentId dataSourced)
{
SystemMonitor.CheckError(_manager == null, "Session member already assigned.");
_manager = manager;
_dataSourced = dataSourced;
_tradeEntities.SetInitialParameters(manager, this, manager.GetDataDelivery(_dataSourced));
SourceInfo? info = _manager.GetSourceInfo(sourceId, SourceTypeEnum.OrderExecution);
if (info.HasValue)
{
return base.SetInitialParameters(sourceId, info.Value.TransportInfo);
}
SystemMonitor.Warning("Failed to establish source information [" + sourceId.Print() + "]");
return false;
}
/// <summary>
/// Create a dataDelivery delivery component, corresponding to the given sourceSourceId and account
/// </summary>
/// <param name="sourceSourceId"></param>
/// <param name="account"></param>
/// <returns></returns>
protected ISourceDataDelivery CreateDataDelivery(ComponentId sourceId)
{
if (sourceId == _dataStoreSourceInfo.ComponentId)
{
List<PlatformComponent> components = Platform.GetComponentsByType(typeof(DataStoreManagementComponent));
if (components.Count == 0)
{
SystemMonitor.Error("Failed to find data store management component.");
return null;
}
DataStoreDataDelivery delivery = new DataStoreDataDelivery(_dataStoreSourceInfo.ComponentId);
if (delivery.Initialize() == false)
{
SystemMonitor.OperationError("Failed to initialize data store data delivery.");
return null;
}
return delivery;
}
SourceInfo? sourceInfo = GetSourceInfo(sourceId, SourceTypeEnum.DataProvider);
if (sourceInfo.HasValue == false)
{
SystemMonitor.OperationError("Source info not found for source [" + sourceId.Print() + "].", TracerItem.PriorityEnum.High);
return null;
}
if ((sourceInfo.Value.SourceType & SourceTypeEnum.DataProvider) == 0)
{
SystemMonitor.OperationError("Can not create data delivery to source that does not implement data provider [" + sourceId.Print() + "].", TracerItem.PriorityEnum.Critical);
return null;
}
TransportInfo info = GetSourceTransportInfoToMe(sourceId);
if (info == null)
{
return null;
}
// This is a remote dataDelivery source, create a corresponding delivery.
DataSourceClientStub stubDelivery = new DataSourceClientStub();
Arbiter.AddClient(stubDelivery);
stubDelivery.SetInitialParameters(sourceId, info);
return stubDelivery;
}
/// <summary>
/// Create an execution provider to match the given sourceSourceId.
/// </summary>
/// <param name="sourceSourceId"></param>
/// <param name="account"></param>
/// <returns></returns>
public ISourceOrderExecution CreateExecutionProvider(ComponentId sourceId, ComponentId dataSourceId)
{
SourceTypeEnum? mode = GetSourceTypeFlags(sourceId, SourceTypeEnum.OrderExecution);
if (sourceId == _backtestingExecutionSourceInfo.ComponentId)
{
BackTestOrderExecutionProvider provider = new BackTestOrderExecutionProvider(sourceId);
if (provider.SetInitialParameters(this, ObtainDataDelivery(dataSourceId)) == false)
{
SystemMonitor.OperationError("Failed to initialize backtesting data provider.");
return null;
}
return provider;
}
else
{
SourceInfo? sourceInfo = GetSourceInfo(sourceId, SourceTypeEnum.OrderExecution);
if (sourceInfo.HasValue == false)
{
SystemMonitor.OperationError("Source info not found for source [" + sourceId.Print() + "].", TracerItem.PriorityEnum.High);
return null;
}
if ((sourceInfo.Value.SourceType & SourceTypeEnum.OrderExecution) == 0)
{
SystemMonitor.OperationError("Can not create order execution to source that does not implement data provider [" + sourceId.Print() + "].", TracerItem.PriorityEnum.Critical);
return null;
}
PlatformSourceOrderExecutionProvider platformExecutionProvider = new PlatformSourceOrderExecutionProvider();
Arbiter.AddClient(platformExecutionProvider);
platformExecutionProvider.SetInitialParameters(this, sourceId, dataSourceId);
return platformExecutionProvider;
}
}
