/// <summary>
/// Конструктор
/// </summary>
public CGP2ClientAdapter(
CGAdapterConfiguration configuration,
string workingDirectory = @"cgate",
bool openOrderBooksStreams = true,
bool openVolatStream = true,
bool openHeartbeatStream = true)
{
_configuration = configuration;
_workingDirectory = workingDirectory;
configuration.Logger.Debug("Creating CGAdapter: ip={0}, port={1}, ini_folder={2}", configuration.Address, configuration.Port, configuration.IniFolder);
var futInfoStream = new CGateStream(
name: "FORTS_FUTINFO_REPL",
streamType: CGateStreamType.FutInfo,
schemeFileName: $"{configuration.IniFolder}fut_info.ini",
schemeName: "CustReplScheme",
converter: new Messages.FutInfo.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger);
var optInfoStream = new CGateStream(
name: "FORTS_OPTINFO_REPL",
streamType: CGateStreamType.OptInfo,
schemeFileName: $"{configuration.IniFolder}opt_info.ini",
schemeName: "CustReplScheme",
converter: new Messages.OptInfo.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger);
#region data connection
{
var firstSubconnections = new[] { futInfoStream, optInfoStream };
var secondSubconnections = new[]
{
openHeartbeatStream
? new CGateStream(
name: "FORTS_FUTTRADE_REPL",
streamType: CGateStreamType.FutTrades,
schemeFileName: $"{configuration.IniFolder}fut_trades_heartbeat.ini",
schemeName: "CustReplScheme",
converter: new Messages.FutTrades.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: null,
mode: "online",
transactional: true)
: null,
new CGateStream(
name: "FORTS_FUTCOMMON_REPL",
streamType: CGateStreamType.FutCommon,
schemeFileName: $"{configuration.IniFolder}fut_common.ini",
schemeName: "CustReplScheme",
converter: new StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger),
new CGateStream(
name: "FORTS_OPTCOMMON_REPL",
streamType: CGateStreamType.OptCommon,
schemeFileName: $"{configuration.IniFolder}opt_common.ini",
schemeName: "CustReplScheme",
converter: new Messages.OptCommon.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger),
new CGateStream(
name: "RTS_INDEX_REPL",
streamType: CGateStreamType.RtsIndex,
schemeFileName: $"{configuration.IniFolder}rts_index.ini",
schemeName: "CustReplScheme",
converter: new Messages.RtsIndex.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger),
openVolatStream
? new CGateStream(
name: "FORTS_VOLAT_REPL",
streamType: CGateStreamType.Volat,
schemeFileName: $"{configuration.IniFolder}volat.ini",
schemeName: "CustReplScheme",
converter: new Messages.Volat.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger)
: null,
openOrderBooksStreams
? new CGateStream(
name: "FORTS_FUTAGGR20_REPL",
streamType: CGateStreamType.OrdersAggr,
schemeFileName: $"{configuration.IniFolder}orders_aggr.ini",
schemeName: "CustReplScheme",
converter: new Messages.OrdersAggr.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: null,
mode: "online",
useReplStateWhenReconnect: false)
: null,
openOrderBooksStreams
? new CGateStream(
name: "FORTS_OPTAGGR20_REPL",
streamType: CGateStreamType.OrdersAggr,
schemeFileName: $"{configuration.IniFolder}orders_aggr.ini",
schemeName: "CustReplScheme",
converter: new Messages.OrdersAggr.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: null,
mode: "online",
useReplStateWhenReconnect: false)
: null
};
_dataConnection = new CGateConnection(
name: "CG_DATA_CONN",
ip: configuration.Address,
port: configuration.Port,
credential: configuration.DataConnectionCredential,
firstSubconnections: firstSubconnections,
secondSubconnections: secondSubconnections,
logger: configuration.Logger,
callback: this);
}
#endregion
#region transaction connection
{
_ordersPublisher = new CGatePublisher(
name: "CG_ORDS_SNDR",
schemeFileName: $"{configuration.IniFolder}forts_messages.ini",
schemeName: "message",
converter: new Messages.FortsMessages.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger);
var firstSubconnections = new CGateSubconnection[]
{
_ordersPublisher,
new CGateStream(
name: "FORTS_FUTTRADE_REPL",
streamType: CGateStreamType.FutTrades,
schemeFileName: $"{configuration.IniFolder}fut_trades.ini",
schemeName: "CustReplScheme",
converter: new Messages.FutTrades.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
new CGateStream(name: "FORTS_OPTTRADE_REPL",
streamType: CGateStreamType.OptTrades,
schemeFileName: $"{configuration.IniFolder}opt_trades.ini",
schemeName: "CustReplScheme",
converter: new Messages.OptTrades.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
new CGateStream(
name: "FORTS_POS_REPL",
streamType: CGateStreamType.Pos,
schemeFileName: $"{configuration.IniFolder}pos.ini",
schemeName: "CustReplScheme",
converter: new Messages.Pos.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
new CGateStream(
name: "FORTS_PART_REPL",
streamType: CGateStreamType.Part,
schemeFileName: $"{configuration.IniFolder}part.ini",
schemeName: "CustReplScheme",
converter: new Messages.Part.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
new CGateStream(
name: "FORTS_VM_REPL",
streamType: CGateStreamType.Vm,
schemeFileName: $"{configuration.IniFolder}vm.ini",
schemeName: "CustReplScheme",
converter: new Messages.Vm.StreamDataMessageConverter(),
callback: this,
logger: configuration.Logger,
dependOnStreams: new[] { futInfoStream, optInfoStream }, transactional: true),
};
_transactionConnection = new CGateConnection(
"CG_TRNS_CONN",
configuration.Address,
configuration.Port,
configuration.TransactionConnectionCredential,
firstSubconnections,
null,
configuration.Logger,
this);
}
#endregion
}
void ICGateConnectionCallback.ConnectionOpening(CGateConnection connection)
{
}
void ICGateConnectionCallback.ConnectionActive(CGateConnection connection)
{
UpdateConnectionState(CGConnectionState.Connected);
}
void ICGateConnectionCallback.ConnectionError(CGateConnection connection)
{
}
void ICGateConnectionCallback.ConnectionClosed(CGateConnection connection)
{
UpdateConnectionState(CGConnectionState.Disconnected);
}
void ICGateConnectionCallback.RegisterConnection(CGateConnection connection)
{
}