public CQGCInstrumentHistoryProvider(CQGCAdapter adapter, CQGCInstrumentResolver instrumentResolver)
{
this.adapter = adapter;
this.instrumentResolver = instrumentResolver;
adapter.TimeBarReportReceived += TimeBarReportReceived;
}
public CQGCFeed(
CQGCAdapter adapter,
CQGCInstrumentResolver instrumentResolver)
{
this.adapter = adapter;
this.instrumentResolver = instrumentResolver;
adapter.MarketDataResolved += MarketDataResolved;
adapter.RealTimeMarketDataReceived += RealTimeMarketDataReceived;
adapter.MarketDataSubscriptionStatusReceived += MarketDataSubscriptionStatusReceived;
adapter.ContractMetadataReceived += ContractMetadataReceived;
requestBatchTimer = new Timer(_ => SendBatchRequest(), null, 0, RequestBatchTimerInterval);
}
/// <summary>
/// Конструктор
/// </summary>
public CQGCConnector(
CQGCParameters settings)
{
this.settings = settings;
adapter = new CQGCAdapter(settings);
var instrumentResolver = new CQGCInstrumentResolver(adapter, settings.InstrumentConverter);
feed = new CQGCFeed(adapter, instrumentResolver);
router = new CQGCRouter(adapter, instrumentResolver);
historyProvider = new CQGCInstrumentHistoryProvider(adapter, instrumentResolver);
ConnectionStatusProviders = new IConnectionStatusProvider[] { this };
adapter.ConnectionStatusChanged += AdapterConnectionStatusChanged;
adapter.UserMessageReceived += UserMessageReceived;
}
public CQGCRouter(CQGCAdapter adapter, CQGCInstrumentResolver instrumentResolver)
{
this.adapter = adapter;
this.instrumentResolver = instrumentResolver;
dispatcher = new TransactionDispatcher(this);
this.adapter.AccountResolved += AccountResolved;
this.adapter.PositionStatusReceived += PositionStatusReceived;
this.adapter.TradeSnapshotCompletionReceived += TradeSnapshotCompletionReceived;
this.adapter.TradeSubscriptionStatusReceived += TradeSubscriptionStatusReceived;
this.adapter.OrderStatusReceived += OrderStatusReceived;
this.adapter.CollateralStatusReceived += CollateralStatusReceived;
this.adapter.OrderRequestRejectReceived += OrderRequestRejectReceived;
instrumentResolver.InstrumentResolved += InstrumentResolved;
}
public InstrumentSubscription(
CQGCInstrumentResolver instrumentResolver,
Instrument instrument,
uint contractId)
{
this.instrumentResolver = instrumentResolver;
Instrument = instrument;
lockCookie = DeadlockMonitor.Cookie <InstrumentSubscription>("lockCookie-" + ContractId);
ContractId = contractId;
InstrumentParams = new InstrumentParams {
Instrument = instrument
};
InstrumentParams.VolaTranslatedByFeed = false;
OrderBook = new OrderBook();
}