//private long _nextvalidorderid;
//private string _account;
//public long NextValidOrderId { get { return _nextvalidorderid; } }
//public string Account { get { return _account; } }
public BrokerService(IConfigManager configmanager, IEventAggregator eventaggregator, ILoggerFacade logger, IGlobalIdService globalidservice, BlockingCollection<Tick> tickqueue, Basket basket)
{
this._configmanager = configmanager;
this._eventAggregator = eventaggregator;
this._tickqueue = tickqueue;
this._basket = basket;
this._logger = logger;
this._globalidservice = globalidservice;
// outgoing events
_eventAggregator.GetEvent<SendOrderEvent>().Subscribe(SendOrder);
_eventAggregator.GetEvent<CancelOrderEvent>().Subscribe(CancelOrder);
_eventAggregator.GetEvent<SendHistDataRequestEvent>().Subscribe(ReqHistoricalData);
}
void _strategy_SendBasket(Basket b, int id)
{
SendDebug("Basket subscription not implemented yet. StrategyBase should use the basket from basket.xml");
}
//********************************* Outgoing Messages *************************************//
#region Outgoing Messages
public void RequestMarketData(Basket b)
{
string fullname;
try
{
for (int i = 0; i < b.Count; i++)
{
fullname = b[i];
if (fullname.Contains("FUT") || fullname.Contains("OPT") || fullname.Contains("FOP"))
{
Debug("Google Client only support STK and IDX at this time. " + fullname + " skipped.");
continue;
}
string[] fn = fullname.Split(' ');
if (!SecurityFullNameToGoogleSymbol.ContainsKey(fullname))
{
SecurityFullNameToGoogleSymbol.Add(fullname, fn[0]);
SecurityFullNameToLastPrice.Add(fullname, 0.0m);
}
}
}
catch (Exception e)
{
Debug("Error in requesting market data from Google client");
Debug(e.Message);
}
if (!isServerConnected)
{
tokensource = new CancellationTokenSource();
cancellationtoken = tokensource.Token;
var task = Task.Factory.StartNew(() => GetQuoteLoop(cancellationtoken), cancellationtoken, TaskCreationOptions.LongRunning, TaskScheduler.Default)
.ContinueWith(antecendent => { Debug("GOOG client stopped"); });
isServerConnected = true;
}
}
//********************************* Outgoing Messages *************************************//
#region Outgoing Messages
/// <summary>
/// Request market data for a basket of securities according to their FullNames
/// </summary>
/// <param name="b"></param>
public void RequestMarketData(Basket b)
{
// Connection is verified in _ibSocket.reqMktData
for (int i = 0; i < b.Count; i++)
{
Contract contract;
contract = SecurityFullNameToContract(b[i]);
bool exist = false;
foreach (var t in _marketDataRequests)
{
if (t.FullSymbol == b[i])
exist = true;
}
if (exist)
continue;
else
{
Tick tick = new Tick();
// tick symbol is security full name
tick.FullSymbol = b[i];
_marketDataRequests.Add(tick);
_ibSocket.reqMktData(_marketDataRequests.Count - 1, contract, null, false);
}
}
}
void _strategy_SendBasketEvent(Basket b, int id)
{
}
/// <summary>
/// clone a basket
/// </summary>
/// <param name="copy"></param>
public Basket(Basket copy)
{
foreach (string s in copy)
Add(s);
Name = copy.Name;
}
public static void SerializeToXML(Basket b, string filename)
{
XmlSerializer serializer = new XmlSerializer(typeof(Basket));
TextWriter writer = new StreamWriter(filename);
serializer.Serialize(writer, b);
writer.Close();
}
public static Basket DeserializeFromString(string serialBasket)
{
Basket mb = new Basket();
if ((serialBasket == null) || (serialBasket == "")) return mb;
string[] r = serialBasket.Split(',');
for (int i = 0; i < r.Length; i++)
{
if (r[i] == "") continue;
mb.Add(r[i]);
}
return mb;
}
public static string SerializeToString(Basket b)
{
List<string> s = new List<string>();
for (int i = 0; i < b.Count; i++) s.Add(b[i]);
return string.Join(",", s.ToArray());
}
private void RegisterViewsAndServices()
{
// 0. intialize tickqueue and basket
_tickqueue = new BlockingCollection<Tick>(_configmanagerservice.TickQueueCapacity);
_basket = Basket.DeserializeFromXML(Util.GetRootPath() + _configmanagerservice.SettingPath + "basket.xml");
// 1. BrokerService, no need to register
_brokerservice = new BrokerService(_configmanagerservice, _eventAggregator, _logger, _globalidservice, _tickqueue, _basket);
// 2. Tick arichive service, no need to register
_tickarchiveservice = new TickArchiver(Util.GetRootPath() + _configmanagerservice.TickPath + _configmanagerservice.DefaultBroker);
// 3. QuuoteDispatcher Service, no need to register
_quotedispatcherservice = new QuoteDispatcherService(_quoteupdateservice, _feedstrategyservice, _tickarchiveservice, _logger, _tickqueue);
}
