public TradingLayeringProcess( IReadOnlyCollection <DataGenerationPlan> plan, ITradeStrategy <Order> orderStrategy, ILogger logger) : base(logger, orderStrategy) { this._intraDayHistoryStack = new EquityIntraDayHistoryStack(TimeSpan.FromHours(1)); this._plan = plan ?? new DataGenerationPlan[0]; }
public TradingHighVolumeTradeProcess( IReadOnlyCollection <string> cancelTargetSedols, ITradeStrategy <Order> orderStrategy, ILogger logger) : base(logger, orderStrategy) { this._highVolumeTargetSedols = cancelTargetSedols?.Where(cts => !string.IsNullOrWhiteSpace(cts))?.ToList() ?? new List <string>(); this._intraDayHistoryStack = new EquityIntraDayHistoryStack(TimeSpan.FromHours(2)); }
public TradingMarkingTheCloseProcess( IReadOnlyCollection <string> markingTheCloseTargetSedols, ITradeStrategy <Order> orderStrategy, ExchangeDto marketDto, ILogger logger) : base(logger, orderStrategy) { this._markingTheCloseTargetSedols = markingTheCloseTargetSedols?.Where(cts => !string.IsNullOrWhiteSpace(cts))?.ToList() ?? new List <string>(); this._intraDayHistoryStack = new EquityIntraDayHistoryStack(TimeSpan.FromMinutes(29)); this._marketDto = marketDto ?? throw new ArgumentNullException(nameof(marketDto)); }