public CancelledOrdersSteps(ScenarioContext scenarioContext, UniverseSelectionState universeSelectionState)
        {
            this._scenarioContext        = scenarioContext;
            this._universeSelectionState = universeSelectionState;

            this._equityMarketCacheFactory = new UniverseEquityMarketCacheFactory(
                new StubRuleRunDataRequestRepository(),
                new StubRuleRunDataRequestRepository(),
                new NullLogger <UniverseEquityMarketCacheFactory>());

            this._fixedIncomeMarketCacheFactory = new UniverseFixedIncomeMarketCacheFactory(
                new StubRuleRunDataRequestRepository(),
                new StubRuleRunDataRequestRepository(),
                new NullLogger <UniverseFixedIncomeMarketCacheFactory>());

            this._alertStream = A.Fake <IUniverseAlertStream>();
            this._ruleCtx     = A.Fake <ISystemProcessOperationRunRuleContext>();
            this._universeOrderFilterService = A.Fake <IUniverseEquityOrderFilterService>();

            this._equityRuleCancelledOrderFactory = new EquityRuleCancelledOrderFactory(
                this._universeOrderFilterService,
                this._equityMarketCacheFactory,
                this._fixedIncomeMarketCacheFactory,
                new NullLogger <CancelledOrderRule>(),
                new NullLogger <TradingHistoryStack>());
        }
Exemple #2
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 /// <summary>
 /// Initializes a new instance of the <see cref="CancelledOrderEquitySubscriber"/> class.
 /// </summary>
 /// <param name="equityRuleCancelledOrderFactory">
 /// The equity rule cancelled order factory.
 /// </param>
 /// <param name="ruleParameterMapper">
 /// The rule parameter mapper.
 /// </param>
 /// <param name="universeFilterFactory">
 /// The universe filter factory.
 /// </param>
 /// <param name="brokerServiceFactory">
 /// The broker service factory.
 /// </param>
 /// <param name="decoratorFilterFactory">
 /// The decorator filter factory.
 /// </param>
 /// <param name="logger">
 /// The logger.
 /// </param>
 public CancelledOrderEquitySubscriber(
     IEquityRuleCancelledOrderFactory equityRuleCancelledOrderFactory,
     IRuleParameterToRulesMapperDecorator ruleParameterMapper,
     IUniverseFilterFactory universeFilterFactory,
     IOrganisationalFactorBrokerServiceFactory brokerServiceFactory,
     IHighVolumeVenueDecoratorFilterFactory decoratorFilterFactory,
     ILogger <CancelledOrderEquitySubscriber> logger)
 {
     this.equityRuleCancelledOrderFactory = equityRuleCancelledOrderFactory;
     this.ruleParameterMapper             = ruleParameterMapper;
     this.universeFilterFactory           = universeFilterFactory;
     this.brokerServiceFactory            = brokerServiceFactory;
     this.decoratorFilterFactory          = decoratorFilterFactory;
     this.logger = logger;
 }