public QuotationManager(
QuotV5.Binary.RealTimeQuotConnection[] quotConnections,
QuotationRepository quotRepository,
QuotationMQPublisher quotPublisher,
SecurityInfoProvider securityInfoProvider,
IndexInfoProvider indexInfoProvider,
CashAuctionParamsProvider cashAuctionParamsProvider,
DerivativeAuctionParamsProvider derivativeAuctionParamsProvider,
NegotiationParamsProvider negotiationParamsProvider,
SecurityCloseMDProvider securityCloseMDProvider,
Log4cb.ILog4cbHelper logHelper
)
{
this.quotConnections = quotConnections;
this.quotRepository = quotRepository;
this.quotPublisher = quotPublisher;
this.securityInfoProvider = securityInfoProvider;
this.indexInfoProvider = indexInfoProvider;
this.cashAuctionParamsProvider = cashAuctionParamsProvider;
this.derivativeAuctionParamsProvider = derivativeAuctionParamsProvider;
this.negotiationParamsProvider = negotiationParamsProvider;
this.securityCloseMDProvider = securityCloseMDProvider;
this.logHelper = logHelper;
foreach (var conn in this.quotConnections)
conn.OnMarketDataReceived += new Action<QuotV5.Binary.MarketDataEx>(QuotConn_OnMarketDataReceived);
this.securityInfoProvider.OnStaticInfoRead += new Action<List<QuotV5.StaticInfo.SecurityInfoBase>>(SecurityInfoProvider_OnStaticInfoRead);
this.indexInfoProvider.OnStaticInfoRead += new Action<List<QuotV5.StaticInfo.IndexInfo>>(IndexInfoProvider_OnStaticInfoRead);
this.cashAuctionParamsProvider.OnStaticInfoRead += new Action<List<QuotV5.StaticInfo.CashAuctionParams>>(CashAuctionParamsProvider_OnStaticInfoRead);
this.derivativeAuctionParamsProvider.OnStaticInfoRead += new Action<List<QuotV5.StaticInfo.DerivativeAuctionParams>>(DerivativeAuctionParamsProvider_OnStaticInfoRead);
this.negotiationParamsProvider.OnStaticInfoRead += new Action<List<QuotV5.StaticInfo.NegotiationParams>>(NegotiationParamsProvider_OnStaticInfoRead);
//this.securityCloseMDProvider.OnStaticInfoRead += new Action<List<QuotV5.StaticInfo.SecurityCloseMD>>(SecurityCloseMDProvider_OnStaticInfoRead);
}
internal void ConstructQuotManager()
{
MongoMessagePackRecorder recorder = new MongoMessagePackRecorder("192.168.1.167", 6678, this.logHelper);
QuotV5.Binary.RealTimeQuotConnection stockRealtimeQuotConn = ConstructRealTimeQuotConnection("StockRealtime", recorder);
QuotV5.Binary.RealTimeQuotConnection optionRealtimeQuotConn = ConstructRealTimeQuotConnection("OptionRealtime", recorder);
QuotationRepository quotRepository = new QuotationRepository();
QuotationMQPublisherConfig publisherConfig = new QuotationMQPublisherConfig()
{
Address = PluginContext.Configuration.ActiveMQ.Address,
RecordsPerPackage = PluginContext.Configuration.ActiveMQ.RecordsPerPackage
};
QuotationMQPublisher quotPublisher = new QuotationMQPublisher(publisherConfig, this.logHelper);
StaticInfoProviderConfig securityInfoProviderConfig = GetStaticInfoProviderConfig("Securities");
SecurityInfoProvider securityInfoProvider = new SecurityInfoProvider(securityInfoProviderConfig, this.logHelper);
StaticInfoProviderConfig indexInfoProviderConfig = GetStaticInfoProviderConfig("IndexInfo");
IndexInfoProvider indexInfoProvider = new IndexInfoProvider(indexInfoProviderConfig, this.logHelper);
StaticInfoProviderConfig cashAuctionParamsProviderConfig = GetStaticInfoProviderConfig("CashAuctionParams");
CashAuctionParamsProvider cashAuctionParamsProvider = new CashAuctionParamsProvider(cashAuctionParamsProviderConfig, this.logHelper);
StaticInfoProviderConfig derivativeAuctionParamsProviderConfig = GetStaticInfoProviderConfig("DerivativeAuctionParams");
DerivativeAuctionParamsProvider derivativeAuctionParamsProvider = new DerivativeAuctionParamsProvider(derivativeAuctionParamsProviderConfig, this.logHelper);
StaticInfoProviderConfig negotiationParamsProviderConfig = GetStaticInfoProviderConfig("NegotiationParams");
NegotiationParamsProvider negotiationParamsProvider = new NegotiationParamsProvider(negotiationParamsProviderConfig, this.logHelper);
StaticInfoProviderConfig securityCloseMDProviderConfig = GetStaticInfoProviderConfig("SecurityCloseMD");
SecurityCloseMDProvider securityCloseMDProvider = new SecurityCloseMDProvider(securityCloseMDProviderConfig, this.logHelper);
this.quotManager = new QuotationManager(
//new QuotV5.Binary.RealTimeQuotConnection[] { optionRealtimeQuotConn },
new QuotV5.Binary.RealTimeQuotConnection[] { stockRealtimeQuotConn, optionRealtimeQuotConn },
quotRepository,
quotPublisher,
// null,
securityInfoProvider,
indexInfoProvider,
cashAuctionParamsProvider,
derivativeAuctionParamsProvider,
negotiationParamsProvider,
securityCloseMDProvider,
this.logHelper
);
QuotationSnapServiceConfig sc = new QuotationSnapServiceConfig() { Address = PluginContext.Configuration.ActiveMQ.Address, RecordsPerPackage = PluginContext.Configuration.ActiveMQ.RecordsPerPackage };
this.quotSnapService = new QuotationSnapService(sc, quotPublisher, this.logHelper);
}