public BitfinexOrderBooksHarvester(BitfinexExchangeConfiguration configuration,
OrderBookSnapshotsRepository orderBookSnapshotsRepository,
OrderBookEventsRepository orderBookEventsRepository,
IHandler <OrderBook> orderBookHandler,
IHandler <TickPrice> tickPriceHandler,
ILog log)
: base(BitfinexExchange.Name, configuration, new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log), log, orderBookSnapshotsRepository, orderBookEventsRepository, orderBookHandler)
{
_configuration = configuration;
_channels = new Dictionary <long, Channel>();
_tickPriceHandler = tickPriceHandler;
}
public BitMexOrderBooksHarvester(
BitMexExchangeConfiguration configuration,
ILog log,
OrderBookSnapshotsRepository orderBookSnapshotsRepository,
OrderBookEventsRepository orderBookEventsRepository,
IBitmexSocketSubscriber socketSubscriber,
IHandler <OrderBook> orderBookHandler) :
base(BitMexExchange.Name, configuration,
new WebSocketTextMessenger(configuration.WebSocketEndpointUrl, log), log, orderBookSnapshotsRepository, orderBookEventsRepository, orderBookHandler)
{
_socketSubscriber = socketSubscriber;
}
public JfdOrderBooksHarvester(
JfdExchangeConfiguration configuration,
JfdModelConverter modelConverter,
ILog log,
OrderBookSnapshotsRepository orderBookSnapshotsRepository,
OrderBookEventsRepository orderBookEventsRepository,
IHandler <OrderBook> orderBookHandler)
: base(JfdExchange.Name, configuration, new JfdQuotesSessionConnector(GetConnectorConfig(configuration), log),
log, orderBookSnapshotsRepository, orderBookEventsRepository, orderBookHandler)
{
_configuration = configuration;
_modelConverter = modelConverter;
HeartBeatPeriod = TimeSpan.FromSeconds(90); // Just in case if QuickFix doesn't detect connection failure.
}
protected OrderBooksHarvesterBase(string exchangeName, IExchangeConfiguration exchangeConfiguration, ILog log,
OrderBookSnapshotsRepository orderBookSnapshotsRepository, OrderBookEventsRepository orderBookEventsRepository,
IHandler <OrderBook> newOrderBookHandler)
{
ExchangeConfiguration = exchangeConfiguration;
OrderBookSnapshotsRepository = orderBookSnapshotsRepository;
OrderBookEventsRepository = orderBookEventsRepository;
_newOrderBookHandler = newOrderBookHandler;
ExchangeName = exchangeName;
Log = log.CreateComponentScope(GetType().Name);
_converters = new ExchangeConverters(exchangeConfiguration.SupportedCurrencySymbols,
string.Empty);
_orderBookSnapshots = new ConcurrentDictionary <string, OrderBookSnapshot>();
_cancellationTokenSource = new CancellationTokenSource();
CancellationToken = _cancellationTokenSource.Token;
_heartBeatMonitoringTimer = new Timer(RestartMessenger);
}
public GdaxOrderBookTests()
{
_log = new LogToConsole();
var settingsManager = GdaxHelpers.GetGdaxSettingsMenager();
_gdaxConfiguration = settingsManager.CurrentValue;
var orderBookEventsStorage = AzureTableStorage <OrderBookEventEntity> .Create(
settingsManager.ConnectionString(i => _tableStorageEndpoint), _orderBookEventsTable, _log);
var orderBookSnapshotStorage = AzureTableStorage <OrderBookSnapshotEntity> .Create(
settingsManager.ConnectionString(i => _tableStorageEndpoint), _snapshotsTable, _log);
var azureBlobStorage = AzureBlobStorage.Create(
settingsManager.ConnectionString(i => _blobStorageEndpoint));
_snapshotsRepository = new OrderBookSnapshotsRepository(orderBookSnapshotStorage, azureBlobStorage, _log);
_eventsRepository = new OrderBookEventsRepository(orderBookEventsStorage, _log);
_orderBookHandler = new Mock <IHandler <OrderBook> >().Object;
}
protected OrderBooksWebSocketHarvester(string exchangeName, IExchangeConfiguration exchangeConfiguration, IMessenger <TRequest, TResponse> messanger, ILog log,
OrderBookSnapshotsRepository orderBookSnapshotsRepository, OrderBookEventsRepository orderBookEventsRepository, IHandler <OrderBook> orderBookHandler)
: base(exchangeName, exchangeConfiguration, log, orderBookSnapshotsRepository, orderBookEventsRepository, orderBookHandler)
{
Messenger = messanger;
}
public GdaxOrderBooksHarvester(GdaxExchangeConfiguration configuration, ILog log,
OrderBookSnapshotsRepository orderBookSnapshotsRepository, OrderBookEventsRepository orderBookEventsRepository,
IHandler <OrderBook> orderBookHandler)
: base(GdaxExchange.Name, configuration, log, orderBookSnapshotsRepository, orderBookEventsRepository, orderBookHandler)
{
_configuration = configuration;
_symbolsLastSequenceNumbers = new ConcurrentDictionary <string, long>();
_queuedOrderBookItems = new Dictionary <string, Queue <GdaxQueueOrderItem> >();
_websocketApi = CreateWebSocketsApiClient();
_restApi = CreateRestApiClient();
_converters = new GdaxConverters(_configuration.SupportedCurrencySymbols,
ExchangeName);
}
