protected override IMessageAdapter GetAdapter(IdGenerator generator)
{
if (_settings.IsDde)
{
var adapter = new QuikDdeAdapter(generator)
{
//Path = _settings.Path,
DdeServer = _settings.DdeServer,
//OverrideDll = _settings.OverrideDll
};
adapter.Tables = new[] { adapter.SecuritiesTable, adapter.TradesTable, adapter.OrdersTable, adapter.StopOrdersTable, adapter.MyTradesTable };
if (_settings.IsDownloadSecurityChangesHistory)
{
adapter.Tables = adapter.Tables.Concat(new[] { adapter.SecuritiesChangeTable });
}
//Добавление выбранных колонок в экспорт
if (!_settings.IsDownloadSecurityChangesHistory)
{
adapter
.SecuritiesTable
.Columns
.AddRange(DdeSecurityColumnsEditor.GetColumns(_settings.ExtendedColumns));
}
else
{
adapter
.SecuritiesChangeTable
.Columns
.AddRange(DdeSecurityChangesColumnsEditor.GetColumns(_settings.ExtendedColumnsHistory));
}
return(adapter);
}
else
{
return(new LuaFixMarketDataMessageAdapter(generator)
{
Address = _settings.LuaAddress,
Login = _settings.LuaLogin,
Password = _settings.LuaPassword
});
}
}
/// <summary>
/// Создать <see cref="QuikTrader"/>.
/// </summary>
/// <param name="path">Путь к директории, где установлен Quik (или путь к файлу info.exe).</param>
public QuikTrader(string path)
{
_sessionHolder = new QuikSessionHolder(TransactionIdGenerator)
{
Path = path
};
_trans2QuikAdapter = new QuikTrans2QuikAdapter(_sessionHolder);
_ddeAdapter = new QuikDdeAdapter(_sessionHolder);
_luaTransactionAdapter = new LuaFixTransactionMessageAdapter(_sessionHolder);
_luaMarketDataAdapter = new FixMessageAdapter(MessageAdapterTypes.MarketData, _sessionHolder, _sessionHolder.MarketDataSession);
SessionHolderOnIsLuaChanged();
_sessionHolder.IsLuaChanged += SessionHolderOnIsLuaChanged;
ApplyMessageProcessor(MessageDirections.In, true, false);
ApplyMessageProcessor(MessageDirections.In, false, true);
ApplyMessageProcessor(MessageDirections.Out, true, true);
}
/// <summary>
/// Создать <see cref="QuikTrader"/>.
/// </summary>
/// <param name="path">Путь к директории, где установлен Quik (или путь к файлу info.exe).</param>
public QuikTrader(string path)
{
Path = path;
_trans2QuikAdapter = new QuikTrans2QuikAdapter(TransactionIdGenerator);
_ddeAdapter = new QuikDdeAdapter(TransactionIdGenerator);
_trans2QuikAdapter.GetTerminal = _ddeAdapter.GetTerminal = () => Terminal;
_luaTransactionAdapter = new LuaFixTransactionMessageAdapter(TransactionIdGenerator)
{
Login = "******",
Password = "******".To <SecureString>(),
Address = DefaultLuaAddress,
TargetCompId = "StockSharpTS",
SenderCompId = "quik",
//ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllPortfolios = true,
MarketData = FixMarketData.None,
UtcOffset = TimeHelper.Moscow.BaseUtcOffset
};
_luaMarketDataAdapter = new FixMessageAdapter(TransactionIdGenerator)
{
Login = "******",
Password = "******".To <SecureString>(),
Address = DefaultLuaAddress,
TargetCompId = "StockSharpMD",
SenderCompId = "quik",
//ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllSecurities = true,
MarketData = FixMarketData.MarketData,
UtcOffset = TimeHelper.Moscow.BaseUtcOffset,
};
_luaMarketDataAdapter.RemoveTransactionalSupport();
IsDde = false;
}
/// <summary>
/// Создать <see cref="QuikTrader"/>.
/// </summary>
/// <param name="path">Путь к директории, где установлен Quik (или путь к файлу info.exe).</param>
public QuikTrader(string path)
{
Path = path;
_trans2QuikAdapter = new QuikTrans2QuikAdapter(TransactionIdGenerator);
_ddeAdapter = new QuikDdeAdapter(TransactionIdGenerator);
_trans2QuikAdapter.GetTerminal = _ddeAdapter.GetTerminal = () => Terminal;
_luaTransactionAdapter = new LuaFixTransactionMessageAdapter(TransactionIdGenerator)
{
Login = "******",
Password = "******".To<SecureString>(),
Address = DefaultLuaAddress,
TargetCompId = "StockSharpTS",
SenderCompId = "quik",
//ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllPortfolios = true,
MarketData = FixMarketData.None,
UtcOffset = TimeHelper.Moscow.BaseUtcOffset
};
_luaMarketDataAdapter = new FixMessageAdapter(TransactionIdGenerator)
{
Login = "******",
Password = "******".To<SecureString>(),
Address = DefaultLuaAddress,
TargetCompId = "StockSharpMD",
SenderCompId = "quik",
//ExchangeBoard = ExchangeBoard.Forts,
Version = FixVersions.Fix44_Lua,
RequestAllSecurities = true,
MarketData = FixMarketData.MarketData,
UtcOffset = TimeHelper.Moscow.BaseUtcOffset,
};
_luaMarketDataAdapter.RemoveTransactionalSupport();
IsDde = false;
}
