public UpdateHandler(DataTrade trade, DataFeed feed, Action<SymbolInfo[], AccountInfo, Quote> updateCallback, Processor processor)
{
if (trade == null)
throw new ArgumentNullException(nameof(trade));
if (feed == null)
throw new ArgumentNullException(nameof(feed));
if (updateCallback == null)
throw new ArgumentNullException(nameof(updateCallback));
if (processor == null)
throw new ArgumentNullException(nameof(processor));
this.updateCallback = updateCallback;
this.processor = processor;
this.SyncRoot = new object();
feed.SymbolInfo += this.OnSymbolInfo;
feed.Tick += this.OnTick;
trade.AccountInfo += this.OnAccountInfo;
trade.BalanceOperation += this.OnBalanceOperation;
trade.ExecutionReport += this.OnExecutionReport;
trade.PositionReport += this.OnPositionReport;
}
/// <summary>
/// Creates new financial state of account calculator.
/// </summary>
/// <param name="trade">valid instance of not started data trade</param>
/// <param name="feed">valid instance of not started data feed</param>
public StateCalculator(DataTrade trade, DataFeed feed)
{
if (trade == null)
throw new ArgumentNullException(nameof(trade), "Data trade argument can not be null");
if (trade.IsStarted)
throw new ArgumentException("Started data trade can not be used for creating state calculator.", nameof(trade));
if (feed == null)
throw new ArgumentNullException(nameof(feed), "Data feed argument can not be null");
if (feed.IsStarted)
throw new ArgumentException("Started data feed can not be used for creating state calculator.", nameof(feed));
this.quotes = new Dictionary<string, Quote>();
this.calculatorQuotes = new Dictionary<string, Quote>();
this.calculator = new FinancialCalculator();
this.account = new AccountEntry(calculator);
this.calculator.Accounts.Add(this.account);
this.trade = trade;
this.feed = feed;
this.processor = new Processor(this.Calculate);
this.processor.Exception += this.OnException;
this.processor.Executed += this.OnExecuted;
this.updateHandler = new UpdateHandler(trade, feed, this.OnUpdate, processor);
}
