public Fix44MessageHandler(MessageHandlerCommandFactory commandFactory, IFixMessageGenerator messageGenerator, IFixFacade fixFacade, Func<string> execIdGenerator) { _commandFactory = commandFactory; _messageGenerator = messageGenerator; _fixFacade = fixFacade; _execIdGenerator = execIdGenerator; }
public Fix42MessageHandler(MessageHandlerCommandFactory commandFactory, IFixMessageGenerator messageGenerator, IFixFacade fixFacade, Func <string> execIdGenerator) { _commandFactory = commandFactory; _messageGenerator = messageGenerator; _fixFacade = fixFacade; _execIdGenerator = execIdGenerator; }
public FixServerFacade(ClientApplication app, IExecIDGenerator execIDGenerator, IFixMessageGenerator fixMessageGenerator) { _app = app; _execIDGenerator = execIDGenerator; _fixMessageGenerator = fixMessageGenerator; _app.Fix44ExecReportEvent += HandleExecutionReport; _app.LogonEvent += HandleLogon; _app.LogoutEvent += HandleLogout; }
public ICommand CreateSendAcceptOrderCancel(IFixMessageGenerator messageGenerator, IOrder cancelledOrder, string execID, FixSessionID sessionID) { return(new SendAcceptOrderCancel(messageGenerator, _sessionMediator, cancelledOrder, execID, sessionID)); }
public ICommand CreateAddOrder(IFixMessageGenerator fixMessageGenerator, FixSessionID sessionID, OrderData orderData, string execID) { return(new AddOrder(this, fixMessageGenerator, _orderMediator, sessionID, orderData, execID)); }
public SendAcceptOrderCancel(IFixMessageGenerator messageGenerator, SessionMediator sessionMediator, IOrder cancelledOrder, string execID, FixSessionID sessionID) { _messageGenerator = messageGenerator; _sessionMediator = sessionMediator; _order = cancelledOrder; _execID = execID; _sessionID = sessionID; }
public ClientApplication( QuickFix.SessionSettings settings, IFixMessageGenerator messageGenerator, IFixStrategy strategy, IMessageSink messageSink) { _messageGenerator = messageGenerator; _strategy = strategy; _messageSink = messageSink; ActiveSessionID = null; MySessionSettings = settings; }
public ICommand CreateAddOrder(IFixMessageGenerator fixMessageGenerator, FixSessionID sessionID, OrderData orderData, string execID) { return new AddOrder(this, fixMessageGenerator, _orderMediator, sessionID, orderData, execID); }
public void EnqueueAddOrder(IFixMessageGenerator messageGenerator, SessionID sessionID, OrderData orderData, string execID) { var internalSessionID = _sessionMediator.LookupInternalSessionID(sessionID); var cmd = _commandFactory.CreateAddOrder(messageGenerator, internalSessionID, orderData, execID); _commandFactory.IncomingQueue.Enqueue(cmd); }
public static IServerFacade CreateFixServer(string configFilepath, IFixStrategy fixStrategy, IExecIDGenerator execIDGenerator, IFixMessageGenerator messageGenerator, IMessageSink messageSink) { var clientApp = ClientApplicationFactory.Create(configFilepath, fixStrategy, messageGenerator, messageSink); return new FixServerFacade(clientApp, execIDGenerator, messageGenerator); }
public static IServerFacade CreateFixServer(string configFilepath, IFixStrategy fixStrategy, IExecIDGenerator execIDGenerator, IFixMessageGenerator messageGenerator, IMessageSink messageSink) { var clientApp = ClientApplicationFactory.Create(configFilepath, fixStrategy, messageGenerator, messageSink); return(new FixServerFacade(clientApp, execIDGenerator, messageGenerator)); }
public AddOrder(CommandFactory commandFactory, IFixMessageGenerator fixMessageGenerator, OrderMediator orderMediator, FixSessionID sessionID, OrderData orderData, string execID) { _commandFactory = commandFactory; _fixMessageGenerator = fixMessageGenerator; _orderMediator = orderMediator; _sessionID = sessionID; _orderData = orderData; _execID = execID; }
public void Run( string configFilepath, IFixStrategy strategy, IFixMessageGenerator messageGenerator, IMessageSink messageSink, IExecIDGenerator execIDGenerator, IClOrdIDGenerator clOrdIDGenerator) { _server = ServerFacadeFactory.CreateFixServer(configFilepath, strategy, execIDGenerator, messageGenerator, messageSink); var atOrderRepository = new ATOrderRepository(); var atOrderMediator = new ATOrderMediator(atOrderRepository, _server, clOrdIDGenerator); // Setup the data contexts for the child views in the main view // Ideally we'd do this in each view but due to the need to pass _app and the // message sink to the view models for expediency purposes we do it here var mainWindow = new MainWindow { ATOrderBook = { DataContext = new ATOrderBookViewModel(_server, atOrderMediator) }, OrderBook = { DataContext = new OrderBookViewModel(_server, clOrdIDGenerator, messageSink) }, ConnectionView = { DataContext = new ConnectionViewModel(_server, messageSink) } }; // Set the main UI dispatcher SmartDispatcher.SetDispatcher(mainWindow.Dispatcher); // Send messages to the status bar messageSink.SetMessageSink( s => { var vm = (ConnectionViewModel) mainWindow.ConnectionView.DataContext; SmartDispatcher.Invoke(() => vm.StatusMessage = s); }); _server.Start(); mainWindow.Show(); }
public void Run( string configFilepath, IFixStrategy strategy, IFixMessageGenerator messageGenerator, IMessageSink messageSink, IExecIDGenerator execIDGenerator, IClOrdIDGenerator clOrdIDGenerator) { _server = ServerFacadeFactory.CreateFixServer(configFilepath, strategy, execIDGenerator, messageGenerator, messageSink); var atOrderRepository = new ATOrderRepository(); var atOrderMediator = new ATOrderMediator(atOrderRepository, _server, clOrdIDGenerator); // Setup the data contexts for the child views in the main view // Ideally we'd do this in each view but due to the need to pass _app and the // message sink to the view models for expediency purposes we do it here var mainWindow = new MainWindow { ATOrderBook = { DataContext = new ATOrderBookViewModel(_server, atOrderMediator) }, OrderBook = { DataContext = new OrderBookViewModel(_server, clOrdIDGenerator, messageSink) }, ConnectionView = { DataContext = new ConnectionViewModel(_server, messageSink) } }; // Set the main UI dispatcher SmartDispatcher.SetDispatcher(mainWindow.Dispatcher); // Send messages to the status bar messageSink.SetMessageSink( s => { var vm = (ConnectionViewModel)mainWindow.ConnectionView.DataContext; SmartDispatcher.Invoke(() => vm.StatusMessage = s); }); _server.Start(); mainWindow.Show(); }
public ICommand CreateSendRejectNewOrder(IFixMessageGenerator fixMessageGenerator, FixSessionID sessionID, OrderData orderData, string execID, string rejectionMessage, int?rejectionCode) { return(new SendRejectNewOrder(fixMessageGenerator, _sessionMediator, orderData, execID, rejectionMessage, rejectionCode, sessionID)); }
public ICommand CreateCancelOrder(IFixMessageGenerator fixMessageGenerator, FixSessionID sessionID, long orderID, string clOrdID, string origClOrdID, string execID) { return(new CancelOrder(this, fixMessageGenerator, _orderMediator, sessionID, orderID, clOrdID, origClOrdID, execID)); }
public SendRejectNewOrder(IFixMessageGenerator messageGenerator, SessionMediator sessionMediator, OrderData orderData, string execID, string rejectionMessage, int?rejectionCode, FixSessionID sessionID) { _messageGenerator = messageGenerator; _sessionMediator = sessionMediator; _order = orderData; _execID = execID; _rejectionMessage = rejectionMessage; _rejectionCode = rejectionCode; _sessionID = sessionID; }
public void EnqueueCancelOrder(IFixMessageGenerator messageGenerator, SessionID sessionID, long orderID, string clOrdID, string origClOrdID, string execID) { var internalSessionID = _sessionMediator.LookupInternalSessionID(sessionID); var cmd = _commandFactory.CreateCancelOrder(messageGenerator, internalSessionID, orderID, clOrdID, origClOrdID, execID); _commandFactory.IncomingQueue.Enqueue(cmd); }
public SendRejectNewOrder(IFixMessageGenerator messageGenerator, SessionMediator sessionMediator, OrderData orderData, string execID, string rejectionMessage, int? rejectionCode, FixSessionID sessionID) { _messageGenerator = messageGenerator; _sessionMediator = sessionMediator; _order = orderData; _execID = execID; _rejectionMessage = rejectionMessage; _rejectionCode = rejectionCode; _sessionID = sessionID; }
public ICommand CreateCancelOrder(IFixMessageGenerator fixMessageGenerator, FixSessionID sessionID, long orderID, string clOrdID, string origClOrdID, string execID) { return new CancelOrder(this, fixMessageGenerator, _orderMediator, sessionID, orderID, clOrdID, origClOrdID, execID); }
public ICommand CreateSendRejectOrderCancel(IFixMessageGenerator messageGenerator, int rejectionReason, string rejectionReasonText, long orderID, string clOrdID, string origClOrdID, FixSessionID sessionID) { return(new SendRejectOrderCancel(messageGenerator, _sessionMediator, rejectionReason, rejectionReasonText, orderID, clOrdID, origClOrdID, sessionID)); }
public SendRejectOrderCancel(IFixMessageGenerator messageGenerator, SessionMediator sessionMediator, int rejectionReason, string rejectionReasonText, long orderID, string clOrdID, string origClOrdID, FixSessionID sessionID) { _messageGenerator = messageGenerator; _sessionMediator = sessionMediator; _rejectionReason = rejectionReason; _rejectionReasonText = rejectionReasonText; _orderID = orderID; _clOrdID = clOrdID; _origClOrdID = origClOrdID; _sessionID = sessionID; }
public CancelOrder(CommandFactory commandFactory, IFixMessageGenerator messageGenerator, OrderMediator orderMediator, FixSessionID sessionID, long orderID, string clOrdID, string origClOrdID, string execID) { _commandFactory = commandFactory; _messageGenerator = messageGenerator; _orderMediator = orderMediator; _sessionID = sessionID; _orderID = orderID; _clOrdID = clOrdID; _origClOrdID = origClOrdID; _execID = execID; }
public static ClientApplication Create(string configFilepath, IFixStrategy strategy, IFixMessageGenerator messageGenerator, IMessageSink messageSink) { // FIX app settings and related var settings = new QuickFix.SessionSettings(configFilepath); strategy.SessionSettings = settings; // FIX application setup var storeFactory = new QuickFix.FileStoreFactory(settings); var logFactory = new QuickFix.FileLogFactory(settings); var app = new ClientApplication(settings, messageGenerator, strategy, messageSink); var initiator = new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory); app.Initiator = initiator; return app; }
public static ClientApplication Create(string configFilepath, IFixStrategy strategy, IFixMessageGenerator messageGenerator, IMessageSink messageSink) { // FIX app settings and related var settings = new QuickFix.SessionSettings(configFilepath); strategy.SessionSettings = settings; // FIX application setup var storeFactory = new QuickFix.FileStoreFactory(settings); var logFactory = new QuickFix.FileLogFactory(settings); var app = new ClientApplication(settings, messageGenerator, strategy, messageSink); var initiator = new QuickFix.Transport.SocketInitiator(app, storeFactory, settings, logFactory); app.Initiator = initiator; return(app); }
public ICommand CreateSendRejectNewOrder(IFixMessageGenerator fixMessageGenerator, FixSessionID sessionID, OrderData orderData, string execID, string rejectionMessage, int? rejectionCode) { return new SendRejectNewOrder(fixMessageGenerator, _sessionMediator, orderData, execID, rejectionMessage, rejectionCode, sessionID); }
public ICommand CreateSendRejectOrderCancel(IFixMessageGenerator messageGenerator, int rejectionReason, string rejectionReasonText, long orderID, string clOrdID, string origClOrdID, FixSessionID sessionID) { return new SendRejectOrderCancel(messageGenerator, _sessionMediator, rejectionReason, rejectionReasonText, orderID, clOrdID, origClOrdID, sessionID); }
public ICommand CreateSendAcceptOrderCancel(IFixMessageGenerator messageGenerator, IOrder cancelledOrder, string execID, FixSessionID sessionID) { return new SendAcceptOrderCancel(messageGenerator, _sessionMediator, cancelledOrder, execID, sessionID); }