/// <summary>
/// Initializes a new instance of the <see cref="ExecutionEngine"/> class.
/// </summary>
/// <param name="container">The componentry container.</param>
/// <param name="messagingAdapter">The message bus adapter.</param>
/// <param name="database">The execution database.</param>
/// <param name="gateway">The trading gateway.</param>
/// <param name="eventPublisher">The event publisher endpoint.</param>
/// <param name="gtdExpiryBackups">The option flag for GTD order expiry cancel backups.</param>
public ExecutionEngine(
IComponentryContainer container,
IMessageBusAdapter messagingAdapter,
IExecutionDatabase database,
ITradingGateway gateway,
IEndpoint eventPublisher,
bool gtdExpiryBackups = true)
: base(container, messagingAdapter)
{
this.database = database;
this.gateway = gateway;
this.eventPublisher = eventPublisher;
this.bufferModify = new Dictionary <OrderId, ModifyOrder>();
this.cancelJobs = new Dictionary <OrderId, JobKey>();
this.GtdExpiryBackups = gtdExpiryBackups;
// Commands
this.RegisterHandler <SubmitOrder>(this.OnMessage);
this.RegisterHandler <SubmitBracketOrder>(this.OnMessage);
this.RegisterHandler <CancelOrder>(this.OnMessage);
this.RegisterHandler <ModifyOrder>(this.OnMessage);
this.RegisterHandler <AccountInquiry>(this.OnMessage);
// Events
this.RegisterHandler <OrderSubmitted>(this.OnMessage);
this.RegisterHandler <OrderAccepted>(this.OnMessage);
this.RegisterHandler <OrderRejected>(this.OnMessage);
this.RegisterHandler <OrderWorking>(this.OnMessage);
this.RegisterHandler <OrderModified>(this.OnMessage);
this.RegisterHandler <OrderCancelReject>(this.OnMessage);
this.RegisterHandler <OrderExpired>(this.OnMessage);
this.RegisterHandler <OrderCancelled>(this.OnMessage);
this.RegisterHandler <OrderPartiallyFilled>(this.OnMessage);
this.RegisterHandler <OrderFilled>(this.OnMessage);
this.RegisterHandler <AccountStateEvent>(this.OnMessage);
// Order Events
this.Subscribe <OrderSubmitted>();
this.Subscribe <OrderAccepted>();
this.Subscribe <OrderRejected>();
this.Subscribe <OrderWorking>();
this.Subscribe <OrderModified>();
this.Subscribe <OrderCancelReject>();
this.Subscribe <OrderExpired>();
this.Subscribe <OrderCancelled>();
this.Subscribe <OrderPartiallyFilled>();
this.Subscribe <OrderFilled>();
this.Subscribe <AccountStateEvent>();
this.Logger.LogInformation(LogId.Component, $"{nameof(this.GtdExpiryBackups)} is {this.GtdExpiryBackups}");
}
/// <summary>
/// Initializes a new instance of the <see cref="ExecutionService"/> class.
/// </summary>
/// <param name="container">The componentry container.</param>
/// <param name="messagingAdapter">The messaging adapter.</param>
/// <param name="tradingGateway">The execution gateway.</param>
/// <param name="config">The execution service configuration.</param>
/// <exception cref="ArgumentException">If the addresses is empty.</exception>
public ExecutionService(
IComponentryContainer container,
MessageBusAdapter messagingAdapter,
ITradingGateway tradingGateway,
ServiceConfiguration config)
: base(
container,
messagingAdapter,
config.FixConfig)
{
this.tradingGateway = tradingGateway;
this.managedComponents = new List <Address>
{
ComponentAddress.CommandServer,
ComponentAddress.EventPublisher,
};
this.RegisterConnectionAddress(ComponentAddress.TradingGateway);
}
/// <summary>
/// The initializes the FIX trading gateway.
/// </summary>
/// <param name="gateway">The trading gateway.</param>
public void InitializeGateway(ITradingGateway gateway)
{
this.FixMessageHandler.InitializeGateway(gateway.Endpoint);
}
