public void Setup()
{
this.tradingData = new TradingDataContext();
this.signalQueue = new ObservableQueue <Signal>();
this.orderQueue = new ObservableQueue <Order>();
this.schedule = new AlwaysTimeToTradeSchedule();
SignalQueueProcessor processor = new SignalQueueProcessor(this.signalQueue, this.orderQueue, this.tradingData, this.schedule, new NullLogger());
AddStrategies();
}
public SignalQueueProcessor(ObservableQueue <Signal> signalQueue,
ObservableQueue <Order> orderQueue,
IDataContext tradingData,
ITradingSchedule schedule,
ILogger logger)
{
this.signalQueue = signalQueue;
this.orderQueue = orderQueue;
this.tradingData = tradingData;
this.schedule = schedule;
this.logger = logger;
this.signalQueue.RegisterObserver(this);
}
public TraderBase(IDataContext tradingData,
ObservableQueue <Signal> signalQueue,
ObservableQueue <Order> orderQueue,
IOrderManager orderManager,
ITradingSchedule schedule,
ILogger logger)
{
this.signalProcessor =
new SignalQueueProcessor(signalQueue, orderQueue, tradingData, schedule, logger);
this.orderProcessor =
new OrderQueueProcessor(orderManager, tradingData, orderQueue, logger);
this.updatePositionHandler =
new UpdatePositionOnTrade(tradingData, logger);
this.rejectOrderHandler =
new RejectOrderOnOrderRejection(tradingData, logger);
this.cancelOrderRequestHandler =
new CancelOrderOnCancellationRequest(orderManager, tradingData, logger);
this.cancelOrderHandler =
new CancelOrderOnCancellationConfirmation(tradingData, logger);
this.orderDeliveryConfirmationHandler =
new UpdateOrderOnOrderDeliveryConfirmation(tradingData, logger);
this.cancelOrderOnTrade =
new CancelOrderOnTrade(tradingData, logger);
this.placeCancelOrderRequestOnTick =
new PlaceCancelOrderRequestOnTick(tradingData, logger);
this.cancelStopOnTrade =
new CancelStopOrderOnTrade(tradingData, logger);
}
public RawOrderFactory(ITradingSchedule schedule)
{
this.schedule = schedule;
}