/// <summary>
/// Конструктор
/// </summary>
internal IQFeedGateway(IQFeedParameters parameters)
{
var ip = IQFeedParser.ParseIpAddressOrDns(parameters.IQConnectAddress, AddressFamily.InterNetwork);
socketL1 = new Level1SocketWrapper(ip);
socketL1.OnFundamentalMsg += L1OnFundamentalMsg;
socketL1.OnSummaryMsg += L1OnUpdateMsg;
socketL1.OnUpdateMsg += L1OnUpdateMsg;
socketL1.OnSystemMsg += L1OnSystemMsg;
//socketL1.OnTimestampMsg += socketLevelOne_OnTimestampMsg;
//socketL1.OnRegionalMsg += LevelOne_OnRegionalMsg;
//socketL1.OnNewsMsg += LevelOne_OnNewsMsg;
socketL1.OnErrorMsg += L1OnErrorMsg;
//socketL1.OnOtherMsg += LevelOne_OnOtherMsg;
socketL1.OnSubscriptionErrorMsg += L1OnSubscriptionErrorMsg;
historySocket = new HistorySocketWrapper(ip);
historySocket.OnHistoryMsg += HistoryOnHistoryMsg;
historySocket.OnHistoryEndMsg += HistoryOnHistoryEndMsg;
historySocket.OnErrorMsg += HistoryOnErrorMsg;
lookupSocket = new LookupSocketWrapper(ip);
lookupSocket.OnSecurityTypeMsg += LookupOnSecurityTypeMsg;
lookupSocket.OnResultMsg += LookupOnResultMsg;
lookupSocket.OnErrorMsg += LookupOnErrorMsg;
instrumentConverter = parameters.InstrumentConverter;
}
public QLAdapter(string ipAddress, int port, IDateTimeProvider dateTimeProvider, bool receiveMarketdata, InstrumentConverter <InstrumentData> instrumentConverter)
{
this.dateTimeProvider = dateTimeProvider;
ip = IPAddress.Parse(!string.IsNullOrEmpty(ipAddress) ? ipAddress : "127.0.0.1");
this.port = port == 0 ? 1248 : port;
this.receiveMarketdata = receiveMarketdata;
InstrumentConverter = instrumentConverter;
}
public SpimexParameters(
CommClientSettings infoClientSettings,
CommClientSettings transClientSettings,
InstrumentConverter <SpimexInstrumentData> instrumentConverter)
{
InfoClientSettings = infoClientSettings;
TransClientSettings = transClientSettings;
InstrumentConverter = instrumentConverter;
}
/// <summary>
/// Конструктор
/// </summary>
public IBParameters(InstrumentConverter <IBInstrumentData> instrumentConverter)
{
Host = "127.0.0.1";
Port = 7496;
ClientId = 0;
SessionUid = Guid.NewGuid().ToString("N").Substring(0, 5);
RouterMode = OrderRouterMode.ExternalSessionsRenewable;
InstrumentConverter = instrumentConverter;
}
public CQGCInstrumentResolver(
CQGCAdapter adapter,
InstrumentConverter <InstrumentData> instrumentConverter)
{
this.adapter = adapter;
this.adapter.MarketDataResolved += MarketDataResolved;
this.adapter.MarketDataNotResolved += MarketDataNotResolved;
this.adapter.ContractMetadataReceived += ContractMetadataReceived;
InstrumentConverter = instrumentConverter;
requestBatchTimer = new Timer(_ => SendBatchRequest(), null, 0, RequestBatchTimerInterval);
}
/// <summary>
/// .ctor
/// </summary>
public SpimexConnector(
CommClientSettings infoClientSettings,
CommClientSettings transClientSettings,
InstrumentConverter <SpimexInstrumentData> instrumentConverter)
{
infoClient = new InfoCommClient(infoClientSettings);
transClient = new TransCommClient(transClientSettings);
this.instrumentConverter = instrumentConverter;
feed = new SpimexFeed(this, infoClient);
router = new SpimexRouter(this, infoClient, transClient);
ConnectionStatusProviders = new IConnectionStatusProvider[] { this };
infoClient.OnError += OnError;
transClient.OnError += OnError;
}
public MoexInfoCXParameters(InstrumentConverter <InfoCXInstrumentData> instrumentConverter)
{
InstrumentConverter = instrumentConverter;
}
public IBAdapter(IBConnector connector, InstrumentConverter <IBInstrumentData> instrumentConverter)
{
this.connector = connector;
this.instrumentConverter = instrumentConverter;
Socket = new LoggingEClientSocketFacade(new EClientSocket(this));
}
/// <summary>
/// Конструктор
/// </summary>
public ContractContainer(IBAdapter adapter, InstrumentConverter <IBInstrumentData> instrumentConverter)
{
this.adapter = adapter;
this.instrumentConverter = instrumentConverter;
}
public CGateInstrumentResolver(InstrumentConverter <InstrumentData> instrumentConverter)
{
this.instrumentConverter = instrumentConverter;
}
/// <summary>
/// Конструктор
/// </summary>
public QLParameters(InstrumentConverter <InstrumentData> instrumentConverter)
{
InstrumentConverter = instrumentConverter;
}
/// <summary>
/// Конструктор
/// </summary>
public CQGCParameters(InstrumentConverter <InstrumentData> instrumentConverter)
{
ConnectionUrl = DefaultUrl;
InstrumentConverter = instrumentConverter;
}
/// <summary>
/// Конструктор
/// </summary>
public IQFeedParameters(InstrumentConverter <IQFeedInstrumentData> instrumentConverter)
{
IQConnectAddress = "localhost";
TreatCommodityAs = SecurityType.SPOT;
InstrumentConverter = instrumentConverter;
}
/// <summary>
/// Конструктор
/// </summary>
public SpectraFixSettings(InstrumentConverter <InstrumentData> instrumentConverter)
{
InstrumentConverter = instrumentConverter;
}
/// <summary>
/// Конструктор
/// </summary>
public CGateParameters(InstrumentConverter <InstrumentData> instrumentConverter)
{
OrderBooksEnabled = true;
InstrumentConverter = instrumentConverter;
}
