Esempio n. 1
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        /// <summary>
        /// Overrides required data events for backtesting strategy
        /// </summary>
        private void OverrideStrategyDataEvents()
        {
            //NOTE: LOCAL Data

            _tradeHubStrategy.OverrideTickSubscriptionRequest(_marketRequestListener.SubscribeTickData);
            _tradeHubStrategy.OverrideTickUnsubscriptionRequest(_marketRequestListener.UnsubscribeTickData);

            _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars);
            _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeMultipleLiveBars);
            _tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars);
        }
Esempio n. 2
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        /// <summary>
        /// Overrides required data events for backtesting strategy
        /// </summary>
        private void OverrideStrategyDataEvents()
        {
            //NOTE: LOCAL Data

            _tradeHubStrategy.OverrideTickSubscriptionRequest(_marketRequestListener.SubscribeTickData);
            _tradeHubStrategy.OverrideTickUnsubscriptionRequest(_marketRequestListener.UnsubscribeTickData);

            _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars);
            _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeMultipleLiveBars);
            _tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars);

            ////NOTE: SX Data
            //_tradeHubStrategy.InitializeMarketDataServiceDisruptor(new IEventHandler<RabbitMqMessage>[] { _marketDataListener });
        }
Esempio n. 3
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 /// <summary>
 /// Overriders TradeHUB Strategy's Market Data request calls to entertain them locally
 /// </summary>
 private void OverrideMarketRequestCalls()
 {
     //Override Market Data Requests
     _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars);
     _tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars);
 }