public ConnectedClient(ClientConfig cfg, IConnector connector)
{
_cfg = cfg;
_messageBuilder = new MessageBuilder(cfg);
_connection = new DurableConnection(new InitializingConnector(connector, (session, cancel) =>
{
session.Send(_messageBuilder.Logon());
if (!(session.Receive(cancel).Result is Mantle.Fix44.Logon))
{
throw new UnexpectedMessageReceived("Expected Logon");
}
if (_cfg.MarketDataSymbols != null)
{
foreach (string symbol in _cfg.MarketDataSymbols)
{
session.Send(_messageBuilder.MarketDataRequest(symbol, MessageBuilder.MarketDataType.Order));
session.Send(_messageBuilder.MarketDataRequest(symbol, MessageBuilder.MarketDataType.Trade));
}
}
}));
_messagePump = new MessagePump(
_connection,
(msg, sessionID) => _scheduler.Schedule(
() => OnMessage(msg.Visit(new MessageDecoder(sessionID, _cfg.Extensions)))));
_watchdog = new ConnectionWatchdog(_connection, _scheduler, _messageBuilder);
}
public ConnectionWatchdog(DurableConnection connection, Scheduler scheduler, MessageBuilder messageBuilder)
{
_connection = connection;
_scheduler = scheduler;
_messageBuilder = messageBuilder;
_hearBeatPeriod = TimeSpan.FromSeconds(messageBuilder.Config.HeartBtInt);
Reschedule();
}