public ICMTickPriceHarvester(
ICMAdapterSettings config,
ICMModelConverter modelConverter,
IHandler <TickPrice> tickPriceHandler,
IHandler <TradingOrderBook> orderBookHandler,
IThrottling orderBooksThrottler,
IThrottling tickPriceThrottler,
RepeatingTicksFilter repeatingTicksFilter,
ILog log)
{
_config = config;
_modelConverter = modelConverter;
_tickPriceHandler = tickPriceHandler;
_orderBookHandler = orderBookHandler;
_orderBooksThrottler = orderBooksThrottler;
_tickPricesThrottler = tickPriceThrottler;
_repaetingTicksFilter = repeatingTicksFilter;
_log = log;
_instruments = config.SupportedCurrencySymbols.Select(x => new Instrument(x.LykkeSymbol).Name).ToHashSet();
var rabbitSettings = new RabbitMqSubscriptionSettings
{
ConnectionString = config.RabbitMq.SourceFeed.ConnectionString,
ExchangeName = config.RabbitMq.SourceFeed.Exchange,
QueueName = config.RabbitMq.SourceFeed.Queue
};
var errorStrategy = new DefaultErrorHandlingStrategy(_log, rabbitSettings);
_rabbit = new RabbitMqSubscriber <ICMOrderBook>(rabbitSettings, errorStrategy)
.SetMessageDeserializer(new GenericRabbitModelConverter <ICMOrderBook>())
.SetMessageReadStrategy(new MessageReadWithTemporaryQueueStrategy())
.SetConsole(new LogToConsole())
.SetLogger(_log)
.Subscribe(HandleOrderBook);
}
public ICMModelConverter(ICMAdapterSettings configuration)
{
_configuration = configuration;
}
