//
//
public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer)
{
base.SetupBegin(myEngineHub, engineContainer);
foreach (IEngine ieng in engineContainer.GetEngines())
{ // Find order Engine
if (ieng is IOrderEngine)
{
this.m_IOrderEngine = (IOrderEngine)ieng; // find our order engine
}
}
if (m_IOrderEngine is SingleLegExecutor)
{ // if this is a single leg order engine
m_SingleLegExecutor = (SingleLegExecutor)m_IOrderEngine;
this.m_Leg = m_SingleLegExecutor.m_PriceLeg;
m_MaxPossibleWorkingQuoteQtyPerLot += (int)(Math.Abs(m_Leg.Weight) * 2); // leg ratios * 2 (each side)
}
// If we subscribe to order book creation, we can be sure to get all the info for all fills and submissions
// this only works if create order books after setup beging.
m_IOrderEngine.GetExecutionListener().OrderBookCreated += new EventHandler(ExecutionListener_OrderBookCreated);
if (m_Hub is ExecutionHub)
{ // set up ITimer to work
((ExecutionHub)m_Hub).SubscribeToTimer((ITimerSubscriber)m_ExecutionContainer.m_ExecutionListener);
m_ExecutionContainer.m_ExecutionListener.SubscribeToTimer(this); // subscrie to updates
}
}
