public ModuleFramework(IUnityContainer container, IRegionManager regionManager, IEventAggregator eventAggregator, IQuoteUpdateService quoteserviceupdate, IStrategyQuoteFeedService feedstrategyservice, ILoggerFacade logger) { this._container = container; this._regionManager = regionManager; this._eventAggregator = eventAggregator; this._logger = logger; this._quoteupdateservice = quoteserviceupdate; this._feedstrategyservice = feedstrategyservice; this._configmanagerservice = ServiceLocator.Current.GetInstance <IConfigManager>() as ConfigManager; this._globalidservice = ServiceLocator.Current.GetInstance <IGlobalIdService>(); }
public ModuleFramework(IUnityContainer container, IRegionManager regionManager, IEventAggregator eventAggregator, IQuoteUpdateService quoteserviceupdate, IStrategyQuoteFeedService feedstrategyservice, ILoggerFacade logger) { this._container = container; this._regionManager = regionManager; this._eventAggregator = eventAggregator; this._logger = logger; this._quoteupdateservice = quoteserviceupdate; this._feedstrategyservice = feedstrategyservice; this._configmanagerservice = ServiceLocator.Current.GetInstance<IConfigManager>() as ConfigManager; this._globalidservice = ServiceLocator.Current.GetInstance<IGlobalIdService>(); }
public QuoteDispatcherService(IQuoteUpdateService quoteviewupdateservvice, IStrategyQuoteFeedService feedstrategyquoteservice, TickArchiver tickarchiveservice, ILoggerFacade logger, BlockingCollection<Tick> tickqueue) { this._quoteviewupdateservice = quoteviewupdateservvice; this._feedstrategyquoteservice = feedstrategyquoteservice; this._tickarchiveservice = tickarchiveservice; this._tickqueue = tickqueue; this._logger = logger; ConfigManager conf = Microsoft.Practices.ServiceLocation.ServiceLocator.Current.GetInstance<IConfigManager>() as ConfigManager; sampletime_ = conf.TickSampleTime; IObservable<MyEventArgs<Tick>> tickObservable = System.Reactive.Linq.Observable.FromEvent<MyEventArgs<Tick>>( h => TickReceived += h, h => TickReceived -= h); // only select trade // .BufferWithTime(TimeSpan.FromMilliseconds(_od)) // .Where(x => x.Count > 0) // .Subscribe(DataReceived, LogError); tickObservable.Where(e => e.Value.IsTrade).GroupBy(e => e.Value.FullSymbol) .Subscribe(group => group.Sample(TimeSpan.FromSeconds(sampletime_)) .Subscribe(QuoteDispatcher)); }
public QuoteDispatcherService(IQuoteUpdateService quoteviewupdateservvice, IStrategyQuoteFeedService feedstrategyquoteservice, TickArchiver tickarchiveservice, ILoggerFacade logger, BlockingCollection <Tick> tickqueue) { this._quoteviewupdateservice = quoteviewupdateservvice; this._feedstrategyquoteservice = feedstrategyquoteservice; this._tickarchiveservice = tickarchiveservice; this._tickqueue = tickqueue; this._logger = logger; ConfigManager conf = Microsoft.Practices.ServiceLocation.ServiceLocator.Current.GetInstance <IConfigManager>() as ConfigManager; sampletime_ = conf.TickSampleTime; IObservable <MyEventArgs <Tick> > tickObservable = System.Reactive.Linq.Observable.FromEvent <MyEventArgs <Tick> >( h => TickReceived += h, h => TickReceived -= h); // only select trade // .BufferWithTime(TimeSpan.FromMilliseconds(_od)) // .Where(x => x.Count > 0) // .Subscribe(DataReceived, LogError); tickObservable.Where(e => e.Value.IsTrade).GroupBy(e => e.Value.FullSymbol) .Subscribe(group => group.Sample(TimeSpan.FromSeconds(sampletime_)) .Subscribe(QuoteDispatcher)); }