public SendOrderFill(SessionMediator sessionMediator, OrderMatch orderMatch, FixSessionID sessionID) { _sessionMediator = sessionMediator; _orderMatch = orderMatch; _sessionID = sessionID; }
public SendAcceptNewOrder(SessionMediator sessionMediator, FixSessionID sessionID, IOrder order) { _sessionMediator = sessionMediator; _sessionID = sessionID; _order = order; }
public CommandFactory(ICommandQueue incomingQueue, ICommandQueue outgoingQuue, OrderMediator orderMediator, SessionMediator sessionMediator) { IncomingQueue = incomingQueue; OutgoingQueue = outgoingQuue; _orderMediator = orderMediator; _sessionMediator = sessionMediator; }
public SendAcceptOrderCancel(IFixMessageGenerator messageGenerator, SessionMediator sessionMediator, IOrder cancelledOrder, string execID, FixSessionID sessionID) { _messageGenerator = messageGenerator; _sessionMediator = sessionMediator; _order = cancelledOrder; _execID = execID; _sessionID = sessionID; }
public void Main() { ISession session1 = SessionMediator.CreateSession(); ISession session2 = SessionMediator.CreateSession(); ISession session3 = SessionMediator.CreateSession(); SessionMediator.ActiveSession(session1) Thread.Sleep(2000); Debug.Assert(session1.DurationActive == TimeSpan.FromSeconds(2)); SessionMediator.ActiveSession(session2) Thread.Sleep(3000); Debug.Assert(session2.DurationActive == TimeSpan.FromSeconds(3)); SessionMediator.ActiveSession(session1) Thread.Sleep(3000); Debug.Assert(session1.DurationActive == TimeSpan.FromSeconds(5)); }
public SendRejectNewOrder(IFixMessageGenerator messageGenerator, SessionMediator sessionMediator, OrderData orderData, string execID, string rejectionMessage, int?rejectionCode, FixSessionID sessionID) { _messageGenerator = messageGenerator; _sessionMediator = sessionMediator; _order = orderData; _execID = execID; _rejectionMessage = rejectionMessage; _rejectionCode = rejectionCode; _sessionID = sessionID; }
public SendRejectNewOrder(IFixMessageGenerator messageGenerator, SessionMediator sessionMediator, OrderData orderData, string execID, string rejectionMessage, int? rejectionCode, FixSessionID sessionID) { _messageGenerator = messageGenerator; _sessionMediator = sessionMediator; _order = orderData; _execID = execID; _rejectionMessage = rejectionMessage; _rejectionCode = rejectionCode; _sessionID = sessionID; }
public SendRejectOrderCancel(IFixMessageGenerator messageGenerator, SessionMediator sessionMediator, int rejectionReason, string rejectionReasonText, long orderID, string clOrdID, string origClOrdID, FixSessionID sessionID) { _messageGenerator = messageGenerator; _sessionMediator = sessionMediator; _rejectionReason = rejectionReason; _rejectionReasonText = rejectionReasonText; _orderID = orderID; _clOrdID = clOrdID; _origClOrdID = origClOrdID; _sessionID = sessionID; }