/// <summary> /// Overrides required data events for backtesting strategy /// </summary> private void OverrideStrategyDataEvents() { //NOTE: LOCAL Data _tradeHubStrategy.OverrideTickSubscriptionRequest(_marketRequestListener.SubscribeTickData); _tradeHubStrategy.OverrideTickUnsubscriptionRequest(_marketRequestListener.UnsubscribeTickData); _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars); _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeMultipleLiveBars); _tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars); }
/// <summary> /// Overrides required data events for backtesting strategy /// </summary> private void OverrideStrategyDataEvents() { //NOTE: LOCAL Data _tradeHubStrategy.OverrideTickSubscriptionRequest(_marketRequestListener.SubscribeTickData); _tradeHubStrategy.OverrideTickUnsubscriptionRequest(_marketRequestListener.UnsubscribeTickData); _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars); _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeMultipleLiveBars); _tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars); ////NOTE: SX Data //_tradeHubStrategy.InitializeMarketDataServiceDisruptor(new IEventHandler<RabbitMqMessage>[] { _marketDataListener }); }
/// <summary> /// Overriders TradeHUB Strategy's Market Data request calls to entertain them locally /// </summary> private void OverrideMarketRequestCalls() { //Override Market Data Requests _tradeHubStrategy.OverrideBarSubscriptionRequest(_marketRequestListener.SubscribeLiveBars); _tradeHubStrategy.OverriderBarUnsubscriptionRequest(_marketRequestListener.UnsubcribeLiveBars); }