public JfdExchange(JfdExchangeConfiguration config, TranslatedSignalsRepository translatedSignalsRepository, JfdOrderBooksHarvester harvester, IHandler <ExecutionReport> executionHandler, ILog log) : base(Name, config, translatedSignalsRepository, log)
{
_connector = new JfdTradeSessionConnector(new FixConnectorConfiguration(config.Password, config.GetTradingFixConfigAsReader()), log);
_harvester = harvester;
_executionHandler = executionHandler;
_modelConverter = new JfdModelConverter(config);
_log = log.CreateComponentScope(nameof(JfdExchange));
harvester.MaxOrderBookRate = config.MaxOrderBookRate;
}
protected FixTradeSessionConnector(FixConnectorConfiguration config, ILog log)
{
_config = config;
Log = log.CreateComponentScope(GetType().Name);
var settings = new SessionSettings(config.FixConfig);
var storeFactory = new FileStoreFactory(settings);
var logFactory = new LykkeLogFactory(Log, false, false);
_socketInitiator = new SocketInitiator(this, storeFactory, settings, logFactory);
}
public JfdQuotesSessionConnector(FixConnectorConfiguration config, ILog log)
{
_config = config;
_log = log.CreateComponentScope(GetType().Name);
var settings = new SessionSettings(config.FixConfig);
var storeFactory = new FileStoreFactory(settings);
var logFactory = new LykkeLogFactory(_log, false, false);
_socketInitiator = new SocketInitiator(this, storeFactory, settings, logFactory);
RechargeQuotesTcs();
}
protected RequestStateMachine(QuickFix.Message message, CancellationToken cancellationToken, IMessageHandler messageHandler, ILog log)
{
Message = message;
_messageHandler = messageHandler;
CancellationToken = cancellationToken;
Id = message.GetType().Name + Guid.NewGuid();
Log = Log = log.CreateComponentScope(GetType().Name);
cancellationToken.Register(() => TaskCompletionSource.TrySetCanceled(cancellationToken));
if (cancellationToken.IsCancellationRequested)
{
TaskCompletionSource.TrySetCanceled(cancellationToken);
Status = RequestStatus.Completed;
}
}
protected MessageHandlerBase(ILog log, string exchangeName)
{
ExchangeName = exchangeName;
Log = log.CreateComponentScope(GetType().Name);
}
public AzureFixMessagesRepository(INoSQLTableStorage <FixMessageTableEntity> tableStorage, ILog log)
{
_tableStorage = tableStorage;
_log = log.CreateComponentScope(nameof(AzureFixMessagesRepository));
}