public HistoryDataSubscription( CQGCInstrumentHistoryProvider provider, HistoryData data, IHistoryDataConsumer consumer, uint contractId, uint requestId) { this.provider = provider; this.data = data; this.consumer = consumer; this.contractId = contractId; this.requestId = requestId; }
public HistoryDataRequest( CQGCInstrumentHistoryProvider provider, IHistoryDataConsumer consumer, Instrument instrument, DateTime begin, DateTime end, HistoryProviderSpan span, TimeBarRequest message) { this.provider = provider; this.consumer = consumer; data = new HistoryData(instrument, begin, end, span); this.message = message; }
/// <summary> /// Конструктор /// </summary> public CQGCConnector( CQGCParameters settings) { this.settings = settings; adapter = new CQGCAdapter(settings); var instrumentResolver = new CQGCInstrumentResolver(adapter, settings.InstrumentConverter); feed = new CQGCFeed(adapter, instrumentResolver); router = new CQGCRouter(adapter, instrumentResolver); historyProvider = new CQGCInstrumentHistoryProvider(adapter, instrumentResolver); ConnectionStatusProviders = new IConnectionStatusProvider[] { this }; adapter.ConnectionStatusChanged += AdapterConnectionStatusChanged; adapter.UserMessageReceived += UserMessageReceived; }