/// <summary>
/// Initializes a new instance of the <see cref="Connector"/>.
/// </summary>
/// <param name="initAdapter">Initialize basket adapter.</param>
/// <param name="initChannels">Initialize channels.</param>
/// <param name="storageRegistry">The storage of market data.</param>
/// <param name="snapshotRegistry">Snapshot storage registry.</param>
/// <param name="initManagers">Initialize managers.</param>
protected Connector(bool initAdapter, bool initChannels = true,
IStorageRegistry storageRegistry = null, SnapshotRegistry snapshotRegistry = null,
bool initManagers = true)
{
_entityCache = new EntityCache(this)
{
ExchangeInfoProvider = new InMemoryExchangeInfoProvider()
};
_subscriptionManager = new SubscriptionManager(this);
UpdateSecurityLastQuotes = UpdateSecurityByLevel1 = UpdateSecurityByDefinition = true;
SupportLevel1DepthBuilder = true;
SupportFilteredMarketDepth = true;
if (initManagers)
{
//PnLManager = new PnLManager();
RiskManager = new RiskManager();
}
_connectorStat.Add(this);
if (initChannels)
{
InMessageChannel = new InMemoryMessageChannel($"Connector In ({Name})", RaiseError);
OutMessageChannel = new InMemoryMessageChannel($"Connector Out ({Name})", RaiseError);
}
if (initAdapter)
{
InitAdapter(storageRegistry, snapshotRegistry);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryEmulationConnector"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolios">Portfolios, the operation will be performed with.</param>
/// <param name="storageRegistry">Market data storage.</param>
public HistoryEmulationConnector(ISecurityProvider securityProvider, IEnumerable <Portfolio> portfolios, IStorageRegistry storageRegistry)
{
if (securityProvider == null)
{
throw new ArgumentNullException(nameof(securityProvider));
}
if (portfolios == null)
{
throw new ArgumentNullException(nameof(portfolios));
}
if (storageRegistry == null)
{
throw new ArgumentNullException(nameof(storageRegistry));
}
// чтобы каждый раз при повторной эмуляции получать одинаковые номера транзакций
TransactionIdGenerator = new IncrementalIdGenerator();
_initialMoney = portfolios.ToDictionary(pf => pf, pf => pf.BeginValue);
EntityFactory = new EmulationEntityFactory(securityProvider, _initialMoney.Keys);
InMessageChannel = new PassThroughMessageChannel();
OutMessageChannel = new PassThroughMessageChannel();
LatencyManager = null;
RiskManager = null;
CommissionManager = null;
PnLManager = null;
SlippageManager = null;
HistoryMessageAdapter = new HistoryMessageAdapter(TransactionIdGenerator, securityProvider)
{
StorageRegistry = storageRegistry
};
_historyChannel = new InMemoryMessageChannel("History Out", SendOutError);
Adapter = new HistoryBasketMessageAdapter(this);
Adapter.InnerAdapters.Add(EmulationAdapter);
Adapter.InnerAdapters.Add(new ChannelMessageAdapter(HistoryMessageAdapter, new InMemoryMessageChannel("History In", SendOutError), _historyChannel));
// при тестировании по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
MaxMessageCount = 1000;
TradesKeepCount = 0;
}
protected override void Given()
{
messageChannel = new InMemoryMessageChannel();
bus = new CoreBus(messageChannel, messageChannel, messageRouting);
}
/// <summary>
/// Initializes a new instance of the <see cref="HistoryEmulationConnector"/>.
/// </summary>
/// <param name="securityProvider">The provider of information about instruments.</param>
/// <param name="portfolios">Portfolios, the operation will be performed with.</param>
/// <param name="storageRegistry">Market data storage.</param>
public HistoryEmulationConnector(ISecurityProvider securityProvider, IEnumerable<Portfolio> portfolios, IStorageRegistry storageRegistry)
{
if (securityProvider == null)
throw new ArgumentNullException(nameof(securityProvider));
if (portfolios == null)
throw new ArgumentNullException(nameof(portfolios));
if (storageRegistry == null)
throw new ArgumentNullException(nameof(storageRegistry));
// чтобы каждый раз при повторной эмуляции получать одинаковые номера транзакций
TransactionIdGenerator = new IncrementalIdGenerator();
_initialMoney = portfolios.ToDictionary(pf => pf, pf => pf.BeginValue);
EntityFactory = new EmulationEntityFactory(securityProvider, _initialMoney.Keys);
InMessageChannel = new PassThroughMessageChannel();
OutMessageChannel = new PassThroughMessageChannel();
LatencyManager = null;
RiskManager = null;
CommissionManager = null;
PnLManager = null;
SlippageManager = null;
HistoryMessageAdapter = new HistoryMessageAdapter(TransactionIdGenerator, securityProvider) { StorageRegistry = storageRegistry };
_historyChannel = new InMemoryMessageChannel("History Out", SendOutError);
Adapter = new HistoryBasketMessageAdapter(this);
Adapter.InnerAdapters.Add(EmulationAdapter);
Adapter.InnerAdapters.Add(new ChannelMessageAdapter(HistoryMessageAdapter, new InMemoryMessageChannel("History In", SendOutError), _historyChannel));
// при тестировании по свечкам, время меняется быстрее и таймаут должен быть больше 30с.
ReConnectionSettings.TimeOutInterval = TimeSpan.MaxValue;
MaxMessageCount = 1000;
TradesKeepCount = 0;
}
