public LiveSecurityCreatedEventArgs(LiveSecurity security_) { NewlyCreated = security_; }
private void subscribeToBbgLive()
{
var gmtStartTime = TimeZoneHelper.ConvertDateTime(DateTime.Now.AddMinutes(-1d).StartOfMinute(), TimeZoneInfo.Local,
TimeZoneInfo.Utc);
// need to subscribe to 3 things, the priorContract, the newContract, and the spread
m_spreadTickerFormation = AttributeHelper.GetSingleAttribute<BbgContractAttribute>(Set).SpreadTickerFormation;
// 1) back contract
{
var ticker = BackContractBloombergTicker();
m_bbgLive_candles_BackContract =
BbgTalk.Core.Instance.GetLiveSecurityBarData(
gmtStartTime_: gmtStartTime,
ticker_: ticker, barWidthInMinutes_: 1);
m_bbgLive_Price_BackContract = BbgTalk.Core.Instance.GetLiveSecurity(securityId_: ticker,
fields_: new[] { BBG_LIVE_FIELD }, intervalInSeconds_: 2d);
subscribeToBackContractCandles();
}
// 2) front contract
{
var ticker = FrontContractBloombergTicker();
m_bbgLive_candles_FrontContract =
BbgTalk.Core.Instance.GetLiveSecurityBarData(
gmtStartTime_: gmtStartTime,
ticker_: ticker, barWidthInMinutes_: 1);
m_bbgLive_Price_FrontContract = BbgTalk.Core.Instance.GetLiveSecurity(securityId_: ticker,
fields_: new[] { BBG_LIVE_FIELD }, intervalInSeconds_: 2d);
subscribeToFrontContractCandles();
subscribeToFrontContractPrice();
}
// 3) spread
{
var ticker = SpreadContractBbgTicker(m_spreadTickerFormation);
m_bbgLive_candles_spread =
BbgTalk.Core.Instance.GetLiveSecurityBarData(
gmtStartTime_: gmtStartTime,
ticker_: ticker, barWidthInMinutes_: 1);
m_bbgLive_Price_Spread = BbgTalk.Core.Instance.GetLiveSecurity(securityId_: ticker,
fields_: new[] { BBG_LIVE_FIELD }, intervalInSeconds_: 2d);
}
subscribeToSpreadContractCandles();
subscribeToSpreadContractPrice();
}
public void Dispose()
{
subscribeToLiveSecurity(m_sec, false);
m_sec = null;
}
private void subscribeToLiveSecurity(LiveSecurity sec_, bool do_=true)
{
if (sec_ == null) return;
sec_.PropertyChanged -= handleSecurityChanged;
if (!do_)
return;
sec_.PropertyChanged += handleSecurityChanged;
}
private void subscribeToThis(LiveSecurity sec_)
{
subscribeToLiveSecurity(m_sec, false);
m_sec = sec_;
subscribeToLiveSecurity(m_sec);
}
public LsLiveSecurity(LiveSecurity liveSecurity)
{
this.liveSecurity = liveSecurity;
}