public LiveSecurityCreatedEventArgs(LiveSecurity security_) { NewlyCreated = security_; }
예제 #2
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    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();
    }
예제 #3
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 public void Dispose()
 {
   subscribeToLiveSecurity(m_sec, false);
   m_sec = null;
 }
예제 #4
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    private void subscribeToLiveSecurity(LiveSecurity sec_, bool do_=true)
    {
      if (sec_ == null) return;

      sec_.PropertyChanged -= handleSecurityChanged;

      if (!do_)
        return;

      sec_.PropertyChanged += handleSecurityChanged;
    }
예제 #5
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    private void subscribeToThis(LiveSecurity sec_)
    {
      subscribeToLiveSecurity(m_sec, false);

      m_sec = sec_;

      subscribeToLiveSecurity(m_sec);
    }
예제 #6
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 public LsLiveSecurity(LiveSecurity liveSecurity)
 {
     this.liveSecurity = liveSecurity;
 }