public OrderAlgorithmDefault(string name, SymbolInfo symbol, PhysicalOrderHandler brokerOrders)
{
this.log = Factory.SysLog.GetLogger(typeof(OrderAlgorithmDefault).FullName + "." + symbol.Symbol.StripInvalidPathChars() + "." + name);
this.symbol = symbol;
this.tickSync = SyncTicks.GetTickSync(symbol.BinaryIdentifier);
this.physicalOrderHandler = brokerOrders;
this.originalLogicals = new ActiveList <LogicalOrder>();
this.bufferedLogicals = new ActiveList <LogicalOrder>();
this.originalPhysicals = new ActiveList <PhysicalOrder>();
this.logicalOrders = new ActiveList <LogicalOrder>();
this.physicalOrders = new ActiveList <PhysicalOrder>();
}
public OrderAlgorithm OrderAlgorithm(string name, SymbolInfo symbol, PhysicalOrderHandler handler, LogicalOrderCache logicalCache, PhysicalOrderCache physicalQueue)
{
return(new OrderAlgorithmDefault(name, symbol, handler, logicalCache, physicalQueue));
}
public OrderAlgorithm OrderAlgorithm(string name, SymbolInfo symbol, PhysicalOrderHandler handler)
{
return(new OrderAlgorithmDefault(name, symbol, handler));
}