예제 #1
0
        internal void ConstructQuotManager()
        {
            MongoMessagePackRecorder recorder = new MongoMessagePackRecorder("192.168.1.167", 6678, this.logHelper);

            QuotV5.Binary.RealTimeQuotConnection stockRealtimeQuotConn  = ConstructRealTimeQuotConnection("StockRealtime", recorder);
            QuotV5.Binary.RealTimeQuotConnection optionRealtimeQuotConn = ConstructRealTimeQuotConnection("OptionRealtime", recorder);
            QuotationRepository quotRepository = new QuotationRepository();


            QuotationMQPublisherConfig publisherConfig = new QuotationMQPublisherConfig()
            {
                Address           = PluginContext.Configuration.ActiveMQ.Address,
                RecordsPerPackage = PluginContext.Configuration.ActiveMQ.RecordsPerPackage
            };
            QuotationMQPublisher quotPublisher = new QuotationMQPublisher(publisherConfig, this.logHelper);


            StaticInfoProviderConfig securityInfoProviderConfig = GetStaticInfoProviderConfig("Securities");
            SecurityInfoProvider     securityInfoProvider       = new SecurityInfoProvider(securityInfoProviderConfig, this.logHelper);


            StaticInfoProviderConfig indexInfoProviderConfig = GetStaticInfoProviderConfig("IndexInfo");
            IndexInfoProvider        indexInfoProvider       = new IndexInfoProvider(indexInfoProviderConfig, this.logHelper);

            StaticInfoProviderConfig  cashAuctionParamsProviderConfig = GetStaticInfoProviderConfig("CashAuctionParams");
            CashAuctionParamsProvider cashAuctionParamsProvider       = new CashAuctionParamsProvider(cashAuctionParamsProviderConfig, this.logHelper);

            StaticInfoProviderConfig        derivativeAuctionParamsProviderConfig = GetStaticInfoProviderConfig("DerivativeAuctionParams");
            DerivativeAuctionParamsProvider derivativeAuctionParamsProvider       = new DerivativeAuctionParamsProvider(derivativeAuctionParamsProviderConfig, this.logHelper);

            StaticInfoProviderConfig  negotiationParamsProviderConfig = GetStaticInfoProviderConfig("NegotiationParams");
            NegotiationParamsProvider negotiationParamsProvider       = new NegotiationParamsProvider(negotiationParamsProviderConfig, this.logHelper);

            StaticInfoProviderConfig securityCloseMDProviderConfig = GetStaticInfoProviderConfig("SecurityCloseMD");
            SecurityCloseMDProvider  securityCloseMDProvider       = new SecurityCloseMDProvider(securityCloseMDProviderConfig, this.logHelper);

            this.quotManager = new QuotationManager(
                //new QuotV5.Binary.RealTimeQuotConnection[] { optionRealtimeQuotConn },
                new QuotV5.Binary.RealTimeQuotConnection[] { stockRealtimeQuotConn, optionRealtimeQuotConn },
                quotRepository,
                quotPublisher,
                // null,
                securityInfoProvider,
                indexInfoProvider,
                cashAuctionParamsProvider,
                derivativeAuctionParamsProvider,
                negotiationParamsProvider,
                securityCloseMDProvider,
                this.logHelper
                );


            QuotationSnapServiceConfig sc = new QuotationSnapServiceConfig()
            {
                Address = PluginContext.Configuration.ActiveMQ.Address, RecordsPerPackage = PluginContext.Configuration.ActiveMQ.RecordsPerPackage
            };

            this.quotSnapService = new QuotationSnapService(sc, quotPublisher, this.logHelper);
        }
 public EVoteParamsProvider(StaticInfoProviderConfig config, Log4cb.ILog4cbHelper logHelper) : base(config, logHelper)
 {
 }
 public DerivativeAuctionParamsProvider(StaticInfoProviderConfig config, Log4cb.ILog4cbHelper logHelper) : base(config, logHelper)
 {
 }
 public SecurityCloseMDProvider(StaticInfoProviderConfig config, Log4cb.ILog4cbHelper logHelper) : base(config, logHelper)
 {
 }
예제 #5
0
 public NegotiationParamsProvider(StaticInfoProviderConfig config, Log4cb.ILog4cbHelper logHelper) : base(config, logHelper)
 {
 }
예제 #6
0
 public StaticInfoProviderBase(StaticInfoProviderConfig config, Log4cb.ILog4cbHelper logHelper)
 {
     this.config    = config;
     this.logHelper = logHelper;
 }
 public IndexInfoProvider(StaticInfoProviderConfig config, Log4cb.ILog4cbHelper logHelper) : base(config, logHelper)
 {
 }