public CGateFeed(
ICGAdapter cgAdapter,
CGateInstrumentResolver instrumentResolver,
CGateInstrumentParamsEmitter instrumentParamsEmitter)
{
this.cgAdapter = cgAdapter;
this.cgAdapter.MarketdataMessageReceived += CGateAdapterStreamMessageHandler;
this.instrumentResolver = instrumentResolver;
this.instrumentParamsEmitter = instrumentParamsEmitter;
futOrderBookEmitter = new CGateOrderBookEmitter("FORTS_FUTAGGR20_REPL", instrumentResolver);
futOrderBookEmitter.OrderBookUpdated += orderBookEmitter_OrderBookUpdated;
optOrderBookEmitter = new CGateOrderBookEmitter("FORTS_OPTAGGR20_REPL", instrumentResolver);
optOrderBookEmitter.OrderBookUpdated += orderBookEmitter_OrderBookUpdated;
instrumentResolver.OnNewIsinResolved += CGateIsinResolverOnNewIsinResolved;
}
public CGateConnector(CGateParameters settings, string dataFolder)
{
this.settings = settings;
var config = settings.ToCGAdapterConfiguration();
if (!settings.IsTestConnection)
{
config.Key = settings.P2Key;
}
config.Logger = new CGateLogger();
config.IniFolder = @"scheme\";
cgAdapter = new CGP2ClientAdapter(config, Path.Combine(dataFolder, "cgate"), openOrderBooksStreams: settings.OrderBooksEnabled);
cgAdapter.ConnectionStateChanged += CGAdapterConnectionStateChangedHandler;
instrumentIsinResolver = new CGateInstrumentResolver(settings.InstrumentConverter);
instrumentParamsEmitter = new CGateInstrumentParamsEmitter(instrumentIsinResolver);
feed = new CGateFeed(cgAdapter, instrumentIsinResolver, instrumentParamsEmitter);
router = new CGateRouter(cgAdapter, instrumentIsinResolver, instrumentParamsEmitter);
ConnectionStatusProviders = new IConnectionStatusProvider[] { this };
}
public CGateInstrumentParamsEmitter(CGateInstrumentResolver instrumentResolver)
{
this.instrumentResolver = instrumentResolver;
sessionEndTime = TimeSpan.FromDays(1);
}
public CGateOrderBookEmitter(string streamName, CGateInstrumentResolver instrumentResolver)
{
this.streamName = streamName;
this.instrumentResolver = instrumentResolver;
}