/// <summary>
/// Creates a new instance
/// </summary>
private LiveDelistingEventProviderEnumerator(ITimeProvider timeProvider, SubscriptionDataConfig dataConfig,
SecurityCache securityCache, DelistingEventProvider delistingEventProvider, MapFile mapFile)
{
_dataConfig = dataConfig;
_timeProvider = timeProvider;
_securityCache = securityCache;
_dataToEmit = new Queue <BaseData>();
_delistingEventProvider = delistingEventProvider;
_delistingEventProvider.Initialize(dataConfig, null, mapFile, DateTime.UtcNow);
}
/// <summary>
/// Helper method to create a new instance.
/// Knows which security types should create one and determines the appropriate delisting event provider to use
/// </summary>
public static bool TryCreate(SubscriptionDataConfig dataConfig, ITimeProvider timeProvider, IDataQueueHandler dataQueueHandler,
SecurityCache securityCache, IMapFileProvider mapFileProvider, out IEnumerator <BaseData> enumerator)
{
enumerator = null;
var securityType = dataConfig.SecurityType;
if (securityType == SecurityType.FutureOption || securityType == SecurityType.Future ||
securityType == SecurityType.Option || securityType == SecurityType.Equity)
{
var mapfile = mapFileProvider.Get(dataConfig.Symbol.ID.Market).ResolveMapFile(dataConfig.Symbol, dataConfig.Type);
var delistingEventProvider = new DelistingEventProvider();
if (securityType == SecurityType.Equity)
{
delistingEventProvider = new LiveDataBasedDelistingEventProvider(dataConfig, dataQueueHandler);
}
enumerator = new LiveDelistingEventProviderEnumerator(timeProvider, dataConfig, securityCache, delistingEventProvider, mapfile);
return(true);
}
return(false);
}