internal Snapshot(DataTrade trade, DataFeed feed, StateCalculator calculator, object synchronizer, AutoResetEvent syncEvent)
{
this.synchronizer = synchronizer;
this.syncEvent = syncEvent;
this.calculator = calculator;
this.Quotes = new Dictionary<string, Quote>();
trade.Logon += this.OnTradeLogon;
trade.SessionInfo += this.OnTradeSession;
trade.AccountInfo += this.OnAccountInfo;
trade.Logout += this.OnTradeLogout;
feed.Logon += this.OnFeedLogon;
feed.Logout += this.OnFeedLogout;
feed.SymbolInfo += this.OnFeedSymbolInfo;
feed.SessionInfo += this.OnFeedSessionInfo;
calculator.StateInfoChanged += this.OnFinancialInfoChanged;
}
void DoRun()
{
this.Trade.Initialize(this.dataTradeBuilder.ToString());
this.Feed.Initialize(this.dataFeedBuilder.ToString());
this.Calculator = new StateCalculator(this.Trade, this.Feed);
this.Trade.Start();
this.Feed.Start();
if (!dataTradeEvent.WaitOne(this.Trade.SynchOperationTimeout))
throw new TimeoutException("Timeout of data trade logon waiting has been reached");
if (!dataFeedEvent.WaitOne(this.Trade.SynchOperationTimeout))
throw new TimeoutException("Timeout of data feed logon waiting has been reached");
this.RunExample();
}
public void StateInfoChanged()
{
string connectionString = Configuration.ConnectionBuilders(AccountType.Gross, Configuration.ConnectionType.Feed).First().ToString();
this.dataFeed = new DataFeed(connectionString);
this.dataFeed.Logon += this.OnFeedLogon;
connectionString = Configuration.ConnectionBuilders(AccountType.Gross, Configuration.ConnectionType.Trade).First().ToString();
this.dataTrade = new DataTrade(connectionString);
this.dataTrade.Logon += this.OnTradeLogon;
StateCalculator stateCalculator = new StateCalculator(dataTrade, dataFeed);
stateCalculator.StateInfoChanged += StateCalculator_StateInfoChanged;
this.dataFeed.Start();
this.dataTrade.Start();
var status = this.feedLogonEvent.WaitOne(LogonWaitingTimeout);
Assert.IsTrue(status, "Timeout of feed logon event");
status = this.tradeLogonEvent.WaitOne(LogonWaitingTimeout);
Assert.IsTrue(status, "Timeout of trade logon event");
status = this.stateInfoEvent.WaitOne(LogonWaitingTimeout*10000);
this.dataFeed.Stop();
this.dataTrade.Stop();
this.dataFeed.Logon -= this.OnFeedLogon;
this.dataTrade.Logon -= this.OnTradeLogon;
}
