private void CreateManagers()
{
_memberManagersList = new List <IUnlBaseMemberManager>();
OptionsManager = new OptionsManager(ManagedSecurity, this);
_memberManagersList.Add(OptionsManager);
PositionsDataBuilder = new PositionsDataBuilder(ManagedSecurity, this);
_memberManagersList.Add(PositionsDataBuilder);
OrdersManager = new OrdersManager(ManagedSecurity, this);
_memberManagersList.Add(OrdersManager);
TradingManager = new TradingManager(ManagedSecurity, this);
_memberManagersList.Add(TradingManager);
TradingManager.SendTradingTimeEvent += TradingManager_SendTradingTimeEvent;
TradingManager.PositionNeedToOptimized += TradingManagerOnPositionNeedToOptimized;
}
protected override void HandleMessage(IMessage message)
{
//if (Symbol.Equals("MCD"))//For test
//{}
switch (message.APIDataType)
{
case EapiDataTypes.AccountSummaryData:
TradingManager.HandleMessage(message);
OrdersManager.HandleMessage(message);
AccountSummaryData = message as AccountSummaryData;
break;
case EapiDataTypes.SecurityContract:
SecurityContract = (SecurityContract)message;
EvaluateTradingEvents();
break;
case EapiDataTypes.SecurityData:
var securityData = (SecurityData)message;
if (securityData.SecurityContract.Symbol == Symbol)
{
UnlTradingData.UnlSecurityData = securityData;
MainSecurityData = securityData;
SendMessageToAllComponents(message);
}
break;
case EapiDataTypes.OptionData:
OptionsManager.HandleMessage(message);
break;
case EapiDataTypes.PositionData:
PositionsDataBuilder.HandleMessage(message);
break;
case EapiDataTypes.OrderData:
OrdersManager.HandleMessage(message);
break;
case EapiDataTypes.OrderStatus:
OrdersManager.HandleMessage(message);
break;
case EapiDataTypes.BrokerConnectionStatus:
var connectionStatusMessage = (BrokerConnectionStatusMessage)message;
ConnectionStatus = connectionStatusMessage.Status;
if (connectionStatusMessage.AfterConnectionToApiWrapper)
{
DoWorkAfterConnection();
}
SendMessageToAllComponents(message);
break;
case EapiDataTypes.MarginData:
var marginData = (MarginData)message;
UnlTradingData.Margin = marginData.Margin;
break;
case EapiDataTypes.TransactionData:
//Filter other unl messages:
var transactionData = message as TransactionData;
if (transactionData == null)
{
break;
}
if (transactionData.OptionData.OptionContract.Symbol.Equals(Symbol) == false)
{
break;
}
var tradingManager = _memberManagersList.First(m => m is ITradingManager) as ITradingManager;
tradingManager?.HandleMessage(message);
break;
case EapiDataTypes.ExceptionData:
break;
}
SendMessageToSubscribers(message);
}
