public ServerBlackwood(TLServer tls)
{
tl = tls;
// broker stuff
m_Session = new BWSession();
m_Session.OnAccountMessage += new BWSession.AccountMessageHandler(m_Session_OnAccountMessage);
//m_Session.OnNYSEImbalanceMessage += new BWSession.NYSEImbalanceMessageHandler(m_Session_OnNYSEImbalanceMessage);
m_Session.OnExecutionMessage += new BWSession.ExecutionMessageHandler(m_Session_OnExecutionMessage);
//m_Session.OnOrderMessage += new BWSession.OrderMessageHandler(m_Session_OnOrderMessage);
m_Session.OnPositionMessage += new BWSession.PositionMessageHandler(m_Session_OnPositionMessage);
m_Session.OnHistMessage += new BWSession.HistoricMessageHandler(m_Session_OnHistMessage);
m_Session.OnTimeMessage += new BWSession.TimeMessageHandler(m_Session_OnTimeMessage);
// tradelink stuff
tl.newProviderName = Providers.Blackwood;
tl.newAcctRequest += new StringDelegate(ServerBlackwood_newAccountRequest);
tl.newUnknownRequest += new UnknownMessageDelegate(ServerBlackwood_newUnknownRequest);
tl.newFeatureRequest += new MessageArrayDelegate(ServerBlackwood_newFeatureRequest);
tl.newOrderCancelRequest += new LongDelegate(ServerBlackwood_newOrderCancelRequest);
tl.newSendOrderRequest += new OrderDelegateStatus(ServerBlackwood_newSendOrderRequest);
tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
tl.newPosList += new PositionArrayDelegate(ServerBlackwood_newPosList);
//tl.newImbalanceRequest += new VoidDelegate(ServerBlackwood_tl.newImbalanceRequest);
//DOMRequest += new IntDelegate(ServerBlackwood_DOMRequest);
}
/// <summary>
/// Invoked when a change in connection occurs
/// </summary>
private void InternetConnectionStatusChanged(object sender, NetworkAvailabilityEventArgs e)
{
try
{
if (!e.IsAvailable)
{
// Raise Logout Event
if (LogoutArrived != null)
{
LogoutArrived(_marketDataProviderName);
}
// Unhook Blackwood events
RegisterBlackWoodEvents(false);
// Notify connection loss
ConnectionErrorNotification();
}
else
{
// End Blackwood Session
_session = null;
// Restart Blackwood Session
Start();
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "InternetConnectionStatusChanged");
}
}
/// <summary>
/// Arguement Constructor
/// </summary>
/// <param name="session">Blackwood Session</param>
/// <param name="parameters">Parameters required for maintaining connection</param>
public BlackwoodOrderExecutionProvider(BWSession session, ConnectionParameters parameters)
{
_session = session;
_parameters = parameters;
// Initialize
_bwOrders = new ConcurrentDictionary <string, BWOrder>();
_locateOrders = new ConcurrentDictionary <string, BWOrder>();
_localToBlackwoodIdsMap = new ConcurrentDictionary <string, string>();
_locateOrdersToLocalIdsMap = new ConcurrentDictionary <string, string>();
}
public ServerBlackwood(TLServer tls)
{
tl = tls;
// broker stuff
m_Session = new BWSession();
m_Session.OnAccountMessage += new BWSession.AccountMessageHandler(m_Session_OnAccountMessage);
//m_Session.OnNYSEImbalanceMessage += new BWSession.NYSEImbalanceMessageHandler(m_Session_OnNYSEImbalanceMessage);
m_Session.OnExecutionMessage += new BWSession.ExecutionMessageHandler(m_Session_OnExecutionMessage);
//m_Session.OnOrderMessage += new BWSession.OrderMessageHandler(m_Session_OnOrderMessage);
m_Session.OnPositionMessage += new BWSession.PositionMessageHandler(m_Session_OnPositionMessage);
m_Session.OnHistMessage += new BWSession.HistoricMessageHandler(m_Session_OnHistMessage);
m_Session.OnTimeMessage += new BWSession.TimeMessageHandler(m_Session_OnTimeMessage);
// tradelink stuff
tl.newProviderName = Providers.Blackwood;
tl.newAcctRequest += new StringDelegate(ServerBlackwood_newAccountRequest);
tl.newUnknownRequest += new UnknownMessageDelegate(ServerBlackwood_newUnknownRequest);
tl.newFeatureRequest += new MessageArrayDelegate(ServerBlackwood_newFeatureRequest);
tl.newOrderCancelRequest += new LongDelegate(ServerBlackwood_newOrderCancelRequest);
tl.newSendOrderRequest += new OrderDelegateStatus(ServerBlackwood_newSendOrderRequest);
tl.newRegisterSymbols += new SymbolRegisterDel(tl_newRegisterSymbols);
tl.newPosList += new PositionArrayDelegate(ServerBlackwood_newPosList);
//tl.newImbalanceRequest += new VoidDelegate(ServerBlackwood_tl.newImbalanceRequest);
//DOMRequest += new IntDelegate(ServerBlackwood_DOMRequest);
}
/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="session">Blackwood Session</param>
/// <param name="parameters">Parameters required for maintaining connection</param>
public BlackwoodMarketDataProvider(BWSession session, ConnectionParameters parameters)
{
_session = session;
_parameters = parameters;
}
