//
public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer)
{
base.SetupBegin(myEngineHub, engineContainer);
m_Log = ((ExecutionHub)myEngineHub).Log;
foreach (IEngine iEng in engineContainer.GetEngines())
{// find our needed engine pointers
if (iEng is ExecutionEngines.OrderEngines.Spreader)
{
m_Quoter = (ExecutionEngines.OrderEngines.Spreader)iEng;
}
}
}
//
//
//
public override void SetupBegin(Lib.Engines.IEngineHub myEngineHub, Lib.Engines.IEngineContainer engineContainer)
{
base.SetupBegin(myEngineHub, engineContainer);
foreach (IEngine iEng in engineContainer.GetEngines())
{ // Find order Engine
if (iEng is Spreader)
{
this.m_Spreader = (Spreader)iEng; // find our order engine
}
if (iEng is HedgeManager)
{
this.m_HedgeManager = (HedgeManager)iEng;
}
}
}
//
public override void SetupBegin(IEngineHub myEngineHub, IEngineContainer engineContainer)
{
base.SetupBegin(myEngineHub, engineContainer);
m_Log = ((ExecutionHub)myEngineHub).Log;
foreach (IEngine iEng in engineContainer.GetEngines())
{// find our needed engine pointers
if (iEng is ExecutionEngines.OrderEngines.Spreader)
{
m_Spreader = (ExecutionEngines.OrderEngines.Spreader)iEng;
}
}
if (m_Spreader == null)
{
throw new Exception("Hedger Couldn't Find Quoter");
}
m_OrderBook = m_Spreader.m_ExecutionListener.CreateOrderBook(m_SpreaderLeg.m_PriceLeg.InstrumentName, m_SpreaderLeg.DefaultAccount); // create new order book for this leg's hedge fulls
m_InternalLegId = m_Spreader.m_SpreaderLegs.IndexOf(m_SpreaderLeg); // set our internal id.
m_Spreader.MarketsReadied += new EventHandler(Quoter_MarketsReadied); // we will Finish our set up once we get this call.
m_HedgeRuleManager = m_SpreaderLeg.m_HedgeRuleManager;
}
// *****************************************************************
// **** Members ****
// *****************************************************************
//
#endregion// members
#region Constructors
// *****************************************************************
// **** Constructors ****
// *****************************************************************
////
public RatioHedgeManager(ExecutionEngines.OrderEngines.Spreader quoter, LogHub logHub)
: base()
{
// instantiate base class
}