public SmartOrderRoutingEngine(IProvideMarkets provideMarkets, ICanRouteOrders canRouteOrders, ICanReceiveMarketData canReceiveMarketData)
{
this.provideMarkets = provideMarkets;
this.canRouteOrders = canRouteOrders;
this.canReceiveMarketData = canReceiveMarketData;
var availableMarkets = provideMarkets.GetAvailableMarkets();
this.markets = availableMarkets.ToDictionary(market => market, market => market);
this.marketSnapshotProvider = new MarketSnapshotProvider(availableMarkets, canReceiveMarketData);
}
public MarketSnapshotProvider(IEnumerable<IMarket> marketsToWatch, ICanReceiveMarketData canReceiveMarketData)
{
canReceiveMarketData.InstrumentMarketDataUpdated += this.InstrumentMarketDataUpdated;
foreach (var market in marketsToWatch)
{
// TODO : Get rid of the hack (casting to concrete class)
this._lastMarketUpdates[market] = new MarketInfo((Market)market);
canReceiveMarketData.Subscribe(market);
}
}
public MarketSnapshotProvider(IEnumerable <string> marketNames, ICanReceiveMarketData canReceiveMarketData)
{
canReceiveMarketData.InstrumentMarketDataUpdated += this.InstrumentMarketDataUpdated;
canReceiveMarketData.OrderFailedOnAMarket += this.canReceiveMarketData_OrderFailedOnAMarket;
foreach (var marketName in marketNames)
{
// TODO : Get rid of the hack (casting to concrete class)
canReceiveMarketData.Subscribe(marketName);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="SmartOrderRoutingEngine"/> class.
/// </summary>
/// <param name="marketsProvider">The markets provider.</param>
/// <param name="routeOrders">The order routing.</param>
/// <param name="marketDataProvider">The market data provider.</param>
public SmartOrderRoutingEngine(IProvideMarkets marketsProvider, ICanRouteOrders routeOrders, ICanReceiveMarketData marketDataProvider)
{
this.routeOrders = routeOrders;
var availableMarkets = marketsProvider.GetAvailableMarketNames();
this.marketSnapshotProvider = new MarketSnapshotProvider(availableMarkets, marketDataProvider);
}
