Exemplo n.º 1
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 public void Setup()
 {
     _marketDataEngineClient = new MarketDataEngineClient();
     _orderExecutionEngine   = new OrderExecutionEngineClient();
     _marketDataEngineClient.Start();
     _orderExecutionEngine.Start();
 }
Exemplo n.º 2
0
 public void start()
 {
     _marketDataEngineClient = new MarketDataEngineClient();
     stopwatch = new Stopwatch();
     _marketDataEngineClient.ServerConnected        += _marketDataEngineClient_ServerConnected;
     _marketDataEngineClient.LogonArrived           += _marketDataEngineClient_LogonArrived;
     _marketDataEngineClient.InquiryResponseArrived += _marketDataEngineClient_InquiryResponseArrived;
     _marketDataEngineClient.TickArrived            += TickArrived;
     _marketDataEngineClient.Start();
 }
Exemplo n.º 3
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 public void Setup()
 {
     _applicationController = ContextRegistry.GetContext()["ApplicationController"] as ApplicationController;
     // MqServer mqServer=new MqServer("RabbitMQ.xml",10000, 120000);
     // _applicationController = new ApplicationController(mqServer,new MessageProcessor(new LiveBarGenerator(new BarFactory.Service.BarFactory())));
     if (_applicationController != null)
     {
         _applicationController.StartServer();
     }
     _marketDataEngineClient = new MarketDataEngineClient();
 }
Exemplo n.º 4
0
        /// <summary>
        /// Argument Constructor
        /// </summary>
        /// <param name="marketDataEngineClient">MDE-Client for communication with the MDE-Server</param>
        public HistoricalDataService(MarketDataEngineClient marketDataEngineClient)
        {
            _asyncClassLogger = new AsyncClassLogger("HistoricalDataService");
            // Set logging level
            _asyncClassLogger.SetLoggingLevel();
            //set logging path
            _asyncClassLogger.LogDirectory(DirectoryStructure.CLIENT_LOGS_LOCATION);

            // Initialize objects
            _subscriptionRequests = new ConcurrentDictionary <string, HistoricDataRequest>();

            // Copy reference
            _dataEngineClient = marketDataEngineClient;

            // Register required MDE-Client Events
            RegisterDataEngineClientEvents();
        }