internal void ConstructQuotManager()
{
MongoMessagePackRecorder recorder = new MongoMessagePackRecorder("192.168.1.167", 6678, this.logHelper);
QuotV5.Binary.RealTimeQuotConnection stockRealtimeQuotConn = ConstructRealTimeQuotConnection("StockRealtime", recorder);
QuotV5.Binary.RealTimeQuotConnection optionRealtimeQuotConn = ConstructRealTimeQuotConnection("OptionRealtime", recorder);
QuotationRepository quotRepository = new QuotationRepository();
QuotationMQPublisherConfig publisherConfig = new QuotationMQPublisherConfig()
{
Address = PluginContext.Configuration.ActiveMQ.Address,
RecordsPerPackage = PluginContext.Configuration.ActiveMQ.RecordsPerPackage
};
QuotationMQPublisher quotPublisher = new QuotationMQPublisher(publisherConfig, this.logHelper);
StaticInfoProviderConfig securityInfoProviderConfig = GetStaticInfoProviderConfig("Securities");
SecurityInfoProvider securityInfoProvider = new SecurityInfoProvider(securityInfoProviderConfig, this.logHelper);
StaticInfoProviderConfig indexInfoProviderConfig = GetStaticInfoProviderConfig("IndexInfo");
IndexInfoProvider indexInfoProvider = new IndexInfoProvider(indexInfoProviderConfig, this.logHelper);
StaticInfoProviderConfig cashAuctionParamsProviderConfig = GetStaticInfoProviderConfig("CashAuctionParams");
CashAuctionParamsProvider cashAuctionParamsProvider = new CashAuctionParamsProvider(cashAuctionParamsProviderConfig, this.logHelper);
StaticInfoProviderConfig derivativeAuctionParamsProviderConfig = GetStaticInfoProviderConfig("DerivativeAuctionParams");
DerivativeAuctionParamsProvider derivativeAuctionParamsProvider = new DerivativeAuctionParamsProvider(derivativeAuctionParamsProviderConfig, this.logHelper);
StaticInfoProviderConfig negotiationParamsProviderConfig = GetStaticInfoProviderConfig("NegotiationParams");
NegotiationParamsProvider negotiationParamsProvider = new NegotiationParamsProvider(negotiationParamsProviderConfig, this.logHelper);
StaticInfoProviderConfig securityCloseMDProviderConfig = GetStaticInfoProviderConfig("SecurityCloseMD");
SecurityCloseMDProvider securityCloseMDProvider = new SecurityCloseMDProvider(securityCloseMDProviderConfig, this.logHelper);
this.quotManager = new QuotationManager(
//new QuotV5.Binary.RealTimeQuotConnection[] { optionRealtimeQuotConn },
new QuotV5.Binary.RealTimeQuotConnection[] { stockRealtimeQuotConn, optionRealtimeQuotConn },
quotRepository,
quotPublisher,
// null,
securityInfoProvider,
indexInfoProvider,
cashAuctionParamsProvider,
derivativeAuctionParamsProvider,
negotiationParamsProvider,
securityCloseMDProvider,
this.logHelper
);
QuotationSnapServiceConfig sc = new QuotationSnapServiceConfig()
{
Address = PluginContext.Configuration.ActiveMQ.Address, RecordsPerPackage = PluginContext.Configuration.ActiveMQ.RecordsPerPackage
};
this.quotSnapService = new QuotationSnapService(sc, quotPublisher, this.logHelper);
}
private static void testRealtimeQuotConn()
{
QuotV5.Binary.ConnectionConfig cfg = new QuotV5.Binary.ConnectionConfig()
{
IP = System.Net.IPAddress.Parse("172.16.1.99"),
TargetCompID = "N4005Q0001 ",
Port = 8016,
HeartbeatIntervalS = 3,
ConnectionTimeoutMS = 10000,
ReconnectIntervalMS = 5000,
SenderCompID = "realtime ",
Password = "******"
};
QuotV5.Binary.RealTimeQuotConnection conn = new QuotV5.Binary.RealTimeQuotConnection(cfg, logHelper);
conn.OnMarketDataReceived += new Action <QuotV5.Binary.MarketDataEx>(conn_OnMarketDataReceived);
conn.Start();
}
private QuotV5.Binary.RealTimeQuotConnection ConstructRealTimeQuotConnection(string connConfigkey, QuotV5.Binary.IMessagePackRecorder recorder = null)
{
var connConfig = PluginContext.Configuration.BinaryConnections.Connections.FirstOrDefault(c => c.Key == connConfigkey);
if (connConfig == null)
{
throw new Exception();
}
QuotV5.Binary.ConnectionConfig realtimeConnConfig = new QuotV5.Binary.ConnectionConfig()
{
IP = System.Net.IPAddress.Parse(connConfig.IP),
TargetCompID = connConfig.TargetCompID,
Port = connConfig.Port,
HeartbeatIntervalS = connConfig.HeartbeatIntervalS,
ConnectionTimeoutMS = connConfig.ConnectionTimeoutMS,
ReconnectIntervalMS = connConfig.ReconnectIntervalMS,
SenderCompID = connConfig.SenderCompID,
Password = connConfig.Password
};
QuotV5.Binary.RealTimeQuotConnection realtimeQuotConn = new QuotV5.Binary.RealTimeQuotConnection(realtimeConnConfig, this.logHelper, recorder);
return(realtimeQuotConn);
}
private QuotV5.Binary.RealTimeQuotConnection ConstructRealTimeQuotConnection(string connConfigkey,QuotV5.Binary.IMessagePackRecorder recorder=null)
{
var connConfig = PluginContext.Configuration.BinaryConnections.Connections.FirstOrDefault(c => c.Key == connConfigkey);
if (connConfig == null)
throw new Exception();
QuotV5.Binary.ConnectionConfig realtimeConnConfig = new QuotV5.Binary.ConnectionConfig()
{
IP = System.Net.IPAddress.Parse(connConfig.IP),
TargetCompID = connConfig.TargetCompID,
Port = connConfig.Port,
HeartbeatIntervalS = connConfig.HeartbeatIntervalS,
ConnectionTimeoutMS = connConfig.ConnectionTimeoutMS,
ReconnectIntervalMS = connConfig.ReconnectIntervalMS,
SenderCompID = connConfig.SenderCompID,
Password = connConfig.Password
};
QuotV5.Binary.RealTimeQuotConnection realtimeQuotConn = new QuotV5.Binary.RealTimeQuotConnection(realtimeConnConfig, this.logHelper, recorder);
return realtimeQuotConn;
}
