/// <summary>
/// Create an execution provider to match the given sourceSourceId.
/// </summary>
/// <param name="sourceSourceId"></param>
/// <param name="account"></param>
/// <returns></returns>
public ISourceOrderExecution CreateExecutionProvider(ComponentId sourceId, ComponentId dataSourceId)
{
SourceTypeEnum?mode = GetSourceTypeFlags(sourceId, SourceTypeEnum.OrderExecution);
if (sourceId == _backtestingExecutionSourceInfo.ComponentId)
{
BackTestOrderExecutionProvider provider = new BackTestOrderExecutionProvider(sourceId);
if (provider.SetInitialParameters(this, ObtainDataDelivery(dataSourceId)) == false)
{
SystemMonitor.OperationError("Failed to initialize backtesting data provider.");
return(null);
}
return(provider);
}
else
{
SourceInfo?sourceInfo = GetSourceInfo(sourceId, SourceTypeEnum.OrderExecution);
if (sourceInfo.HasValue == false)
{
SystemMonitor.OperationError("Source info not found for source [" + sourceId.Print() + "].", TracerItem.PriorityEnum.High);
return(null);
}
if ((sourceInfo.Value.SourceType & SourceTypeEnum.OrderExecution) == 0)
{
SystemMonitor.OperationError("Can not create order execution to source that does not implement data provider [" + sourceId.Print() + "].", TracerItem.PriorityEnum.Critical);
return(null);
}
PlatformSourceOrderExecutionProvider platformExecutionProvider = new PlatformSourceOrderExecutionProvider();
Arbiter.AddClient(platformExecutionProvider);
platformExecutionProvider.SetInitialParameters(this, sourceId, dataSourceId);
return(platformExecutionProvider);
}
}
/// <summary>
/// Create an execution provider to match the given sourceSourceId.
/// </summary>
/// <param name="sourceSourceId"></param>
/// <param name="account"></param>
/// <returns></returns>
public ISourceOrderExecution CreateExecutionProvider(ComponentId sourceId, ComponentId dataSourceId)
{
SourceTypeEnum? mode = GetSourceTypeFlags(sourceId, SourceTypeEnum.OrderExecution);
if (sourceId == _backtestingExecutionSourceInfo.ComponentId)
{
BackTestOrderExecutionProvider provider = new BackTestOrderExecutionProvider(sourceId);
if (provider.SetInitialParameters(this, ObtainDataDelivery(dataSourceId)) == false)
{
SystemMonitor.OperationError("Failed to initialize backtesting data provider.");
return null;
}
return provider;
}
else
{
SourceInfo? sourceInfo = GetSourceInfo(sourceId, SourceTypeEnum.OrderExecution);
if (sourceInfo.HasValue == false)
{
SystemMonitor.OperationError("Source info not found for source [" + sourceId.Print() + "].", TracerItem.PriorityEnum.High);
return null;
}
if ((sourceInfo.Value.SourceType & SourceTypeEnum.OrderExecution) == 0)
{
SystemMonitor.OperationError("Can not create order execution to source that does not implement data provider [" + sourceId.Print() + "].", TracerItem.PriorityEnum.Critical);
return null;
}
PlatformSourceOrderExecutionProvider platformExecutionProvider = new PlatformSourceOrderExecutionProvider();
Arbiter.AddClient(platformExecutionProvider);
platformExecutionProvider.SetInitialParameters(this, sourceId, dataSourceId);
return platformExecutionProvider;
}
}