Пример #1
0
        /// <summary>
        ///     Создает экземпляр диспетчера заявок.
        /// </summary>
        protected OrderRouter(
            bool storeFillsInMemory = true,
            IEnumerable <string> permittedAccounts = null,
            string sessionUid    = null,
            OrderRouterMode mode = OrderRouterMode.ThisSessionOnly)
        {
            SessionUid = (sessionUid ?? Guid.NewGuid().ToString()).Substring(0, SessionUidLength);
            Mode       = mode;

            AvailableAccounts = new List <string>();
            Portfolios        = new Dictionary <string, Dictionary <Instrument, PositionMessage> >();
            Limits            = new Dictionary <string, MoneyPosition>();
            Fills             = new Dictionary <string, Dictionary <Instrument, List <FillMessage> > >();

            this.storeFillsInMemory = storeFillsInMemory;

            mapPermittedAccounts = new HashSet <string>(StringComparer.OrdinalIgnoreCase);
            if (permittedAccounts != null)
            {
                mapPermittedAccounts.UnionWith(permittedAccounts);
            }
        }
Пример #2
0
 /// <summary>
 ///     Конструктор
 /// </summary>
 public IBOrderRouter(IBConnector connector, string sessionUid, OrderRouterMode mode)
     : base(sessionUid: sessionUid, mode: mode)
 {
     this.connector        = connector;
     transactionDispatcher = new TransactionDispatcher(connector);
 }