private IEnumerable <IMarketDataStorage <ExecutionMessage> > GetExecutionStorages()
{
var executionRegistry = _sessionStrategy.GetExecutionStorage();
var securities = InteropHelper
.GetDirectories(executionRegistry.DefaultDrive.Path)
.Select(letterDir => new { letterDir, name = Path.GetFileName(letterDir) })
.Where(t => t.name != null && t.name.Length == 1)
.SelectMany(t => InteropHelper.GetDirectories(t.letterDir))
.Select(p => Path.GetFileName(p).FolderNameToSecurityId())
.Select(this.LookupById)
.Where(s => s != null)
.ToArray();
return(securities.Select(s => executionRegistry.GetExecutionStorage(s, ExecutionTypes.Order)));
}
public StrategyEvents(SessionStrategy sessionStrategy, Action startTimer)
{
if (sessionStrategy == null)
{
throw new ArgumentNullException(nameof(sessionStrategy));
}
if (startTimer == null)
{
throw new ArgumentNullException(nameof(startTimer));
}
_strategy = sessionStrategy.Strategy;
_sessionStrategy = sessionStrategy;
_startTimer = startTimer;
_executionRegistry = _sessionStrategy.GetExecutionStorage();
SubscribeEvents();
}