public void ResetData()
{
_balances.Clear();
_miniOMS = new MiniOMS();
_allOrderBooks.Clear();
_securityStatusEntries.Clear();
_vwapForTradingSym = new ShortPeriodTickBasedVWAP(_tradingSymbol, 30);
_tradingStrategy.Reset();
}
SimpleTradeClient(int broker_id, string symbol, TradingStrategy strategy, IWebSocketClientProtocolEngine protocolEngine)
{
_brokerId = broker_id;
_tradingSymbol = symbol;
_tradingStrategy = strategy;
_protocolEngine = protocolEngine;
_tradingStrategy.tradeclient = this;
_vwapForTradingSym = new ShortPeriodTickBasedVWAP(_tradingSymbol, 30);
}