Пример #1
0
 public HistoryDataSubscription(
     CQGCInstrumentHistoryProvider provider,
     HistoryData data,
     IHistoryDataConsumer consumer,
     uint contractId,
     uint requestId)
 {
     this.provider   = provider;
     this.data       = data;
     this.consumer   = consumer;
     this.contractId = contractId;
     this.requestId  = requestId;
 }
Пример #2
0
 public HistoryDataRequest(
     CQGCInstrumentHistoryProvider provider,
     IHistoryDataConsumer consumer,
     Instrument instrument,
     DateTime begin,
     DateTime end,
     HistoryProviderSpan span,
     TimeBarRequest message)
 {
     this.provider = provider;
     this.consumer = consumer;
     data          = new HistoryData(instrument, begin, end, span);
     this.message  = message;
 }
Пример #3
0
        /// <summary>
        ///     Конструктор
        /// </summary>
        public CQGCConnector(
            CQGCParameters settings)
        {
            this.settings = settings;
            adapter       = new CQGCAdapter(settings);
            var instrumentResolver = new CQGCInstrumentResolver(adapter, settings.InstrumentConverter);

            feed                      = new CQGCFeed(adapter, instrumentResolver);
            router                    = new CQGCRouter(adapter, instrumentResolver);
            historyProvider           = new CQGCInstrumentHistoryProvider(adapter, instrumentResolver);
            ConnectionStatusProviders = new IConnectionStatusProvider[] { this };

            adapter.ConnectionStatusChanged += AdapterConnectionStatusChanged;
            adapter.UserMessageReceived     += UserMessageReceived;
        }