public IBConnector(IBParameters settings)
{
this.settings = settings;
IBFeed = new IBFeed(this);
IBOrderRouter = new IBOrderRouter(this, settings.SessionUid, settings.RouterMode);
Adapter = new IBAdapter(this, settings.InstrumentConverter);
ContractContainer = new ContractContainer(Adapter, settings.InstrumentConverter);
ConnectionStatusProviders = new IConnectionStatusProvider[] { this };
}
/// <summary>
/// Проверить подписку
/// </summary>
async Task <SubscriptionTestResult> ISubscriptionTester <IBInstrumentData> .TestSubscriptionAsync(IBInstrumentData data)
{
if (data.Symbol == null)
{
return(SubscriptionTestResult.Failed("No symbol has been specified"));
}
// Мы ожидаем, что внешний конвертер сформирует код в формате LOCALSYMBOL
Contract contract;
switch (data.InstrumentType)
{
case IBInstrumentType.Equity:
case IBInstrumentType.Index:
case IBInstrumentType.Commodity:
case IBInstrumentType.FX:
contract = ContractContainer.GetAssetContractStub(data);
break;
case IBInstrumentType.Future:
contract = ContractContainer.GetFutureContractStub(data);
break;
case IBInstrumentType.AssetOption:
contract = ContractContainer.GetAssetOptionContractStub(data);
break;
case IBInstrumentType.FutureOption:
contract = ContractContainer.GetFutureOptionContractStub(data);
break;
default:
return(SubscriptionTestResult.Failed($"Bad instrument type: {data.InstrumentType}"));
}
var testResult = TestContract(contract);
var result = await testResult.WaitAsync();
if (result)
{
return(SubscriptionTestResult.Passed());
}
return(SubscriptionTestResult.Failed());
}