protected BarFactoryItem(Instrument instrument, BarType barType, long barSize) { this.factory = null; this.instrument = instrument; this.barType = barType; this.barSize = barSize; }
public QBProvider() { timerConnect.Elapsed += new System.Timers.ElapsedEventHandler(timerConnect_Elapsed); timerAccount.Elapsed += new System.Timers.ElapsedEventHandler(timerAccount_Elapsed); timerPonstion.Elapsed += new System.Timers.ElapsedEventHandler(timerPonstion_Elapsed); InitCallbacks(); InitSettings(); BarFactory = new BarFactory(); status = ProviderStatus.Unknown; ProviderManager.Add(this); }
public EventManager(Framework framework, EventBus bus) { this.framework = framework; this.bus = bus; this.factory = new BarFactory(framework); this.dispatcher = new EventDispatcher(framework); this.handler[107] = new EventManager.OnEventHandler(this.OnSimulatorStart); this.handler[108] = new EventManager.OnEventHandler(this.OnSimulatorStop); this.handler[109] = new EventManager.OnEventHandler(this.OnSimulatorProgress); this.handler[2] = new EventManager.OnEventHandler(this.OnBid); this.handler[3] = new EventManager.OnEventHandler(this.OnAsk); this.handler[4] = new EventManager.OnEventHandler(this.OnTrade); this.handler[6] = new EventManager.OnEventHandler(this.OnBar); this.handler[8] = new EventManager.OnEventHandler(this.OnLevel2Snapshot); this.handler[9] = new EventManager.OnEventHandler(this.OnLevel2Update); this.handler[23] = new EventManager.OnEventHandler(this.OnNews); this.handler[22] = new EventManager.OnEventHandler(this.OnFundamental); this.handler[13] = new EventManager.OnEventHandler(this.OnExecutionReport); this.handler[116] = new EventManager.OnEventHandler(this.OnOrderStatusChanged); this.handler[117] = new EventManager.OnEventHandler(this.OnOrderPartiallyFilled); this.handler[118] = new EventManager.OnEventHandler(this.OnOrderFilled); this.handler[119] = new EventManager.OnEventHandler(this.OnOrderReplaced); this.handler[120] = new EventManager.OnEventHandler(this.OnOrderCancelled); this.handler[121] = new EventManager.OnEventHandler(this.OnOrderDone); this.handler[113] = new EventManager.OnEventHandler(this.OnFill); this.handler[110] = new EventManager.OnEventHandler(this.OnPositionOpened); this.handler[111] = new EventManager.OnEventHandler(this.OnPositionClosed); this.handler[112] = new EventManager.OnEventHandler(this.OnPositionChanged); this.handler[15] = new EventManager.OnEventHandler(this.OnReminder); this.handler[50] = new EventManager.OnEventHandler(this.OnGroup); this.handler[52] = new EventManager.OnEventHandler(this.OnGroupEvent); this.handler[130] = new EventManager.OnEventHandler(this.OnHistoricalData); this.handler[131] = new EventManager.OnEventHandler(this.OnHistoricalDataEnd); this.handler[140] = new EventManager.OnEventHandler(this.OnAccountData); if (bus != null) { this.thread = new Thread(new ThreadStart(this.ThreadRun)); this.thread.Name = "Event Manager Thread"; this.thread.IsBackground = true; this.thread.Start(); } }