public ProviderSimulatorSupport(string mode, ProjectProperties projectProperties, Type fixSimulatorType, Type quoteSimulatorType)
{
this.mode = mode;
partialFillSimulation = projectProperties.Simulator.PartialFillSimulation;
this.endTime = projectProperties.Starter.EndTime;
fixSimulator = (FIXSimulatorSupport)Factory.Parallel.SpawnPerformer(fixSimulatorType, mode, projectProperties, this);
quotesSimulator = (QuoteSimulatorSupport)Factory.Parallel.SpawnPerformer(quoteSimulatorType, mode, projectProperties, this);
}
public SimulateSymbolPlayback(FIXSimulatorSupport fixSimulatorSupport,
QuoteSimulatorSupport quoteSimulatorSupport,
string symbolString,
Action <Message, SymbolInfo, Tick> onTick,
Action <PhysicalFill, CreateOrChangeOrder> onPhysicalFill,
Action <CreateOrChangeOrder, string> onRejectOrder)
{
log.Register(this);
this.fixSimulatorSupport = fixSimulatorSupport;
this.quoteSimulatorSupport = quoteSimulatorSupport;
this.onTick = onTick;
this.symbol = Factory.Symbol.LookupSymbol(symbolString);
reader = Factory.TickUtil.TickFile();
this.symbolString = symbolString;
reader.Initialize("Test\\MockProviderData", symbolString, TickFileMode.Read);
fillSimulator = Factory.Utility.FillSimulator("FIX", Symbol, false, true, null);
fillSimulator.EnableSyncTicks = SyncTicks.Enabled;
FillSimulator.OnPhysicalFill = onPhysicalFill;
FillSimulator.OnRejectOrder = onRejectOrder;
}
public FIXServerSymbolHandler(FIXSimulatorSupport fixSimulatorSupport,
bool isPlayBack, string symbolString,
Func <Yield> onHeartbeat, Func <SymbolInfo, Tick, Yield> onTick,
Action <PhysicalFill, int, int, int> onPhysicalFill,
Action <PhysicalOrder, string> onRejectOrder)
{
this.fixSimulatorSupport = fixSimulatorSupport;
this.isPlayBack = isPlayBack;
this.onHeartbeat = onHeartbeat;
this.onTick = onTick;
this.symbol = Factory.Symbol.LookupSymbol(symbolString);
reader = Factory.TickUtil.TickReader();
reader.Initialize("Test\\MockProviderData", symbolString);
fillSimulator = Factory.Utility.FillSimulator("FIX", symbol, false);
fillSimulator.OnPhysicalFill = onPhysicalFill;
fillSimulator.OnRejectOrder = onRejectOrder;
tickSync = SyncTicks.GetTickSync(symbol.BinaryIdentifier);
tickSync.ForceClear();
queueTask = Factory.Parallel.Loop("FIXServerSymbol-" + symbolString, OnException, ProcessQueue);
firstHearbeat = true;
}
public SimulateSymbolSyncTicks(FIXSimulatorSupport fixSimulatorSupport,
QuoteSimulatorSupport quoteSimulatorSupport,
string symbolString,
PartialFillSimulation partialFillSimulation,
TimeStamp endTime,
long id)
{
log.Register(this);
this.id = id;
this.fixSimulatorSupport = fixSimulatorSupport;
this.quoteSimulatorSupport = quoteSimulatorSupport;
this.onTick = quoteSimulatorSupport.OnTick;
this.onEndTick = quoteSimulatorSupport.OnEndTick;
this.PartialFillSimulation = partialFillSimulation;
this.symbolString = symbolString;
this.symbol = Factory.Symbol.LookupSymbol(symbolString);
fillSimulator = Factory.Utility.FillSimulator("FIX", Symbol, false, true, null);
fillSimulator.EnableSyncTicks = SyncTicks.Enabled;
FillSimulator.OnPhysicalFill = fixSimulatorSupport.OnPhysicalFill;
FillSimulator.OnRejectOrder = fixSimulatorSupport.OnRejectOrder;
fillSimulator.PartialFillSimulation = partialFillSimulation;
tickSync = SyncTicks.GetTickSync(Symbol.BinaryIdentifier);
latency = new LatencyMetric("SimulateSymbolSyncTicks-" + symbolString.StripInvalidPathChars());
diagnoseMetric = Diagnose.RegisterMetric("Simulator");
if (debug)
{
log.Debug("Opening tick file for reading.");
}
reader = Factory.TickUtil.TickFile();
try
{
reader.Initialize("Test\\MockProviderData", symbolString, TickFileMode.Read);
reader.EndTime = endTime;
}
catch (FileNotFoundException ex)
{
log.Info("File for symbol " + symbolString + " not found: " + ex.Message);
}
}
