public QuoteDispatcherService(IQuoteUpdateService quoteviewupdateservvice, IStrategyQuoteFeedService feedstrategyquoteservice, TickArchiver tickarchiveservice, ILoggerFacade logger, BlockingCollection<Tick> tickqueue)
{
this._quoteviewupdateservice = quoteviewupdateservvice;
this._feedstrategyquoteservice = feedstrategyquoteservice;
this._tickarchiveservice = tickarchiveservice;
this._tickqueue = tickqueue;
this._logger = logger;
ConfigManager conf = Microsoft.Practices.ServiceLocation.ServiceLocator.Current.GetInstance<IConfigManager>() as ConfigManager;
sampletime_ = conf.TickSampleTime;
IObservable<MyEventArgs<Tick>> tickObservable = System.Reactive.Linq.Observable.FromEvent<MyEventArgs<Tick>>(
h => TickReceived += h, h => TickReceived -= h);
// only select trade
// .BufferWithTime(TimeSpan.FromMilliseconds(_od))
// .Where(x => x.Count > 0)
// .Subscribe(DataReceived, LogError);
tickObservable.Where(e => e.Value.IsTrade).GroupBy(e => e.Value.FullSymbol)
.Subscribe(group => group.Sample(TimeSpan.FromSeconds(sampletime_))
.Subscribe(QuoteDispatcher));
}
private void RegisterViewsAndServices()
{
// 0. intialize tickqueue and basket
_tickqueue = new BlockingCollection<Tick>(_configmanagerservice.TickQueueCapacity);
_basket = Basket.DeserializeFromXML(Util.GetRootPath() + _configmanagerservice.SettingPath + "basket.xml");
// 1. BrokerService, no need to register
_brokerservice = new BrokerService(_configmanagerservice, _eventAggregator, _logger, _globalidservice, _tickqueue, _basket);
// 2. Tick arichive service, no need to register
_tickarchiveservice = new TickArchiver(Util.GetRootPath() + _configmanagerservice.TickPath + _configmanagerservice.DefaultBroker);
// 3. QuuoteDispatcher Service, no need to register
_quotedispatcherservice = new QuoteDispatcherService(_quoteupdateservice, _feedstrategyservice, _tickarchiveservice, _logger, _tickqueue);
}
