bool Construct()
{
if (_manager != null)
{
return(false);
}
StatusSynchronizationEnabled = true;
lock (this)
{
_manager = new MBTradingConnectionManager(this);
if (_manager.Quotes != null)
{
_manager.Quotes.QuoteUpdateEvent += new MBTradingQuote.QuoteUpdateDelegate(Quotes_QuoteUpdateEvent);
}
DataSourceStub.Initialize(this);
OrderExecutionStub.Initialize(_manager.Orders);
foreach (string symbol in EquitiesSymbols)
{
DataSourceStub.AddSuggestedSymbol(new Symbol(string.Empty, symbol));
}
foreach (string symbol in ForexSymbols)
{
DataSourceStub.AddSuggestedSymbol(new Symbol("FX", symbol));
}
}
return(true);
}
void manager_QuoteUpdatedEvent(FXCMConnectionManager manager, string symbolName, DataTick dataTick)
{
Symbol symbol = new Symbol(Symbol.SymbolGroup.Forex, symbolName);
DataSourceStub dataSourceStub = _dataSourceStub;
if (dataSourceStub == null)
{
return;
}
RuntimeDataSessionInformation sessionInformation = dataSourceStub.GetSymbolSessionInformation(symbol);
if (sessionInformation == null)
{
return;
}
CombinedDataSubscriptionInformation info = dataSourceStub.GetUnsafeSessionSubscriptions(sessionInformation.Info);
if (info != null && info.GetCombinedDataSubscription().QuoteSubscription)
{
dataSourceStub.UpdateQuote(sessionInformation.Info, new Quote(dataTick.Ask, dataTick.Bid, null, dataTick.DateTime), null);
foreach (TimeSpan supportedPeriod in DefaultAvailablePeriods)
{
dataSourceStub.UpdateDataHistory(sessionInformation.Info, new DataHistoryUpdate(supportedPeriod, new DataTick[] { dataTick }));
}
}
}
/// <summary>
/// Constructor.
/// </summary>
public FXCMAdapter()
{
DataSourceStub dataSourceStub = new DataSourceStub("FXCM Adapter Data", true);
OrderExecutionSourceStub orderExecutionSourceStub = new OrderExecutionSourceStub("FXCM Adapter Execution", true);
base.SetInitialParameters(dataSourceStub, orderExecutionSourceStub);
Construct();
}
/// <summary>
/// Constructor.
/// </summary>
public FXCMAdapter()
{
_orderExecutionStub = new OrderExecutionSourceStub("FXCM Adapter Execution", false);
_dataSourceStub = new DataSourceStub("FXCM Adapter Data", true);
base.SetStub(_dataSourceStub);
base.SetStub(_orderExecutionStub);
Construct();
}
/// <summary>
///
/// </summary>
public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo?info)
{
SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");
DataSourceStub dataSourceStub = DataSourceStub;
if (dataSourceStub == null)
{
return;
}
CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
if (combined == null)
{
SystemMonitor.OperationError("Update on not existing session.");
return;
}
MBTradingConnectionManager manager = _manager;
if (manager == null)
{
return;
}
DataSubscriptionInfo combinedInfo = combined.GetCombinedDataSubscription();
if (combinedInfo.QuoteSubscription)
{
if (manager.Adapter != null)
{
manager.Quotes.SubscribeSymbolSession(session.Symbol,
Commission.GenerateSymbolCommission(manager.Adapter, session.Symbol));
}
else
{
SystemMonitor.OperationError("Failed to perform data subscription update, since manager adapter not assigned.");
}
GeneralHelper.FireAndForget(delegate()
{// Run an async update of quotes.
string market;
Quote?quote = _manager.Quotes.GetSingleSymbolQuote(session.Symbol.Name, TimeSpan.FromSeconds(10), out market);
if (quote.HasValue)
{
DataSourceStub.UpdateQuote(session, quote, null);
}
});
}
else
{
manager.Quotes.UnSubscribeSymbolSession(session.Symbol.Name);
}
}
/// <summary>
/// Constructor.
/// </summary>
public MBTradingAdapter()
: base()
{
DataSourceStub dataSourceStub = new DataSourceStub("MBTrading Adapter Data", true);
OrderExecutionSourceStub orderExecutionSourceStub = new OrderExecutionSourceStub("MBTrading Adapter Execution", false);
base.SetStub(dataSourceStub);
base.SetStub(orderExecutionSourceStub);
Construct();
}
/// <summary>
///
/// </summary>
public Dictionary <Symbol, TimeSpan[]> SearchSymbols(string symbolMatch, int resultLimit)
{
Dictionary <Symbol, TimeSpan[]> result = new Dictionary <Symbol, TimeSpan[]>();
foreach (Symbol symbol in DataSourceStub.SearchSuggestedSymbols(symbolMatch, resultLimit))
{
result.Add(symbol, DefaultAvailablePeriods);
}
return(result);
}
void Quotes_QuoteUpdateEvent(MBTradingQuote keeper, MBTradingQuote.SessionQuoteInformation information)
{
RuntimeDataSessionInformation session = DataSourceStub.GetSymbolSessionInformation(information.Symbol);
if (session != null)
{
DataSourceStub.UpdateQuote(session.Info, information.Quote, null);
}
else
{
SystemMonitor.OperationWarning("Symbol session not found, quote missed.");
}
}
/// <summary>
/// Constructor.
/// </summary>
public FXCMData(FXCMAdapter adapter, DataSourceStub stub)
{
_adapter = adapter;
_dataSourceStub = stub;
_dataSourceStub.Initialize(this);
StatusSynchronizationEnabled = true;
StatusSynchronizationSource = adapter;
foreach (string symbol in ForexSymbols)
{
_dataSourceStub.AddSuggestedSymbol(new Symbol(Symbol.SymbolGroup.Forex, symbol));
}
}
/// <summary>
///
/// </summary>
public Symbol?EstablishSymbolUsage(Symbol inputSymbol, TimeSpan timeOut)
{
MBTradingConnectionManager manager = _manager;
if (manager == null || manager.Quotes == null)
{
return(null);
}
// Filter the baseCurrency trough its name and what symbols we know of.
Symbol?knownSymbol = DataSourceStub.MapSymbolToRunningSession(inputSymbol.Name);
if (knownSymbol.HasValue == false)
{
if (DataSourceStub.IsSuggestedSymbol(inputSymbol) &&
string.IsNullOrEmpty(inputSymbol.Group) == false)
{
knownSymbol = inputSymbol;
}
else
{// Upper case input baseCurrency.
inputSymbol = new Symbol(inputSymbol.Group, inputSymbol.Name.ToUpper());
string symbolMarket;
if (manager.Quotes.GetSingleSymbolQuote(inputSymbol.Name, timeOut, out symbolMarket).HasValue)
{// BaseCurrency found and established from broker.
knownSymbol = new Symbol(symbolMarket, inputSymbol.Name);
}
else
{
SystemMonitor.OperationError("Failed to map symbol with this name.");
return(null);
}
}
}
lock (this)
{
if (_usedSymbols.ContainsKey(knownSymbol.Value.Name) == false)
{
_usedSymbols.Add(knownSymbol.Value.Name, knownSymbol.Value);
}
}
return(knownSymbol);
}
/// <summary>
///
/// </summary>
public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo?info)
{
SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");
DataSourceStub dataSourceStub = _dataSourceStub;
if (dataSourceStub == null)
{
return;
}
CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
if (combined == null)
{
SystemMonitor.OperationError("Update of a non-existing session.");
return;
}
}
/// <summary>
///
/// </summary>
public void SessionDataSubscriptionUpdate(DataSessionInfo session, bool subscribe, DataSubscriptionInfo?info)
{
SystemMonitor.CheckError(session.IsEmtpy == false, "Method needs valid session info assigned to operate.");
DataSourceStub dataSourceStub = _dataSourceStub;
if (dataSourceStub == null)
{
return;
}
CombinedDataSubscriptionInformation combined = dataSourceStub.GetUnsafeSessionSubscriptions(session);
if (combined == null)
{
SystemMonitor.OperationError("Update on not existing session.");
return;
}
DataSubscriptionInfo combinedInfo = combined.GetCombinedDataSubscription();
if (combinedInfo.QuoteSubscription)
{
if (!_subscribedSymbols.ContainsKey(session.Symbol.Name))
{
_subscribedSymbols.Add(session.Symbol.Name, session.Symbol);
}
}
else
{
if (_subscribedSymbols.ContainsKey(session.Symbol.Name))
{
_subscribedSymbols.Remove(session.Symbol.Name);
}
}
}
public void ValueIsNotCallable()
{
Assert.Throws <InvalidOperationException>(() => DataSourceStub.GetPropertyValue <object>(new object(), "Property"));
}
public void SourceOfComposableFunctionIsNotCallable()
{
Assert.Throws <InvalidOperationException>(() => DataSourceStub.GetQueryableSource <object>("Namespace", "Function"));
}
public void SourceOfEntityContainerElementIsNotCallable()
{
Assert.Throws <InvalidOperationException>(() => DataSourceStub.GetQueryableSource <object>("EntitySet"));
}
public void ValueIsNotCallable()
{
Action invalidOperation = () => { DataSourceStub.GetPropertyValue <object>(new object(), "Property"); };
invalidOperation.Should().Throw <InvalidOperationException>();
}
public void SourceOfComposableFunctionIsNotCallable()
{
Action invalidOperation = () => { DataSourceStub.GetQueryableSource <object>("Namespace", "Function"); };
invalidOperation.Should().Throw <InvalidOperationException>();
}
public void Dispose()
{
_adapter = null;
_dataSourceStub = null;
}
public MyReaderClassTest()
{
_dataSource = new DataSourceStub();
_underTest = new MyReaderClass(_dataSource);
}
public void SetUp()
{
_dataSource = new DataSourceStub();
_underTest = new MyReaderClass(_dataSource);
}
public void SourceOfEntityContainerElementIsNotCallable()
{
Action invalidOperation = () => { DataSourceStub.GetQueryableSource <object>("EntitySet"); };
invalidOperation.Should().Throw <InvalidOperationException>();
}