示例#1
0
 /// <summary>
 /// Initializes a new instance of the <see cref="CancelledOrderEquitySubscriber"/> class.
 /// </summary>
 /// <param name="equityRuleCancelledOrderFactory">
 /// The equity rule cancelled order factory.
 /// </param>
 /// <param name="ruleParameterMapper">
 /// The rule parameter mapper.
 /// </param>
 /// <param name="universeFilterFactory">
 /// The universe filter factory.
 /// </param>
 /// <param name="brokerServiceFactory">
 /// The broker service factory.
 /// </param>
 /// <param name="decoratorFilterFactory">
 /// The decorator filter factory.
 /// </param>
 /// <param name="logger">
 /// The logger.
 /// </param>
 public CancelledOrderEquitySubscriber(
     IEquityRuleCancelledOrderFactory equityRuleCancelledOrderFactory,
     IRuleParameterToRulesMapperDecorator ruleParameterMapper,
     IUniverseFilterFactory universeFilterFactory,
     IOrganisationalFactorBrokerServiceFactory brokerServiceFactory,
     IHighVolumeVenueDecoratorFilterFactory decoratorFilterFactory,
     ILogger <CancelledOrderEquitySubscriber> logger)
 {
     this.equityRuleCancelledOrderFactory = equityRuleCancelledOrderFactory;
     this.ruleParameterMapper             = ruleParameterMapper;
     this.universeFilterFactory           = universeFilterFactory;
     this.brokerServiceFactory            = brokerServiceFactory;
     this.decoratorFilterFactory          = decoratorFilterFactory;
     this.logger = logger;
 }
示例#2
0
 /// <summary>
 /// Initializes a new instance of the <see cref="WashTradeFixedIncomeSubscriber"/> class.
 /// </summary>
 /// <param name="fixedIncomeRuleWashTradeFactory">
 /// The fixed income rule wash trade factory.
 /// </param>
 /// <param name="ruleParameterMapper">
 /// The rule parameter mapper.
 /// </param>
 /// <param name="universeFilterFactory">
 /// The universe filter factory.
 /// </param>
 /// <param name="brokerServiceFactory">
 /// The broker service factory.
 /// </param>
 /// <param name="logger">
 /// The logger.
 /// </param>
 public WashTradeFixedIncomeSubscriber(
     IFixedIncomeWashTradeFactory fixedIncomeRuleWashTradeFactory,
     IRuleParameterToRulesMapperDecorator ruleParameterMapper,
     IUniverseFilterFactory universeFilterFactory,
     IOrganisationalFactorBrokerServiceFactory brokerServiceFactory,
     ILogger <WashTradeFixedIncomeSubscriber> logger)
 {
     this.fixedIncomeRuleWashTradeFactory =
         fixedIncomeRuleWashTradeFactory ?? throw new ArgumentNullException(nameof(fixedIncomeRuleWashTradeFactory));
     this.ruleParameterMapper =
         ruleParameterMapper ?? throw new ArgumentNullException(nameof(ruleParameterMapper));
     this.universeFilterFactory =
         universeFilterFactory ?? throw new ArgumentNullException(nameof(universeFilterFactory));
     this.brokerServiceFactory =
         brokerServiceFactory ?? throw new ArgumentNullException(nameof(brokerServiceFactory));
     this.logger = logger ?? throw new ArgumentNullException(nameof(logger));
 }
示例#3
0
 /// <summary>
 /// Initializes a new instance of the <see cref="LayeringEquitySubscriber"/> class.
 /// </summary>
 /// <param name="equityRuleLayeringFactory">
 /// The equity rule layering factory.
 /// </param>
 /// <param name="ruleParameterMapper">
 /// The rule parameter mapper.
 /// </param>
 /// <param name="universeFilterFactory">
 /// The universe filter factory.
 /// </param>
 /// <param name="brokerServiceFactory">
 /// The broker service factory.
 /// </param>
 /// <param name="decoratorFilterFactory">
 /// The decorator filter factory.
 /// </param>
 /// <param name="logger">
 /// The logger.
 /// </param>
 public LayeringEquitySubscriber(
     IEquityRuleLayeringFactory equityRuleLayeringFactory,
     IRuleParameterToRulesMapperDecorator ruleParameterMapper,
     IUniverseFilterFactory universeFilterFactory,
     IOrganisationalFactorBrokerServiceFactory brokerServiceFactory,
     IHighVolumeVenueDecoratorFilterFactory decoratorFilterFactory,
     ILogger <LayeringEquitySubscriber> logger)
 {
     this.equityRuleLayeringFactory = equityRuleLayeringFactory
                                      ?? throw new ArgumentNullException(nameof(equityRuleLayeringFactory));
     this.ruleParameterMapper =
         ruleParameterMapper ?? throw new ArgumentNullException(nameof(ruleParameterMapper));
     this.universeFilterFactory =
         universeFilterFactory ?? throw new ArgumentNullException(nameof(universeFilterFactory));
     this.brokerServiceFactory =
         brokerServiceFactory ?? throw new ArgumentNullException(nameof(brokerServiceFactory));
     this.decoratorFilterFactory =
         decoratorFilterFactory ?? throw new ArgumentNullException(nameof(decoratorFilterFactory));
     this.logger = logger ?? throw new ArgumentNullException(nameof(logger));
 }