public ModuleFramework(IUnityContainer container, IRegionManager regionManager, IEventAggregator eventAggregator,
IQuoteUpdateService quoteserviceupdate, IStrategyQuoteFeedService feedstrategyservice, ILoggerFacade logger)
{
this._container = container;
this._regionManager = regionManager;
this._eventAggregator = eventAggregator;
this._logger = logger;
this._quoteupdateservice = quoteserviceupdate;
this._feedstrategyservice = feedstrategyservice;
this._configmanagerservice = ServiceLocator.Current.GetInstance <IConfigManager>() as ConfigManager;
this._globalidservice = ServiceLocator.Current.GetInstance <IGlobalIdService>();
}
public ModuleFramework(IUnityContainer container, IRegionManager regionManager, IEventAggregator eventAggregator,
IQuoteUpdateService quoteserviceupdate, IStrategyQuoteFeedService feedstrategyservice, ILoggerFacade logger)
{
this._container = container;
this._regionManager = regionManager;
this._eventAggregator = eventAggregator;
this._logger = logger;
this._quoteupdateservice = quoteserviceupdate;
this._feedstrategyservice = feedstrategyservice;
this._configmanagerservice = ServiceLocator.Current.GetInstance<IConfigManager>() as ConfigManager;
this._globalidservice = ServiceLocator.Current.GetInstance<IGlobalIdService>();
}
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));
}
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));
}
