示例#1
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 public SendOrderFill(SessionMediator sessionMediator,
                      OrderMatch orderMatch,
                      FixSessionID sessionID)
 {
     _sessionMediator = sessionMediator;
     _orderMatch = orderMatch;
     _sessionID = sessionID;
 }
示例#2
0
 public SendOrderFill(SessionMediator sessionMediator,
                      OrderMatch orderMatch,
                      FixSessionID sessionID)
 {
     _sessionMediator = sessionMediator;
     _orderMatch      = orderMatch;
     _sessionID       = sessionID;
 }
示例#3
0
 public SendAcceptNewOrder(SessionMediator sessionMediator,
                           FixSessionID sessionID,
                           IOrder order)
 {
     _sessionMediator = sessionMediator;
     _sessionID       = sessionID;
     _order           = order;
 }
示例#4
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 public SendAcceptNewOrder(SessionMediator sessionMediator,
                           FixSessionID sessionID,
                           IOrder order)
 {
     _sessionMediator = sessionMediator;
     _sessionID = sessionID;
     _order = order;
 }
示例#5
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 public CommandFactory(ICommandQueue incomingQueue,
                       ICommandQueue outgoingQuue,
                       OrderMediator orderMediator,
                       SessionMediator sessionMediator)
 {
     IncomingQueue = incomingQueue;
     OutgoingQueue = outgoingQuue;
     _orderMediator = orderMediator;
     _sessionMediator = sessionMediator;
 }
示例#6
0
 public CommandFactory(ICommandQueue incomingQueue,
                       ICommandQueue outgoingQuue,
                       OrderMediator orderMediator,
                       SessionMediator sessionMediator)
 {
     IncomingQueue    = incomingQueue;
     OutgoingQueue    = outgoingQuue;
     _orderMediator   = orderMediator;
     _sessionMediator = sessionMediator;
 }
示例#7
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 public SendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
                              SessionMediator sessionMediator,
                              IOrder cancelledOrder,
                              string execID,
                              FixSessionID sessionID)
 {
     _messageGenerator = messageGenerator;
     _sessionMediator  = sessionMediator;
     _order            = cancelledOrder;
     _execID           = execID;
     _sessionID        = sessionID;
 }
示例#8
0
 public SendAcceptOrderCancel(IFixMessageGenerator messageGenerator,
                              SessionMediator sessionMediator,
                              IOrder cancelledOrder,
                              string execID,
                              FixSessionID sessionID)
 {
     _messageGenerator = messageGenerator;
     _sessionMediator = sessionMediator;
     _order = cancelledOrder;
     _execID = execID;
     _sessionID = sessionID;
 }
 public void Main()
 {
     ISession session1 = SessionMediator.CreateSession();
     ISession session2 = SessionMediator.CreateSession();
     ISession session3 = SessionMediator.CreateSession();
     SessionMediator.ActiveSession(session1)
     Thread.Sleep(2000);
     Debug.Assert(session1.DurationActive == TimeSpan.FromSeconds(2));
     SessionMediator.ActiveSession(session2)
     Thread.Sleep(3000);
     Debug.Assert(session2.DurationActive == TimeSpan.FromSeconds(3));
     SessionMediator.ActiveSession(session1)
     Thread.Sleep(3000);
     Debug.Assert(session1.DurationActive == TimeSpan.FromSeconds(5));
 }
示例#10
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 public SendRejectNewOrder(IFixMessageGenerator messageGenerator,
                           SessionMediator sessionMediator,
                           OrderData orderData,
                           string execID,
                           string rejectionMessage,
                           int?rejectionCode,
                           FixSessionID sessionID)
 {
     _messageGenerator = messageGenerator;
     _sessionMediator  = sessionMediator;
     _order            = orderData;
     _execID           = execID;
     _rejectionMessage = rejectionMessage;
     _rejectionCode    = rejectionCode;
     _sessionID        = sessionID;
 }
示例#11
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 public SendRejectNewOrder(IFixMessageGenerator messageGenerator,
                           SessionMediator sessionMediator,
                           OrderData orderData,
                           string execID,
                           string rejectionMessage,
                           int? rejectionCode,
                           FixSessionID sessionID)
 {
     _messageGenerator = messageGenerator;
     _sessionMediator = sessionMediator;
     _order = orderData;
     _execID = execID;
     _rejectionMessage = rejectionMessage;
     _rejectionCode = rejectionCode;
     _sessionID = sessionID;
 }
示例#12
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 public SendRejectOrderCancel(IFixMessageGenerator messageGenerator,
                              SessionMediator sessionMediator,
                              int rejectionReason,
                              string rejectionReasonText,
                              long orderID,
                              string clOrdID,
                              string origClOrdID,
                              FixSessionID sessionID)
 {
     _messageGenerator = messageGenerator;
     _sessionMediator = sessionMediator;
     _rejectionReason = rejectionReason;
     _rejectionReasonText = rejectionReasonText;
     _orderID = orderID;
     _clOrdID = clOrdID;
     _origClOrdID = origClOrdID;
     _sessionID = sessionID;
 }
示例#13
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 public SendRejectOrderCancel(IFixMessageGenerator messageGenerator,
                              SessionMediator sessionMediator,
                              int rejectionReason,
                              string rejectionReasonText,
                              long orderID,
                              string clOrdID,
                              string origClOrdID,
                              FixSessionID sessionID)
 {
     _messageGenerator    = messageGenerator;
     _sessionMediator     = sessionMediator;
     _rejectionReason     = rejectionReason;
     _rejectionReasonText = rejectionReasonText;
     _orderID             = orderID;
     _clOrdID             = clOrdID;
     _origClOrdID         = origClOrdID;
     _sessionID           = sessionID;
 }