private void OnAsk(Event e)
{
DataEventCount++;
var ask = (Ask)e;
SyncLocalClockWithDataObject(ask);
SyncExchangeClockWithTick(ask, nameof(OnAsk));
BarFactory.OnData(ask);
this.framework.DataManager.OnAsk(ask);
this.framework.InstrumentManager.GetById(ask.InstrumentId).Ask = ask;
this.framework.ProviderManager.ExecutionSimulator.OnAsk(ask);
this.framework.StrategyManager.OnAsk(ask);
}
private void OnTrade(Event e)
{
DataEventCount++;
var trade = (Trade)e;
SyncLocalClockWithDataObject(trade);
SyncExchangeClockWithTick(trade, nameof(OnTrade));
BarFactory.OnData(trade);
this.framework.DataManager.OnTrade(trade);
this.framework.InstrumentManager.GetById(trade.InstrumentId).Trade = trade;
this.framework.ProviderManager.ExecutionSimulator.OnTrade(trade);
this.framework.StrategyManager.OnTrade(trade);
}
private void OnBid(Event e)
{
DataEventCount++;
var bid = (Bid)e;
SyncLocalClockWithDataObject(bid);
SyncExchangeClockWithTick(bid, nameof(OnBid));
BarFactory.OnData(bid);
this.framework.DataManager.OnBid(bid);
this.framework.InstrumentManager.GetById(bid.InstrumentId).Bid = bid;
this.framework.ProviderManager.ExecutionSimulator.OnBid(bid);
this.framework.StrategyManager.OnBid(bid);
}