public AddOrder(CommandFactory commandFactory,
IFixMessageGenerator fixMessageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
OrderData orderData,
string execID)
{
_commandFactory = commandFactory;
_fixMessageGenerator = fixMessageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderData = orderData;
_execID = execID;
}
public CancelOrder(CommandFactory commandFactory,
IFixMessageGenerator messageGenerator,
OrderMediator orderMediator,
FixSessionID sessionID,
long orderID,
string clOrdID,
string origClOrdID,
string execID)
{
_commandFactory = commandFactory;
_messageGenerator = messageGenerator;
_orderMediator = orderMediator;
_sessionID = sessionID;
_orderID = orderID;
_clOrdID = clOrdID;
_origClOrdID = origClOrdID;
_execID = execID;
}
public ServerApplication(Action<string> messageCallback)
{
_messageCallback = messageCallback;
// Were this a production server I'd recommend getting all these types from a
// type provider layer (MEF, Castle, etc)
var sessionRepository = new SessionRepository();
var fixSessionFacade = new StandardFixFacade(messageCallback);
_sessionMediator = new SessionMediator(sessionRepository, fixSessionFacade);
_inputQueue = new CommandQueue();
_outputQueue = new CommandQueue();
var asyncProcessing = new TaskBasedCommandProcessingStrategy();
var syncProcessing = new SynchronousCommandProcessingStrategy();
_inputCommandProcessor = new CommandProcessor(asyncProcessing, _inputQueue);
_outputCommandProcessor = new CommandProcessor(syncProcessing, _outputQueue);
var orderMatcher = new StandardOrderMatcher();
var orderRepository = new StandardOrderRepository(orderMatcher);
_orderMediator = new OrderMediator(orderRepository, OnOrderMatched);
_commandFactory = new CommandFactory(_inputQueue,
_outputQueue,
_orderMediator,
_sessionMediator);
var messageHandlerCommandFactory = new MessageHandlerCommandFactory(_sessionMediator,
_commandFactory);
var fix42MessageGenerator = new Fix42MessageGenerator();
_fix42MessageHandler = new Fix42MessageHandler(messageHandlerCommandFactory,
fix42MessageGenerator,
fixSessionFacade,
GenExecID);
var fix44MessageGenerator = new Fix44MessageGenerator();
_fix44MessageHandler = new Fix44MessageHandler(messageHandlerCommandFactory,
fix44MessageGenerator,
fixSessionFacade,
GenExecID);
}
public MessageHandlerCommandFactory(SessionMediator sessionMediator,
CommandFactory commandFactory)
{
_sessionMediator = sessionMediator;
_commandFactory = commandFactory;
}
