/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "bitfinex-rest", "bitfinex-url", "bitfinex-api-secret", "bitfinex-api-key" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"BitfinexBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
var brokerage = new BitfinexBrokerage(
job.BrokerageData["bitfinex-url"],
job.BrokerageData["bitfinex-rest"],
job.BrokerageData["bitfinex-api-key"],
job.BrokerageData["bitfinex-api-secret"],
algorithm,
priceProvider,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager")));
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
/// <summary>
/// Create the Brokerage instance
/// </summary>
/// <param name="job"></param>
/// <param name="algorithm"></param>
/// <returns></returns>
public override IBrokerage CreateBrokerage(Packets.LiveNodePacket job, IAlgorithm algorithm)
{
var required = new[] { "bitfinex-rest", "bitfinex-url", "bitfinex-api-secret", "bitfinex-api-key" };
foreach (var item in required)
{
if (string.IsNullOrEmpty(job.BrokerageData[item]))
{
throw new Exception($"BitfinexBrokerageFactory.CreateBrokerage: Missing {item} in config.json");
}
}
var priceProvider = new ApiPriceProvider(job.UserId, job.UserToken);
var brokerage = new BitfinexBrokerage(
job.BrokerageData["bitfinex-url"],
job.BrokerageData["bitfinex-rest"],
job.BrokerageData["bitfinex-api-key"],
job.BrokerageData["bitfinex-api-secret"],
algorithm,
priceProvider);
Composer.Instance.AddPart <IDataQueueHandler>(brokerage);
return(brokerage);
}
/// <summary>
/// Initializes a new instance of the <see cref="BitfinexSubscriptionManager"/> class.
/// </summary>
public BitfinexSubscriptionManager(BitfinexBrokerage brokerage, string wssUrl, ISymbolMapper symbolMapper)
{
_brokerage = brokerage;
_wssUrl = wssUrl;
_symbolMapper = symbolMapper;
}
