public GauntletEngine(TradeLink.API.Response r, TickFileFilter tff) { _r = r; _r.SendOrderEvent += new OrderSourceDelegate(_r_SendOrder); _r.SendCancelEvent += new LongSourceDelegate(_r_SendCancel); _tff = tff; _h = new MultiSimImpl(_tff); _h.GotTick += new TickDelegate(_h_GotTick); SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel); SimBroker.GotOrder += new OrderDelegate(_r.GotOrder); SimBroker.GotFill += new FillDelegate(_r.GotFill); }
public GauntletEngine(TradeLink.API.Response r, TickFileFilter tff) { _r = r; _r.SendOrder += new OrderDelegate(_r_SendOrder); _r.SendCancel += new UIntDelegate(_r_SendCancel); _tff = tff; _h = new HistSim(_tff); _h.GotTick += new TickDelegate(_h_GotTick); _h.SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel); _h.SimBroker.GotOrder += new OrderDelegate(_r.GotOrder); _h.SimBroker.GotFill += new FillDelegate(_r.GotFill); }
public GauntletEngine(TradeLink.API.Response r, HistSim h) { responseengine = r; bindresponse(ref responseengine); myhistsim = h; bindsim(ref myhistsim); SimBroker = new Broker(); SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel); SimBroker.GotOrder += new OrderDelegate(responseengine.GotOrder); SimBroker.GotFill += new FillDelegate(responseengine.GotFill); }
public GauntletEngine(TradeLink.API.Response r, TickFileFilter inittff) { responseengine = r; responseengine.SendOrderEvent += new OrderSourceDelegate(_r_SendOrder); responseengine.SendCancelEvent += new LongSourceDelegate(_r_SendCancel); responseengine.SendDebugEvent += new DebugDelegate(_r_SendDebugEvent); tff = inittff; myhistsim = new MultiSimImpl(tff); myhistsim.GotTick += new TickDelegate(_h_GotTick); SimBroker.GotOrderCancel += new OrderCancelDelegate(SimBroker_GotOrderCancel); SimBroker.GotOrder += new OrderDelegate(responseengine.GotOrder); SimBroker.GotFill += new FillDelegate(responseengine.GotFill); }