John Colvin
0aaa6e18fd
MarketDataGateway still exists, but is greatly simplified. It creates several `IMarketDataProvider`s, each of which generates a list of `IMarketDataSource`s. The market data sources provide market data to an `IMarketDataListener`. * EmumbaMarketDataProvider * CCApiMarketDataProvider * PyMarketDataProvider * OnixsMarketDataProvider * ReplayMarketDataProvider As a side effect, individual py market data sources are now explicitly limited to a single venue (it probably should have been this way all along, since the shared memory writers do not expect updates to involve multiple venues).