private void SubscribeToInstrument(ProductKey productKey, string contract)
{
InstrumentLookupSubscription req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, productKey, contract);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
/// <summary>
/// Shuts down the TT API
/// </summary>
public void Dispose()
{
lock (m_lock)
{
if (!m_disposed)
{
// Unattached callbacks and dispose of all subscriptions
if (m_req != null)
{
m_req.Update -= m_req_Update;
m_req.Dispose();
m_req = null;
}
if (m_ps != null)
{
m_ps.FieldsUpdated -= m_ps_FieldsUpdated;
m_ps.Dispose();
m_ps = null;
}
// Begin shutdown the TT API
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
m_disposed = true;
}
}
}
/// <summary>
/// Clean up TTAPI objects
/// </summary>
public void Dispose()
{
lock (m_lock)
{
if (!m_disposed)
{
// Detach callbacks and dispose of all subscriptions
if (m_req != null)
{
m_req.Dispose();
m_req = null;
}
if (m_tsSub != null)
{
m_tsSub.Dispose();
}
m_tsSub = null;
}
// Shutdown the Dispatcher
if (m_disp != null)
{
m_disp.BeginInvokeShutdown();
m_disp = null;
}
m_disposed = true;
}
}
/// <summary>
/// Find a given instrument based on the InstrumentKey.
/// </summary>
/// <param name="instrumentKey">InstrumentKey</param>
private void findInstrument(InstrumentKey instrumentKey)
{
InstrumentLookupSubscription sub = new InstrumentLookupSubscription(m_session, m_dispatcher, instrumentKey);
sub.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupSubscription_Update);
sub.Start();
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup the leg instruments
ProductKey prodKeyLeg = new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN");
// We will use a dictionary to hold all instrument requests and update it when each instrument is found.
// Once all lookup requests for the legs are complete, we can continue with the creation of the spread.
// tagValue will be used in the dictionary to identify each lookup request.
int tagValue = 1000;
m_req1 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Mar13");
m_req1.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req1.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req1.Start();
tagValue++;
m_req2 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Jun13");
m_req2.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req2.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req2.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
void CreateAutoSpreader(object sender, InstrumentLookupSubscriptionEventArgs e)
{
if (e.Instrument != null && e.Error == null)
{
// Instrument was found
Console.WriteLine("Found: {0}", e.Instrument.Name);
InstrumentDictionary.Add(e.Instrument.Key, e.Instrument);
// Update the dictionary to indicate that the instrument was found.
InstrumentLookupSubscription instrLookupSub = sender as InstrumentLookupSubscription;
if (SpreadLegKeys.ContainsKey((int)instrLookupSub.Tag))
{
SpreadLegKeys[(int)instrLookupSub.Tag] = e.Instrument;
}
}
else if (e.IsFinal)
{
// Instrument was not found and TT API has given up looking for it
Console.WriteLine("Cannot find instrument: {0}", e.Error.Message);
Subs.Dispose();
}
// If we have found all of the leg instruments, proceed with the creation of the spread.
if (HaveWeFoundAllLegs())
{
Console.WriteLine("All leg instruments have been found. Creating the spread...");
// SpreadDetails related properties
SpreadDetails spreadDetails = new SpreadDetails();
spreadDetails.Name = AutoSpreaderName;
for (int i = 0; i < DbTickerList.Count; i++)
{
Instrument instrument = SpreadLegKeys[i + 1];
var ValidOrderFeeds = instrument.GetValidOrderFeeds();
while (ValidOrderFeeds.Count == 0)
{
ValidOrderFeeds = instrument.GetValidOrderFeeds();
Console.WriteLine("Attempting to get valid forder feed for: " + DbTickerList[i]);
}
SpreadLegDetails spreadlegDetails = new SpreadLegDetails(instrument, ValidOrderFeeds[0].ConnectionKey);
spreadlegDetails.SpreadRatio = (int)RatioAndMultiplier["Ratio"][i];
spreadlegDetails.PriceMultiplier = RatioAndMultiplier["Multiplier"][i];
spreadlegDetails.CustomerName = "<DEFAULT>";
spreadlegDetails.PayupTicks = PayUpTicks;
spreadDetails.Legs.Append(spreadlegDetails);
}
// Create an AutospreaderInstrument corresponding to the synthetic spread
Air = new CreateAutospreaderInstrumentRequest(m_apiInstance.Session, Dispatcher.Current, spreadDetails);
Air.Completed += new EventHandler <CreateAutospreaderInstrumentRequestEventArgs>(m_casReq_Completed);
Air.Submit();
}
}
} //InstrumentCatalog_InstrumentsUpdated()
//
//
private void InstrumentLookup_InstrumentUpdated(object sender, InstrumentLookupSubscriptionEventArgs eventArgs)
{
if (eventArgs.Instrument != null && eventArgs.Error == null)
{
UVProd.InstrumentName instrName;
Instrument ttInstrument = eventArgs.Instrument;
if (TTConvertNew.TryConvert(ttInstrument, out instrName))
{ // Success in converting to our internal naming scheme.
InstrumentDetails details;
if (m_InstrumentDetails.TryGetValue(instrName, out details))
{ // This instrument was already added!
if (!ttInstrument.Key.Equals(details.Key))
{
Log.NewEntry(LogLevel.Warning, "{0}: Instrument {1} found before with non-unique key {2}!", this.Name, instrName.FullName, instrName.SeriesName);
}
else
{
Log.NewEntry(LogLevel.Warning, "{0}: Instrument {1} found before and keys match! Good.", this.Name, instrName.FullName);
}
}
else
{ // Add new InstrumentDetails
m_KeyToInstruments.Add(ttInstrument.Key, instrName);
m_InstrumentDetails.Add(instrName, ttInstrument.InstrumentDetails);
Log.NewEntry(LogLevel.Minor, "{0}: Instruments found {1} <---> {2}.", this.Name, instrName, ttInstrument.Key.ToString());
if (sender is InstrumentLookupSubscription)
{
InstrumentLookupSubscription instSubscription = (InstrumentLookupSubscription)sender;
if (!m_InstrumentLookups.ContainsValue(instSubscription))
{ // If user called for instr info using only a series name, and not key, we couldn't store subscription object then.
// Store it now!
m_InstrumentLookups.Add(ttInstrument.Key, instSubscription);
Log.NewEntry(LogLevel.Minor, "{0}: Adding new Instrument Subscription found {1}.", this.Name, instrName);
}
}
}
}
else
{ // Failed to convert TT instrument to a UV Instrument.
// This happens because either their name is too confusing to know what it is.
// Or, more likely, we are set to ignore the product type (options, equity, swaps).
Log.NewEntry(LogLevel.Warning, "{0}: Instrument creation failed for {1}.", this.Name, ttInstrument.Key.ToString());
}
OnInstrumentsFound();
}
else if (eventArgs.IsFinal)
{ // Instrument was not found and TTAPI has given up on looking.
if (eventArgs.Instrument != null)
{
Log.NewEntry(LogLevel.Warning, "{0}: TTAPI gave up looking for {1}.", this.Name, eventArgs.Instrument.Key.ToString());
}
else
{
Log.NewEntry(LogLevel.Warning, "{0}: TTAPI gave up looking for something. ", this.Name, eventArgs.RequestInfo.ToString());
}
}
}//InstrumentLookup_Callback()
public void FindInstrument(ProductKey productKey, string contract)
{
Console.WriteLine(String.Format("TT API FindInstrument {0} {1}", productKey, contract));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, productKey, contract);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
public void startInstrumentLookupSubscriptionsFromDataTable(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (DataRow item in TickerTable.Rows)
{
ttapiTicker currentTicker;
if (item.Field <bool>("IsSpreadQ"))
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field <string>("Ticker"), productType: "SPREAD");
}
else
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field <string>("Ticker"), productType: "FUTURE");
}
if (currentTicker.marketKey == "CME")
{
mkey = MarketKey.Cme;
}
else if (currentTicker.marketKey == "ICE_IPE")
{
mkey = MarketKey.Ice;
}
if (currentTicker.productType == "FUTURE")
{
ptype = ProductType.Future;
}
else if (currentTicker.productType == "SPREAD")
{
ptype = ProductType.Spread;
}
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Console.WriteLine(currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
//Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(MarketKey.Cme, ProductType.Spread, "CL"), "Nov16:-1xDec16");
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Begin work on this thread
/// </summary>
public void Init()
{
// Perform an instrument lookup
m_req = new InstrumentLookupSubscription(m_apiInstance.Session,
Dispatcher.Current,
new ProductKey(m_marketKey, m_productType, m_product), m_contract);
//m_req.Update += newEventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
m_req.Start();
}
public void SubscribeInstrument(TTInstrument ttinstr)
{
cout("TengineTT: Subscribing to Instrument: {0}", ttinstr);
InstrumentLookupSubscription req = new InstrumentLookupSubscription(m_TTAPI.Session, m_disp, ttinstr.ProductKey, ttinstr.Contract);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
m_lreq.Add(req);
req.Start();
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
private void FindInstrument(IList <InstrumentKey> keys)
{
if ((keys.Count > 0) && (keys.Count <= MAX_INSTRUMENT_COUNT))
{
SetComponentText(toolStripStatusLabel1, "Drag & Drop detected. Initializing instrument...");
// dispose of any current instrument models
if (m_bindingModels != null)
{
foreach (var entry in m_bindingModels)
{
entry.Value.ThreadID = "";
entry.Value.Exchange = "";
entry.Value.Product = "";
entry.Value.ProdType = "";
entry.Value.Contract = "";
entry.Value.BidPrice = "";
entry.Value.AskPrice = "";
entry.Value.LastPrice = "";
entry.Value.Dispatcher.BeginInvokeShutdown();
}
}
// Release any current data bindings
ReleaseDataBinding();
// (re) instantiate our binding instrument model
m_bindingModels = new Dictionary <InstrumentKey, InstrumentModel>(MAX_INSTRUMENT_COUNT);
// index assigned to each instrument which corresponds to the GUI output
int index = 1;
foreach (InstrumentKey key in keys)
{
Console.WriteLine(String.Format("TT API FindInstrument {0}", key.ToString()));
// create the model for the instrument & set the component data bindings
InstrumentModel model = new InstrumentModel(this);
SetDataBinding(index++, model);
// add the instrument model to our lookup table
m_bindingModels.Add(key, model);
// Instrument lookups are all still on the main application thread
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
}
else
{
MessageBox.Show("This application accepts a maximum of " + MAX_INSTRUMENT_COUNT + " contracts.");
}
}
/// <summary>
/// Perform the instrument lookups
/// </summary>
public void Init()
{
foreach (ContractDetails cd in m_lcd)
{
InstrumentLookupSubscription req = new InstrumentLookupSubscription(
m_apiInstance.Session, Dispatcher.Current,
new ProductKey(cd.m_marketKey, cd.m_productType, cd.m_product), cd.m_contract);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
m_lreq.Add(req);
req.Start();
}
}
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
Contract C = new Contract();
C.Init(this, MainForm, apiInstance);
InstrumentLookupSubscription req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, new ProductKey("CME", "FUTURE", "HE"), "Feb19");
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(C.req_Update);
req.Start();
MainForm.XtraderConnected("HE Feb19", C);
}
/// <summary>
/// Event notification for instrument lookup
/// </summary>
void m_req_Update(object sender, InstrumentLookupSubscriptionEventArgs e)
{
if (e.Instrument != null && e.Error == null)
{
// Instrument was found
Console.WriteLine("Found: {0}", e.Instrument.Name);
// Update the dictionary to indicate that the instrument was found.
InstrumentLookupSubscription instrLookupSub = sender as InstrumentLookupSubscription;
if (m_spreadLegKeys.ContainsKey((int)instrLookupSub.Tag))
{
m_spreadLegKeys[(int)instrLookupSub.Tag] = e.Instrument;
}
}
else if (e.IsFinal)
{
// Instrument was not found and TT API has given up looking for it
Console.WriteLine("Cannot find instrument: {0}", e.Error.Message);
Dispose();
}
// If we have found all of the leg instruments, proceed with the creation of the spread.
if (HaveWeFoundAllLegs())
{
Console.WriteLine("All leg instruments have been found. Creating the spread...");
// SpreadDetails related properties
SpreadDetails spreadDetails = new SpreadDetails();
spreadDetails.Name = "My Spread";
int i = 0;
// Add the legs to the SpreadDetails
foreach (Instrument instrument in m_spreadLegKeys.Values)
{
// In this example, the order is routed to the first order feed in the list of valid order feeds.
// You should use the order feed that is appropriate for your purposes.
SpreadLegDetails spreadlegDetails = new SpreadLegDetails(instrument, instrument.GetValidOrderFeeds()[0].ConnectionKey);
spreadlegDetails.SpreadRatio = (i % 2 == 0) ? 1 : -1;
spreadlegDetails.PriceMultiplier = (i % 2 == 0) ? 1 : -1;
spreadlegDetails.CustomerName = "<Default>";
spreadDetails.Legs.Append(spreadlegDetails);
i++;
}
// Create an AutospreaderInstrument corresponding to the synthetic spread
m_casReq = new CreateAutospreaderInstrumentRequest(m_apiInstance.Session, Dispatcher.Current, spreadDetails);
m_casReq.Completed += new EventHandler <CreateAutospreaderInstrumentRequestEventArgs>(m_casReq_Completed);
m_casReq.Submit();
}
}
/// <summary>
/// Launch an autospreader instrument to a selected order server.
/// First find the instrument then launch it to the selected order feed.
/// </summary>
private void buttonLaunch_Click(object sender, EventArgs e)
{
DataGridViewSelectedCellCollection selectedCells = dataGridViewSpreadView.SelectedCells;
if (selectedCells.Count > 0)
{
SpreadDetails currentSpreadDetails = ((MutableSpreadDetails)selectedCells[0].OwningRow.DataBoundItem).SpreadDetails;
InstrumentLookupSubscription instrumentLookupSubscription = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, currentSpreadDetails.InstrumentKey);
instrumentLookupSubscription.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupSubscription_Update);
instrumentLookupSubscription.Start();
}
}
void instrumentLookupRequest_Update(object sender, InstrumentLookupSubscriptionEventArgs e)
{
TTInstrument tti;
Console.WriteLine("ILR_Update on Thread");
if (e.Instrument != null && e.Error == null)
{
Console.WriteLine("SUBSCRIBED on thread: " + e.Instrument.Name);
// successfully subscribed to an instrument so request prices
if (e.Instrument.Key.IsAutospreader)
{
tti = processSpreadFound(e.Instrument);
}
else
{
tti = processInstrumentFound(e.Instrument);
// If this instrument request was tagged, then put this instrument request
// in sentInstrumentRequests with the tag as the key
InstrumentLookupSubscription instrumentRequest = sender as InstrumentLookupSubscription;
string tag = instrumentRequest.Tag as string;
if (tag != null && !tag.Equals(""))
{
_sentInstrumentRequests[tag] = tti;
}
}
if (OnInstrumentFound != null)
{
OnInstrumentFound(tti, true);
}
}
else if (e.IsFinal)
{
Console.WriteLine("{0} {1}", e.RequestInfo.IsByName, e.RequestInfo.InstrumentName);
// Instrument was not found and TTAPI has given up looking for it
if (e.Instrument == null)
{
tti = null;
}
else
{
tti = new TTInstrument(e.Instrument);
}
if (OnInstrumentFound != null)
{
OnInstrumentFound(tti, false);
}
}
}
/// <summary>
/// Shuts down the TT API
/// </summary>
public void Dispose()
{
lock (m_lock)
{
if (!m_disposed)
{
// Unattached callbacks and dispose of all subscriptions
if (m_req1 != null)
{
m_req1.Update -= m_req_Update;
m_req1.Dispose();
m_req1 = null;
}
if (m_req2 != null)
{
m_req2.Update -= m_req_Update;
m_req2.Dispose();
m_req2 = null;
}
if (m_ps != null)
{
m_ps.FieldsUpdated -= m_ps_FieldsUpdated;
m_ps.Dispose();
m_ps = null;
}
if (m_ts != null)
{
m_ts.OrderAdded -= m_ts_OrderAdded;
m_ts.OrderDeleted -= m_ts_OrderDeleted;
m_ts.OrderFilled -= m_ts_OrderFilled;
m_ts.OrderRejected -= m_ts_OrderRejected;
m_ts.OrderUpdated -= m_ts_OrderUpdated;
m_ts.Dispose();
m_ts = null;
}
if (m_casReq != null)
{
m_casReq.Completed -= m_casReq_Completed;
m_casReq.Dispose();
m_casReq = null;
}
// Begin shutdown the TT API
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
m_disposed = true;
}
}
}
private void UpdateInstrumentSubscription()
{
InstruSubscription instru;
if (_instruQueue.TryDequeue(out instru))
{
log.Info($"Suscribe to instrument: {instru.InstruId}");
priceSub = new InstrumentLookupSubscription(_apiInstance.Session, Dispatcher.Current, new InstrumentKey(instru.Market, instru.InstruType, instru.ProductName, instru.InstruId));
priceSub.Update += ReqUpdate;
m_lreq.Add(priceSub);
priceSub.Start();
}
}
/// <summary>
/// Click event which will initiate the price subscription
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btnConnect_Click(object sender, EventArgs e)
{
UpdateStatusBar("Connecting to Instrument...");
// Create a product key from the given values
ProductKey key = new ProductKey(this.txtExchange.Text,
(ProductType)this.cboProductType.SelectedItem,
this.txtProduct.Text);
// Find out instrument based on the previously created key and the contract name
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(this.m_TTAPI.Session, Dispatcher.Current, key, this.txtContract.Text);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
private void frmSOD_ManualFill_DragDrop(object sender, DragEventArgs e)
{
foreach (InstrumentKey key in e.Data.GetInstrumentKeys())
{
// Update the Status Bar text.
UpdateStatusBar(String.Format("TT API FindInstrument {0}", key.ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrRequest_Update);
instrRequest.Start();
// Only allow the first instrument.
break;
}
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
public void FindInstrument(IList<InstrumentKey> keys)
{
if (keys.Count == 1)
{
UpdateStatusBar("Drag & Drop detected. Initializing instrument...");
Console.WriteLine(String.Format("TT API FindInstrument {0}", keys[0].ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, keys[0]);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
else
{
MessageBox.Show("This application only accepts a single Contract");
}
}
public void shutdownTTAPI()
{
// Dispose of all request objects
if (req != null)
{
req.Dispose();
req = null;
}
// Shutdown the API
if (apiInstance != null)
{
apiInstance.Shutdown();
apiInstance = null;
}
}
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN"),
"Sep12");
req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
else
{
Console.WriteLine("Login Failed: " + e.Status.StatusMessage);
Dispose();
}
}
public void SubscribeToInstrument(InstrumentDescriptor descriptor)
{
if (_dispatcher.InvokeRequired())
{
_dispatcher.BeginInvoke(() =>
{
SubscribeToInstrument(descriptor);
});
return;
}
InstrumentLookupSubscription req = new InstrumentLookupSubscription(_apiSession, Dispatcher.Current, descriptor.ProductKey, descriptor.ContractName);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupRequest_Update);
req.Start();
}
void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "ES"),
"Mar13");
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
else
{
Console.WriteLine("Login Failed: " + e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
public void FindInstrument(IList <InstrumentKey> keys)
{
foreach (InstrumentKey key in keys)
{
// Update the Status Bar text.
UpdateStatusBar(String.Format("TT API FindInstrument {0}", key.ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += instrRequest_Completed;
instrRequest.Tag = key.ToString();
instrRequest.Start();
// Only allow the first instrument.
break;
}
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
public void FindInstrument(IList <InstrumentKey> keys)
{
if (keys.Count == 1)
{
UpdateStatusBar("Drag & Drop detected. Initializing instrument...");
Console.WriteLine(String.Format("TT API FindInstrument {0}", keys[0].ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, keys[0]);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
else
{
MessageBox.Show("This application only accepts a single Contract");
}
}
/// <summary>
/// Perform the instrument lookups
/// </summary>
public void Init()
{
foreach (ContractDetails cd in m_lcd)
{
InstrumentKey key = new InstrumentKey(new ProductKey(cd.m_marketKey, cd.m_productType, cd.m_product), cd.m_contract);
Console.WriteLine("Strategy1::Subscribing to Instrument: {0}", key);
InstrumentLookupSubscription req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, key);
/*InstrumentLookupSubscription req = new InstrumentLookupSubscription(
* m_apiInstance.Session, Dispatcher.Current,
* new ProductKey(cd.m_marketKey, cd.m_productType, cd.m_product), cd.m_contract);*/
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
m_lreq.Add(req);
req.Start();
}
}
public void SubscribeToInstrument(InstrumentKey key)
{
if (_dispatcher.InvokeRequired())
{
_dispatcher.BeginInvoke(() =>
{
SubscribeToInstrument(key);
});
return;
}
InstrumentLookupSubscription req = new InstrumentLookupSubscription(_apiSession, Dispatcher.Current, key);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupRequest_Update);
req.Start();
Console.WriteLine("SUBSCRIBETOINSTRUMENT REQUEST: " + key.ToString());
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN"),
"Sep13");
m_req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void startInstrumentLookupSubscriptions(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (string dbTicker in dbTickerList)
{
ttapiTicker currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker);
if (currentTicker.marketKey == "CME")
{
mkey = MarketKey.Cme;
}
else if (currentTicker.marketKey == "ICE_IPE")
{
mkey = MarketKey.Ice;
}
if (currentTicker.productType == "FUTURE")
{
ptype = ProductType.Future;
}
else if (currentTicker.productType == "SPREAD")
{
ptype = ProductType.Spread;
}
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void CreateInstrument(string marketName, string productTypeName, string productName, string contractName, string tag)
{
if (_dispatcher.InvokeRequired())
{
_dispatcher.BeginInvoke(() =>
{
CreateInstrument(marketName, productTypeName, productName, contractName, tag);
});
return;
}
InstrumentDescriptor descriptor = new InstrumentDescriptor(marketName, productTypeName, productName, contractName);
InstrumentLookupSubscription req = new InstrumentLookupSubscription(_apiSession, Dispatcher.Current, descriptor.ProductKey, descriptor.ContractName);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupRequest_Update);
req.Tag = tag; // Tag our request with our unique tag string
req.Start();
Console.WriteLine("CREATEINSTRUMENT REQUEST: " + descriptor.ToString());
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "ES"),
"Mar13");
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Shuts down the TT API
/// </summary>
public void Dispose()
{
lock(m_lock)
{
if (!m_disposed)
{
// Unattached callbacks and dispose of all subscriptions
if (m_req != null)
{
m_req.Update -= m_req_Update;
m_req.Dispose();
m_req = null;
}
if (m_ps != null)
{
m_ps.FieldsUpdated -= m_ps_FieldsUpdated;
m_ps.Dispose();
m_ps = null;
}
if (m_ts != null)
{
m_ts.OrderAdded -= m_ts_OrderAdded;
m_ts.OrderDeleted -= m_ts_OrderDeleted;
m_ts.OrderFilled -= m_ts_OrderFilled;
m_ts.OrderRejected -= m_ts_OrderRejected;
m_ts.OrderUpdated -= m_ts_OrderUpdated;
m_ts.Dispose();
m_ts = null;
}
// Begin shutdown the TT API
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
m_disposed = true;
}
}
}
/// <summary>
/// Find a given instrument based on the InstrumentKey.
/// </summary>
/// <param name="instrumentKey">InstrumentKey</param>
private void findInstrument(InstrumentKey instrumentKey)
{
InstrumentLookupSubscription sub = new InstrumentLookupSubscription(m_session, m_dispatcher, instrumentKey);
sub.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(instrumentLookupSubscription_Update);
sub.Start();
}
private void StartSpreadDetailsProcess()
{
// We will create a spread with 2 legs
Console.WriteLine("Find instruments for the legs...");
ProductKey prodKeyLeg = new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN");
// We will use a dictionary to hold all instrument requests and update it when each instrument is found.
// Once all lookup requests for the legs are complete, we can continue with the creation of the spread.
// tagValue will be used in the dictionary to identify each lookup request.
int tagValue = 1000;
req1 = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
prodKeyLeg,
"Sep12");
req1.Tag = tagValue;
spreadLegKeys.Add(tagValue, null);
req1.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(legReq_Update);
req1.Start();
tagValue++;
req2 = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
prodKeyLeg,
"Dec12");
req2.Tag = tagValue;
spreadLegKeys.Add(tagValue, null);
req2.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(legReq_Update);
req2.Start();
}
public void startInstrumentLookupSubscriptionsFromTTAPITickers(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (ttapiTicker ticker in TTAPITickerList)
{
if (ticker.marketKey == "CME")
mkey = MarketKey.Cme;
else if (ticker.marketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (ticker.productType == "FUTURE")
ptype = ProductType.Future;
else if (ticker.productType == "SPREAD")
ptype = ProductType.Spread;
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, ticker.productName), ticker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, ticker.productName), ticker.instrumentName);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Click event which will initiate the price subscription
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btnConnect_Click(object sender, EventArgs e)
{
UpdateStatusBar("Connecting to Instrument...");
// Create a product key from the given values
ProductKey key = new ProductKey(this.txtExchange.Text,
(ProductType)this.cboProductType.SelectedItem,
this.txtProduct.Text);
// Find out instrument based on the previously created key and the contract name
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(this.m_TTAPI.Session, Dispatcher.Current, key, this.txtContract.Text);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
public void StartInstrumentLookupSubscriptionsFromCatalog(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, inst.Key);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
Console.WriteLine(Ils.Instrument.Key.ToString());
IlsDictionary.Add(inst.Key, Ils);
Ils.Start();
//InstrumentCatalogSubscription ics2 = (InstrumentCatalogSubscription)sender;
//ics2.InstrumentsUpdated -= ics_InstrumentsUpdated;
//ics2.Dispose();
//ics2 = null;
}
TradingTechnologies.TTAPI.Product Prod = ((InstrumentCatalogSubscription)sender).Product;
PlsDictionary[Prod.Key].Update -= PLSEventHandler;
PlsDictionary[Prod.Key].Dispose();
PlsDictionary[Prod.Key] = null;
PlsDictionary.Remove(Prod.Key);
if ((PlsDictionary.Count == 0) & PlsDictionaryCompleteQ)
{
IlsDictionaryCompleteQ = true;
}
}
/// <summary>
/// Shuts down the TT API
/// </summary>
public void Dispose()
{
lock (m_lock)
{
if (!m_disposed)
{
// Unattached callbacks and dispose of all subscriptions
if (m_ts != null)
{
m_ts.Update -= m_ts_Update;
m_ts.Dispose();
m_ts = null;
}
if (m_req != null)
{
m_req.Update -= m_req_Update;
m_req.Dispose();
m_req = null;
}
// Begin shutdown the TT API
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
m_disposed = true;
}
}
}
protected virtual void Dispose(bool disposing)
{
if (!disposed)
{
if (disposing)
{
// Shutdown all subscriptions
if (req != null)
{
req.Dispose();
req = null;
}
if (ps != null)
{
ps.Dispose();
ps = null;
}
if (ts != null)
{
ts.Dispose();
ts = null;
}
// Shutdown the Dispatcher
if (disp != null)
{
disp.BeginInvokeShutdown();
disp = null;
}
// Shutdown the TT API
if (apiInstance != null)
{
apiInstance.Shutdown();
apiInstance = null;
}
}
}
disposed = true;
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup the leg instruments
ProductKey prodKeyLeg = new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN");
// We will use a dictionary to hold all instrument requests and update it when each instrument is found.
// Once all lookup requests for the legs are complete, we can continue with the creation of the spread.
// tagValue will be used in the dictionary to identify each lookup request.
int tagValue = 1000;
m_req1 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Mar13");
m_req1.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req1.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req1.Start();
tagValue++;
m_req2 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Jun13");
m_req2.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req2.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req2.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Perform the instrument lookups
/// </summary>
public void Init()
{
foreach (ContractDetails cd in m_lcd)
{
InstrumentLookupSubscription req = new InstrumentLookupSubscription(
m_apiInstance.Session, Dispatcher.Current,
new ProductKey(cd.m_marketKey, cd.m_productType, cd.m_product), cd.m_contract);
req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
m_lreq.Add(req);
req.Start();
}
}
private void button1_Click(object sender, EventArgs e)
{
for (int i = 0; i < FilteredList.Count; i++)
{
if (FilteredList[i].MarketKey == "CME")
mkey = MarketKey.Cme;
else if (FilteredList[i].MarketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (FilteredList[i].ProductType == "FUTURE")
ptype = ProductType.Future;
else if (FilteredList[i].ProductType == "SPREAD")
ptype = ProductType.Spread;
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ptype, FilteredList[i].ProductName),
FilteredList[i].InstrumentName);
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
}
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
public void FindInstrument(IList<InstrumentKey> keys)
{
foreach (InstrumentKey key in keys)
{
// Update the Status Bar text.
UpdateStatusBar(String.Format("TT API FindInstrument {0}", key.ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += instrRequest_Completed;
instrRequest.Tag = key.ToString();
instrRequest.Start();
// Only allow the first instrument.
break;
}
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
private void FindInstrument(IList<InstrumentKey> keys)
{
if ((keys.Count > 0) && (keys.Count <= MAX_INSTRUMENT_COUNT))
{
SetComponentText(toolStripStatusLabel1, "Drag & Drop detected. Initializing instrument...");
// dispose of any current instrument models
if (m_bindingModels != null)
{
foreach (var entry in m_bindingModels)
{
entry.Value.ThreadID = "";
entry.Value.Exchange = "";
entry.Value.Product = "";
entry.Value.ProdType = "";
entry.Value.Contract = "";
entry.Value.BidPrice = "";
entry.Value.AskPrice = "";
entry.Value.LastPrice = "";
entry.Value.Dispatcher.BeginInvokeShutdown();
}
}
// Release any current data bindings
ReleaseDataBinding();
// (re) instantiate our binding instrument model
m_bindingModels = new Dictionary<InstrumentKey, InstrumentModel>(MAX_INSTRUMENT_COUNT);
// index assigned to each instrument which corresponds to the GUI output
int index = 1;
foreach (InstrumentKey key in keys)
{
Console.WriteLine(String.Format("TT API FindInstrument {0}", key.ToString()));
// create the model for the instrument & set the component data bindings
InstrumentModel model = new InstrumentModel(this);
SetDataBinding(index++, model);
// add the instrument model to our lookup table
m_bindingModels.Add(key, model);
// Instrument lookups are all still on the main application thread
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
}
else
{
MessageBox.Show("This application accepts a maximum of " + MAX_INSTRUMENT_COUNT + " contracts.");
}
}
public void startInstrumentLookupSubscriptionsFromDataTable(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (DataRow item in TickerTable.Rows)
{
ttapiTicker currentTicker;
if (item.Field<bool>("IsSpreadQ"))
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field<string>("Ticker"), productType: "SPREAD");
}
else
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field<string>("Ticker"), productType: "FUTURE");
}
if (currentTicker.marketKey == "CME")
mkey = MarketKey.Cme;
else if (currentTicker.marketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (currentTicker.productType == "FUTURE")
ptype = ProductType.Future;
else if (currentTicker.productType == "SPREAD")
ptype = ProductType.Spread;
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Console.WriteLine(currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
//Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(MarketKey.Cme, ProductType.Spread, "CL"), "Nov16:-1xDec16");
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
private void Form1_DragDrop(object sender, DragEventArgs e)
{
// If the Drop-data contains at least one contract, ...
if (e.Data.HasInstrumentKeys())
{
label2.Text = "";
foreach (InstrumentKey ik in e.Data.GetInstrumentKeys())
{
// Begin an instrument subscription
req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, ik);
req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
}
}
public void StartASEEventChain()
{
int TagValue = 1;
foreach (string dbTicker in DbTickerList)
{
ttapiTicker currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker);
if (currentTicker.marketKey == "CME")
mkey = MarketKey.Cme;
else if (currentTicker.marketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (currentTicker.productType == "FUTURE")
ptype = ProductType.Future;
else if (currentTicker.productType == "SPREAD")
ptype = ProductType.Spread;
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Ils.Tag = TagValue;
SpreadLegKeys.Add(TagValue, null);
TagValue++;
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(CreateAutoSpreader);
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
private void frmSOD_ManualFill_DragDrop(object sender, DragEventArgs e)
{
foreach (InstrumentKey key in e.Data.GetInstrumentKeys())
{
// Update the Status Bar text.
UpdateStatusBar(String.Format("TT API FindInstrument {0}", key.ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(instrRequest_Update);
instrRequest.Start();
// Only allow the first instrument.
break;
}
}
/// <summary>
/// Launch an autospreader instrument to a selected order server.
/// First find the instrument then launch it to the selected order feed.
/// </summary>
private void buttonLaunch_Click(object sender, EventArgs e)
{
DataGridViewSelectedCellCollection selectedCells = dataGridViewSpreadView.SelectedCells;
if (selectedCells.Count > 0)
{
SpreadDetails currentSpreadDetails = ((MutableSpreadDetails)selectedCells[0].OwningRow.DataBoundItem).SpreadDetails;
InstrumentLookupSubscription instrumentLookupSubscription = new InstrumentLookupSubscription(m_session, m_dispatcher, currentSpreadDetails.InstrumentKey);
instrumentLookupSubscription.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(instrumentLookupSubscription_Update);
instrumentLookupSubscription.Start();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Spread, "CL"),
"Calendar: 1xCL Nov16:-1xDec16");
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
m_fs = new FillsSubscription(m_apiInstance.Session, Dispatcher.Current);
m_fs.FillAdded += new EventHandler<FillAddedEventArgs>(m_fs_FillAdded);
m_fs.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
void ics_InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
//Console.WriteLine(e.GetType());
//sw.WriteLine(inst.Name);
//sw.Flush();
InstrumentList.Add(inst.Name);
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,inst.Key);
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
//Console.WriteLine(e. );
}
}
