/// <summary>
/// This method checks whether the two instrument keys are equal.
/// </summary>
/// <param name="key1"></param>
/// <param name="key2"></param>
/// <returns></returns>
public static bool IsTwoInstrumentEqual(TradingTechnologies.TTAPI.InstrumentKey key1, TradingTechnologies.TTAPI.InstrumentKey key2)
{
string keyString1 = TTConvert.ToString(key1);
string keyString2 = TTConvert.ToString(key2);
return(keyString1.Equals(keyString2));
}
//
//
//
//
//
public static bool TryCreateInstrumentKey(string keyString, out TradingTechnologies.TTAPI.InstrumentKey key)
{
key = new TradingTechnologies.TTAPI.InstrumentKey();
// Assume key has form: "XXXX PP PPPPP (TYPE) SSSSSSS"
// Where:
// exchange name "XXXX" has NO embedded spaces;
// product name "PP PPPPP" CAN have embedded spaces (like "IPE e-Gas Oil");
// there are NO extra parentheses, apart from those wrapping the instrument "TYPE"
string[] parts = keyString.Split(new char[] { ')', '(' }, StringSplitOptions.RemoveEmptyEntries);
if (parts.Length != 3)
{
return(false);
}
// Now we should have something like: ["ICE_IPE IPE e-Gas Oil ","FUTURE"," 198755"]
// Extract instrument type and series name from the last two terms.
string typeStr = parts[1].Trim();
string seriesName = parts[2].Trim();
// Extract product and exchange.
int n = parts[0].IndexOf(' '); // locate the FIRST space, assumed to be after the exchange name.
if (n < 0 || n >= parts[0].Length)
{
return(false);
}
string exchange = parts[0].Substring(0, n).Trim();
string productName = parts[0].Substring(n + 1, parts[0].Length - (n + 1)).Trim();
key = new TradingTechnologies.TTAPI.InstrumentKey(exchange, typeStr, productName, seriesName);
return(true);
}//TryCreateInstrumentKey()
public void SetAttributes(Dictionary <string, string> attributes)
{
this.Fill = new UV.Lib.OrderHubs.Fill();
((IStringifiable)this.Fill).SetAttributes(attributes);
FillType type;
TradingTechnologies.TTAPI.InstrumentKey ttInstrumentKey;
foreach (string key in attributes.Keys)
{
if (key == "Type" && Enum.TryParse <FillType>(attributes[key], out type))
{
this.Type = type;
}
else if (key == "InstrumentKey" && TTConvert.TryCreateInstrumentKey(attributes[key], out ttInstrumentKey))
{
this.TTInstrumentKey = ttInstrumentKey;
}
else if (key == "FillKey")
{
this.FillKey = attributes[key];
}
}
}
public FillEventArgs(TradingTechnologies.TTAPI.InstrumentKey ttKey, FillType fillType, UV.Lib.OrderHubs.Fill theFill)
{
this.TTInstrumentKey = ttKey;
this.Type = fillType;
this.Fill = theFill;
}
/// <summary>
/// Check whether the instrument key already exist.
/// </summary>
/// <param name="instrumentKey"></param>
/// <returns></returns>
public static bool CheckExistenceOfInstrumentKey(List <TradingTechnologies.TTAPI.InstrumentKey> keyList, TradingTechnologies.TTAPI.InstrumentKey instrumentKey)
{
foreach (TradingTechnologies.TTAPI.InstrumentKey key in keyList)
{
if (IsTwoInstrumentEqual(key, instrumentKey))
{
return(true);
}
}
return(false);
}
}//TryCreateInstrumentKey()
//
//
//
public static string ToString(TradingTechnologies.TTAPI.InstrumentKey ttKey)
{
return(string.Format("{0} ({1}) {2}", ttKey.ProductKey.Name, ttKey.ProductKey.Type, ttKey.SeriesKey));
}
