/// <summary>
/// Upon the application form loading, the TTDropHandler and TTInstrNotify objects
/// are initialized, and the required events are subscribed.
/// </summary>
public frmTimeAndSales()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the drag and drop handler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int)this.Handle);
// Subscribe to the drop and drag callback event.
m_TTDropHandler.OnNotifyDrop +=new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(m_TTDropHandler_OnNotifyDrop);
// Instantiate the instrument notification class
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Turn on trade data updates
m_TTInstrNotify.DeliverAllPriceUpdates = 1;
m_TTInstrNotify.EnablePriceUpdates = 1;
// Setup instrument notifier callbacks
m_TTInstrNotify.OnNotifyFound +=new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(m_TTInstrNotify_OnNotifyFound);
m_TTInstrNotify.OnPriceListUpdate +=new XTAPI._ITTInstrNotifyEvents_OnPriceListUpdateEventHandler(m_TTInstrNotify_OnPriceListUpdate);
}
public void init(XTAPI.TTInstrNotifyClass TTInstrNotify)
{
if (TTOrderSet != null && TTInstrObj != null && TTInstrNotify != null)
{
TTInstrNotify.DetachInstrument(TTInstrObj);
}
TTOrderSet = new XTAPI.TTOrderSetClass();
TTOrderSet.Alias = instrument.Product;
TTOrderSet.EnableFillCaching = 1;
TTOrderSet.EnableOrderSend = 1;
TTOrderSet.Set("NetLimits", false);
TTOrderSet.EnableOrderSetUpdates = 1;
TTOrderSet.EnableOrderFillData = 1;
TTOrderSet.EnableOrderAutoDelete = 1;
TTOrderSet.ClearQuotePosition(0, 0, 0);
TTInstrObj = new XTAPI.TTInstrObjClass();
TTInstrObj.Exchange = instrument.Exchange;
TTInstrObj.Product = instrument.Product;
TTInstrObj.Contract = instrument.Contract;
TTInstrObj.ProdType = instrument.ProductType;
TTInstrObj.Alias = instrument.Product;
TTInstrNotify.AttachInstrument(TTInstrObj);
XTAPI.TTOrderSelector orderSelector = TTInstrObj.CreateOrderSelector;
//match orders per account
XTAPI.TTOrderSelector acctSelector = new XTAPI.TTOrderSelectorClass();
acctSelector.AddTest("Acct", instrument.Account);
acctSelector.AllMatchesRequired = 1;
orderSelector.AddSelector(acctSelector);
orderSelector.AllMatchesRequired = 1;
TTOrderSet.OrderSelector = orderSelector;
TTOrderSet.Open(true);
TTInstrObj.OrderSet = TTOrderSet;
TTInstrObj.Open(1);
if (log.IsInfoEnabled)
{
System.Text.StringBuilder msg = new System.Text.StringBuilder("trading started for ")
.AppendFormat("{0} {1} {2} {3}"
, instrument.Account, instrument.Contract, instrument.Product, instrument.Exchange);
log.Info(msg);
}
}
private SpreadProc()
{
TTGate.RapidFillDelivery = 1;
TTInstrNotify = new XTAPI.TTInstrNotifyClass();
TTInstrNotify.UpdateFilter = "BID,ASK";
if(log.IsInfoEnabled)
log.Info("trading started for spread");
}
private SpreadProc()
{
TTGate.RapidFillDelivery = 1;
TTInstrNotify = new XTAPI.TTInstrNotifyClass();
TTInstrNotify.UpdateFilter = "BID,ASK";
if (log.IsInfoEnabled)
{
log.Info("trading started for spread");
}
}
/// <summary>
/// Upon the application form loading, the TTDropHandler, TTOrderSet, and TTInstrNotify
/// objects are initialized, and the required events are subscribed.
/// </summary>
public frmOrderUpdate()
{
InitializeComponent();
// Instantiate the TTDropHandler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int) this.Handle);
// Subscribe to the OnNotifyDrop event.
m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop);
// Instantiate the TTInstrNotify class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Subscribe to the OnNotifyFound event.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
// Instantiate the TTOrderSet class.
m_TTOrderSet = new XTAPI.TTOrderSetClass();
// Enable reject events
m_TTOrderSet.EnableOrderRejectData = 1;
// Set normal level of detail in our order status events
m_TTOrderSet.OrderStatusNotifyMode = XTAPI.enumOrderStatusNotifyMode.ORD_NOTIFY_NORMAL;
// Subscribe to the order status update events
m_TTOrderSet.OnOrderDeleted += new XTAPI._ITTOrderSetEvents_OnOrderDeletedEventHandler(m_TTOrderSet_OnOrderDeleted);
m_TTOrderSet.OnOrderFilled += new XTAPI._ITTOrderSetEvents_OnOrderFilledEventHandler(m_TTOrderSet_OnOrderFilled);
m_TTOrderSet.OnOrderHeld += new XTAPI._ITTOrderSetEvents_OnOrderHeldEventHandler(m_TTOrderSet_OnOrderHeld);
m_TTOrderSet.OnOrderSubmitted += new XTAPI._ITTOrderSetEvents_OnOrderSubmittedEventHandler(m_TTOrderSet_OnOrderSubmitted);
m_TTOrderSet.OnOrderUpdated += new XTAPI._ITTOrderSetEvents_OnOrderUpdatedEventHandler(m_TTOrderSet_OnOrderUpdated);
m_TTOrderSet.OnOrderRejected += new XTAPI._ITTOrderSetEvents_OnOrderRejectedEventHandler(m_TTOrderSet_OnOrderRejected);
// Set the Net Limits to false.
m_TTOrderSet.Set("NetLimits", false);
}
/// <summary>
/// Upon the application form loading, the TTDropHandler and TTInstrNotify objects
/// are initialized, and the required events are subscribed.
/// </summary>
public frmProfitLoss()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the drag and drop handler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int) this.Handle);
// Subscribe to the drop and drag callback event.
m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(m_TTDropHandler_OnNotifyDrop);
// Instantiate the TTInstrObj array for four TTInstrObj objects.
m_TTInstrObj = new XTAPI.TTInstrObj[4];
// Instantiate the instrument notification class
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Subscribe to the necessary TTInstrNotify events.
m_TTInstrNotify.OnNotifyFound +=new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(m_TTInstrNotify_OnNotifyFound);
m_TTInstrNotify.OnNotifyUpdate +=new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(m_TTInstrNotify_OnNotifyUpdate);
m_TTInstrNotify.OnOrderSetUpdate +=new XTAPI._ITTInstrNotifyEvents_OnOrderSetUpdateEventHandler(m_TTInstrNotify_OnOrderSetUpdate);
}
/// <summary>
/// Upon the application form loading, the TTDropHandler, TTOrderSet, and
/// TTInstrNotify objects are initialized, and the required events are subscribed.
/// </summary>
public frmModifyOrder()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the drag and drop handler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int) this.Handle);
// Associate the drop and drag callback event.
m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop);
// Instantiate the instrument notification class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Subscribe to the TTInstrNotify events.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
// Instantiate the TTOrderSet object.
m_TTOrderSet = new XTAPI.TTOrderSetClass();
}
/// <summary>
/// Upon the application form loading, the TTDropHandler and TTInstrNotify objects
/// are initialized, and the required events are subscribed.
/// </summary>
public frmPriceUpdateDepth()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the drag and drop handler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int) this.Handle);
// Associate the drop and drag callback event.
m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop);
// Instantiate the instrument notification class
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Setup the instrument notification call back functions
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
m_TTInstrNotify.OnNotifyDepthData += new XTAPI._ITTInstrNotifyEvents_OnNotifyDepthDataEventHandler(pNotify_OnNotifyDepthData);
// Enable the depth updates.
m_TTInstrNotify.EnableDepthUpdates = 1;
// Set the Depth levels to "0" which will return all available depth.
m_bidDepthValue = "BidDepth(0)";
m_askDepthValue = "AskDepth(0)";
}
/// <summary>
/// Upon the application form loading, the TTDropHandler and TTInstrNotify
/// objects are initialized, and the required events are subscribed.
/// </summary>
public frmOrderSelector()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the drag and drop handler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int) this.Handle);
// Associate the drop and drag callback event.
m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop);
// Instantiate the instrument notification class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Subscribe to the TTInstrNotify events.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
// Instantiate a TTOrderSet object for submitting orders.
m_TTOrderSetSendOrder = new XTAPI.TTOrderSetClass();
m_TTOrderSetSendOrder.Set("NetLimits",false);
m_TTOrderSetSendOrder.Open(1);
// Instantiate the the TTOrderSelector object.
m_TTOrderSelector = new XTAPI.TTOrderSelectorClass();
// Instantiate a TTOrderSet object for receiving orders.
m_TTOrderSetReceiveOrder = new XTAPI.TTOrderSetClass();
m_TTOrderSetReceiveOrder.OnOrderSetUpdate += new XTAPI._ITTOrderSetEvents_OnOrderSetUpdateEventHandler(m_TTOrderSet_OnOrderSetUpdate);
// Enable the TTOrderTracker and order updates.
m_TTOrderSetReceiveOrder.EnableOrderUpdateData = 1;
m_TTOrderSetReceiveOrder.EnableOrderSetUpdates = 1;
}
/// <summary>
/// Upon the application form loading, the TTDropHandler and TTInstrNotify
/// objects are initialized, and the required events are subscribed.
/// </summary>
public frmPriceUpdateDragDrop()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the drag and drop handler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int) this.Handle);
// Associate the drop and drag callback event.
m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop);
// Instantiate the instrument notification class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Setup the instrument notification call back functions.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
m_TTInstrNotify.OnNotifyUpdate += new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(this.m_TTInstrNotify_OnNotifyUpdate);
}
private void initQuotes()
{
// Instantiate the instrument notification class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
log("Loading Quotes config: " + realTimeLocation);
string[] lines = System.IO.File.ReadAllLines(realTimeLocation);
// Setup the instrument notification call back functions.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
m_TTInstrNotify.OnNotifyUpdate += new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(this.m_TTInstrNotify_OnNotifyUpdate);
log("Init Depth config");
m_TTInstrNotify.OnNotifyDepthData += new XTAPI._ITTInstrNotifyEvents_OnNotifyDepthDataEventHandler(pNotify_OnNotifyDepthData);
m_TTInstrNotify.EnableDepthUpdates = 1;
depths = new Hashtable(600);
string[] conf = null;
string raw = null;
foreach(string line in lines) {
try {
raw = line;
conf = line.Split(',');
XTAPI.TTInstrObj m_TTInstrObj = new XTAPI.TTInstrObj();
m_TTInstrObj.Exchange =conf[0];
m_TTInstrObj.Product =conf[1];
m_TTInstrObj.ProdType =conf[2];
m_TTInstrObj.Contract =conf[3];
m_TTInstrNotify.AttachInstrument(m_TTInstrObj);
// 1 authorize depth
//m_TTInstrObj.Open(1);
m_TTInstrObj.Open(0);
Console.WriteLine(conf[1]+" "+conf[3]+" Added");
} catch (Exception e)
{
log("Error!!! >>>"+e.Message+" "+line);
}
}
log(lines.Length+" Quotes Parsed");
}
/// <summary>
/// Upon the application form loading, the TTInstrNotify object is initialized,
/// and the required events are subscribed.
/// </summary>
public frmPriceUpdateManual()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the instrument notification class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Setup the instrument notification call back functions.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
m_TTInstrNotify.OnNotifyUpdate += new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(this.m_TTInstrNotify_OnNotifyUpdate);
m_TTInstrNotify.OnNotifyNotFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyNotFoundEventHandler(m_TTInstrNotify_OnNotifyNotFound);
}
