Beispiel #1
0
        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);
            }
        }
Beispiel #2
0
        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);
            }
        }