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);
}
}
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);
}
}