void OrderFilledEventHandler(object sender, FillAddedEventArgs e)
{
if (e.Fill.OrderTag == "DeltaHedge")
{
Instrument Inst = TTAPISubs.InstrumentDictionary[e.Fill.InstrumentKey];
string InstrumentName = Inst.Name.ToString();
if (!InstrumentName.Contains("Calendar"))
{
string FilledTicker = TA.TickerConverters.ConvertFromTTAPIFields2DB(Inst.Product.ToString(), Inst.Name.ToString());
string TickerHead = TA.TickerheadConverters.ConvertFromTT2DB(Inst.Product.ToString());
int FilledQuantity;
if (e.Fill.BuySell == BuySell.Buy)
{
FilledQuantity = e.Fill.Quantity;
}
else
{
FilledQuantity = -e.Fill.Quantity;
}
TA.Strategy.LoadTrade2Strategy(ticker: FilledTicker, trade_price: (decimal)TA.PriceConverters.FromTT2DB(ttPrice: Convert.ToDecimal(e.Fill.MatchPrice.ToString()),
tickerHead: TickerHead), trade_quantity: FilledQuantity, instrument: "F", alias: DeltaStrategyAlias, conn: conn);
}
}
}
void m_tradeSubscription_FillRecordAdded(object sender, FillAddedEventArgs e)
{
if (e.Fill.OpenClose == OpenClose.XRiskAdmin)
{
Console.WriteLine("FillRecordAdded (XRiskAdmin): {0}", e.Fill.FillKey);
UpdateManualFillAuditLog(e.Fill);
}
}
/// <summary>
/// A single fill has been received.
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
void m_FillSubscription_FillAdded(object sender, FillAddedEventArgs e)
{
string fillDetails = GetFillDetails(e.Fill);
AddItemToList("Added: " + fillDetails);
AddItemToTree(new TreeNode("Added: " + fillDetails));
m_FillCount++;
UpdateStatusBar("Total Fill Count: " + m_FillCount);
}
void m_tradeSubscription_AdminFillAdded(object sender, FillAddedEventArgs e)
{
if (e.Fill.OpenClose == OpenClose.StartOfDay)
{
Console.WriteLine("AdminFillAdded (StartOfDay): {0}", e.Fill.FillKey);
m_SODGridBoundComponent.UpdateOrAdd(e.Fill);
}
else if (e.Fill.OpenClose == OpenClose.XRiskAdmin)
{
Console.WriteLine("AdminFillAdded (XRiskAdmin): {0}", e.Fill.FillKey);
UpdateManualFillAuditLog(e.Fill);
}
}
void fs_FillAdded(object sender, FillAddedEventArgs e)
{
processFill(FillOriginator.TRADER, FillAction.ADD, e.Fill);
}
void ts_AdminFillAdded(object sender, FillAddedEventArgs e)
{
processFill(FillOriginator.ADMIN, FillAction.ADD, e.Fill);
}
/// <summary>
/// Event notification for a new fill
/// </summary>
void m_fil_FillAdded(object sender, FillAddedEventArgs e)
{
Console.WriteLine("Fill Added:");
Console.WriteLine(" Fill: FillKey={0}, InstrKey={1}, Qty={2}, MatchPrice={3}", e.Fill.FillKey, e.Fill.InstrumentKey, e.Fill.Quantity, e.Fill.MatchPrice);
}
/// <summary>
/// Event notification for a new fill
/// </summary>
void m_fs_FillAdded(object sender, FillAddedEventArgs e)
{
processFill("Fill Added:", e.Fill);
}
public void fs_FillAdded(object sender, FillAddedEventArgs e)
{
Console.WriteLine("Fill Added:");
Console.WriteLine(" Fill: FillKey={0}, InstrKey={1}, Qty={2}, MatchPrice={3}", e.Fill.FillKey, e.Fill.InstrumentKey, e.Fill.Quantity, e.Fill.MatchPrice);
}
void m_tradeSubscription_AdminFillAdded(object sender, FillAddedEventArgs e)
{
if (e.Fill.OpenClose == OpenClose.StartOfDay)
{
Console.WriteLine("AdminFillAdded (StartOfDay): {0}", e.Fill.FillKey);
m_SODGridBoundComponent.UpdateOrAdd(e.Fill);
}
else if (e.Fill.OpenClose == OpenClose.XRiskAdmin)
{
Console.WriteLine("AdminFillAdded (XRiskAdmin): {0}", e.Fill.FillKey);
UpdateManualFillAuditLog(e.Fill);
}
}
void m_tradeSubscription_FillRecordAdded(object sender, FillAddedEventArgs e)
{
if (e.Fill.OpenClose == OpenClose.XRiskAdmin)
{
Console.WriteLine("FillRecordAdded (XRiskAdmin): {0}", e.Fill.FillKey);
UpdateManualFillAuditLog(e.Fill);
}
}
void fs_FillAdded(object sender, FillAddedEventArgs e)
{
//Console.WriteLine("fs_FillAdded");
//Console.WriteLine(FillToString(e.Fill));
processFill(FillOriginator.TRADER, FillAction.ADD, e.Fill);
}
void ts_AdminFillAdded(object sender, FillAddedEventArgs e)
{
Console.WriteLine("AdminFillAdded");
//Console.WriteLine(FillToString(e.Fill));
processFill(FillOriginator.ADMIN, FillAction.ADD, e.Fill);
}
/// <summary>
/// A single fill has been received.
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
void m_FillSubscription_FillAdded(object sender, FillAddedEventArgs e)
{
string fillDetails = GetFillDetails(e.Fill);
AddItemToList("Added: " + fillDetails);
AddItemToTree(new TreeNode("Added: " + fillDetails));
m_FillCount++;
UpdateStatusBar("Total Fill Count: " + m_FillCount);
}
