public string SendOrder(string buySell, double price, InstrumentProc instrument)
{
XTAPI.TTOrderProfileClass TTOrderProfile = new XTAPI.TTOrderProfileClass();
TTOrderProfile.Instrument = instrument.ttInstrObj;
TTOrderProfile.Customer = "<Default>";
TTOrderProfile.Set("Acct", instrument.Account);
TTOrderProfile.Set("AcctType", "M1");
TTOrderProfile.Set("BuySell", buySell);
TTOrderProfile.Set("Qty", Convert.ToString(instrument.Size));
TTOrderProfile.Set("OrderType", "L");
TTOrderProfile.Set("Limit#", Convert.ToString(price));
TTOrderProfile.Set("FFT2", "M");
TTOrderProfile.Set("FFT3", "AutoMarket");
try
{
int submittedQuantity = instrument.ttOrderSet.get_SendOrder(TTOrderProfile);
}
catch (Exception ex) {
if (log.IsErrorEnabled)
{
log.Error(ex.StackTrace);
}
}
return(Convert.ToString(TTOrderProfile.get_GetLast("SiteOrderKey")));
}
public string SendOrder(string buySell, double price, InstrumentProc instrument)
{
XTAPI.TTOrderProfileClass TTOrderProfile = new XTAPI.TTOrderProfileClass();
TTOrderProfile.Instrument = instrument.ttInstrObj;
TTOrderProfile.Customer = "<Default>";
TTOrderProfile.Set("Acct", instrument.Account);
TTOrderProfile.Set("AcctType", "M1");
TTOrderProfile.Set("BuySell", buySell);
TTOrderProfile.Set("Qty", Convert.ToString(instrument.Size));
TTOrderProfile.Set("OrderType", "L");
TTOrderProfile.Set("Limit#", Convert.ToString(price));
TTOrderProfile.Set("FFT2", "M");
TTOrderProfile.Set("FFT3", "AutoMarket");
try
{
int submittedQuantity = instrument.ttOrderSet.get_SendOrder(TTOrderProfile);
}
catch (Exception ex) {
if (log.IsErrorEnabled) log.Error(ex.StackTrace);
}
return (Convert.ToString(TTOrderProfile.get_GetLast("SiteOrderKey")));
}
/// <summary>
/// This function sets up the TTOrderProfile and submits the order using the
/// TTOrderSet SendOrder method. The SiteOrderKey from the order submission
/// is saved internally and pushed to the UI.
/// </summary>
/// <param name="buySell">The side of the market to place the order on.</param>
private void SendOrder(string buySell)
{
try
{
XTAPI.TTOrderProfileClass orderProfile = new XTAPI.TTOrderProfileClass();
// Set the TTInstrObj to the TTOrderProfile.
orderProfile.Instrument = m_TTInstrObj;
// Set the customer default property (e.g. "<Default>").
orderProfile.Customer = cboCustomer.SelectedItem.ToString();
// Set for Buy or Sell.
orderProfile.Set("BuySell", buySell);
// Set the quantity.
orderProfile.Set("Qty", txtQuantity.Text.ToString());
// Set the order type to "L" for a limit order.
orderProfile.Set("OrderType", "L");
// Set the limit order price.
orderProfile.Set("Limit$", txtPrice.Text.ToString());
// Send the order by submitting the TTOrderProfile through the TTOrderSet.
int submittedQuantity = m_TTOrderSet.get_SendOrder(orderProfile);
// Obtain the SiteOrderKey for the last order submitted.
m_LastOrderSiteOrderKey = (string)orderProfile.get_GetLast("SiteOrderKey");
// Print the SiteOrderKey to the user interface.
txtSiteOrderKey.Text = m_LastOrderSiteOrderKey;
}
catch (Exception ex)
{
MessageBox.Show(ex.Message, "Exception");
}
}
/// <summary>
/// This function is called when an instrument is found after it is opened.
/// </summary>
/// <param name="pNotify">TTInstrNotify object</param>
/// <param name="pInstr">TTInstrObj object</param>
private void m_TTInstrNotify_OnNotifyFound(XTAPI.TTInstrNotify pNotify, XTAPI.TTInstrObj pInstr)
{
// Update the Status Bar text.
sbaStatus.Text = "Instrument Found.";
// Retrieve the instrument information using the TTInstrObj Get Properties.
Array data = (Array) pInstr.get_Get("Exchange,Product,ProdType,Contract");
txtExchange.Text = (string)data.GetValue(0);
txtProduct.Text = (string)data.GetValue(1);
txtProductType.Text = (string)data.GetValue(2);
txtContract.Text = (string)data.GetValue(3);
// Obtain the available customer names and add them to the ComboBox.
XTAPI.TTOrderProfileClass orderProfile = new XTAPI.TTOrderProfileClass();
foreach (string entry in orderProfile.Customers as Array)
{
cboCustomer.Items.Add(entry);
}
// Set the first item in the customer combo boxes.
cboCustomer.SelectedIndex = 0;
// Set the Net Limits to false.
m_TTOrderSet.Set("NetLimits",false);
// Open the TTOrderSet with send orders enabled.
m_TTOrderSet.Open(1);
// Enable the user interface items.
btnBuy.Enabled = true;
btnSell.Enabled = true;
cboCustomer.Enabled = true;
gboDeleteOrder.Enabled = true;
gboModifyOrder.Enabled = true;
}
/// <summary>
/// This function sets up the TTOrderProfile and submits the order using the
/// TTOrderSet SendOrder method.
/// </summary>
/// <param name="buySell">The side of the market to place the order on.</param>
private void SendOrder(string buySell)
{
// Set the TTInstrObj to the TTOrderProfile.
XTAPI.TTOrderProfileClass orderProfile = new XTAPI.TTOrderProfileClass();
orderProfile.Instrument = m_TTInstrObj;
try
{
// Set the customer default property (e.g. "<Default>").
orderProfile.Customer = cboCustomer.SelectedItem.ToString();
// Set for Buy or Sell.
orderProfile.Set("BuySell",buySell);
// Set the quantity.
orderProfile.Set("Qty",txtQuantity.Text.ToString());
// Determine which Order Type is selected.
if( cboOrderType.SelectedIndex == 0 ) // Market Order
{
// Set the order type to "M" for a market order.
orderProfile.Set("OrderType","M");
}
else if( cboOrderType.SelectedIndex == 1 ) // Limit Order
{
// Set the order type to "L" for a limit order.
orderProfile.Set("OrderType","L");
// Set the limit order price.
orderProfile.Set("Limit$",txtPrice.Text.ToString());
}
else if( cboOrderType.SelectedIndex == 2 ) // Stop Market Order
{
// Set the order type to "M" for a market order.
orderProfile.Set("OrderType","M");
// Set the order restriction to "S" for a stop order.
orderProfile.Set("OrderRestr","S");
// Set the stop price.
orderProfile.Set("Stop$",txtStopPrice.Text.ToString());
}
else if( cboOrderType.SelectedIndex == 3 ) // Stop Limit Order
{
// Set the order type to "L" for a limit order.
orderProfile.Set("OrderType","L");
// Set the order restriction to "S" for a stop order.
orderProfile.Set("OrderRestr","S");
// Set the limit price.
orderProfile.Set("Limit$",txtPrice.Text.ToString());
// Set the stop price.
orderProfile.Set("Stop$",txtStopPrice.Text.ToString());
}
// Send the order by submitting the TTOrderProfile through the TTOrderSet.
int submittedQty = m_TTOrderSet.get_SendOrder(orderProfile);
// Display the submitted quantity in the user interface.
txtOrderBook.Text += "Quantity Sent: " + submittedQty.ToString() + "\r\n";
}
catch (Exception ex)
{
// Display exception message.
MessageBox.Show(ex.Message, "Exception");
}
}
/// <summary>
/// This function sets up the TTOrderProfile and submits the order using the
/// TTOrderSet SendOrder method.
/// </summary>
/// <param name="buySell">The side of the market to place the order on.</param>
private void SendOrder(string buySell)
{
try
{
XTAPI.TTOrderProfileClass orderProfile = new XTAPI.TTOrderProfileClass();
// Set the TTInstrObj to the TTOrderProfile.
orderProfile.Instrument = m_TTInstrObj;
// Set the customer default property (e.g. "<Default>").
orderProfile.Customer = cboCustomer.SelectedItem.ToString();
// Set for Buy or Sell.
orderProfile.Set("BuySell", buySell);
// Set the quantity.
orderProfile.Set("Qty", txtQuantity.Text);
// Set the order type to "L" for a limit order.
orderProfile.Set("OrderType", "L");
// Set the limit order price.
orderProfile.Set("Limit$", txtPrice.Text);
// Send the order by submitting the TTOrderProfile through the TTOrderSet.
int submittedQuantity = m_TTOrderSet.get_SendOrder(orderProfile);
}
catch (Exception ex)
{
// Display exception message.
MessageBox.Show(ex.Message, "Exception");
}
}
