public TTInstrument CreateInstrument(string marketName, string productTypeName, string productName, string contractName)
{
string tag = TTHelper.GetUniqueTag();
EventInstruments.Instance.CreateInstrument(marketName, productTypeName, productName, contractName, tag);
/*InstrumentDescriptor descriptor = new InstrumentDescriptor(marketName, productTypeName, productName, contractName);
* string tag = TTHelper.GetUniqueTag();
* SubscribeToInstrument(descriptor, tag);*/
TTInstrument tti = null;
// Loop here to wait for the order to be returned via the API callbacks
const int TIMEOUT_COUNT = 100;
for (int i = 0; i < TIMEOUT_COUNT; i++)
{
if (sentInstrumentRequests.ContainsKey(tag))
{
tti = sentInstrumentRequests[tag];
sentInstrumentRequests.Remove(tag);
for (int j = 0; j < TIMEOUT_COUNT; j++)
{
if (tti.Last.IsValid == true)
{
break;
}
Thread.Sleep(50);
}
break;
}
Thread.Sleep(100);
}
return(tti);
}
public TTOrder SendOrder(TTInstrument instrument, BuySell buySell, OrderType orderType, Quantity quantity, Price price)
{
TTOrder tto = null;
OrderRoute orderRoute = instrument.OrderRoute;
// If the order route has not been set for this instrument, see if there is
// an OrderRouteInfo for this market (user sets using SetOrderRouteInfo method)
if (instrument.OrderRoute == null && orderRouteInfo.ContainsKey(instrument.Market.Name))
{
OrderRouteInfo info = orderRouteInfo[instrument.Market.Name];
string orderFeedName = info.OrderFeedName;
AccountType accountType = (AccountType)Enum.Parse(typeof(AccountType), info.AccountTypeName);
string accountName = info.AccountName;
OrderFeed feedToUse = null;
foreach (OrderFeed feed in instrument.EnabledOrderFeeds)
{
if (feed.Name.Equals(orderFeedName))
{
feedToUse = feed;
break;
}
}
orderRoute = new OrderRoute(feedToUse, accountType, accountName);
}
OrderProfile prof = new OrderProfile(orderRoute.OrderFeed, instrument.TTAPI_Instrument);
prof.BuySell = buySell;
prof.OrderType = orderType;
prof.OrderQuantity = quantity;
prof.LimitPrice = price;
prof.AccountType = orderRoute.AccountType;
prof.AccountName = orderRoute.AccountName;
string tag = TTHelper.GetUniqueTag();
prof.OrderTag = tag;
instrument.TTAPI_Instrument.Session.SendOrder(prof);
// Loop here to wait for the order to be returned via the API callbacks
const int TIMEOUT_COUNT = 300;
for (int i = 0; i < TIMEOUT_COUNT; i++)
{
if (sentOrders.ContainsKey(tag))
{
tto = sentOrders[tag];
sentOrders.Remove(tag);
break;
}
Thread.Sleep(10);
}
return(tto);
}
