//
//
// *****************************************************************
// **** ExecutionListener_InstrumentsFound() ****
// *****************************************************************
/// <summary>
/// Called when our execution listener has found a new instrument. This means that it has also created
/// a market for this instrument which we can now have a pointer to in the quoter leg, as well as subscribe
/// to the MarketChanged events.
/// </summary>
/// <param name="sender"></param>
/// <param name="eventArgs"></param>
private void ExecutionListener_InstrumentsFound(object sender, EventArgs eventArgs)
{
//
// Gather and save pertinent information about the Instrument found.
//
InstrumentsFoundEventArgs instrEventArgs = (InstrumentsFoundEventArgs)eventArgs;
m_InstrumentDetails = instrEventArgs.InstrumentDetails;
m_FillBook = new FillBook(m_PriceLeg.InstrumentName.ToString(), m_InstrumentDetails.Multiplier);
if (double.IsNaN(m_QuoteTickSize)) // if our user hasn't defined this yet
{
m_QuoteTickSize = m_InstrumentDetails.TickSize; // set it to the default tick size here
}
m_IsLegSetUpComplete = true;
m_RiskManager.Start();
m_ExecutionContainer.ConfirmStrategyLaunched(); // confirm we are "launched"
}
