public FuturesButterflyTTAPI(string u, string p)
{
m_username = u;
m_password = p;
mysql connection = new mysql();
conn = connection.conn;
string OutputFolder = TA.DirectoryNames.GetDirectoryName("daily");
StreamWriter LogFile = new StreamWriter(OutputFolder + "/FuturesButterfly.txt", true);
ButterflyLogger = new Logger(LogFile);
AutoSpreaderList = new List <ttapiUtils.AutoSpreader>();
AutoSpreaderDictionary = new Dictionary <string, ttapiUtils.AutoSpreader>();
Alias2AutoSpreaderDictionary = new Dictionary <string, string>();
TagDictionary = new Dictionary <string, string>();
LogTime1 = DateTime.MinValue;
PriceTableSymbolsReceived = new List <string>();
StrategyPositionDictionary = new Dictionary <string, DataTable>();
TTAPISubs = new ttapiUtils.Subscription(m_username, m_password);
SpreadList = new List <string>();
DateTime ReportDate = CalendarUtilities.BusinessDays.GetBusinessDayShifted(shiftInDays: -1);
DateTime TodayDate = DateTime.Now.Date;
ButterflyLogger.SW.WriteLine();
ButterflyLogger.Log("NOTES FOR " + TodayDate.ToString("MM/dd/yyyy"));
ButterflyLogger.Log(new String('-', 20));
string DirectoryName = TA.DirectoryNames.GetDirectoryName(ext: "ta");
string ButterflyOutputDirectoryName = TA.DirectoryNames.GetDirectoryName(ext: "futuresButterflyOutput");
string DirectoryExtension = TA.DirectoryNames.GetDirectoryExtension(directoryDate: ReportDate);
DataSet FollowupOutput = IOUtilities.ExcelDataReader.LoadFile(DirectoryName + "/" + DirectoryExtension + "/followup.xlsx");
DataTable ButterfliesFollowupSheet = FollowupOutput.Tables["butterflies"];
DataSet ButterfliesOutput = IOUtilities.ExcelDataReader.LoadFile(ButterflyOutputDirectoryName + "/" + DirectoryExtension + "/butterflies.xlsx");
DataTable ButterfliesSheet = ButterfliesOutput.Tables["good"];
PeriodicTimer = new System.Timers.Timer();
PeriodicTimer.Elapsed += new ElapsedEventHandler(PeriodicCall);
PeriodicTimer.Interval = 30000;
// And start it
PeriodicTimer.Enabled = true;
DataColumn SizeColumn = new DataColumn("Size", typeof(double));
SizeColumn.DefaultValue = 0;
ButterfliesSheet.Columns.Add(SizeColumn);
ButterfliesSheet.Columns.Add("Theme", typeof(string));
DataColumn ExistingThemePositionColumn = new DataColumn("ExistingThemePosition", typeof(double));
ExistingThemePositionColumn.DefaultValue = 0;
ButterfliesSheet.Columns.Add(ExistingThemePositionColumn);
ButterfliesSheet.Columns.Add("SlackFromTheme", typeof(double));
for (int i = 0; i < ButterfliesFollowupSheet.Rows.Count; i++)
{
StrategyUtilities.PositionManagerOutput PositionManagerOut = PositionManager.GetFuturesButterflyPosition(alias: ButterfliesFollowupSheet.Rows[i].Field <string>("Alias"),
asOfDate: TodayDate, conn: conn);
if (PositionManagerOut.CorrectPositionQ)
{
StrategyPositionDictionary.Add(ButterfliesFollowupSheet.Rows[i].Field <string>("Alias"), PositionManagerOut.SortedPosition);
}
}
DataTable ButterfliesFollowupSheetAdjusted = RiskManager.CalculateAdjustedDownside(dataTableInput: ButterfliesFollowupSheet, newTradesTable: ButterfliesSheet,
strategyPositionDictionary: StrategyPositionDictionary);
DataTable RiskAcrossTickerhead = RiskManager.AggregateRiskAcrossTickerHead(dataTableInput: ButterfliesFollowupSheetAdjusted);
Dictionary <string, double> RiskAcrossTheme = RiskManager.GetRiskAcrossTheme(dataTableInput: ButterfliesFollowupSheetAdjusted,
strategyPositionDictionary: StrategyPositionDictionary);
ButterfliesSheetFiltered = Filtering.GetFilteredNewTrades(butterfliesSheet: ButterfliesSheet, riskAcrossTickerhead: RiskAcrossTickerhead, riskAcrossTheme: RiskAcrossTheme);
DataColumn ButterflyQuantityColumn = new DataColumn("ButterflyQuantity", typeof(int));
ButterflyQuantityColumn.DefaultValue = 0;
ButterfliesSheetFiltered.Columns.Add(ButterflyQuantityColumn);
DataColumn Spread1QuantityColumn = new DataColumn("Spread1Quantity", typeof(int));
Spread1QuantityColumn.DefaultValue = 0;
ButterfliesSheetFiltered.Columns.Add(Spread1QuantityColumn);
DataColumn Spread2QuantityColumn = new DataColumn("Spread2Quantity", typeof(int));
Spread2QuantityColumn.DefaultValue = 0;
ButterfliesSheetFiltered.Columns.Add(Spread2QuantityColumn);
ButterfliesSheetFiltered.Columns.Add("Alias", typeof(string));
PriceTable = new DataTable();
PriceTable.Columns.Add("Ticker", typeof(string));
PriceTable.Columns.Add("TickerHead", typeof(string));
PriceTable.Columns.Add("IsAutoSpreaderQ", typeof(bool));
DataColumn BidPriceColumn = new DataColumn("BidPrice", typeof(double));
BidPriceColumn.DefaultValue = Double.NaN;
PriceTable.Columns.Add(BidPriceColumn);
DataColumn AskPriceColumn = new DataColumn("AskPrice", typeof(double));
AskPriceColumn.DefaultValue = Double.NaN;
PriceTable.Columns.Add(AskPriceColumn);
PriceTable.Columns.Add("BidQ", typeof(int));
PriceTable.Columns.Add("AskQ", typeof(int));
DataColumn ValidPriceColumn = new DataColumn("ValidPriceQ", typeof(bool));
ValidPriceColumn.DefaultValue = false;
PriceTable.Columns.Add(ValidPriceColumn);
for (int i = 0; i < ButterfliesSheetFiltered.Rows.Count; i++)
{
DataRow SelectedRow = ButterfliesSheetFiltered.Rows[i];
string Alias = "";
string Ticker1 = SelectedRow.Field <string>("ticker1");
string Ticker2 = SelectedRow.Field <string>("ticker2");
string Ticker3 = SelectedRow.Field <string>("ticker3");
if (SelectedRow.Field <double>("z1") < 0)
{
double FirstSpreadQuantity = Math.Round(SelectedRow.Field <double>("Size") / Math.Abs(SelectedRow.Field <double>("Downside")));
double SecondSpreadQuantity = Math.Round(FirstSpreadQuantity * SelectedRow.Field <double>("second_spread_weight_1"));
if (FirstSpreadQuantity < SecondSpreadQuantity)
{
SelectedRow["ButterflyQuantity"] = (int)FirstSpreadQuantity;
SelectedRow["Spread2Quantity"] = -(int)(SecondSpreadQuantity - FirstSpreadQuantity);
}
else if (FirstSpreadQuantity > SecondSpreadQuantity)
{
SelectedRow["ButterflyQuantity"] = (int)SecondSpreadQuantity;
SelectedRow["Spread1Quantity"] = (int)(FirstSpreadQuantity - SecondSpreadQuantity);
}
else
{
ButterfliesSheetFiltered.Rows[i]["ButterflyQuantity"] = (int)FirstSpreadQuantity;
}
Alias = SelectedRow.Field <string>("tickerHead") + Ticker1.Substring(Ticker1.Count() - 5, 5) + Ticker2.Substring(Ticker2.Count() - 5, 5) +
Ticker2.Substring(Ticker2.Count() - 5, 5) + Ticker3.Substring(Ticker3.Count() - 5, 5);
}
else if (ButterfliesSheetFiltered.Rows[i].Field <double>("z1") > 0)
{
double FirstSpreadQuantity = Math.Round(ButterfliesSheetFiltered.Rows[i].Field <double>("Size") / Math.Abs(ButterfliesSheetFiltered.Rows[i].Field <double>("Upside")));
double SecondSpreadQuantity = Math.Round(FirstSpreadQuantity * ButterfliesSheetFiltered.Rows[i].Field <double>("second_spread_weight_1"));
if (FirstSpreadQuantity < SecondSpreadQuantity)
{
SelectedRow["ButterflyQuantity"] = -(int)FirstSpreadQuantity;
SelectedRow["Spread2Quantity"] = (int)(SecondSpreadQuantity - FirstSpreadQuantity);
}
else if (FirstSpreadQuantity > SecondSpreadQuantity)
{
SelectedRow["ButterflyQuantity"] = -(int)SecondSpreadQuantity;
SelectedRow["Spread1Quantity"] = -(int)(FirstSpreadQuantity - SecondSpreadQuantity);
}
else
{
SelectedRow["ButterflyQuantity"] = (int)FirstSpreadQuantity;
}
Alias = SelectedRow.Field <string>("tickerHead") + Ticker2.Substring(Ticker2.Count() - 5, 5) + Ticker3.Substring(Ticker3.Count() - 5, 5) +
Ticker1.Substring(Ticker1.Count() - 5, 5) + Ticker2.Substring(Ticker2.Count() - 5, 5);
}
SelectedRow["Alias"] = Alias;
List <string> TickerList = new List <string> {
Ticker1 + "-" + Ticker2,
Ticker2 + "-" + Ticker3
};
ttapiUtils.AutoSpreader As = new ttapiUtils.AutoSpreader(dbTickerList: TickerList, payUpTicks: 2);
SpreadList.AddRange(TickerList);
AutoSpreaderList.Add(As);
AutoSpreaderDictionary.Add(As.AutoSpreaderName, As);
Alias2AutoSpreaderDictionary.Add(Alias, As.AutoSpreaderName);
TagDictionary.Add(As.AutoSpreaderName, "fut_but_fol_" + i);
DataRow PriceRow = PriceTable.NewRow();
PriceRow["Ticker"] = As.AutoSpreaderName;
PriceRow["TickerHead"] = SelectedRow.Field <string>("tickerHead");
PriceRow["IsAutoSpreaderQ"] = true;
PriceTable.Rows.Add(PriceRow);
}
HistoricPriceTable = GetPrice.GetFuturesPrice.getFuturesPrice4Ticker(tickerHeadList: ContractUtilities.ContractMetaInfo.FuturesButterflyTickerheadList,
dateTimeFrom: ReportDate, dateTimeTo: ReportDate, conn: conn);
DataRow [] StopList = ButterfliesFollowupSheet.Select("Recommendation='STOP'");
if (StopList.Length > 0)
{
ButterfliesStopSheet = StopList.CopyToDataTable();
ButterfliesStopSheet.Columns.Add("PnlMid", typeof(double));
ButterfliesStopSheet.Columns.Add("PnlWorst", typeof(double));
ButterfliesStopSheet.Columns.Add("ButterflyMidPrice", typeof(double));
ButterfliesStopSheet.Columns.Add("ButterflyWorstPrice", typeof(double));
ButterfliesStopSheet.Columns.Add("ButterflyQuantity", typeof(int));
ButterfliesStopSheet.Columns.Add("SpreadMidPrice", typeof(double));
ButterfliesStopSheet.Columns.Add("SpreadWorstPrice", typeof(double));
ButterfliesStopSheet.Columns.Add("SpreadQuantity", typeof(int));
DataColumn WorkingButterflyOrdersColumn = new DataColumn("WorkingButterflyOrders", typeof(int));
WorkingButterflyOrdersColumn.DefaultValue = 0;
ButterfliesStopSheet.Columns.Add(WorkingButterflyOrdersColumn);
DataColumn WorkingSpreadOrdersColumn = new DataColumn("WorkingSpreadOrders", typeof(int));
WorkingSpreadOrdersColumn.DefaultValue = 0;
ButterfliesStopSheet.Columns.Add(WorkingSpreadOrdersColumn);
for (int i = 0; i < StopList.Length; i++)
{
string Alias = StopList[i].Field <string>("Alias");
StrategyUtilities.PositionManagerOutput PositionManagerOut = PositionManager.GetFuturesButterflyPosition(alias: Alias, asOfDate: TodayDate, conn: conn);
DataTable StrategyPosition = PositionManagerOut.SortedPosition;
StrategyPosition.Columns.Add("ClosePrice", typeof(double));
for (int j = 0; j < StrategyPosition.Rows.Count; j++)
{
DataRow SelectedHistRow = HistoricPriceTable.Select("ticker='" + StrategyPosition.Rows[j].Field <string>("Ticker") + "'")[0];
StrategyPosition.Rows[j]["ClosePrice"] = SelectedHistRow.Field <decimal>("close_price");
}
List <string> TickerList = new List <string> {
StrategyPosition.Rows[0].Field <string>("Ticker") + "-" + StrategyPosition.Rows[1].Field <string>("Ticker"),
StrategyPosition.Rows[1].Field <string>("Ticker") + "-" + StrategyPosition.Rows[2].Field <string>("Ticker")
};
StrategyPositionDictionary[Alias] = StrategyPosition;
SpreadList.AddRange(TickerList);
if (PositionManagerOut.CorrectPositionQ)
{
ttapiUtils.AutoSpreader As = new ttapiUtils.AutoSpreader(dbTickerList: TickerList, payUpTicks: 2);
AutoSpreaderList.Add(As);
AutoSpreaderDictionary.Add(As.AutoSpreaderName, As);
Alias2AutoSpreaderDictionary.Add(Alias, As.AutoSpreaderName);
TagDictionary.Add(As.AutoSpreaderName, "fut_but_fol_" + (i + ButterfliesSheetFiltered.Rows.Count));
DataRow PriceRow = PriceTable.NewRow();
PriceRow["Ticker"] = As.AutoSpreaderName;
PriceRow["TickerHead"] = StrategyPosition.Rows[0].Field <string>("TickerHead");
PriceRow["IsAutoSpreaderQ"] = true;
PriceTable.Rows.Add(PriceRow);
}
else
{
ButterflyLogger.Log("Check " + Alias + " ! Position may be incorrect.");
}
}
SpreadList = SpreadList.Distinct().ToList();
SpreadTable = new DataTable();
SpreadTable.Columns.Add("Ticker", typeof(string));
SpreadTable.Columns.Add("IsSpreadQ", typeof(bool));
for (int i = 0; i < SpreadList.Count; i++)
{
DataRow SpreadRow = SpreadTable.NewRow();
SpreadRow["Ticker"] = SpreadList[i];
SpreadRow["IsSpreadQ"] = true;
SpreadTable.Rows.Add(SpreadRow);
DataRow PriceRow = PriceTable.NewRow();
PriceRow["Ticker"] = SpreadList[i];
string[] SpreadAsArray = SpreadList[i].Split(new char[] { '-' });
PriceRow["TickerHead"] = ContractUtilities.ContractMetaInfo.GetContractSpecs(SpreadAsArray[0]).tickerHead;
PriceRow["IsAutoSpreaderQ"] = false;
PriceTable.Rows.Add(PriceRow);
}
}
PriceTableSymbols = DataAnalysis.DataTableFunctions.GetColumnAsList <string>(dataTableInput: PriceTable, columnName: "Ticker");
TTAPISubs.TickerTable = SpreadTable;
TTAPISubs.AutoSpreaderList = AutoSpreaderList;
TTAPISubs.AsuUpdateList = new List <EventHandler <AuthenticationStatusUpdateEventArgs> > {
TTAPISubs.StartASESubscriptions, TTAPISubs.startInstrumentLookupSubscriptionsFromDataTable
};
//TTAPISubs.AsuUpdateList = new List<EventHandler<AuthenticationStatusUpdateEventArgs>> {TTAPISubs.startInstrumentLookupSubscriptionsFromDataTable };
TTAPISubs.ilsUpdateList = new List <EventHandler <InstrumentLookupSubscriptionEventArgs> > {
TTAPISubs.startPriceSubscriptions, TTAPISubs.startTradeSubscriptions
};
//TTAPISubs.ilsUpdateList = new List<EventHandler<InstrumentLookupSubscriptionEventArgs>> { TTAPISubs.startPriceSubscriptions};
TTAPISubs.priceUpdatedEventHandler = m_ps_FieldsUpdated;
TTAPISubs.orderFilledEventHandler = m_ts_OrderFilled;
}
public Algo(string u, string p)
{
m_username = u;
m_password = p;
NumBets = 3;
MaxBetSize = 700;
connection = new mysql();
conn = connection.conn;
string OutputFolder = TA.DirectoryNames.GetDirectoryName("daily");
StreamWriter LogFile = new StreamWriter(OutputFolder + "/IFS.txt", true);
IFSLogger = new Logger(LogFile);
DateTime ReportDate = CalendarUtilities.BusinessDays.GetBusinessDayShifted(shiftInDays: -1);
DateTime TodayDate = DateTime.Now.Date;
IFSLogger.SW.WriteLine();
IFSLogger.Log("NOTES FOR " + TodayDate.ToString("MM/dd/yyyy"));
IFSLogger.Log(new String('-', 20));
string DirectoryName = TA.DirectoryNames.GetDirectoryName(ext: "ifsOutput");
string DirectoryExtension = TA.DirectoryNames.GetDirectoryExtension(directoryDate: ReportDate);
DataSet PythonOutput = IOUtilities.ExcelDataReader.LoadFile(DirectoryName + "/" + DirectoryExtension + "/ifs.xlsx");
DataTable IfsSheet = PythonOutput.Tables["all"];
TradeTimer = new System.Timers.Timer();
TradeTimer.Elapsed += new ElapsedEventHandler(PeriodicCall);
TradeTimer.Interval = 30000;
// And start it
TradeTimer.Enabled = true;
DataColumn ExistingPositionColumn = new DataColumn("ExistingPosition", typeof(int));
ExistingPositionColumn.DefaultValue = 0;
IfsSheet.Columns.Add(ExistingPositionColumn);
DataColumn ExistingPositionAbsColumn = new DataColumn("ExistingPositionAbs", typeof(int));
ExistingPositionAbsColumn.DefaultValue = 0;
IfsSheet.Columns.Add(ExistingPositionAbsColumn);
IfsSheet.Columns.Add("Alias", typeof(string));
AutoSpreaderList = new List <ttapiUtils.AutoSpreader>();
AutoSpreaderDictionary = new Dictionary <string, ttapiUtils.AutoSpreader>();
SummaryTable = new DataTable();
SummaryTable.Columns.Add("Ticker", typeof(string));
SummaryTable.Columns.Add("TickerHead", typeof(string));
SummaryTable.Columns.Add("Tag", typeof(string));
SummaryTable.Columns.Add("Alias", typeof(string));
SummaryTable.Columns.Add("DescriptionString", typeof(string));
SummaryTable.Columns.Add("Settle", typeof(decimal));
SummaryTable.Columns.Add("Bid", typeof(double));
SummaryTable.Columns.Add("Ask", typeof(double));
SummaryTable.Columns.Add("Mid", typeof(double));
SummaryTable.Columns.Add("MidConverted", typeof(double));
SummaryTable.Columns.Add("SuggestedSize", typeof(int));
SummaryTable.Columns.Add("WorkingPosition", typeof(int));
DataColumn ExistingPositionColumn2 = new DataColumn("ExistingPosition", typeof(int));
ExistingPositionColumn2.DefaultValue = 0;
SummaryTable.Columns.Add(ExistingPositionColumn2);
DataColumn ExistingPositionTickerHeadColumn = new DataColumn("ExistingPositionTickerHead", typeof(int));
ExistingPositionTickerHeadColumn.DefaultValue = 0;
SummaryTable.Columns.Add(ExistingPositionTickerHeadColumn);
DataColumn ValidPriceColumn = new DataColumn("ValidPrice", typeof(bool));
ValidPriceColumn.DefaultValue = false;
SummaryTable.Columns.Add(ValidPriceColumn);
SummaryTable.Columns.Add("Mean", typeof(double));
SummaryTable.Columns.Add("Std", typeof(double));
List <string> OpenStrategyList = TA.Strategy.GetFilteredOpenStrategyList(asOfDate: TodayDate, conn: conn, strategyClass: "ifs");
for (int i = 0; i < OpenStrategyList.Count; i++)
{
StrategyUtilities.PositionManagerOutput PositionManagerOut = PositionManager.GetIfsPosition(alias: OpenStrategyList[i], asOfDate: TodayDate, conn: conn);
if (PositionManagerOut.CorrectPositionQ)
{
string SelectString = "contract1='" + PositionManagerOut.SortedPosition.Rows[0].Field <string>("Ticker") + "' and contract2='" +
PositionManagerOut.SortedPosition.Rows[1].Field <string>("Ticker") + "'";
if (PositionManagerOut.SortedPosition.Rows.Count == 3)
{
SelectString = SelectString + " and contract3='" + PositionManagerOut.SortedPosition.Rows[2].Field <string>("Ticker") + "'";
}
DataRow Row = IfsSheet.Select(SelectString)[0];
Row["ExistingPosition"] = Math.Round(PositionManagerOut.Scale);
Row["ExistingPositionAbs"] = Math.Abs(PositionManagerOut.Scale);
Row["Alias"] = OpenStrategyList[i];
}
else
{
IFSLogger.Log("Check " + OpenStrategyList[i] + " ! Position may be incorrect.");
}
}
DataTable newDataTable = IfsSheet.AsEnumerable()
.OrderBy(r => r.Field <string>("spread_description"))
.ThenByDescending(r => r.Field <double>("min_volume"))
.ThenByDescending(r => r.Field <int>("ExistingPositionAbs"))
.CopyToDataTable();
DataRow[] ExistingPositions = IfsSheet.Select("ExistingPositionAbs>0");
LiquidSpreads = newDataTable.AsEnumerable().GroupBy(r => r["spread_description"]).Select(w => w.First()).CopyToDataTable();
LiquidSpreads = LiquidSpreads.Select("upside<" + MaxBetSize).CopyToDataTable();
LiquidSpreads = LiquidSpreads.Select("spread_description='C_W' or spread_description='W_KW' or spread_description='S_BO_SM'").CopyToDataTable();
foreach (DataRow item in ExistingPositions)
{
LiquidSpreads.ImportRow(item);
}
LiquidSpreads = LiquidSpreads.AsEnumerable().GroupBy(r => r["ticker"]).Select(w => w.First()).CopyToDataTable();
for (int i = 0; i < LiquidSpreads.Rows.Count; i++)
{
List <string> TickerList = new List <string> {
LiquidSpreads.Rows[i].Field <string>("Contract1"), LiquidSpreads.Rows[i].Field <string>("Contract2"), LiquidSpreads.Rows[i].Field <string>("Contract3")
};
TickerList.RemoveAll(item => item == null);
AutoSpreaderList.Add(new ttapiUtils.AutoSpreader(dbTickerList: TickerList, payUpTicks: 2));
AutoSpreaderDictionary.Add(AutoSpreaderList[i].AutoSpreaderName, AutoSpreaderList[i]);
DataRow Row = SummaryTable.NewRow();
Row["Ticker"] = AutoSpreaderList[i].AutoSpreaderName;
Row["TickerHead"] = LiquidSpreads.Rows[i].Field <string>("spread_description");
Row["Tag"] = "ifs_" + i.ToString();
if (LiquidSpreads.Rows[i].Field <int>("ExistingPositionAbs") != 0)
{
Row["Alias"] = LiquidSpreads.Rows[i].Field <string>("alias");
Row["ExistingPosition"] = LiquidSpreads.Rows[i].Field <int>("ExistingPosition");
}
else
{
Row["Alias"] = LiquidSpreads.Rows[i].Field <string>("spread_description") + "_ifs_" + DateTime.Now.ToString("MMM-yyyy");
}
Row["DescriptionString"] = "strategy_class=ifs&betsize=" + MaxBetSize.ToString();
Row["WorkingPosition"] = 0;
Row["Settle"] = LiquidSpreads.Rows[i].Field <double>("settle");
Row["Mean"] = LiquidSpreads.Rows[i].Field <double>("mean10");
Row["Std"] = LiquidSpreads.Rows[i].Field <double>("std10");
Row["SuggestedSize"] = Math.Min(10, Math.Round(2 * MaxBetSize / (LiquidSpreads.Rows[i].Field <double>("upside") + Math.Abs(LiquidSpreads.Rows[i].Field <double>("downside")))));
SummaryTable.Rows.Add(Row);
}
List <string> TickerHeadList = DataAnalysis.DataTableFunctions.GetColumnAsList <string>(dataTableInput: SummaryTable, columnName: "TickerHead", uniqueQ: true);
foreach (string item in TickerHeadList)
{
DataRow[] RowList = SummaryTable.Select("TickerHead='" + item + "'");
int TotalPosition = 0;
foreach (DataRow Row in RowList)
{
TotalPosition += Row.Field <int>("ExistingPosition");
}
foreach (DataRow Row in RowList)
{
Row["ExistingPositionTickerHead"] = TotalPosition;
}
}
ASENameList = SummaryTable.AsEnumerable().Select(x => x.Field <string>("Ticker")).ToList();
TagList = SummaryTable.AsEnumerable().Select(x => x.Field <string>("Tag")).ToList();
TTAPISubs = new ttapiUtils.Subscription(m_username, m_password);
TTAPISubs.AutoSpreaderList = AutoSpreaderList;
TTAPISubs.AsuUpdateList = new List <EventHandler <AuthenticationStatusUpdateEventArgs> > {
TTAPISubs.StartASESubscriptions
};
TTAPISubs.priceUpdatedEventHandler = m_ps_FieldsUpdated;
TTAPISubs.orderFilledEventHandler = m_ts_OrderFilled;
TTAPISubs.OrderDeletedEventHandler = OrderDeleted;
}
