/// <summary> /// Upon the application form loading, the TTDropHandler and TTInstrNotify objects /// are initialized, and the required events are subscribed. /// </summary> public frmTimeAndSales() { // Required for Windows Form Designer support InitializeComponent(); // Instantiate the drag and drop handler class. m_TTDropHandler = new XTAPI.TTDropHandlerClass(); // Register the active form for drag and drop. m_TTDropHandler.RegisterDropWindow((int)this.Handle); // Subscribe to the drop and drag callback event. m_TTDropHandler.OnNotifyDrop +=new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(m_TTDropHandler_OnNotifyDrop); // Instantiate the instrument notification class m_TTInstrNotify = new XTAPI.TTInstrNotifyClass(); // Turn on trade data updates m_TTInstrNotify.DeliverAllPriceUpdates = 1; m_TTInstrNotify.EnablePriceUpdates = 1; // Setup instrument notifier callbacks m_TTInstrNotify.OnNotifyFound +=new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(m_TTInstrNotify_OnNotifyFound); m_TTInstrNotify.OnPriceListUpdate +=new XTAPI._ITTInstrNotifyEvents_OnPriceListUpdateEventHandler(m_TTInstrNotify_OnPriceListUpdate); }
public void init(XTAPI.TTInstrNotifyClass TTInstrNotify) { if (TTOrderSet != null && TTInstrObj != null && TTInstrNotify != null) { TTInstrNotify.DetachInstrument(TTInstrObj); } TTOrderSet = new XTAPI.TTOrderSetClass(); TTOrderSet.Alias = instrument.Product; TTOrderSet.EnableFillCaching = 1; TTOrderSet.EnableOrderSend = 1; TTOrderSet.Set("NetLimits", false); TTOrderSet.EnableOrderSetUpdates = 1; TTOrderSet.EnableOrderFillData = 1; TTOrderSet.EnableOrderAutoDelete = 1; TTOrderSet.ClearQuotePosition(0, 0, 0); TTInstrObj = new XTAPI.TTInstrObjClass(); TTInstrObj.Exchange = instrument.Exchange; TTInstrObj.Product = instrument.Product; TTInstrObj.Contract = instrument.Contract; TTInstrObj.ProdType = instrument.ProductType; TTInstrObj.Alias = instrument.Product; TTInstrNotify.AttachInstrument(TTInstrObj); XTAPI.TTOrderSelector orderSelector = TTInstrObj.CreateOrderSelector; //match orders per account XTAPI.TTOrderSelector acctSelector = new XTAPI.TTOrderSelectorClass(); acctSelector.AddTest("Acct", instrument.Account); acctSelector.AllMatchesRequired = 1; orderSelector.AddSelector(acctSelector); orderSelector.AllMatchesRequired = 1; TTOrderSet.OrderSelector = orderSelector; TTOrderSet.Open(true); TTInstrObj.OrderSet = TTOrderSet; TTInstrObj.Open(1); if (log.IsInfoEnabled) { System.Text.StringBuilder msg = new System.Text.StringBuilder("trading started for ") .AppendFormat("{0} {1} {2} {3}" , instrument.Account, instrument.Contract, instrument.Product, instrument.Exchange); log.Info(msg); } }
private SpreadProc() { TTGate.RapidFillDelivery = 1; TTInstrNotify = new XTAPI.TTInstrNotifyClass(); TTInstrNotify.UpdateFilter = "BID,ASK"; if(log.IsInfoEnabled) log.Info("trading started for spread"); }
private SpreadProc() { TTGate.RapidFillDelivery = 1; TTInstrNotify = new XTAPI.TTInstrNotifyClass(); TTInstrNotify.UpdateFilter = "BID,ASK"; if (log.IsInfoEnabled) { log.Info("trading started for spread"); } }
/// <summary> /// Upon the application form loading, the TTDropHandler, TTOrderSet, and TTInstrNotify /// objects are initialized, and the required events are subscribed. /// </summary> public frmOrderUpdate() { InitializeComponent(); // Instantiate the TTDropHandler class. m_TTDropHandler = new XTAPI.TTDropHandlerClass(); // Register the active form for drag and drop. m_TTDropHandler.RegisterDropWindow((int) this.Handle); // Subscribe to the OnNotifyDrop event. m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop); // Instantiate the TTInstrNotify class. m_TTInstrNotify = new XTAPI.TTInstrNotifyClass(); // Subscribe to the OnNotifyFound event. m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound); // Instantiate the TTOrderSet class. m_TTOrderSet = new XTAPI.TTOrderSetClass(); // Enable reject events m_TTOrderSet.EnableOrderRejectData = 1; // Set normal level of detail in our order status events m_TTOrderSet.OrderStatusNotifyMode = XTAPI.enumOrderStatusNotifyMode.ORD_NOTIFY_NORMAL; // Subscribe to the order status update events m_TTOrderSet.OnOrderDeleted += new XTAPI._ITTOrderSetEvents_OnOrderDeletedEventHandler(m_TTOrderSet_OnOrderDeleted); m_TTOrderSet.OnOrderFilled += new XTAPI._ITTOrderSetEvents_OnOrderFilledEventHandler(m_TTOrderSet_OnOrderFilled); m_TTOrderSet.OnOrderHeld += new XTAPI._ITTOrderSetEvents_OnOrderHeldEventHandler(m_TTOrderSet_OnOrderHeld); m_TTOrderSet.OnOrderSubmitted += new XTAPI._ITTOrderSetEvents_OnOrderSubmittedEventHandler(m_TTOrderSet_OnOrderSubmitted); m_TTOrderSet.OnOrderUpdated += new XTAPI._ITTOrderSetEvents_OnOrderUpdatedEventHandler(m_TTOrderSet_OnOrderUpdated); m_TTOrderSet.OnOrderRejected += new XTAPI._ITTOrderSetEvents_OnOrderRejectedEventHandler(m_TTOrderSet_OnOrderRejected); // Set the Net Limits to false. m_TTOrderSet.Set("NetLimits", false); }
/// <summary> /// Upon the application form loading, the TTDropHandler and TTInstrNotify objects /// are initialized, and the required events are subscribed. /// </summary> public frmProfitLoss() { // Required for Windows Form Designer support InitializeComponent(); // Instantiate the drag and drop handler class. m_TTDropHandler = new XTAPI.TTDropHandlerClass(); // Register the active form for drag and drop. m_TTDropHandler.RegisterDropWindow((int) this.Handle); // Subscribe to the drop and drag callback event. m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(m_TTDropHandler_OnNotifyDrop); // Instantiate the TTInstrObj array for four TTInstrObj objects. m_TTInstrObj = new XTAPI.TTInstrObj[4]; // Instantiate the instrument notification class m_TTInstrNotify = new XTAPI.TTInstrNotifyClass(); // Subscribe to the necessary TTInstrNotify events. m_TTInstrNotify.OnNotifyFound +=new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(m_TTInstrNotify_OnNotifyFound); m_TTInstrNotify.OnNotifyUpdate +=new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(m_TTInstrNotify_OnNotifyUpdate); m_TTInstrNotify.OnOrderSetUpdate +=new XTAPI._ITTInstrNotifyEvents_OnOrderSetUpdateEventHandler(m_TTInstrNotify_OnOrderSetUpdate); }
/// <summary> /// Upon the application form loading, the TTDropHandler, TTOrderSet, and /// TTInstrNotify objects are initialized, and the required events are subscribed. /// </summary> public frmModifyOrder() { // Required for Windows Form Designer support InitializeComponent(); // Instantiate the drag and drop handler class. m_TTDropHandler = new XTAPI.TTDropHandlerClass(); // Register the active form for drag and drop. m_TTDropHandler.RegisterDropWindow((int) this.Handle); // Associate the drop and drag callback event. m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop); // Instantiate the instrument notification class. m_TTInstrNotify = new XTAPI.TTInstrNotifyClass(); // Subscribe to the TTInstrNotify events. m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound); // Instantiate the TTOrderSet object. m_TTOrderSet = new XTAPI.TTOrderSetClass(); }
/// <summary> /// Upon the application form loading, the TTDropHandler and TTInstrNotify objects /// are initialized, and the required events are subscribed. /// </summary> public frmPriceUpdateDepth() { // Required for Windows Form Designer support InitializeComponent(); // Instantiate the drag and drop handler class. m_TTDropHandler = new XTAPI.TTDropHandlerClass(); // Register the active form for drag and drop. m_TTDropHandler.RegisterDropWindow((int) this.Handle); // Associate the drop and drag callback event. m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop); // Instantiate the instrument notification class m_TTInstrNotify = new XTAPI.TTInstrNotifyClass(); // Setup the instrument notification call back functions m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound); m_TTInstrNotify.OnNotifyDepthData += new XTAPI._ITTInstrNotifyEvents_OnNotifyDepthDataEventHandler(pNotify_OnNotifyDepthData); // Enable the depth updates. m_TTInstrNotify.EnableDepthUpdates = 1; // Set the Depth levels to "0" which will return all available depth. m_bidDepthValue = "BidDepth(0)"; m_askDepthValue = "AskDepth(0)"; }
/// <summary> /// Upon the application form loading, the TTDropHandler and TTInstrNotify /// objects are initialized, and the required events are subscribed. /// </summary> public frmOrderSelector() { // Required for Windows Form Designer support InitializeComponent(); // Instantiate the drag and drop handler class. m_TTDropHandler = new XTAPI.TTDropHandlerClass(); // Register the active form for drag and drop. m_TTDropHandler.RegisterDropWindow((int) this.Handle); // Associate the drop and drag callback event. m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop); // Instantiate the instrument notification class. m_TTInstrNotify = new XTAPI.TTInstrNotifyClass(); // Subscribe to the TTInstrNotify events. m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound); // Instantiate a TTOrderSet object for submitting orders. m_TTOrderSetSendOrder = new XTAPI.TTOrderSetClass(); m_TTOrderSetSendOrder.Set("NetLimits",false); m_TTOrderSetSendOrder.Open(1); // Instantiate the the TTOrderSelector object. m_TTOrderSelector = new XTAPI.TTOrderSelectorClass(); // Instantiate a TTOrderSet object for receiving orders. m_TTOrderSetReceiveOrder = new XTAPI.TTOrderSetClass(); m_TTOrderSetReceiveOrder.OnOrderSetUpdate += new XTAPI._ITTOrderSetEvents_OnOrderSetUpdateEventHandler(m_TTOrderSet_OnOrderSetUpdate); // Enable the TTOrderTracker and order updates. m_TTOrderSetReceiveOrder.EnableOrderUpdateData = 1; m_TTOrderSetReceiveOrder.EnableOrderSetUpdates = 1; }
/// <summary> /// Upon the application form loading, the TTDropHandler and TTInstrNotify /// objects are initialized, and the required events are subscribed. /// </summary> public frmPriceUpdateDragDrop() { // Required for Windows Form Designer support InitializeComponent(); // Instantiate the drag and drop handler class. m_TTDropHandler = new XTAPI.TTDropHandlerClass(); // Register the active form for drag and drop. m_TTDropHandler.RegisterDropWindow((int) this.Handle); // Associate the drop and drag callback event. m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop); // Instantiate the instrument notification class. m_TTInstrNotify = new XTAPI.TTInstrNotifyClass(); // Setup the instrument notification call back functions. m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound); m_TTInstrNotify.OnNotifyUpdate += new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(this.m_TTInstrNotify_OnNotifyUpdate); }
private void initQuotes() { // Instantiate the instrument notification class. m_TTInstrNotify = new XTAPI.TTInstrNotifyClass(); log("Loading Quotes config: " + realTimeLocation); string[] lines = System.IO.File.ReadAllLines(realTimeLocation); // Setup the instrument notification call back functions. m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound); m_TTInstrNotify.OnNotifyUpdate += new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(this.m_TTInstrNotify_OnNotifyUpdate); log("Init Depth config"); m_TTInstrNotify.OnNotifyDepthData += new XTAPI._ITTInstrNotifyEvents_OnNotifyDepthDataEventHandler(pNotify_OnNotifyDepthData); m_TTInstrNotify.EnableDepthUpdates = 1; depths = new Hashtable(600); string[] conf = null; string raw = null; foreach(string line in lines) { try { raw = line; conf = line.Split(','); XTAPI.TTInstrObj m_TTInstrObj = new XTAPI.TTInstrObj(); m_TTInstrObj.Exchange =conf[0]; m_TTInstrObj.Product =conf[1]; m_TTInstrObj.ProdType =conf[2]; m_TTInstrObj.Contract =conf[3]; m_TTInstrNotify.AttachInstrument(m_TTInstrObj); // 1 authorize depth //m_TTInstrObj.Open(1); m_TTInstrObj.Open(0); Console.WriteLine(conf[1]+" "+conf[3]+" Added"); } catch (Exception e) { log("Error!!! >>>"+e.Message+" "+line); } } log(lines.Length+" Quotes Parsed"); }
/// <summary> /// Upon the application form loading, the TTInstrNotify object is initialized, /// and the required events are subscribed. /// </summary> public frmPriceUpdateManual() { // Required for Windows Form Designer support InitializeComponent(); // Instantiate the instrument notification class. m_TTInstrNotify = new XTAPI.TTInstrNotifyClass(); // Setup the instrument notification call back functions. m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound); m_TTInstrNotify.OnNotifyUpdate += new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(this.m_TTInstrNotify_OnNotifyUpdate); m_TTInstrNotify.OnNotifyNotFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyNotFoundEventHandler(m_TTInstrNotify_OnNotifyNotFound); }