void StartAlgo()
{
while (!m_price.IsValid || m_algo == null)
{
mre.WaitOne();
}
// To retrieve the list of parameters valid for the Algo you can call algo.AlgoParameters;
// Construct a dictionary of the parameters and the values to send out
Dictionary <string, object> algo_userparams = new Dictionary <string, object>
{
{ "Ignore Market State", true },
};
var lines = algo_userparams.Select(kvp => kvp.Key + ": " + kvp.Value.ToString());
Console.WriteLine(string.Join(Environment.NewLine, lines));
OrderProfile algo_op = m_algo.GetOrderProfile(m_instrument);
algo_op.LimitPrice = m_price;
algo_op.OrderQuantity = Quantity.FromDecimal(m_instrument, 5);;
algo_op.Side = OrderSide.Buy;
algo_op.OrderType = OrderType.Limit;
algo_op.Account = m_accounts.ElementAt(0);
algo_op.UserParameters = algo_userparams;
m_algoTradeSubscription.SendOrder(algo_op);
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for order book download complete. </summary>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_algoTradeSubscription_OrderBookDownload(object sender, OrderBookDownloadEventArgs e)
{
Console.WriteLine("Orderbook downloaded...");
//To retrieve the list of parameters valid for the Algo you can call
//algo.AlgoParameters;
//For an Iceberg Synthetic order here is the list of parameters you can set.
/***************************************************************************
* Strategy: TT_Iceberg
***************************************************************************
* ----------------------------------------------------------------------------------------------
* ORDER PROFILE PROPERTIES
* Name Type Required Updateable
* ----------------------------------------------------------------------------------------------
* OrderInstrumentID true false
* OrderQty true true
* OrderSide true false
* OrderAccount true false
* OrderType true false
* LimitPrice true true
*
*
* ----------------------------------------------------------------------------------------------------------------------
* USER PARAMETER PROPERTIES
* Name Type Required Updateable Algo Specific Enum
* -----------------------------------------------------------------------------------------------------------------------
* ChildTIF Int_t true false
* ParentTIF Int_t true false tt_net_sdk.tt_iceberg.ParentTIF
* DiscVal Qty_t true true
* DiscValType Int_t true true tt_net_sdk.tt_iceberg.DiscValType
* Variance Int_t false false
* LimitTicksAway Int_t false true
* LimitPriceType Int_t false false tt_net_sdk.tt_iceberg.LimitPriceType
* TriggerType Int_t false false tt_net_sdk.tt_iceberg.TriggerType
* TriggerPriceType Int_t false false tt_net_sdk.tt_iceberg.TriggerPriceType
* IsTrlTrg Boolean_t false false
* TriggerTicksAway Int_t false true
* WithATickType Int_t false false tt_net_sdk.tt_iceberg.WithATickType
* WithATick Qty_t false true
* STime UTCTimestamp_t false true
* ETime UTCTimestamp_t false true
* ETimeAct Int_t false false tt_net_sdk.tt_iceberg.ETimeAct
* AutoResubExpiredGTD Boolean_t false false
* ----------------------------------------------------------------------------------------------------------------------- */
// Get the accounts
m_accounts = m_api.Accounts;
//Construct a dictionary of the parameters and the values to send out
Dictionary <string, object> iceberg_userparams = new Dictionary <string, object>
{
{ "DiscVal", 5 },
{ "DiscValType", tt_net_sdk.tt_iceberg.DiscValType.Qty },
{ "ChildTIF", tt_net_sdk.TimeInForce.Day },
{ "ParentTIF", tt_net_sdk.tt_iceberg.ParentTIF.Day },
{ "ETimeAct", tt_net_sdk.tt_iceberg.ETimeAct.Cancel },
{ "STime", EpochTimeUtc(30) },
{ "ETime", EpochTimeUtc(60) },
};
var lines = iceberg_userparams.Select(kvp => kvp.Key + ": " + kvp.Value.ToString());
Console.WriteLine(string.Join(Environment.NewLine, lines));
OrderProfile iceberg_op = m_algo.GetOrderProfile(m_instrument);
iceberg_op.LimitPrice = m_price;
if (m_accounts.Count > 0)
{
iceberg_op.Account = m_accounts.ElementAt(0);
}
iceberg_op.Side = OrderSide.Buy;
iceberg_op.OrderType = OrderType.Limit;
iceberg_op.OrderQuantity = Quantity.FromDecimal(m_instrument, 10);
iceberg_op.TimeInForce = TimeInForce.Day;
iceberg_op.UserParameters = iceberg_userparams;
iceberg_op.UserTag = "IcebergAlgoUsertag";
iceberg_op.OrderTag = "IcebergAlgoOrderTag";
m_algoTradeSubscription.SendOrder(iceberg_op);
}