/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// Start Time & Sales subscriptions on a separate thread
List<ContractDetails> lcd1 = new List<ContractDetails>();
lcd1.Add(new ContractDetails(MarketKey.Cme, ProductType.Future, "ES", "Dec13"));
lcd1.Add(new ContractDetails(MarketKey.Cme, ProductType.Future, "NQ", "Dec13"));
Strategy1 s1 = new Strategy1(m_apiInstance, lcd1);
Thread workerThread1 = new Thread(s1.Start);
workerThread1.Name = "Strategy 1 Thread";
workerThread1.Start();
// Start more Time & Sales subscriptions on a separate thread
List<ContractDetails> lcd2 = new List<ContractDetails>();
lcd2.Add(new ContractDetails(MarketKey.Cbot, ProductType.Future, "ZB", "Dec13"));
lcd2.Add(new ContractDetails(MarketKey.Cbot, ProductType.Future, "ZN", "Dec13"));
Strategy2 s2 = new Strategy2(m_apiInstance, lcd2);
Thread workerThread2 = new Thread(s2.Start);
workerThread2.Name = "Strategy 2 Thread";
workerThread2.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (!e.Status.IsSuccess)
{
initSuccess = false;
initMessage = "Login failed: " + e.Status.StatusMessage;
}
AppStart();
}
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
StartSpreadDetailsProcess();
}
else
{
Console.WriteLine("Login Failed: " + e.Status.StatusMessage);
Dispose();
}
}
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
Contract C = new Contract();
C.Init(this, MainForm, apiInstance);
InstrumentLookupSubscription req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, new ProductKey("CME", "FUTURE", "HE"), "Feb19");
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(C.req_Update);
req.Start();
MainForm.XtraderConnected("HE Feb19", C);
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender,
AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
Console.WriteLine("TT API User Authentication Succeeded: {0}", e.Status.StatusMessage);
// Add code here to begin working with the TT API
}
else
{
Console.WriteLine("TT API User Authentication failed: {0}", e.Status.StatusMessage);
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
m_isStarted = true;
cout("TengineTT: TT Login successful!");
}
else
{
cout("TengineTT: TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
private void AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
log.Info("TT Login Succed");
ConnectionStatusEvent?.Invoke(this, "Connection_Succeed");
}
else
{
log.Info($"TT Login failed: {e.Status.StatusMessage}");
ConnectionStatusEvent?.Invoke(this, "Connection_Failed");
Dispose();
}
}
public void Subscribe2OrderFills(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// Start a fill subscription
Fs = new FillsSubscription(m_apiInstance.Session, Dispatcher.Current);
Fs.FillAdded += new EventHandler <FillAddedEventArgs>(FillAddedEventHandler);
Fs.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
ProductLookupSubscription pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "CL"));
pls.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN"),
"Sep12");
req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
else
{
Console.WriteLine("Login Failed: " + e.Status.StatusMessage);
Dispose();
}
}
void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "ES"),
"Mar13");
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
else
{
Console.WriteLine("Login Failed: " + e.Status.StatusMessage);
Dispose();
}
}
public void StartASESubscriptions(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (AutoSpreader item in AutoSpreaderList)
{
item.m_apiInstance = m_apiInstance;
item.Subs = this;
item.StartASEEventChain();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
ProductLookupSubscription pls = new ProductLookupSubscription(apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "CL"));
pls.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN"),
"Sep13");
m_req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
}// TT_UniversalInitComplete()
//
// *********************************************************************
// **** TT Authentication Status Update ****
// *********************************************************************
/// <summary>
/// Callback for user login authentication for the Universal login.
/// </summary>
private void TT_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs eventArg)
{
if (eventArg.Status.IsSuccess)
{
this.session = m_UAPI.Session; // store session ptr.
if (m_Log != null)
{
m_Log.NewEntry(LogLevel.Major, "AuthenticationStatusUpdate: Login authentication is successful. ");
}
this.session.AdminMessage += new EventHandler <AdminMessageEventArgs>(Session_AdminMessage);
}
else if (m_Log != null)
{
m_Log.NewEntry(LogLevel.Error, "AuthenticationStatusUpdate: Login authentication failed: " + eventArg.Status.StatusMessage);
}
OnServiceStatusChanged(new ServiceStatusChangeEventArgs(eventArg.Status.IsSuccess));
}// TT_AuthenticationStatusUpdate()
public void startInstrumentLookupSubscriptions(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (string dbTicker in dbTickerList)
{
ttapiTicker currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker);
if (currentTicker.marketKey == "CME")
{
mkey = MarketKey.Cme;
}
else if (currentTicker.marketKey == "ICE_IPE")
{
mkey = MarketKey.Ice;
}
if (currentTicker.productType == "FUTURE")
{
ptype = ProductType.Future;
}
else if (currentTicker.productType == "SPREAD")
{
ptype = ProductType.Spread;
}
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void startProductLookupSubscriptions(object sender, AuthenticationStatusUpdateEventArgs e)
{
PlsDictionaryCompleteQ = false;
if (e.Status.IsSuccess)
{
// lookup an instrument
foreach (string TickerHead in TickerHeadList)
{
string exchange = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(TickerHead);
if (exchange == "CME")
{
mkey = MarketKey.Cme;
}
else if (exchange == "ICE")
{
mkey = MarketKey.Ice;
}
Console.WriteLine(TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
ProductKey ProdKey = new ProductKey(mkey, ProductType.Future, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
ProductLookupSubscription PLS = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current, ProdKey);
PlsDictionary.Add(ProdKey, PLS);
PLS.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(PLSEventHandler);
PLS.Start();
ProdKey = new ProductKey(mkey, ProductType.Spread, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
PLS = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current, ProdKey);
PlsDictionary.Add(ProdKey, PLS);
PLS.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(PLSEventHandler);
PLS.Start();
}
PlsDictionaryCompleteQ = true;
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
fs = new FillsSubscription(apiInstance.Session, Dispatcher.Current);
fs.FillListStart += new EventHandler<FillListEventArgs>(fs_FillListStart);
fs.FillBookDownload += new EventHandler<FillBookDownloadEventArgs>(fs_FillBookDownload);
fs.FillListEnd += new EventHandler<FillListEventArgs>(fs_FillListEnd);
fs.FillAdded += new EventHandler<FillAddedEventArgs>(fs_FillAdded);
fs.FillDeleted += new EventHandler<FillDeletedEventArgs>(fs_FillDeleted);
fs.FillAmended += new EventHandler<FillAmendedEventArgs>(fs_FillAmended);
fs.Start();
}
else
{
Console.WriteLine("Login Failed: " + e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// Start a fill subscription
m_fs = new FillsSubscription(m_apiInstance.Session, Dispatcher.Current);
m_fs.FillAdded += new EventHandler<FillAddedEventArgs>(m_fs_FillAdded);
m_fs.FillAmended += new EventHandler<FillAmendedEventArgs>(m_fs_FillAmended);
m_fs.FillBookDownload += new EventHandler<FillBookDownloadEventArgs>(m_fs_FillBookDownload);
m_fs.FillDeleted += new EventHandler<FillDeletedEventArgs>(m_fs_FillDeleted);
m_fs.FillListEnd += new EventHandler<FillListEventArgs>(m_fs_FillListEnd);
m_fs.FillListStart += new EventHandler<FillListEventArgs>(m_fs_FillListStart);
m_fs.Rollover += new EventHandler<RolloverEventArgs>(m_fs_Rollover);
m_fs.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// Start a fill subscription
m_fs = new FillsSubscription(m_apiInstance.Session, Dispatcher.Current);
m_fs.FillAdded += new EventHandler <FillAddedEventArgs>(m_fs_FillAdded);
m_fs.FillAmended += new EventHandler <FillAmendedEventArgs>(m_fs_FillAmended);
m_fs.FillBookDownload += new EventHandler <FillBookDownloadEventArgs>(m_fs_FillBookDownload);
m_fs.FillDeleted += new EventHandler <FillDeletedEventArgs>(m_fs_FillDeleted);
m_fs.FillListEnd += new EventHandler <FillListEventArgs>(m_fs_FillListEnd);
m_fs.FillListStart += new EventHandler <FillListEventArgs>(m_fs_FillListStart);
m_fs.Rollover += new EventHandler <RolloverEventArgs>(m_fs_Rollover);
m_fs.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
///
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
foreach (string TickerHead in TickerheadList)
{
string TickerHead2 = TickerHead;
string exchange = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(TickerHead2);
if (exchange == "CME")
{
mkey = MarketKey.Cme;
}
else if (exchange == "ICE")
{
mkey = MarketKey.Ice;
}
Console.WriteLine(TA.TickerheadConverters.ConvertFromDB2TT(TickerHead2));
ProductLookupSubscription pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ProductType.Future, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead)));
plsList.Add(pls);
pls.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ProductType.Spread, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead)));
plsList.Add(pls);
pls.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
///
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
foreach (string TickerHead in TickerheadList)
{
string TickerHead2 = TickerHead;
string exchange = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(TickerHead2);
if (exchange=="CME")
mkey = MarketKey.Cme;
else if (exchange=="ICE")
mkey = MarketKey.Ice;
Console.WriteLine(TA.TickerheadConverters.ConvertFromDB2TT(TickerHead2));
ProductLookupSubscription pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ProductType.Future, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead)));
plsList.Add(pls);
pls.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ProductType.Spread, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead)));
plsList.Add(pls);
pls.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "ES"),
"Mar13");
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event returning the status of a login attempt.
/// </summary>
void m_TTAPI_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
// Check for successful login
if (!e.Status.IsSuccess)
{
// if an unsuccessful login, show the user why and allow them to try again
MessageBox.Show("Login Unsuccessful.\r\n\r\nReason: " + e.Status.StatusMessage, "Error");
return;
}
// subscribe to the trade subscription events
m_TradeSubscription = new TradeSubscription(m_TTAPI.Session, Dispatcher.Current);
m_TradeSubscription.OrderAdded += new EventHandler<OrderAddedEventArgs>(tradeSubscription_OrderAdded);
m_TradeSubscription.OrderBookDownload += new EventHandler<OrderBookDownloadEventArgs>(tradeSubscription_OrderBookDownload);
m_TradeSubscription.OrderDeleted += new EventHandler<OrderDeletedEventArgs>(tradeSubscription_OrderDeleted);
m_TradeSubscription.OrderFilled += new EventHandler<OrderFilledEventArgs>(tradeSubscription_OrderFilled);
m_TradeSubscription.OrderRejected += new EventHandler<OrderRejectedEventArgs>(tradeSubscription_OrderRejected);
m_TradeSubscription.OrderUpdated += new EventHandler<OrderUpdatedEventArgs>(tradeSubscription_OrderUpdated);
m_TradeSubscription.OrderStatusUnknown += new EventHandler<OrderStatusUnknownEventArgs>(tradeSubscription_OrderStatusUnknown);
m_TradeSubscription.Start();
// Login succeeded, update GUI
this.btnConnect.Enabled = false;
UpdateStatusBar("Login Status: " + e.Status.ToString());
}
public void StartASESubscriptions(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (AutoSpreader item in AutoSpreaderList)
{
item.m_apiInstance = m_apiInstance;
item.Subs = this;
item.StartASEEventChain();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void startInstrumentLookupSubscriptionsFromDataTable(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (DataRow item in TickerTable.Rows)
{
ttapiTicker currentTicker;
if (item.Field<bool>("IsSpreadQ"))
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field<string>("Ticker"), productType: "SPREAD");
}
else
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field<string>("Ticker"), productType: "FUTURE");
}
if (currentTicker.marketKey == "CME")
mkey = MarketKey.Cme;
else if (currentTicker.marketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (currentTicker.productType == "FUTURE")
ptype = ProductType.Future;
else if (currentTicker.productType == "SPREAD")
ptype = ProductType.Spread;
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Console.WriteLine(currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
//Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(MarketKey.Cme, ProductType.Spread, "CL"), "Nov16:-1xDec16");
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void startInstrumentLookupSubscriptionsFromTTAPITickers(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (ttapiTicker ticker in TTAPITickerList)
{
if (ticker.marketKey == "CME")
mkey = MarketKey.Cme;
else if (ticker.marketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (ticker.productType == "FUTURE")
ptype = ProductType.Future;
else if (ticker.productType == "SPREAD")
ptype = ProductType.Spread;
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, ticker.productName), ticker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, ticker.productName), ticker.instrumentName);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
this.Enabled = true;
}
else
{
MessageBox.Show(String.Format("ConnectionStatusUpdate: {0}", e.Status.StatusMessage));
}
}
public void startProductLookupSubscriptions(object sender, AuthenticationStatusUpdateEventArgs e)
{
PlsDictionaryCompleteQ = false;
if (e.Status.IsSuccess)
{
// lookup an instrument
foreach (string TickerHead in TickerHeadList)
{
string exchange = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(TickerHead);
if (exchange == "CME")
mkey = MarketKey.Cme;
else if (exchange == "ICE")
mkey = MarketKey.Ice;
Console.WriteLine(TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
ProductKey ProdKey = new ProductKey(mkey, ProductType.Future, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
ProductLookupSubscription PLS = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current, ProdKey);
PlsDictionary.Add(ProdKey, PLS);
PLS.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(PLSEventHandler);
PLS.Start();
ProdKey = new ProductKey(mkey, ProductType.Spread, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
PLS = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current, ProdKey);
PlsDictionary.Add(ProdKey, PLS);
PLS.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(PLSEventHandler);
PLS.Start();
}
PlsDictionaryCompleteQ = true;
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void Subscribe2OrderFills(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// Start a fill subscription
Fs = new FillsSubscription(m_apiInstance.Session, Dispatcher.Current);
Fs.FillAdded += new EventHandler<FillAddedEventArgs>(FillAddedEventHandler);
Fs.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup the leg instruments
ProductKey prodKeyLeg = new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN");
// We will use a dictionary to hold all instrument requests and update it when each instrument is found.
// Once all lookup requests for the legs are complete, we can continue with the creation of the spread.
// tagValue will be used in the dictionary to identify each lookup request.
int tagValue = 1000;
m_req1 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Mar13");
m_req1.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req1.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req1.Start();
tagValue++;
m_req2 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Jun13");
m_req2.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req2.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req2.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Spread, "CL"),
"Calendar: 1xCL Nov16:-1xDec16");
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
m_fs = new FillsSubscription(m_apiInstance.Session, Dispatcher.Current);
m_fs.FillAdded += new EventHandler<FillAddedEventArgs>(m_fs_FillAdded);
m_fs.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
