void processFill(FillOriginator originator, FillAction action, ReadOnlyCollection <Fill> fills) { foreach (Fill fill in fills) { processFill(FillOriginator.TRADER, FillAction.ADD, fill); Thread.Sleep(5); } processSystemMessage(SystemMessage.FILL_BOOK_DOWNLOAD); }
void processFill(FillOriginator originator, FillAction action) { if (action == FillAction.LIST_START) { processSystemMessage(SystemMessage.FILL_LIST_START); } else if (action == FillAction.LIST_END) { processSystemMessage(SystemMessage.FILL_LIST_END); } }
void api_OnFill(FillOriginator originator, FillAction action, EZInstrument ttInstrument, EZFill fill, EZFill newFill) { //cross thread - so you don't get the cross theading exception if (this.InvokeRequired) { this.BeginInvoke((MethodInvoker) delegate { api_OnFill(originator, action, ttInstrument, fill, newFill); }); return; } }
void processFill(FillOriginator originator, FillAction action, Fill fill, params Fill[] fills) { TTFill newFill = null; /* * fill.BuySell; * fill.FFT2; * fill.FFT3; * fill.FillKey; * fill.FillType; * fill.InstrumentKey; * fill.IsHedge; // autospreader hedge order * fill.IsQuoting; // autospreader quoting order * fill.MatchPrice; * fill.Quantity; * fill.SpreadId; * fill.TransactionDateTime; */ // If this is the first fill for this instrument, then add it to our list and // subscribe to the instrument updates if AutoSubscribeInstruments is true. if (!_ttInstruments.ContainsKey(fill.InstrumentKey)) { if (AutoSubscribeInstruments) { //TODO: Make the subscribe to instrument work //SubscribeToInstrument(fill.InstrumentKey); /*InstrumentLookupSubscription ils = new InstrumentLookupSubscription(apiSession, Dispatcher.Current, fill.InstrumentKey); * ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ils_Update); * ils.Start();*/ } TTInstrument tti = new TTInstrument(fill.InstrumentKey); _ttInstruments.Add(fill.InstrumentKey, tti); } TTFill ttf = NewTTFill(fill); #region LOOK FOR '#' IN THE FFT FIELDS // See if this fill contains our '#' hashtag in either FFT field. string hashField = null; if (fill.FFT2.StartsWith("#")) { hashField = fill.FFT2; } if (fill.FFT3.StartsWith("#")) { hashField = fill.FFT3; } // If we found a valid '#' hashtag value, then put it in our dropdown combo box. if (hashField != null) { // Add this fill to our list of fills with this same hashsymbol if (!_hashSymbols.ContainsKey(hashField)) { _hashSymbols.Add(hashField, new List <Fill>()); } List <Fill> hashFills = _hashSymbols[hashField]; hashFills.Add(fill); } #endregion // There are definitely times when the fill key already exists in the dictionary. In those // cases I am just overwriting the previous fill with the new one (asuming it is an updated // fill or whatever). _currentTTFills[fill.FillKey] = ttf; if (OnFill != null) { OnFill(originator, action, _ttInstruments[fill.InstrumentKey], ttf, newFill); } }
void processFill(FillOriginator originator, FillAction action, Fill fill) { /* * fill.BuySell; * fill.FFT2; * fill.FFT3; * fill.FillKey; * fill.FillType; * fill.InstrumentKey; * fill.IsHedge; // autospreader hedge order * fill.IsQuoting; // autospreader quoting order * fill.MatchPrice; * fill.Quantity; * fill.SpreadId; * fill.TransactionDateTime; */ // If this is the first fill for this instrument, then add it to our list and // subscribe to the instrument updates. if (!instruments.ContainsKey(fill.InstrumentKey)) { InstrumentLookupSubscription ils = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, fill.InstrumentKey); ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ils_Update); ils.Start(); InstrumentInfo info = new InstrumentInfo(fill.InstrumentKey); instruments.Add(fill.InstrumentKey, info); } // Display the fill in the grid and play and sounds and/or send any messages related to // this fill. FillBasic fb = new FillBasic(fill); displayFill(fillGrid, fb); UpdateFillCount(fillGrid.Rows.Count); UpdateProfit(0); // See if this fill contains our '#' hashtag in either FFT field. string hashField = null; if (fill.FFT2.StartsWith("#")) { hashField = fill.FFT2; } if (fill.FFT3.StartsWith("#")) { hashField = fill.FFT3; } // If we found a valid '#' hashtag value, then put it in our dropdown combo box. if (hashField != null) { // Add this fill to our list of fills with this same hashsymbol if (!hashSymbols.ContainsKey(hashField)) { hashSymbols.Add(hashField, new List <Fill>()); } List <Fill> fills = hashSymbols[hashField]; fills.Add(fill); // Add this hashsymbol to our dropdown list if it is not already there if (!tscomboFFT.Items.Contains(hashField)) { tscomboFFT.Items.Add(hashField); } // If the user is filtering by this hash symbol then put this fill in the filter grid also string selectedHash = tscomboFFT.SelectedItem as string; if (selectedHash != null && selectedHash.Equals(hashField)) { displayFill(filteredGrid, fb); } } }