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();
}
}
/// <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();
}
}
public void StartASEEventChain()
{
int TagValue = 1;
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);
Ils.Tag = TagValue;
SpreadLegKeys.Add(TagValue, null);
TagValue++;
Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(CreateAutoSpreader);
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
private void button1_Click(object sender, EventArgs e)
{
for (int i = 0; i < FilteredList.Count; i++)
{
if (FilteredList[i].MarketKey == "CME")
mkey = MarketKey.Cme;
else if (FilteredList[i].MarketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (FilteredList[i].ProductType == "FUTURE")
ptype = ProductType.Future;
else if (FilteredList[i].ProductType == "SPREAD")
ptype = ProductType.Spread;
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ptype, FilteredList[i].ProductName),
FilteredList[i].InstrumentName);
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
}
}
// SubscribeToInstrument(MarketKey.Cme, ProductType.Future, "HG", "Dec13");
private void SubscribeToInstrument(MarketKey marketKey, ProductType productType, string product, string contract)
{
ProductKey productKey = new ProductKey(marketKey, productType, product);
SubscribeToInstrument(productKey, contract);
}
public ContractDetails(MarketKey mk, ProductType pt, string prod, string cont)
{
m_marketKey = mk;
m_productType = pt;
m_product = prod;
m_contract = cont;
}
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 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();
}
}
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 StartASEEventChain()
{
int TagValue = 1;
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);
Ils.Tag = TagValue;
SpreadLegKeys.Add(TagValue, null);
TagValue++;
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(CreateAutoSpreader);
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
/// <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();
}
}
