void api_OnFill(Instrument instrument, TTFill fill)
{
//cross thread - so you don't get the cross theading exception
if (this.InvokeRequired)
{
this.BeginInvoke((MethodInvoker) delegate
{
api_OnFill(instrument, fill);
});
return;
}
}
private TTFill NewTTFill(Fill fill)
{
// Create a simpler TTFill object from the Fill object.
TTFill ttf;
string key = fill.FillKey;
if (_ttFills.ContainsKey(key))
{
ttf = _ttFills[key];
}
else
{
ttf = new TTFill(fill);
_ttFills.Add(key, ttf);
}
// Initialize any TTFill fields here:
ttf.Instrument = _ttInstruments[fill.InstrumentKey];
ttf.Key = key;
return(ttf);
}
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);
}
}