/// <summary>
/// This function is called when an instrument is dragged and dropped from the
/// Market Grid in X_TRADER.
/// </summary>
private void m_TTDropHandler_OnNotifyDrop()
{
// Update the Status Bar text.
sbaStatus.Text = "Drag & Drop detected. Initializing instrument...";
try
{
if (m_TTInstrObj != null)
{
// Detach previously attached instrument.
m_TTInstrNotify.DetachInstrument(m_TTInstrObj);
m_TTInstrObj = null;
}
// Obtain the TTInstrObj from the TTDropHandler object.
m_TTInstrObj = (XTAPI.TTInstrObj)m_TTDropHandler[1];
// Attach the TTInstrObj to the TTInstrNotify for price update events.
m_TTInstrNotify.AttachInstrument(m_TTInstrObj);
// Open the TTInstrObj.
m_TTInstrObj.Open(0); // enable Market Depth: 1 - true, 0 - false
// Clear drop handler list.
m_TTDropHandler.Reset();
}
catch (Exception ex)
{
// Display exception message.
MessageBox.Show(ex.Message, "Exception");
}
}
private void initQuotes()
{
// Instantiate the instrument notification class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
log("Loading Quotes config: " + realTimeLocation);
string[] lines = System.IO.File.ReadAllLines(realTimeLocation);
// Setup the instrument notification call back functions.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
m_TTInstrNotify.OnNotifyUpdate += new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(this.m_TTInstrNotify_OnNotifyUpdate);
log("Init Depth config");
m_TTInstrNotify.OnNotifyDepthData += new XTAPI._ITTInstrNotifyEvents_OnNotifyDepthDataEventHandler(pNotify_OnNotifyDepthData);
m_TTInstrNotify.EnableDepthUpdates = 1;
depths = new Hashtable(600);
string[] conf = null;
string raw = null;
foreach(string line in lines) {
try {
raw = line;
conf = line.Split(',');
XTAPI.TTInstrObj m_TTInstrObj = new XTAPI.TTInstrObj();
m_TTInstrObj.Exchange =conf[0];
m_TTInstrObj.Product =conf[1];
m_TTInstrObj.ProdType =conf[2];
m_TTInstrObj.Contract =conf[3];
m_TTInstrNotify.AttachInstrument(m_TTInstrObj);
// 1 authorize depth
//m_TTInstrObj.Open(1);
m_TTInstrObj.Open(0);
Console.WriteLine(conf[1]+" "+conf[3]+" Added");
} catch (Exception e)
{
log("Error!!! >>>"+e.Message+" "+line);
}
}
log(lines.Length+" Quotes Parsed");
}
/// <summary>
/// This function is called when one or more instruments are dragged and dropped from
/// the Market Grid in X_TRADER.
/// </summary>
private void m_TTDropHandler_OnNotifyDrop()
{
// Update the Status Bar text.
sbaStatus.Text = "Drag & Drop detected. Initializing instrument...";
// Clear items in listbox
lboPriceList.Items.Clear();
try
{
// Test if a TTInstrObj currently exists.
if (m_TTInstrObj != null)
{
// Detach previously attached instrument.
m_TTInstrNotify.DetachInstrument(m_TTInstrObj);
m_TTInstrObj = null;
}
// Obtain the TTInstrObj from the TTDropHandler object.
m_TTInstrObj = (XTAPI.TTInstrObj) m_TTDropHandler[1];
// Attach the TTInstrObj to the TTInstrNotify for price update events.
m_TTInstrNotify.AttachInstrument(m_TTInstrObj);
// Set an update filter to stop receiving OnPriceListUpdate for volume
m_TTInstrNotify.UpdateFilter = "Last,LastQty,HitTake";
// Open the TTInstrObj.
m_TTInstrObj.Open(0); // enable Market Depth: 1 - true, 0 - false
// Clear drop handler list.
m_TTDropHandler.Reset();
}
catch (Exception ex)
{
// Display exception message.
MessageBox.Show(ex.Message, "Exception");
}
}
/// <summary>
/// Connect to the instruments
/// </summary>
/// <param name="sender">Object which fires the method</param>
/// <param name="e">Event arguments of the callback</param>
private void connectButton_Click(object sender, System.EventArgs e)
{
// Update the Status Bar text.
sbaStatus.Text = "Connecting to Instrument...";
try
{
if (m_TTInstrObj != null)
{
// Detach previously attached instrument.
m_TTInstrNotify.DetachInstrument(m_TTInstrObj);
m_TTInstrObj = null;
}
// Instantiate a new instrument object.
m_TTInstrObj = new XTAPI.TTInstrObjClass();
// Obtain the instrument information from the user input.
m_TTInstrObj.Exchange = txtExchange.Text;
m_TTInstrObj.Product = txtProduct.Text;
m_TTInstrObj.ProdType = txtProductType.Text;
m_TTInstrObj.Contract = txtContract.Text;
// Attach the TTInstrObj to the TTInstrNotify for price update events.
m_TTInstrNotify.AttachInstrument(m_TTInstrObj);
// Open the TTInstrObj.
m_TTInstrObj.Open(0); // enable Market Depth: 1 - true, 0 - false
}
catch (Exception ex)
{
// Display exception message.
MessageBox.Show(ex.Message, "Exception");
}
}
