private void DepthFilteredClick(object sender, RoutedEventArgs e)
{
var connector = Connector;
if (!_initialized)
{
connector.MarketDepthReceived += TraderOnMarketDepthReceived;
_initialized = true;
}
foreach (var security in SecurityPicker.SelectedSecurities)
{
// create order book window
var window = new QuotesWindow
{
Title = security.Id + " " + LocalizedStrings.MarketDepth,
Security = security,
};
//window.DepthCtrl.UpdateDepth(connector.GetMarketDepth(security));
window.Show();
// subscribe on order book flow
var subscription = connector.SubscribeFilteredMarketDepth(security);
_quotesWindowsBySubscription.Add(subscription, window);
window.Closed += (s, e) =>
{
if (_appClosing)
{
return;
}
if (subscription.State.IsActive())
{
connector.UnSubscribe(subscription);
}
};
}
}
private void SubscribeDepths(DepthSettings settings)
{
var connector = Connector;
if (!_initialized)
{
connector.MarketDepthReceived += TraderOnMarketDepthReceived;
_initialized = true;
}
foreach (var security in SecurityPicker.SelectedSecurities)
{
// create order book window
var window = new QuotesWindow
{
Title = security.Id + " " + LocalizedStrings.MarketDepth,
Security = security,
};
//window.DepthCtrl.UpdateDepth(connector.GetMarketDepth(security));
window.Show();
// subscribe on order book flow
var subscription = connector.SubscribeMarketDepth(security, settings?.From, settings?.To, buildMode: settings?.BuildMode ?? MarketDataBuildModes.LoadAndBuild, maxDepth: settings?.MaxDepth, buildFrom: settings?.BuildFrom);
_quotesWindows.SafeAdd(security).Add(window);
window.Closed += (s, e) =>
{
if (_appClosing)
{
return;
}
if (subscription.State.IsActive())
{
connector.UnSubscribe(subscription);
}
};
}
}
private void DepthClick(object sender, RoutedEventArgs e)
{
var connector = Connector;
foreach (var security in SecurityPicker.SelectedSecurities)
{
var window = _quotesWindows.SafeAdd(security, s =>
{
// subscribe on order book flow
connector.SubscribeMarketDepth(security);
// create order book window
var wnd = new QuotesWindow
{
Title = security.Id + " " + LocalizedStrings.MarketDepth
};
wnd.MakeHideable();
return(wnd);
});
if (window.Visibility == Visibility.Visible)
{
window.Hide();
}
else
{
window.Show();
window.DepthCtrl.UpdateDepth(connector.GetMarketDepth(security));
}
if (!_initialized)
{
connector.MarketDepthChanged += TraderOnMarketDepthChanged;
_initialized = true;
}
}
}