TTInstrument processInstrumentFound(Instrument instrument)
{
Dispatcher dispatcher = Dispatcher.Current;
//Dispatcher dispatcher = _dispatcher;
PriceSubscription priceSub = new PriceSubscription(instrument, dispatcher);
if (SubscribeMarketDepth == true)
{
priceSub.Settings = new PriceSubscriptionSettings(PriceSubscriptionType.MarketDepth);
}
else
{
priceSub.Settings = new PriceSubscriptionSettings(PriceSubscriptionType.InsideMarket);
}
priceSub.FieldsUpdated += new FieldsUpdatedEventHandler(priceSub_FieldsUpdated);
priceSub.Start();
InstrumentTradeSubscription its = new InstrumentTradeSubscription(_apiSession, dispatcher, instrument);
its.EnablePNL = true;
its.ProfitLossChanged += new EventHandler <ProfitLossChangedEventArgs>(its_ProfitLossChanged);
its.Start();
if (SubscribeTimeAndSales == true)
{
TimeAndSalesSubscription tsSub = new TimeAndSalesSubscription(instrument, dispatcher);
tsSub.Update += new EventHandler <TimeAndSalesEventArgs>(tsSub_Update);
tsSub.Start();
}
TTInstrument tti = NewTTInstrument(instrument);
tti.TradeSubscription = its;
its.Tag = tti;
tti.OrderRoute = OrderRoute.GetOrderRoute(tti, instrument.Product.Market.Name);
return(tti);
}
TTSpread processSpreadFound(Instrument instrument)
{
PriceSubscription priceSub = new PriceSubscription(instrument, Dispatcher.Current);
priceSub.Settings = new PriceSubscriptionSettings(PriceSubscriptionType.InsideMarket);
priceSub.FieldsUpdated += new FieldsUpdatedEventHandler(priceSub_FieldsUpdated);
priceSub.Start();
ASInstrumentTradeSubscription its = new ASInstrumentTradeSubscription(_apiSession, Dispatcher.Current, instrument as AutospreaderInstrument);
its.EnablePNL = true;
its.ProfitLossChanged += new EventHandler <ProfitLossChangedEventArgs>(its_ProfitLossChanged);
its.Start();
TTSpread tts = NewTTSpread(instrument);
tts.TradeSubscription = its;
tts.OrderRoute = OrderRoute.GetOrderRoute(tts, instrument.Product.Market.Name);
return(tts);
}
