private void OnNotifyUpdate(XTAPI.TTInstrNotify pNotify, XTAPI.TTInstrObj pInstr)
{
try
{
Array data = (Array)pInstr.get_Get("Bid#,Ask#,NetPos,PL.Z,OpenPL^");
//get currency amount of tick
double tickvalue = Convert.ToDouble(pInstr.get_TickPrice(0, 1, "^"));
for (int i = 0; i < data.Length; ++i)
{
if (data.GetValue(i) == null)
{
return;
}
}
Update update = new Update();
update.Bid = Convert.ToDouble(data.GetValue(0));
update.Ask = Convert.ToDouble(data.GetValue(1));
update.NetPos = Convert.ToInt16(data.GetValue(2));
//convert number of ticks from PL to currency
update.PL = tickvalue * Convert.ToDouble(data.GetValue(3));
update.OpenPL = Convert.ToDouble(data.GetValue(4));
update.Symbol = pInstr.Product;
if (OnUpdate != null)
{
OnUpdate(this, new UpdateEventArgs(update));
}
}
catch (Exception ex)
{
if (log.IsErrorEnabled)
{
log.Error(ex.StackTrace);
}
}
}
public void OnNotifyFound(XTAPI.TTInstrNotify pNotify, XTAPI.TTInstrObj pInstr)
{
try
{
//we use the same TTInstrNotify.OnNotifyFound event so we need to check the Product
if (Convert.ToString(pInstr.get_Get("Product")) == instrument.Product)
{
tickPrice = Convert.ToDouble(pInstr.get_TickPrice(0, 1, "#"));
tickIncr = Convert.ToInt16(pInstr.get_Get("TickIncrement"));
}
if (OnFound != null)
{
OnFound(this, new FoundEventArgs(tickPrice));
}
Application.DoEvents();
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
}
/// <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");
}
}
/// <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");
}
}
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>
/// 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");
}
}