/// <summary>
/// Start the SpreadDetailSubscription.
/// </summary>
private void startSpreadDetailSubscription()
{
m_autospreaderManager = m_TTAPI.Session.TTAPI.AutospreaderManager;
m_spreadDetailSubscription = new SpreadDetailSubscription(m_TTAPI.Session, Dispatcher.Current);
m_spreadDetailSubscription.SpreadDetailsAdded += new EventHandler <SpreadDetailsEventArgs>(spreadDetailsChanged);
m_spreadDetailSubscription.SpreadDetailsUpdated += new EventHandler <SpreadDetailsEventArgs>(spreadDetailsChanged);
m_spreadDetailSubscription.SpreadDetailsDeleted += new EventHandler <SpreadDetailsEventArgs>(spreadDetailsChanged);
m_spreadDetailSubscription.Start();
}
void DeleteSpread(Instrument instrument)
{
// delete
ASReturnCodes rtnCode;
Console.WriteLine("Delete the SPREAD");
SpreadDetails spread = instrument.GetSpreadDetails();
// Delete the spread from TT system.
// Parameter spreadReq: SpreadDetails object representing the spread to delete
// Return rtnCode: ASReturnCodes enum indicating the status of the request
rtnCode = AutospreaderManager.DeleteSpreadDetails(spread);
System.Diagnostics.Debug.Assert(rtnCode == ASReturnCodes.Success);
}
/// <summary>
/// Notifies us when initialization is complete (and whether it was successful)
/// </summary>
/// <param name="api">TTAPI object to use (Universal Login mode)</param>
/// <param name="ex">Exception that occurred during initialization (if any)</param>
public void ttApiInitComplete(UniversalLoginTTAPI api, Exception ex)
{
if (ex == null)
{
UniversalApiInstance = api;
UniversalApiInstance.AuthenticationStatusUpdate += new EventHandler <AuthenticationStatusUpdateEventArgs>(apiInstance_AuthenticationStatusUpdate);
UniversalApiInstance.Authenticate(ttUsername, ttPassword);
apiSession = UniversalApiInstance.Session;
autospreaderManager = UniversalApiInstance.AutospreaderManager;
}
else
{
initSuccess = false;
initMessage = "API Initialization Failed: " + ex.Message;
}
}
/// <summary>
/// Notifies us when initialization is complete (and whether it was successful)
/// </summary>
/// <param name="api">API object to use (XTrader mode)</param>
/// <param name="ex">Exception that occurred (if any)</param>
public void ttApiXTModeInitComplete(XTraderModeTTAPI api, Exception ex)
{
if (ex == null)
{
XTraderApiInstance = api;
XTraderApiInstance.ConnectionStatusUpdate += new EventHandler <ConnectionStatusUpdateEventArgs>(apiInstance_ConnectionStatusUpdate);
XTraderApiInstance.ConnectToXTrader();
apiSession = XTraderApiInstance.Session;
autospreaderManager = XTraderApiInstance.AutospreaderManager;
}
else
{
initSuccess = false;
initMessage = "API Initialization Failed: " + ex.Message;
}
}
Instrument CreateSpread()
{
string aseName = "ASE.Test." + DateTime.Now.ToString("yyyyMMddhhmmss");
Console.WriteLine("Create a new SPREAD " + aseName);
var spreadReq = new SpreadDetails(aseName)
{
Color = Color.GreenYellow,
PricingModel = PricingModel.NetChange
};
// first leg
var inst1 = FindInstrument(m_product, m_alias1);
var leg1 = new SpreadLegDetails(inst1, 5, 8.5M)
{
ActiveQuoting = true,
IsLeanIndicative = false,
MinLeanQty = "ThisLeg.DisclosedRemainingQuantity"
};
spreadReq.AppendLeg(leg1);
// second leg
var inst2 = FindInstrument(m_product, m_alias2);
var leg2 = new SpreadLegDetails(inst2, -1, -2)
{
ActiveQuoting = true,
IsLeanIndicative = true,
MinLeanQty = "ThisLeg.DisclosedRemainingQuantity"
};
spreadReq.AppendLeg(leg2);
// Add a spread to the spread manager and Save the ASE instrument in TT system.
// Parameter spreadReq: SpreadDetails object representing the spread to add
// Parameter rtnCode: ASReturnCodes enum indicating the status of the request
ASReturnCodes rtnCode;
Instrument newInst = AutospreaderManager.AddSpreadDetails(spreadReq, out rtnCode);
System.Diagnostics.Debug.Assert(rtnCode == ASReturnCodes.Success);
Console.WriteLine($" New ASE instrument is created {newInst.InstrumentDetails.Name}: {newInst.InstrumentDetails.Id}/{newInst.InstrumentDetails.Version}");
return(newInst);
}
Instrument UpdateSpread(Instrument instrument)
{
// update
ASReturnCodes rtnCode;
Console.WriteLine("Update the new created SPREAD");
SpreadDetails spreadReq = instrument.GetSpreadDetails();
spreadReq.UserDefinedDenominator = 20;
spreadReq.UserDefinedNumerator = 1;
var legChange = spreadReq.GetLeg(1);
legChange.PriceMultiplier = -3;
spreadReq.Updateleg(1, legChange);
// Update the spread to the spread manager and Save the ASE instrument in TT system.
// Parameter spreadReq: SpreadDetails object representing the spread to update
// Parameter rtnCode: ASReturnCodes enum indicating the status of the request
var updatedInst = AutospreaderManager.UpdateSpreadDetails(spreadReq, out rtnCode);
System.Diagnostics.Debug.Assert(rtnCode == ASReturnCodes.Success);
return(updatedInst);
}
/// <summary>
/// Start the SpreadDetailSubscription.
/// </summary>
private void startSpreadDetailSubscription()
{
m_autospreaderManager = m_session.TTAPI.AutospreaderManager;
m_spreadDetailSubscription = new SpreadDetailSubscription(m_session, m_dispatcher);
m_spreadDetailSubscription.SpreadDetailsAdded += new EventHandler<SpreadDetailsEventArgs>(spreadDetailsChanged);
m_spreadDetailSubscription.SpreadDetailsUpdated += new EventHandler<SpreadDetailsEventArgs>(spreadDetailsChanged);
m_spreadDetailSubscription.SpreadDetailsDeleted += new EventHandler<SpreadDetailsEventArgs>(spreadDetailsChanged);
m_spreadDetailSubscription.Start();
}
