public IReadOnlyCollection <Instrument> Query(MarketId mktId, ProductType pdtType, string group)
{
var qry = new InstrumentCatalog(mktId, pdtType, group, this._dispatcher);
var evt = qry.Get();
if (evt != ProductDataEvent.Found)
{
throw new Exception("ERROR");
}
return(qry.InstrumentList);
}
/// <summary>
/// Subscribe to the instrument catalog for a given product.
/// </summary>
/// <param name="product">Product to subscribe to.</param>
private void subscribeToInstrumentCatalog(Product product)
{
if (!m_instrumentCatalogList.ContainsKey(product))
{
// Create and start an instrument catalog subscription.
InstrumentCatalog instrumentCatalog = new InstrumentCatalog(product, Dispatcher.Current);
instrumentCatalog.OnData += new EventHandler <InstrumentCatalogEventArgs>(instrumentsUpdated);
instrumentCatalog.GetAsync();
m_instrumentCatalogList.Add(product, instrumentCatalog);
}
else
{
updateInstrumentTreeViewNodes(m_instrumentCatalogList[product]);
}
}
IEnumerable <Instrument> GetContracts(MarketId market, ProductType productType, string productCode)
{
InstrumentCatalog instruments = new InstrumentCatalog(market, productType, productCode, _dispatcher);
ProductDataEvent e = instruments.Get();
var subscriptionDetails = $"{market.ToString()} : {productType.ToString()} : {productCode}";
if (e == ProductDataEvent.Found)
{
_log.Info($"Fetched instrument count for '{productCode}': {subscriptionDetails} : {instruments.InstrumentList.Count()}");
return(instruments.InstrumentList);
}
else
{
_log.Error($"Failed to fetch intruments for: {subscriptionDetails}");
return(Enumerable.Empty <Instrument>());
}
}
private void updateInstrumentTreeViewNodes(InstrumentCatalog instrumentCatalog)
{
treeViewProductList.BeginUpdate();
TreeNode updatedNode = null;
// Find the product in the tree view for the selected product tree view node.
foreach (TreeNode node in treeViewProductList.Nodes)
{
if (String.Equals((node.Tag as Product).Alias, instrumentCatalog.Product.Alias))
{
updatedNode = node;
break;
}
}
// updatedNode should never be null.
if (updatedNode == null)
{
return;
}
updatedNode.Nodes.Clear();
// Insert the instruments as child nodes within the product tree view node.
foreach (Instrument instr in instrumentCatalog.InstrumentList)
{
TreeNode node = updatedNode.Nodes.Add(instr.GetFormattedName(InstrumentNameFormat.Normal));
// Add tooltip text from the Definition
node.ToolTipText = instr.Name + "\r\n"
+ instr.InstrumentDetails.Currency + "\r\n" + instr.InstrumentDetails.TickSize.ToString()
+ " / " + instr.InstrumentDetails.TickSize.ToString();
node.Tag = instr;
}
Cursor = Cursors.Default;
treeViewProductList.EndUpdate();
}
private void instrumentsUpdated(object sender, InstrumentCatalogEventArgs e)
{
InstrumentCatalog instrumentCatalog = sender as InstrumentCatalog;
updateInstrumentTreeViewNodes(instrumentCatalog);
}