/// <summary>
/// Shuts down the TT API
/// </summary>
public void Dispose()
{
lock (m_lock)
{
if (!m_disposed)
{
// Unattached callbacks and dispose of all subscriptions
if (pls != null)
{
pls.Update -= pls_Update;
pls.Dispose();
pls = null;
}
if (ics != null)
{
ics.InstrumentsUpdated -= ics_InstrumentsUpdated;
ics.Dispose();
ics = null;
}
// Begin shutdown the TT API
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
m_disposed = true;
}
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
ProductLookupSubscription pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "CL"));
pls.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
ProductLookupSubscription pls = new ProductLookupSubscription(apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "CL"));
pls.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void startProductLookupSubscriptions(object sender, AuthenticationStatusUpdateEventArgs e)
{
PlsDictionaryCompleteQ = false;
if (e.Status.IsSuccess)
{
// lookup an instrument
foreach (string TickerHead in TickerHeadList)
{
string exchange = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(TickerHead);
if (exchange == "CME")
{
mkey = MarketKey.Cme;
}
else if (exchange == "ICE")
{
mkey = MarketKey.Ice;
}
Console.WriteLine(TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
ProductKey ProdKey = new ProductKey(mkey, ProductType.Future, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
ProductLookupSubscription PLS = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current, ProdKey);
PlsDictionary.Add(ProdKey, PLS);
PLS.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(PLSEventHandler);
PLS.Start();
ProdKey = new ProductKey(mkey, ProductType.Spread, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
PLS = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current, ProdKey);
PlsDictionary.Add(ProdKey, PLS);
PLS.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(PLSEventHandler);
PLS.Start();
}
PlsDictionaryCompleteQ = true;
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
///
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
foreach (string TickerHead in TickerheadList)
{
string TickerHead2 = TickerHead;
string exchange = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(TickerHead2);
if (exchange == "CME")
{
mkey = MarketKey.Cme;
}
else if (exchange == "ICE")
{
mkey = MarketKey.Ice;
}
Console.WriteLine(TA.TickerheadConverters.ConvertFromDB2TT(TickerHead2));
ProductLookupSubscription pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ProductType.Future, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead)));
plsList.Add(pls);
pls.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ProductType.Spread, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead)));
plsList.Add(pls);
pls.Update += new EventHandler <ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Shuts down the TT API
/// </summary>
public void Dispose()
{
lock (m_lock)
{
if (!m_disposed)
{
// Unattached callbacks and dispose of all subscriptions
if (pls != null)
{
pls.Update -= pls_Update;
pls.Dispose();
pls = null;
}
if (ics != null)
{
ics.InstrumentsUpdated -= ics_InstrumentsUpdated;
ics.Dispose();
ics = null;
}
// Begin shutdown the TT API
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
m_disposed = true;
}
}
}
public void startProductLookupSubscriptions(object sender, AuthenticationStatusUpdateEventArgs e)
{
PlsDictionaryCompleteQ = false;
if (e.Status.IsSuccess)
{
// lookup an instrument
foreach (string TickerHead in TickerHeadList)
{
string exchange = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(TickerHead);
if (exchange == "CME")
mkey = MarketKey.Cme;
else if (exchange == "ICE")
mkey = MarketKey.Ice;
Console.WriteLine(TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
ProductKey ProdKey = new ProductKey(mkey, ProductType.Future, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
ProductLookupSubscription PLS = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current, ProdKey);
PlsDictionary.Add(ProdKey, PLS);
PLS.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(PLSEventHandler);
PLS.Start();
ProdKey = new ProductKey(mkey, ProductType.Spread, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead));
PLS = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current, ProdKey);
PlsDictionary.Add(ProdKey, PLS);
PLS.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(PLSEventHandler);
PLS.Start();
}
PlsDictionaryCompleteQ = true;
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
///
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
foreach (string TickerHead in TickerheadList)
{
string TickerHead2 = TickerHead;
string exchange = ContractUtilities.ContractMetaInfo.GetExchange4Tickerhead(TickerHead2);
if (exchange=="CME")
mkey = MarketKey.Cme;
else if (exchange=="ICE")
mkey = MarketKey.Ice;
Console.WriteLine(TA.TickerheadConverters.ConvertFromDB2TT(TickerHead2));
ProductLookupSubscription pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ProductType.Future, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead)));
plsList.Add(pls);
pls.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
pls = new ProductLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ProductType.Spread, TA.TickerheadConverters.ConvertFromDB2TT(TickerHead)));
plsList.Add(pls);
pls.Update += new EventHandler<ProductLookupSubscriptionEventArgs>(pls_Update);
pls.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
