public void SetAttributes(Dictionary <string, string> attributes)
{
InstrumentKey instrumentKey;
bool boolValue = false;
foreach (string key in attributes.Keys)
{
if (key.Equals("Name"))
{
Name = attributes[key];
}
else if (key.Equals("FilterInstrumentKey") && TTConvert.TryCreateInstrumentKey(attributes[key], out instrumentKey))
{
this.FilterByInstrument(instrumentKey);
this.m_FilterType = FilterType.Instrument;
}
else if (key.Equals("FilterAccount"))
{
this.FilterByAccount(attributes[key]);
this.m_FilterType = FilterType.Account;
}
else if (key.Equals("LogAllFills") && bool.TryParse(attributes[key], out boolValue))
{
this.m_LogAllFillPropertiesFromTT = boolValue;
}
}
}
public void SetAttributes(Dictionary <string, string> attributes)
{
InstrumentName name;
InstrumentKey ttkey;
foreach (string key in attributes.Keys)
{
if (key.Equals("Name") && InstrumentName.TryDeserialize(attributes["Name"], out name))
{
this.Name = name;
}
else if (key.Equals("Key") && TTConvert.TryCreateInstrumentKey(attributes["Key"], out ttkey))
{
this.Key = ttkey;
}
}
}
/// <summary>
/// Creates a fill event from the pair-wise info in drop.
/// Allowed keys:
/// Time - the time the drop was made.
/// LocalFillTime - local time fill was received.
/// </summary>
/// <param name="pairs"></param>
/// <returns></returns>
private FillEventArgs CreateFillEvent(Dictionary <string, string> pairs)
{
string sQty;
string sPrice;
if (pairs.TryGetValue("Qty", out sQty) && pairs.TryGetValue("Price", out sPrice))
{
UV.Lib.OrderHubs.Fill aFill = UV.Lib.OrderHubs.Fill.Create();
aFill.Qty = Convert.ToInt32(sQty);
aFill.Price = Convert.ToDouble(sPrice);
// Extract fill times.
if (pairs.ContainsKey("LocalFillTime"))
{
aFill.LocalTime = Convert.ToDateTime(pairs["LocalFillTime"]); // use fill time, if available.
}
else
{
aFill.LocalTime = Convert.ToDateTime(pairs["Time"]); // else use last drop time- legacy approach
}
// Extract TT's instrument key.
InstrumentKey key;
string sForeignKey;
if (pairs.TryGetValue("ForeignKey", out sForeignKey) && TTConvert.TryCreateInstrumentKey(sForeignKey, out key))
{
FillEventArgs e = new FillEventArgs(key, FillType.InitialPosition, aFill);
return(e); // success!
}
else
{
Log.NewEntry(LogLevel.Error, "Failed to recreate instrument key from {0}.", sForeignKey);
return(null);
}
}
else
{
Log.NewEntry(LogLevel.Error, "Failed to create a fill event");
return(null);
}
}// CreateFillEvent()
public void SetAttributes(Dictionary <string, string> attributes)
{
this.Fill = new UV.Lib.OrderHubs.Fill();
((IStringifiable)this.Fill).SetAttributes(attributes);
FillType type;
TradingTechnologies.TTAPI.InstrumentKey ttInstrumentKey;
foreach (string key in attributes.Keys)
{
if (key == "Type" && Enum.TryParse <FillType>(attributes[key], out type))
{
this.Type = type;
}
else if (key == "InstrumentKey" && TTConvert.TryCreateInstrumentKey(attributes[key], out ttInstrumentKey))
{
this.TTInstrumentKey = ttInstrumentKey;
}
else if (key == "FillKey")
{
this.FillKey = attributes[key];
}
}
}