void OrderFilledEventHandler(object sender, FillAddedEventArgs e) { if (e.Fill.OrderTag == "DeltaHedge") { Instrument Inst = TTAPISubs.InstrumentDictionary[e.Fill.InstrumentKey]; string InstrumentName = Inst.Name.ToString(); if (!InstrumentName.Contains("Calendar")) { string FilledTicker = TA.TickerConverters.ConvertFromTTAPIFields2DB(Inst.Product.ToString(), Inst.Name.ToString()); string TickerHead = TA.TickerheadConverters.ConvertFromTT2DB(Inst.Product.ToString()); int FilledQuantity; if (e.Fill.BuySell == BuySell.Buy) { FilledQuantity = e.Fill.Quantity; } else { FilledQuantity = -e.Fill.Quantity; } TA.Strategy.LoadTrade2Strategy(ticker: FilledTicker, trade_price: (decimal)TA.PriceConverters.FromTT2DB(ttPrice: Convert.ToDecimal(e.Fill.MatchPrice.ToString()), tickerHead: TickerHead), trade_quantity: FilledQuantity, instrument: "F", alias: DeltaStrategyAlias, conn: conn); } } }
void m_tradeSubscription_FillRecordAdded(object sender, FillAddedEventArgs e) { if (e.Fill.OpenClose == OpenClose.XRiskAdmin) { Console.WriteLine("FillRecordAdded (XRiskAdmin): {0}", e.Fill.FillKey); UpdateManualFillAuditLog(e.Fill); } }
/// <summary> /// A single fill has been received. /// </summary> /// <param name="sender"></param> /// <param name="e"></param> void m_FillSubscription_FillAdded(object sender, FillAddedEventArgs e) { string fillDetails = GetFillDetails(e.Fill); AddItemToList("Added: " + fillDetails); AddItemToTree(new TreeNode("Added: " + fillDetails)); m_FillCount++; UpdateStatusBar("Total Fill Count: " + m_FillCount); }
void m_tradeSubscription_AdminFillAdded(object sender, FillAddedEventArgs e) { if (e.Fill.OpenClose == OpenClose.StartOfDay) { Console.WriteLine("AdminFillAdded (StartOfDay): {0}", e.Fill.FillKey); m_SODGridBoundComponent.UpdateOrAdd(e.Fill); } else if (e.Fill.OpenClose == OpenClose.XRiskAdmin) { Console.WriteLine("AdminFillAdded (XRiskAdmin): {0}", e.Fill.FillKey); UpdateManualFillAuditLog(e.Fill); } }
void fs_FillAdded(object sender, FillAddedEventArgs e) { processFill(FillOriginator.TRADER, FillAction.ADD, e.Fill); }
void ts_AdminFillAdded(object sender, FillAddedEventArgs e) { processFill(FillOriginator.ADMIN, FillAction.ADD, e.Fill); }
/// <summary> /// Event notification for a new fill /// </summary> void m_fil_FillAdded(object sender, FillAddedEventArgs e) { Console.WriteLine("Fill Added:"); Console.WriteLine(" Fill: FillKey={0}, InstrKey={1}, Qty={2}, MatchPrice={3}", e.Fill.FillKey, e.Fill.InstrumentKey, e.Fill.Quantity, e.Fill.MatchPrice); }
/// <summary> /// Event notification for a new fill /// </summary> void m_fs_FillAdded(object sender, FillAddedEventArgs e) { processFill("Fill Added:", e.Fill); }
public void fs_FillAdded(object sender, FillAddedEventArgs e) { Console.WriteLine("Fill Added:"); Console.WriteLine(" Fill: FillKey={0}, InstrKey={1}, Qty={2}, MatchPrice={3}", e.Fill.FillKey, e.Fill.InstrumentKey, e.Fill.Quantity, e.Fill.MatchPrice); }
void fs_FillAdded(object sender, FillAddedEventArgs e) { //Console.WriteLine("fs_FillAdded"); //Console.WriteLine(FillToString(e.Fill)); processFill(FillOriginator.TRADER, FillAction.ADD, e.Fill); }
void ts_AdminFillAdded(object sender, FillAddedEventArgs e) { Console.WriteLine("AdminFillAdded"); //Console.WriteLine(FillToString(e.Fill)); processFill(FillOriginator.ADMIN, FillAction.ADD, e.Fill); }