void m_instrLookupRequest_OnData(object sender, InstrumentLookupEventArgs e)
{
if (e.Event == ProductDataEvent.Found)
{
// Instrument was found
m_instrument = e.InstrumentLookup.Instrument;
Console.WriteLine("Found: {0}", m_instrument);
AlgoLookupSubscription algoLookupSubscription = new AlgoLookupSubscription(tt_net_sdk.Dispatcher.Current, "TT Iceberg");
algoLookupSubscription.OnData += AlgoLookupSubscription_OnData;
algoLookupSubscription.GetAsync();
// Subscribe for market Data
m_priceSubscription = new PriceSubscription(m_instrument, tt_net_sdk.Dispatcher.Current);
m_priceSubscription.Settings = new PriceSubscriptionSettings(PriceSubscriptionType.MarketDepth);
m_priceSubscription.FieldsUpdated += m_priceSubscription_FieldsUpdated;
m_priceSubscription.Start();
}
else if (e.Event == ProductDataEvent.NotAllowed)
{
Console.WriteLine("Not Allowed : Please check your Token access");
}
else
{
// Instrument was not found and TT API has given up looking for it
Console.WriteLine("Cannot find instrument: {0}", e.Message);
Dispose();
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for instrument lookup. </summary>
/// <param name="sender"> Source of the event. </param>
/// <param name="e"> Instrument lookup subscription event information. </param>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_instrLookupRequest_OnData(object sender, InstrumentLookupEventArgs e)
{
if (e.Event == ProductDataEvent.Found)
{
// Instrument was found
Instrument instrument = e.InstrumentLookup.Instrument;
Console.WriteLine("Found: {0}", instrument);
// Subscribe for Detailed Depth Data
m_priceSubsciption = new PriceSubscription(instrument, tt_net_sdk.Dispatcher.Current);
m_priceSubsciption.Settings = new PriceSubscriptionSettings(PriceSubscriptionType.DetailedDepth);
m_priceSubsciption.FieldsUpdated += m_priceSubscription_FieldsUpdated;
m_priceSubsciption.Start();
//subscribe for Estimated Position in Queue
m_estimatedPositionInQueueSubscription = new EstimatedPositionInQueueSubscription(tt_net_sdk.Dispatcher.Current);
m_estimatedPositionInQueueSubscription.EstimatedPositionInQueueUpdated += M_estimatedPositionInQueueSubscription_EstimatedPositionInQueueUpdated;
m_estimatedPositionInQueueSubscription.Start();
}
else if (e.Event == ProductDataEvent.NotAllowed)
{
Console.WriteLine("Not Allowed : Please check your Token access");
}
else
{
// Instrument was not found and TT API has given up looking for it
Console.WriteLine("Cannot find instrument: {0}", e.Message);
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for instrument lookup. </summary>
/// <param name="sender"> Source of the event. </param>
/// <param name="e"> Instrument lookup subscription event information. </param>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_instrLookupRequest_OnData(object sender, InstrumentLookupEventArgs e)
{
if (e.Event == ProductDataEvent.Found)
{
// Instrument was found
Instrument instrument = e.InstrumentLookup.Instrument;
Console.WriteLine("Found: {0}", instrument);
// Subscribe for Time & Sales Data
m_tsSubscription = new TimeAndSalesSubscription(instrument, tt_net_sdk.Dispatcher.Current);
m_tsSubscription.Update += m_tsSubscription_Update;
m_tsSubscription.Start();
}
else if (e.Event == ProductDataEvent.NotAllowed)
{
Console.WriteLine("Not Allowed : Please check your Token access");
}
else
{
// Instrument was not found and TT API has given up looking for it
Console.WriteLine("Cannot find instrument: {0}", e.Message);
}
}
////////////////////////////////////////////////////////////////////////////////////////////////////
/// <summary> Event notification for instrument lookup. </summary>
/// <param name="sender"> Source of the event. </param>
/// <param name="e"> Instrument lookup subscription event information. </param>
////////////////////////////////////////////////////////////////////////////////////////////////////
void m_instrLookupRequest_OnData(object sender, InstrumentLookupEventArgs e)
{
if (e.Event == ProductDataEvent.Found)
{
// Instrument was found
Instrument instrument = e.InstrumentLookup.Instrument;
Console.WriteLine("Found: {0}", instrument);
// Subscribe for market Data
m_priceSubscription = new PriceSubscription(instrument, tt_net_sdk.Dispatcher.Current);
m_priceSubscription.Settings = new PriceSubscriptionSettings(PriceSubscriptionType.MarketDepth);
m_priceSubscription.FieldsUpdated += m_priceSubscription_FieldsUpdated;
m_priceSubscription.Start();
// Create a TradeSubscription to listen for order / fill events only for orders submitted through it
m_instrumentTradeSubscription = new InstrumentTradeSubscription(tt_net_sdk.Dispatcher.Current, instrument);
m_instrumentTradeSubscription.OrderUpdated += new EventHandler <OrderUpdatedEventArgs>(m_instrumentTradeSubscription_OrderUpdated);
m_instrumentTradeSubscription.OrderAdded += new EventHandler <OrderAddedEventArgs>(m_instrumentTradeSubscription_OrderAdded);
m_instrumentTradeSubscription.OrderDeleted += new EventHandler <OrderDeletedEventArgs>(m_instrumentTradeSubscription_OrderDeleted);
m_instrumentTradeSubscription.OrderFilled += new EventHandler <OrderFilledEventArgs>(m_instrumentTradeSubscription_OrderFilled);
m_instrumentTradeSubscription.OrderRejected += new EventHandler <OrderRejectedEventArgs>(m_instrumentTradeSubscription_OrderRejected);
m_instrumentTradeSubscription.OrderBookDownload += new EventHandler <OrderBookDownloadEventArgs>(m_instrumentTradeSubscription_OrderBookDownload);
m_instrumentTradeSubscription.Start();
}
else if (e.Event == ProductDataEvent.NotAllowed)
{
Console.WriteLine("Not Allowed : Please check your Token access");
}
else
{
// Instrument was not found and TT API has given up looking for it
Console.WriteLine("Cannot find instrument: {0}", e.Message);
Dispose();
}
}
