public void CreateOrderSubscription()
{
if (_dispatcher.InvokeRequired())
{
_dispatcher.BeginInvoke(() =>
{
CreateOrderSubscription();
});
return;
}
Dispatcher dispatcher = Dispatcher.Current;
Console.WriteLine("Creating Order Subscription...");
_ts = new TradeSubscription(_apiSession, dispatcher);
_ts.OrderBookDownload += new EventHandler <OrderBookDownloadEventArgs>(ts_OrderBookDownload);
_ts.OrderAdded += new EventHandler <OrderAddedEventArgs>(ts_OrderAdded);
_ts.OrderUpdated += new EventHandler <OrderUpdatedEventArgs>(ts_OrderUpdated);
_ts.OrderDeleted += new EventHandler <OrderDeletedEventArgs>(ts_OrderDeleted);
_ts.OrderFilled += new EventHandler <OrderFilledEventArgs>(ts_OrderFilled);
_ts.OrderStatusUnknown += new EventHandler <OrderStatusUnknownEventArgs>(ts_OrderStatusUnknown);
_ts.OrderRejected += new EventHandler <OrderRejectedEventArgs>(ts_OrderRejected);
//ts.EnablePNL = true;
//ts.ProfitLossChanged += new EventHandler<ProfitLossChangedEventArgs>(ts_ProfitLossChanged);
_ts.Start();
Console.WriteLine("Order Subscription created.");
}
/// <summary>
/// Called via my thread dispatcher to create the TradeSubscription object and start it.
/// After which, the thread will sleep until further dispatcher actions are invoked.
/// </summary>
private void InitComplete()
{
if (Log != null)
{
Log.NewEntry(LogLevel.Major, "{0}: Listener thread started.", this);
}
// Subscribe to events.
m_TradeSubsciption = new TradeSubscription(m_TTService.session, m_Dispatcher);
if (m_TradeFilter != null)
{
m_TradeSubsciption.SetFilter(m_TradeFilter);
}
m_TradeSubsciption.OrderFilled += new EventHandler <TradingTechnologies.TTAPI.OrderFilledEventArgs>(TT_OrderFilled);
m_TradeSubsciption.Rollover += new EventHandler <RolloverEventArgs>(TT_Rollover);
m_TradeSubsciption.FillRecordAdded += new EventHandler <FillAddedEventArgs>(TT_RecordedFill);
m_TradeSubsciption.AdminFillAdded += new EventHandler <FillAddedEventArgs>(TT_AdminFill);
m_TradeSubsciption.AdminFillDeleted += new EventHandler <FillDeletedEventArgs>(TT_AdminFillDeleted);
m_TradeSubsciption.FillBookDownload += new EventHandler <TradingTechnologies.TTAPI.FillBookDownloadEventArgs>(TT_FillListDownLoad);
m_TradeSubsciption.FillListStart += new EventHandler <TradingTechnologies.TTAPI.FillListEventArgs>(TT_FillListStart);
m_TradeSubsciption.FillListEnd += new EventHandler <TradingTechnologies.TTAPI.FillListEventArgs>(TT_FillListEnd);
m_TradeSubsciption.Start();
}//InitComplete()
/// <summary>
/// Event returning the status of a login attempt.
/// </summary>
void m_TTAPI_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
// Check for successful login
if (!e.Status.IsSuccess)
{
// if an unsuccessful login, show the user why and allow them to try again
MessageBox.Show("Login Unsuccessful.\r\n\r\nReason: " + e.Status.StatusMessage, "Error");
return;
}
// subscribe to the trade subscription events
m_tradeSubscription = new TradeSubscription(m_TTAPI.Session, Dispatcher.Current);
m_tradeSubscription.OrderAdded += new EventHandler <OrderAddedEventArgs>(tradeSubscription_OrderAdded);
m_tradeSubscription.OrderBookDownload += new EventHandler <OrderBookDownloadEventArgs>(tradeSubscription_OrderBookDownload);
m_tradeSubscription.OrderDeleted += new EventHandler <OrderDeletedEventArgs>(tradeSubscription_OrderDeleted);
m_tradeSubscription.OrderFilled += new EventHandler <OrderFilledEventArgs>(tradeSubscription_OrderFilled);
m_tradeSubscription.OrderRejected += new EventHandler <OrderRejectedEventArgs>(tradeSubscription_OrderRejected);
m_tradeSubscription.OrderUpdated += new EventHandler <OrderUpdatedEventArgs>(tradeSubscription_OrderUpdated);
m_tradeSubscription.OrderStatusUnknown += new EventHandler <OrderStatusUnknownEventArgs>(tradeSubscription_OrderStatusUnknown);
m_tradeSubscription.Start();
// Login succeeded, update GUI
this.btnConnect.Enabled = false;
UpdateStatusBar("Login Status: " + e.Status.ToString());
}
/// <summary>
/// Called via my thread dispatcher to create the TradeSubscription object and start it.
/// After which, the thread will sleep until further dispatcher actions are invoked.
/// </summary>
private void InitComplete()
{
this.Log.NewEntry(LogLevel.Major, "{0}: Trade listener started.", m_Name);
// Subscribe to events.
m_TradeSubsciption = new TradeSubscription(m_TTService.session, m_Dispatcher);
m_TradeSubsciption.OrderFilled += new EventHandler <TradingTechnologies.TTAPI.OrderFilledEventArgs>(TT_OrderFilled);
m_TradeSubsciption.OrderAdded += new EventHandler <TradingTechnologies.TTAPI.OrderAddedEventArgs>(TT_OrderAdded);
m_TradeSubsciption.OrderDeleted += new EventHandler <TradingTechnologies.TTAPI.OrderDeletedEventArgs>(TT_OrderDeleted);
m_TradeSubsciption.OrderBookDownload += new EventHandler <TradingTechnologies.TTAPI.OrderBookDownloadEventArgs>(TT_OrderBookDownload);
m_TradeSubsciption.OrderRejected += new EventHandler <OrderRejectedEventArgs>(TT_OrderRejected);
m_TradeSubsciption.Start();
}//InitComplete()
private void OnSDKStatusUpdate(object sender, TTAPIStatusUpdateEventArgs e)
{
if (e.IsReady && m_ts == null)
{
lblStatus.Text = "Authenticated. Launching subscriptions...";
m_ts = new TradeSubscription(m_dispatcher, false);
m_ts.OrderBookDownload += OnOrderBookDownload;
m_ts.OrderAdded += OnOrderAdded;
m_ts.OrderDeleted += OnOrderDeleted;
m_ts.OrderFilled += OnOrderFilled;
m_ts.OrderUpdated += OnOrderUpdated;
m_ts.OrderPendingAction += OnOrderPendingAction;
m_ts.OrderRejected += OnOrderRejected;
m_ts.Start();
}
else if (e.IsDown)
{
lblStatus.Text = $"SDK is down: {e.StatusMessage}";
}
}
public void CreateFillSubscription()
{
if (_dispatcher.InvokeRequired())
{
_dispatcher.BeginInvoke(() =>
{
CreateFillSubscription();
});
return;
}
Dispatcher dispatcher = Dispatcher.Current;
Console.WriteLine("Creating Fill Subscription...");
_fs = new FillsSubscription(_apiSession, dispatcher);
_fs.FillListStart += new EventHandler <FillListEventArgs>(fs_FillListStart);
_fs.FillBookDownload += new EventHandler <FillBookDownloadEventArgs>(fs_FillBookDownload);
_fs.FillListEnd += new EventHandler <FillListEventArgs>(fs_FillListEnd);
_fs.FillAdded += new EventHandler <FillAddedEventArgs>(fs_FillAdded);
_fs.FillDeleted += new EventHandler <FillDeletedEventArgs>(fs_FillDeleted);
_fs.FillAmended += new EventHandler <FillAmendedEventArgs>(fs_FillAmended);
_fs.Start();
_ts = new TradeSubscription(_apiSession, dispatcher);
_ts.FillBookDownload += new EventHandler <FillBookDownloadEventArgs>(ts_FillBookDownload);
_ts.FillListEnd += new EventHandler <FillListEventArgs>(ts_FillListEnd);
_ts.FillListStart += new EventHandler <FillListEventArgs>(ts_FillListStart);
_ts.FillAmended += new EventHandler <FillAmendedEventArgs>(ts_FillAmended);
_ts.FillRecordAdded += new EventHandler <FillAddedEventArgs>(ts_FillRecordAdded);
_ts.AdminFillAdded += new EventHandler <FillAddedEventArgs>(ts_AdminFillAdded);
_ts.AdminFillDeleted += new EventHandler <FillDeletedEventArgs>(ts_AdminFillDeleted);
_ts.Rollover += new EventHandler <RolloverEventArgs>(ts_Rollover);
_ts.TradeSubscriptionReset += new EventHandler <TradeSubscriptionResetEventArgs>(ts_TradeSubscriptionReset);
//ts.EnablePNL = true;
//ts.ProfitLossChanged += new EventHandler<ProfitLossChangedEventArgs>(ts_ProfitLossChanged);
_ts.Start();
Console.WriteLine("Fill Subscription created.");
}
void m_TTAPI_ConnectionStatusUpdate(object sender, ConnectionStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
this.Enabled = true;
// Update the Status Bar text.
UpdateStatusBar("Drag a contract from X_TRADER to begin");
m_tradeSubscription = new TradeSubscription(m_TTAPI.Session, Dispatcher.Current);
m_tradeSubscription.FillRecordAdded += new EventHandler <FillAddedEventArgs>(m_tradeSubscription_FillRecordAdded);
m_tradeSubscription.AdminFillAdded += new EventHandler <FillAddedEventArgs>(m_tradeSubscription_AdminFillAdded);
m_tradeSubscription.AdminFillDeleted += new EventHandler <FillDeletedEventArgs>(m_tradeSubscription_AdminFillDeleted);
m_tradeSubscription.FillBookDownload += new EventHandler <FillBookDownloadEventArgs>(m_tradeSubscription_FillBookDownload);
m_tradeSubscription.FillAmended += new EventHandler <FillAmendedEventArgs>(m_tradeSubscription_FillAmended);
m_tradeSubscription.Start();
}
else
{
MessageBox.Show(String.Format("ConnectionStatusUpdate: {0}", e.Status.StatusMessage));
}
}
private void CreateTradeSubscription()
{
Message("Creating TradeSubscription...");
/*
* InstrumentLookupSubscription req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, new ProductKey(MarketKey.Cme, ProductType.Future, "HG"), "Dec13");
* req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
* req.Start();
* // We now have a more generic method to subscribe to instruments:
* SubscribeToInstrument(MarketKey.Cme, ProductType.Future, "HG", "Dec13");
*/
SubscribeToInstrument("CME", "FUTURE", "HG", "Dec12");
ts = new TradeSubscription(apiInstance.Session, Dispatcher.Current);
ts.FillBookDownload += new EventHandler <FillBookDownloadEventArgs>(ts_FillBookDownload);
ts.FillListEnd += new EventHandler <FillListEventArgs>(ts_FillListEnd);
ts.FillListStart += new EventHandler <FillListEventArgs>(ts_FillListStart);
ts.OrderBookDownload += new EventHandler <OrderBookDownloadEventArgs>(ts_OrderBookDownload);
ts.OrderAdded += new EventHandler <OrderAddedEventArgs>(ts_OrderAdded);
ts.OrderUpdated += new EventHandler <OrderUpdatedEventArgs>(ts_OrderUpdated);
ts.OrderDeleted += new EventHandler <OrderDeletedEventArgs>(ts_OrderDeleted);
ts.OrderFilled += new EventHandler <OrderFilledEventArgs>(ts_OrderFilled);
ts.FillAmended += new EventHandler <FillAmendedEventArgs>(ts_FillAmended);
ts.FillRecordAdded += new EventHandler <FillAddedEventArgs>(ts_FillRecordAdded);
ts.AdminFillAdded += new EventHandler <FillAddedEventArgs>(ts_AdminFillAdded);
ts.AdminFillDeleted += new EventHandler <FillDeletedEventArgs>(ts_AdminFillDeleted);
ts.OrderStatusUnknown += new EventHandler <OrderStatusUnknownEventArgs>(ts_OrderStatusUnknown);
ts.OrderRejected += new EventHandler <OrderRejectedEventArgs>(ts_OrderRejected);
ts.Rollover += new EventHandler <RolloverEventArgs>(ts_Rollover);
ts.TradeSubscriptionReset += new EventHandler <TradeSubscriptionResetEventArgs>(ts_TradeSubscriptionReset);
//ts.EnablePNL = true;
//ts.ProfitLossChanged += new EventHandler<ProfitLossChangedEventArgs>(ts_ProfitLossChanged);
ts.Start();
Message("TradeSubscription created.");
}
/// <summary>
/// Event returning the status of a login attempt.
/// </summary>
void m_TTAPI_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
// Check for successful login
if (!e.Status.IsSuccess)
{
// if an unsuccessful login, show the user why and allow them to try again
MessageBox.Show("Login Unsuccessful.\r\n\r\nReason: " + e.Status.StatusMessage, "Error");
return;
}
// subscribe to the trade subscription events
m_TradeSubscription = new TradeSubscription(m_TTAPI.Session, Dispatcher.Current);
m_TradeSubscription.OrderAdded += new EventHandler<OrderAddedEventArgs>(tradeSubscription_OrderAdded);
m_TradeSubscription.OrderBookDownload += new EventHandler<OrderBookDownloadEventArgs>(tradeSubscription_OrderBookDownload);
m_TradeSubscription.OrderDeleted += new EventHandler<OrderDeletedEventArgs>(tradeSubscription_OrderDeleted);
m_TradeSubscription.OrderFilled += new EventHandler<OrderFilledEventArgs>(tradeSubscription_OrderFilled);
m_TradeSubscription.OrderRejected += new EventHandler<OrderRejectedEventArgs>(tradeSubscription_OrderRejected);
m_TradeSubscription.OrderUpdated += new EventHandler<OrderUpdatedEventArgs>(tradeSubscription_OrderUpdated);
m_TradeSubscription.OrderStatusUnknown += new EventHandler<OrderStatusUnknownEventArgs>(tradeSubscription_OrderStatusUnknown);
m_TradeSubscription.Start();
// Login succeeded, update GUI
this.btnConnect.Enabled = false;
UpdateStatusBar("Login Status: " + e.Status.ToString());
}
void m_TTAPI_ConnectionStatusUpdate(object sender, ConnectionStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
this.Enabled = true;
// Update the Status Bar text.
UpdateStatusBar("Drag a contract from X_TRADER to begin");
m_tradeSubscription = new TradeSubscription(m_TTAPI.Session, Dispatcher.Current);
m_tradeSubscription.FillRecordAdded += new EventHandler<FillAddedEventArgs>(m_tradeSubscription_FillRecordAdded);
m_tradeSubscription.AdminFillAdded += new EventHandler<FillAddedEventArgs>(m_tradeSubscription_AdminFillAdded);
m_tradeSubscription.AdminFillDeleted += new EventHandler<FillDeletedEventArgs>(m_tradeSubscription_AdminFillDeleted);
m_tradeSubscription.FillBookDownload += new EventHandler<FillBookDownloadEventArgs>(m_tradeSubscription_FillBookDownload);
m_tradeSubscription.FillAmended += new EventHandler<FillAmendedEventArgs>(m_tradeSubscription_FillAmended);
m_tradeSubscription.Start();
}
else
{
MessageBox.Show(String.Format("ConnectionStatusUpdate: {0}", e.Status.StatusMessage));
}
}
public void req_Update(object sender, InstrumentLookupSubscriptionEventArgs e)
{
if (e.Instrument != null && e.Error == null)
{
// Create a TradeSubscription with an Instrument filter
ts = new TradeSubscription(apiInstance.Session, Dispatcher.Current);
TradeSubscriptionInstrumentFilter tsIF =
new TradeSubscriptionInstrumentFilter(apiInstance.Session, e.Instrument.Key, false, "instr");
ts.SetFilter(tsIF);
ts.OrderAdded += new EventHandler<OrderAddedEventArgs>(ts_OrderAdded);
ts.OrderFilled += new EventHandler<OrderFilledEventArgs>(ts_OrderFilled);
ts.OrderRejected += new EventHandler<OrderRejectedEventArgs>(ts_OrderRejected);
ts.OrderDeleted += new EventHandler<OrderDeletedEventArgs>(ts_OrderDeleted);
ts.OrderUpdated += new EventHandler<OrderUpdatedEventArgs>(ts_OrderUpdated);
ts.Start();
// Subscribe for Inside Market Data
ps = new PriceSubscription(e.Instrument, Dispatcher.Current);
ps.Settings = new PriceSubscriptionSettings(PriceSubscriptionType.InsideMarket);
ps.FieldsUpdated += new FieldsUpdatedEventHandler(priceSub_FieldsUpdated);
ps.Start();
}
else if (e.IsFinal)
{
// Instrument was not found and TT API has given up looking for it
Console.WriteLine("Cannot find instrument: " + e.Error.Message);
Dispose();
}
}
