void processFill(FillOriginator originator, FillAction action, ReadOnlyCollection <Fill> fills)
{
foreach (Fill fill in fills)
{
processFill(FillOriginator.TRADER, FillAction.ADD, fill);
Thread.Sleep(5);
}
processSystemMessage(SystemMessage.FILL_BOOK_DOWNLOAD);
}
void processFill(FillOriginator originator, FillAction action)
{
if (action == FillAction.LIST_START)
{
processSystemMessage(SystemMessage.FILL_LIST_START);
}
else if (action == FillAction.LIST_END)
{
processSystemMessage(SystemMessage.FILL_LIST_END);
}
}
void api_OnFill(FillOriginator originator, FillAction action, EZInstrument ttInstrument, EZFill fill, EZFill newFill)
{
//cross thread - so you don't get the cross theading exception
if (this.InvokeRequired)
{
this.BeginInvoke((MethodInvoker) delegate
{
api_OnFill(originator, action, ttInstrument, fill, newFill);
});
return;
}
}
void processFill(FillOriginator originator, FillAction action, Fill fill, params Fill[] fills)
{
TTFill newFill = null;
/*
* fill.BuySell;
* fill.FFT2;
* fill.FFT3;
* fill.FillKey;
* fill.FillType;
* fill.InstrumentKey;
* fill.IsHedge; // autospreader hedge order
* fill.IsQuoting; // autospreader quoting order
* fill.MatchPrice;
* fill.Quantity;
* fill.SpreadId;
* fill.TransactionDateTime;
*/
// If this is the first fill for this instrument, then add it to our list and
// subscribe to the instrument updates if AutoSubscribeInstruments is true.
if (!_ttInstruments.ContainsKey(fill.InstrumentKey))
{
if (AutoSubscribeInstruments)
{
//TODO: Make the subscribe to instrument work
//SubscribeToInstrument(fill.InstrumentKey);
/*InstrumentLookupSubscription ils = new InstrumentLookupSubscription(apiSession, Dispatcher.Current, fill.InstrumentKey);
* ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ils_Update);
* ils.Start();*/
}
TTInstrument tti = new TTInstrument(fill.InstrumentKey);
_ttInstruments.Add(fill.InstrumentKey, tti);
}
TTFill ttf = NewTTFill(fill);
#region LOOK FOR '#' IN THE FFT FIELDS
// See if this fill contains our '#' hashtag in either FFT field.
string hashField = null;
if (fill.FFT2.StartsWith("#"))
{
hashField = fill.FFT2;
}
if (fill.FFT3.StartsWith("#"))
{
hashField = fill.FFT3;
}
// If we found a valid '#' hashtag value, then put it in our dropdown combo box.
if (hashField != null)
{
// Add this fill to our list of fills with this same hashsymbol
if (!_hashSymbols.ContainsKey(hashField))
{
_hashSymbols.Add(hashField, new List <Fill>());
}
List <Fill> hashFills = _hashSymbols[hashField];
hashFills.Add(fill);
}
#endregion
// There are definitely times when the fill key already exists in the dictionary. In those
// cases I am just overwriting the previous fill with the new one (asuming it is an updated
// fill or whatever).
_currentTTFills[fill.FillKey] = ttf;
if (OnFill != null)
{
OnFill(originator, action, _ttInstruments[fill.InstrumentKey], ttf, newFill);
}
}
void processFill(FillOriginator originator, FillAction action, Fill fill)
{
/*
* fill.BuySell;
* fill.FFT2;
* fill.FFT3;
* fill.FillKey;
* fill.FillType;
* fill.InstrumentKey;
* fill.IsHedge; // autospreader hedge order
* fill.IsQuoting; // autospreader quoting order
* fill.MatchPrice;
* fill.Quantity;
* fill.SpreadId;
* fill.TransactionDateTime;
*/
// If this is the first fill for this instrument, then add it to our list and
// subscribe to the instrument updates.
if (!instruments.ContainsKey(fill.InstrumentKey))
{
InstrumentLookupSubscription ils = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, fill.InstrumentKey);
ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ils_Update);
ils.Start();
InstrumentInfo info = new InstrumentInfo(fill.InstrumentKey);
instruments.Add(fill.InstrumentKey, info);
}
// Display the fill in the grid and play and sounds and/or send any messages related to
// this fill.
FillBasic fb = new FillBasic(fill);
displayFill(fillGrid, fb);
UpdateFillCount(fillGrid.Rows.Count);
UpdateProfit(0);
// See if this fill contains our '#' hashtag in either FFT field.
string hashField = null;
if (fill.FFT2.StartsWith("#"))
{
hashField = fill.FFT2;
}
if (fill.FFT3.StartsWith("#"))
{
hashField = fill.FFT3;
}
// If we found a valid '#' hashtag value, then put it in our dropdown combo box.
if (hashField != null)
{
// Add this fill to our list of fills with this same hashsymbol
if (!hashSymbols.ContainsKey(hashField))
{
hashSymbols.Add(hashField, new List <Fill>());
}
List <Fill> fills = hashSymbols[hashField];
fills.Add(fill);
// Add this hashsymbol to our dropdown list if it is not already there
if (!tscomboFFT.Items.Contains(hashField))
{
tscomboFFT.Items.Add(hashField);
}
// If the user is filtering by this hash symbol then put this fill in the filter grid also
string selectedHash = tscomboFFT.SelectedItem as string;
if (selectedHash != null && selectedHash.Equals(hashField))
{
displayFill(filteredGrid, fb);
}
}
}
