void ics_InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
//Console.WriteLine(e.GetType());
InstrumentList.Add(inst.Name);
//Console.WriteLine(e. );
}
}
/// <summary>
/// InstrumentCatalogSubscription InstrumentsUpdated event.
/// </summary>
private void InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
InstrumentCatalogSubscription instrumentCatalogSubscription = sender as InstrumentCatalogSubscription;
if (instrumentCatalogSubscription?.Instruments?.Values != null)
{
foreach (Instrument instru in instrumentCatalogSubscription.Instruments.Values)
{
if (!_availableInstrumentDico.ContainsKey(instru.Key.SeriesKey))
{
_availableInstrumentDico.Add(instru.Key.SeriesKey, instru);
InstrumentDetails instruDetails = instru.InstrumentDetails;
DataUpdateEvent?.Invoke(this, instruDetails.Key.SeriesKey, instruDetails.ExpirationDate.ToDateTime(), instruDetails.StrikePrice, instruDetails.OptionType.ToString().ToUpper(), instruDetails.Name, instru.Product.Type.Name, instru.Product.Name);
}
}
}
}
} //ProcessAJob()
//
//
#endregion// private methods
#region TT Callback Event Handlers
// *****************************************************************************
// **** TT Callback Event Handlers ****
// *****************************************************************************
/// <summary>
/// Using TT's dispatcher model, the thread in these methods is my local thread.
/// </summary>
private void InstrumentCatalog_InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs eventArgs)
{
if (m_isDisposing)
{
return;
}
if (eventArgs.Error != null)
{
Log.NewEntry(LogLevel.Warning, "{0}: Error in instrument catalog {1}.", this.Name, eventArgs.Error.Message);
return;
}
//
foreach (Instrument ttInstrument in eventArgs.Added)
{
MistyProd.InstrumentName instrName;
if (TTConvert.TryConvert(ttInstrument, out instrName))
{ // Success in converting to our internal type.
InstrumentDetails details;
if (m_InstrumentDetails.TryGetValue(instrName, out details))
{ // This instrument was already added!
if (!ttInstrument.Key.Equals(details.Key))
{
Log.NewEntry(LogLevel.Warning, "{0}: Instrument {1} found before with non-unique key {2}!", this.Name, instrName.FullName, instrName.SeriesName);
}
else
{
Log.NewEntry(LogLevel.Warning, "{0}: Instrument {1} found before and keys match! Good.", this.Name, instrName.FullName);
}
}
else
{
m_KeyToInstruments.Add(ttInstrument.Key, instrName);
m_InstrumentDetails.Add(instrName, ttInstrument.InstrumentDetails);
Log.NewEntry(LogLevel.Minor, "{0}: Instruments found {1} <---> {2}.", this.Name, instrName, ttInstrument.Key.ToString());
}
}
else
{ // Failed to convert TT instrument to a Misty Instrument.
// This happens because either their name is too confusing to know what it is.
// Or, more likely, we are set to ignore the product type (options, equity, swaps).
Log.NewEntry(LogLevel.Warning, "{0}: Instrument creation failed for {1}.", ttInstrument.Key.ToString());
}
} // next instr added
OnInstrumentsFound(); // Trigger event for subscribers
} //InstrumentCatalog_InstrumentsUpdated()
void ics_InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
//Console.WriteLine(e.GetType());
//sw.WriteLine(inst.Name);
//sw.Flush();
InstrumentList.Add(inst.Name);
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, inst.Key);
m_req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
//Console.WriteLine(e. );
}
}
public void StartInstrumentLookupSubscriptionsFromCatalog(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, inst.Key);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
Console.WriteLine(Ils.Instrument.Key.ToString());
IlsDictionary.Add(inst.Key, Ils);
Ils.Start();
//InstrumentCatalogSubscription ics2 = (InstrumentCatalogSubscription)sender;
//ics2.InstrumentsUpdated -= ics_InstrumentsUpdated;
//ics2.Dispose();
//ics2 = null;
}
TradingTechnologies.TTAPI.Product Prod = ((InstrumentCatalogSubscription)sender).Product;
PlsDictionary[Prod.Key].Update -= PLSEventHandler;
PlsDictionary[Prod.Key].Dispose();
PlsDictionary[Prod.Key] = null;
PlsDictionary.Remove(Prod.Key);
if ((PlsDictionary.Count == 0) & PlsDictionaryCompleteQ)
{
IlsDictionaryCompleteQ = true;
}
}
/// <summary>
/// InstrumentCatalogSubscription InstrumentsUpdated event.
/// </summary>
private void instrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
InstrumentCatalogSubscription instrumentCatalogSubscription = sender as InstrumentCatalogSubscription;
updateInstrumentTreeViewNodes(instrumentCatalogSubscription);
}
void ics_InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
//Console.WriteLine(e.GetType());
InstrumentList.Add(inst.Name);
//Console.WriteLine(e. );
}
}
/// <summary>
/// InstrumentCatalogSubscription InstrumentsUpdated event.
/// </summary>
private void instrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
InstrumentCatalogSubscription instrumentCatalogSubscription = sender as InstrumentCatalogSubscription;
updateInstrumentTreeViewNodes(instrumentCatalogSubscription);
}
public void StartInstrumentLookupSubscriptionsFromCatalog(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, inst.Key);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
Console.WriteLine(Ils.Instrument.Key.ToString());
IlsDictionary.Add(inst.Key, Ils);
Ils.Start();
//InstrumentCatalogSubscription ics2 = (InstrumentCatalogSubscription)sender;
//ics2.InstrumentsUpdated -= ics_InstrumentsUpdated;
//ics2.Dispose();
//ics2 = null;
}
TradingTechnologies.TTAPI.Product Prod = ((InstrumentCatalogSubscription)sender).Product;
PlsDictionary[Prod.Key].Update -= PLSEventHandler;
PlsDictionary[Prod.Key].Dispose();
PlsDictionary[Prod.Key] = null;
PlsDictionary.Remove(Prod.Key);
if ((PlsDictionary.Count == 0) & PlsDictionaryCompleteQ)
{
IlsDictionaryCompleteQ = true;
}
}
void ics_InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
//Console.WriteLine(e.GetType());
//sw.WriteLine(inst.Name);
//sw.Flush();
InstrumentList.Add(inst.Name);
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,inst.Key);
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
//Console.WriteLine(e. );
}
}
