#pragma warning disable S2699 // Tests should include assertions
public async Task WebSocketClient_should_receive_Trade_updates()
#pragma warning restore S2699 // Tests should include assertions
{
var btcUsdSubscription = new TradeSubscription("Coinbase", "btc", "usd");
await RunTestForSubscriptionType <Trade>(btcUsdSubscription);
}
/// <summary>
/// Dispose of all the TT API objects and shutdown the TT API
/// </summary>
public void shutdownTTAPI()
{
if (!m_shutdownInProcess)
{
// Dispose of all request objects
if (m_tradeSubscription != null)
{
m_tradeSubscription.OrderAdded -= tradeSubscription_OrderAdded;
m_tradeSubscription.OrderBookDownload -= tradeSubscription_OrderBookDownload;
m_tradeSubscription.OrderDeleted -= tradeSubscription_OrderDeleted;
m_tradeSubscription.OrderFilled -= tradeSubscription_OrderFilled;
m_tradeSubscription.OrderRejected -= tradeSubscription_OrderRejected;
m_tradeSubscription.OrderUpdated -= tradeSubscription_OrderUpdated;
m_tradeSubscription.OrderStatusUnknown -= tradeSubscription_OrderStatusUnknown;
m_tradeSubscription.Dispose();
m_tradeSubscription = null;
}
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
}
// only run shutdown once
m_shutdownInProcess = true;
}
}//InitComplete()
/// <summary>
/// Called by the Dispose() function.
/// </summary>
private void StopThread()
{
if (m_Dispatcher != null && (!m_Dispatcher.IsDisposed))
{
m_Dispatcher.Dispose();
}
if (m_TradeSubsciption != null)
{
if (Log != null)
{
Log.NewEntry(LogLevel.Minor, "FillListener: {0} shutting down TradeSubscription.", this);
}
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.Dispose();
m_TradeSubsciption = null;
}
}//StopThread()
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>
/// 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()
{
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>
/// 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()
/// <summary>
/// Обработчик события получения списка счетов
/// </summary>
private void AccountResolved(AdapterEventArgs <AccountsReport> args)
{
args.MarkHandled();
// Инициализируем счета
if (args.Message.brokerage != null)
{
using (accountsLock.WriteLock())
{
foreach (
var account in
from brokerage in args.Message.brokerage
from ss in brokerage.sales_series
from account in ss.account
select account)
{
Logger.Debug().PrintFormat("Account resolved: {0};{1};{2}", account.brokerage_account_id, account.account_id, account.name);
AddAccount(account.name);
accountCodesById[account.account_id] = account.name;
accountIdsByCode[account.name] = account.account_id;
}
}
OnMessageReceived(
new InitResponseMessage
{
OrderRouters = new Dictionary <string, string[]>
{
{ ServiceCode, AvailableAccounts.ToArray() }
}
});
}
// Подписываемся на счета
var subscription = new TradeSubscription
{
publication_type = (uint)TradeSubscription.PublicationType.ALL_AUTHORIZED,
subscription_scope =
{
(uint)TradeSubscription.SubscriptionScope.ORDERS,
(uint)TradeSubscription.SubscriptionScope.POSITIONS,
(uint)TradeSubscription.SubscriptionScope.COLLATERAL
},
subscribe = true,
id = adapter.GetNextRequestId()
};
adapter.SendMessage(subscription);
}
public ApplicationViewModel()
{
InitialiseViewModel();
LoggedIn = false;
// This data structure is used to contain all the account info that we can bind to in our view, and will update automatically...
_accounts = new ObservableCollection<IgPublicApiData.AccountModel>();
_tradeSubscriptions = new ObservableCollection<IgPublicApiData.TradeSubscriptionModel>();
_affectedDeals = new ObservableCollection<IgPublicApiData.AffectedDealModel>();
WireCommands();
_accountBalanceSubscription = new AccountBalanceSubscription(this);
_tradeSubscription = new TradeSubscription(this);
}
public ApplicationViewModel()
{
InitialiseViewModel();
LoggedIn = false;
// This data structure is used to contain all the account info that we can bind to in our view, and will update automatically...
_accounts = new ObservableCollection <IgPublicApiData.AccountModel>();
_tradeSubscriptions = new ObservableCollection <IgPublicApiData.TradeSubscriptionModel>();
_affectedDeals = new ObservableCollection <IgPublicApiData.AffectedDealModel>();
WireCommands();
_accountBalanceSubscription = new AccountBalanceSubscription(this);
_tradeSubscription = new TradeSubscription(this);
}
private void Shutdown()
{
if (m_ts != null)
{
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.Dispose();
m_ts = null;
}
TTAPI.Shutdown();
}
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.");
}
/// <summary>
/// Dispose of all the TT API objects and shutdown the TT API
/// </summary>
public void shutdownTTAPI()
{
if (!m_shutdownInProcess)
{
// Dispose of all request objects
if (m_tradeSubscription != null)
{
m_tradeSubscription.FillRecordAdded -= m_tradeSubscription_FillRecordAdded;
m_tradeSubscription.AdminFillAdded -= m_tradeSubscription_AdminFillAdded;
m_tradeSubscription.AdminFillDeleted -= m_tradeSubscription_AdminFillDeleted;
m_tradeSubscription.FillBookDownload -= m_tradeSubscription_FillBookDownload;
m_tradeSubscription.FillAmended -= m_tradeSubscription_FillAmended;
m_tradeSubscription.Dispose();
m_tradeSubscription = null;
}
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
}
// only run shutdown once
m_shutdownInProcess = true;
}
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));
}
}
/// <summary>
/// Dispose of all the TT API objects and shutdown the TT API
/// </summary>
public void shutdownTTAPI()
{
if (!m_shutdownInProcess)
{
// Dispose of all request objects
if (m_tradeSubscription != null)
{
m_tradeSubscription.FillRecordAdded -= m_tradeSubscription_FillRecordAdded;
m_tradeSubscription.AdminFillAdded -= m_tradeSubscription_AdminFillAdded;
m_tradeSubscription.AdminFillDeleted -= m_tradeSubscription_AdminFillDeleted;
m_tradeSubscription.FillBookDownload -= m_tradeSubscription_FillBookDownload;
m_tradeSubscription.FillAmended -= m_tradeSubscription_FillAmended;
m_tradeSubscription.Dispose();
m_tradeSubscription = null;
}
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
}
// only run shutdown once
m_shutdownInProcess = true;
}
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>
/// Dispose of all the TT API objects and shutdown the TT API
/// </summary>
public void shutdownTTAPI()
{
if (!m_shutdownInProcess)
{
// Dispose of all request objects
if (m_tradeSubscription != null)
{
m_tradeSubscription.OrderAdded -= tradeSubscription_OrderAdded;
m_tradeSubscription.OrderBookDownload -= tradeSubscription_OrderBookDownload;
m_tradeSubscription.OrderDeleted -= tradeSubscription_OrderDeleted;
m_tradeSubscription.OrderFilled -= tradeSubscription_OrderFilled;
m_tradeSubscription.OrderRejected -= tradeSubscription_OrderRejected;
m_tradeSubscription.OrderUpdated -= tradeSubscription_OrderUpdated;
m_tradeSubscription.OrderStatusUnknown -= tradeSubscription_OrderStatusUnknown;
m_tradeSubscription.Dispose();
m_tradeSubscription = null;
}
TTAPI.ShutdownCompleted += new EventHandler(TTAPI_ShutdownCompleted);
TTAPI.Shutdown();
}
// only run shutdown once
m_shutdownInProcess = true;
}
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));
}
}
/// <summary>
/// Отправить сообщение в сокет
/// </summary>
public void SendMessage(TradeSubscription msg) => SendMessageImpl(new ClientMsg {
trade_subscription = { msg }
});
private void RegisterLightStreamerSubscriptions()
{
_accountBalanceSubscription = new AccountDetailsTableListerner();
_accountBalanceSubscription.Update += OnAccountUpdate;
_tradeSubscription = new TradeSubscription(this);
}
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();
}
}
/// <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());
}
protected virtual void Dispose(bool disposing)
{
if (!disposed)
{
if (disposing)
{
// Shutdown all subscriptions
if (req != null)
{
req.Dispose();
req = null;
}
if (ps != null)
{
ps.Dispose();
ps = null;
}
if (ts != null)
{
ts.Dispose();
ts = null;
}
// Shutdown the Dispatcher
if (disp != null)
{
disp.BeginInvokeShutdown();
disp = null;
}
// Shutdown the TT API
if (apiInstance != null)
{
apiInstance.Shutdown();
apiInstance = null;
}
}
}
disposed = true;
}