public void FilterByInstrument(InstrumentKey instrumentKey)
{
TradeSubscriptionInstrumentFilter filter = new TradeSubscriptionInstrumentFilter(m_TTService.session, instrumentKey, false, instrumentKey.ToString());
this.m_TradeFilter = filter;
m_TradeFilterArg = instrumentKey.ToString();
if (Log != null)
{
Log.NewEntry(LogLevel.Minor, "FillListener.FilterByInstrument: Filtering by instrumentKey {0}", instrumentKey);
}
}
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();
}
}
