/// <summary>
/// Upon the application form loading, setup the TTGate and TTOrderSet objects.
/// </summary>
public frmServerMode()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the TTGate.
m_TTGate = new XTAPI.TTGateClass();
// Enable Server Mode (X_TRADER does not need to be running).
m_TTGate.EnableServerMode();
// Instantiate the TTOrderSet object.
m_TTOrderSet = new XTAPI.TTOrderSetClass();
// Set normal level of detail in our order status events
m_TTOrderSet.OrderStatusNotifyMode = XTAPI.enumOrderStatusNotifyMode.ORD_NOTIFY_NORMAL;
// Subscribe to OrderSet events (for all available events, see the OrderUpdate sample)
m_TTOrderSet.OnOrderSubmitted += new XTAPI._ITTOrderSetEvents_OnOrderSubmittedEventHandler(m_TTOrderSet_OnOrderSubmitted);
m_TTOrderSet.OnOrderUpdated += new XTAPI._ITTOrderSetEvents_OnOrderUpdatedEventHandler(m_TTOrderSet_OnOrderUpdated);
m_TTOrderSet.OnOrderDeleted += new XTAPI._ITTOrderSetEvents_OnOrderDeletedEventHandler(m_TTOrderSet_OnOrderDeleted);
m_TTOrderSet.OnOrderFilled += new XTAPI._ITTOrderSetEvents_OnOrderFilledEventHandler(m_TTOrderSet_OnOrderFilled);
txtOrderAuditTrail.Text = "Order State: Acct, OrdStatus, OrdAction, Contract$, BuySell, OrderQty, Price, SiteOrderKey, OrderNo\r\n\r\n";
}
/// <summary>
/// Initialize the TTOrderSet object and subscribe to the three fill events.
/// </summary>
public frmFillUpdate()
{
// Required for Windows Form Designer support
InitializeComponent();
// Update the Status Bar text.
sbaStatus.Text = "Downloading Fill Information... (This may take a moment)";
// Instantiate the TTOrderSet object.
m_TTOrderSet = new XTAPI.TTOrderSetClass();
// Enable the fill updates.
m_TTOrderSet.EnableOrderFillData = 1;
// Subscribe to the fill events.
m_TTOrderSet.OnOrderFillData += new XTAPI._ITTOrderSetEvents_OnOrderFillDataEventHandler(m_TTOrderSet_OnOrderFillData);
m_TTOrderSet.OnOrderFillBlockEnd += new XTAPI._ITTOrderSetEvents_OnOrderFillBlockEndEventHandler(m_TTOrderSet_OnOrderFillBlockEnd);
m_TTOrderSet.OnOrderFillBlockStart += new XTAPI._ITTOrderSetEvents_OnOrderFillBlockStartEventHandler(m_TTOrderSet_OnOrderFillBlockStart);
// Open the TTOrderSet with sending orders disabled.
m_TTOrderSet.Open(0);
// Print the TTFillObj Get properties header to the text box.
txtFillData.Text += "Contract, Price, Qty, FillType, OrderNo, SiteOrderKey\r\n\r\n";
}
public void init(XTAPI.TTInstrNotifyClass TTInstrNotify)
{
if (TTOrderSet != null && TTInstrObj != null && TTInstrNotify != null)
{
TTInstrNotify.DetachInstrument(TTInstrObj);
}
TTOrderSet = new XTAPI.TTOrderSetClass();
TTOrderSet.Alias = instrument.Product;
TTOrderSet.EnableFillCaching = 1;
TTOrderSet.EnableOrderSend = 1;
TTOrderSet.Set("NetLimits", false);
TTOrderSet.EnableOrderSetUpdates = 1;
TTOrderSet.EnableOrderFillData = 1;
TTOrderSet.EnableOrderAutoDelete = 1;
TTOrderSet.ClearQuotePosition(0, 0, 0);
TTInstrObj = new XTAPI.TTInstrObjClass();
TTInstrObj.Exchange = instrument.Exchange;
TTInstrObj.Product = instrument.Product;
TTInstrObj.Contract = instrument.Contract;
TTInstrObj.ProdType = instrument.ProductType;
TTInstrObj.Alias = instrument.Product;
TTInstrNotify.AttachInstrument(TTInstrObj);
XTAPI.TTOrderSelector orderSelector = TTInstrObj.CreateOrderSelector;
//match orders per account
XTAPI.TTOrderSelector acctSelector = new XTAPI.TTOrderSelectorClass();
acctSelector.AddTest("Acct", instrument.Account);
acctSelector.AllMatchesRequired = 1;
orderSelector.AddSelector(acctSelector);
orderSelector.AllMatchesRequired = 1;
TTOrderSet.OrderSelector = orderSelector;
TTOrderSet.Open(true);
TTInstrObj.OrderSet = TTOrderSet;
TTInstrObj.Open(1);
if (log.IsInfoEnabled)
{
System.Text.StringBuilder msg = new System.Text.StringBuilder("trading started for ")
.AppendFormat("{0} {1} {2} {3}"
, instrument.Account, instrument.Contract, instrument.Product, instrument.Exchange);
log.Info(msg);
}
}
public int Delete(string key, XTAPI.TTOrderSetClass ttorderSet)
{
XTAPI.TTOrderObj order = (XTAPI.TTOrderObj)ttorderSet.get_SiteKeyLookup(key);
int res = order.DeleteOrder();
if (log.IsDebugEnabled)
{
log.Debug(
new System.Text.StringBuilder("Deleted: ").AppendFormat("{0} from {1}", res, key)
);
}
return(res);
}
/// <summary>
/// Upon the application form loading, the TTDropHandler, TTOrderSet, and TTInstrNotify
/// objects are initialized, and the required events are subscribed.
/// </summary>
public frmOrderUpdate()
{
InitializeComponent();
// Instantiate the TTDropHandler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int) this.Handle);
// Subscribe to the OnNotifyDrop event.
m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop);
// Instantiate the TTInstrNotify class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Subscribe to the OnNotifyFound event.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
// Instantiate the TTOrderSet class.
m_TTOrderSet = new XTAPI.TTOrderSetClass();
// Enable reject events
m_TTOrderSet.EnableOrderRejectData = 1;
// Set normal level of detail in our order status events
m_TTOrderSet.OrderStatusNotifyMode = XTAPI.enumOrderStatusNotifyMode.ORD_NOTIFY_NORMAL;
// Subscribe to the order status update events
m_TTOrderSet.OnOrderDeleted += new XTAPI._ITTOrderSetEvents_OnOrderDeletedEventHandler(m_TTOrderSet_OnOrderDeleted);
m_TTOrderSet.OnOrderFilled += new XTAPI._ITTOrderSetEvents_OnOrderFilledEventHandler(m_TTOrderSet_OnOrderFilled);
m_TTOrderSet.OnOrderHeld += new XTAPI._ITTOrderSetEvents_OnOrderHeldEventHandler(m_TTOrderSet_OnOrderHeld);
m_TTOrderSet.OnOrderSubmitted += new XTAPI._ITTOrderSetEvents_OnOrderSubmittedEventHandler(m_TTOrderSet_OnOrderSubmitted);
m_TTOrderSet.OnOrderUpdated += new XTAPI._ITTOrderSetEvents_OnOrderUpdatedEventHandler(m_TTOrderSet_OnOrderUpdated);
m_TTOrderSet.OnOrderRejected += new XTAPI._ITTOrderSetEvents_OnOrderRejectedEventHandler(m_TTOrderSet_OnOrderRejected);
// Set the Net Limits to false.
m_TTOrderSet.Set("NetLimits", false);
}
/// <summary>
/// This function is called when one or more instruments are dragged and dropped from
/// the Market Grid in X_TRADER.
/// </summary>
private void m_TTDropHandler_OnNotifyDrop()
{
// Update the Status Bar text.
sbaStatus.Text = "Drag & Drop detected. Initializing instrument...";
try
{
// Obtain the number of instruments dropped.
int instrCount = m_TTDropHandler.Count;
// Only support a maximum of four instruments.
if (instrCount > 4)
{
instrCount = 4;
}
for (int i=0; i<instrCount; i++)
{
// Test is TTInstrObj currently exist.
if (m_TTInstrObj[i] != null)
{
// Remove the Instrument and reset the Alias.
m_TTInstrNotify.DetachInstrument(m_TTInstrObj[i]);
m_TTInstrObj[i].Alias = "";
m_TTInstrObj[i] = null;
}
// Obtain the TTInstrObj from the TTDropHandler object.
// The TTDropHandler index begins at 1.
m_TTInstrObj[i] = (XTAPI.TTInstrObj)m_TTDropHandler[i + 1];
// Attach the TTInstrObj to the TTInstrNotify.
m_TTInstrNotify.AttachInstrument(m_TTInstrObj[i]);
// Set the TTInstrObj Alias to the index for identification.
m_TTInstrObj[i].Alias = i.ToString();
// Open the TTInstrObj with depth disabled.
m_TTInstrObj[i].Open(0);
// Instantiate the TTOrderSet object.
m_TTOrderSet = new XTAPI.TTOrderSetClass();
// Set the OrderSelector to the instrument so that P/L per contract
// will be displayed. If omitted the overall P/L per user will be displayed.
m_TTOrderSet.OrderSelector = m_TTInstrObj[i].CreateOrderSelector;
m_TTOrderSet.EnableFillCaching = 1;
m_TTOrderSet.AvgOpenPriceMode = XTAPI.enumAvgOpenPriceMode.LIFO;
// Attach the TTOrderSet to the TTInstrObj.
m_TTInstrObj[i].OrderSet = m_TTOrderSet;
// Open the TTOrderSet.
m_TTInstrObj[i].OrderSet.Open(0);
}
// Clear drop handler list
m_TTDropHandler.Reset();
}
catch (Exception ex)
{
// Display exception message.
MessageBox.Show(ex.Message, "Exception");
}
}
/// <summary>
/// Upon the application form loading, the TTDropHandler, TTOrderSet, and
/// TTInstrNotify objects are initialized, and the required events are subscribed.
/// </summary>
public frmModifyOrder()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the drag and drop handler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int) this.Handle);
// Associate the drop and drag callback event.
m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop);
// Instantiate the instrument notification class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Subscribe to the TTInstrNotify events.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
// Instantiate the TTOrderSet object.
m_TTOrderSet = new XTAPI.TTOrderSetClass();
}
/// <summary>
/// Upon the application form loading, the TTDropHandler and TTInstrNotify
/// objects are initialized, and the required events are subscribed.
/// </summary>
public frmOrderSelector()
{
// Required for Windows Form Designer support
InitializeComponent();
// Instantiate the drag and drop handler class.
m_TTDropHandler = new XTAPI.TTDropHandlerClass();
// Register the active form for drag and drop.
m_TTDropHandler.RegisterDropWindow((int) this.Handle);
// Associate the drop and drag callback event.
m_TTDropHandler.OnNotifyDrop += new XTAPI._ITTDropHandlerEvents_OnNotifyDropEventHandler(this.m_TTDropHandler_OnNotifyDrop);
// Instantiate the instrument notification class.
m_TTInstrNotify = new XTAPI.TTInstrNotifyClass();
// Subscribe to the TTInstrNotify events.
m_TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(this.m_TTInstrNotify_OnNotifyFound);
// Instantiate a TTOrderSet object for submitting orders.
m_TTOrderSetSendOrder = new XTAPI.TTOrderSetClass();
m_TTOrderSetSendOrder.Set("NetLimits",false);
m_TTOrderSetSendOrder.Open(1);
// Instantiate the the TTOrderSelector object.
m_TTOrderSelector = new XTAPI.TTOrderSelectorClass();
// Instantiate a TTOrderSet object for receiving orders.
m_TTOrderSetReceiveOrder = new XTAPI.TTOrderSetClass();
m_TTOrderSetReceiveOrder.OnOrderSetUpdate += new XTAPI._ITTOrderSetEvents_OnOrderSetUpdateEventHandler(m_TTOrderSet_OnOrderSetUpdate);
// Enable the TTOrderTracker and order updates.
m_TTOrderSetReceiveOrder.EnableOrderUpdateData = 1;
m_TTOrderSetReceiveOrder.EnableOrderSetUpdates = 1;
}
private void initFills()
{
log("Init Fills config");
// Instantiate the TTOrderSet object.
m_TTOrderSet = new XTAPI.TTOrderSetClass();
// Enable the fill updates.
m_TTOrderSet.EnableOrderFillData = 1;
// Subscribe to the fill events.
m_TTOrderSet.OnOrderFillData += new XTAPI._ITTOrderSetEvents_OnOrderFillDataEventHandler(m_TTOrderSet_OnOrderFillData);
m_TTOrderSet.OnOrderFillBlockEnd += new XTAPI._ITTOrderSetEvents_OnOrderFillBlockEndEventHandler(m_TTOrderSet_OnOrderFillBlockEnd);
m_TTOrderSet.OnOrderFillBlockStart += new XTAPI._ITTOrderSetEvents_OnOrderFillBlockStartEventHandler(m_TTOrderSet_OnOrderFillBlockStart);
m_TTOrderSet.Open(0);
}
public void init( XTAPI.TTInstrNotifyClass TTInstrNotify)
{
if (TTOrderSet != null && TTInstrObj != null && TTInstrNotify != null )
{
TTInstrNotify.DetachInstrument(TTInstrObj);
}
TTOrderSet = new XTAPI.TTOrderSetClass();
TTOrderSet.Alias = instrument.Product;
TTOrderSet.EnableFillCaching = 1;
TTOrderSet.EnableOrderSend = 1;
TTOrderSet.Set("NetLimits", false);
TTOrderSet.EnableOrderSetUpdates = 1;
TTOrderSet.EnableOrderFillData = 1;
TTOrderSet.EnableOrderAutoDelete = 1;
TTOrderSet.ClearQuotePosition(0,0,0);
TTInstrObj = new XTAPI.TTInstrObjClass();
TTInstrObj.Exchange = instrument.Exchange;
TTInstrObj.Product = instrument.Product;
TTInstrObj.Contract = instrument.Contract;
TTInstrObj.ProdType = instrument.ProductType;
TTInstrObj.Alias = instrument.Product;
TTInstrNotify.AttachInstrument(TTInstrObj);
XTAPI.TTOrderSelector orderSelector = TTInstrObj.CreateOrderSelector;
//match orders per account
XTAPI.TTOrderSelector acctSelector = new XTAPI.TTOrderSelectorClass();
acctSelector.AddTest("Acct", instrument.Account);
acctSelector.AllMatchesRequired = 1;
orderSelector.AddSelector(acctSelector);
orderSelector.AllMatchesRequired = 1;
TTOrderSet.OrderSelector = orderSelector;
TTOrderSet.Open(true);
TTInstrObj.OrderSet = TTOrderSet;
TTInstrObj.Open(1);
if (log.IsInfoEnabled)
{
System.Text.StringBuilder msg = new System.Text.StringBuilder("trading started for ")
.AppendFormat("{0} {1} {2} {3}"
, instrument.Account, instrument.Contract,instrument.Product,instrument.Exchange);
log.Info(msg);
}
}
