private void AlgoLookupSubscription_OnData(object sender, AlgoLookupEventArgs e)
{
if (e.Event == ProductDataEvent.Found)
{
Console.WriteLine("Algo Instrument Found: {0}", e.AlgoLookup.Algo.Alias);
m_algo = e.AlgoLookup.Algo;
// Create an Algo TradeSubscription to listen for order / fill events only for orders submitted through it
m_algoTradeSubscription = new AlgoTradeSubscription(tt_net_sdk.Dispatcher.Current, m_algo);
m_algoTradeSubscription.OrderUpdated += new EventHandler <OrderUpdatedEventArgs>(m_algoTradeSubscription_OrderUpdated);
m_algoTradeSubscription.OrderAdded += new EventHandler <OrderAddedEventArgs>(m_algoTradeSubscription_OrderAdded);
m_algoTradeSubscription.OrderDeleted += new EventHandler <OrderDeletedEventArgs>(m_algoTradeSubscription_OrderDeleted);
m_algoTradeSubscription.OrderFilled += new EventHandler <OrderFilledEventArgs>(m_algoTradeSubscription_OrderFilled);
m_algoTradeSubscription.OrderRejected += new EventHandler <OrderRejectedEventArgs>(m_algoTradeSubscription_OrderRejected);
m_algoTradeSubscription.OrderBookDownload += new EventHandler <OrderBookDownloadEventArgs>(m_algoTradeSubscription_OrderBookDownload);
m_algoTradeSubscription.Start();
}
else if (e.Event == ProductDataEvent.NotAllowed)
{
Console.WriteLine("Not Allowed : Please check your Token access");
}
else
{
// Algo Instrument was not found and TT API has given up looking for it
Console.WriteLine("Cannot find Algo instrument: {0}", e.Message);
Dispose();
}
}
public void Dispose()
{
lock (m_Lock)
{
if (!m_isDisposed)
{
// Unattached callbacks and dispose of all subscriptions
if (m_instrLookupRequest != null)
{
m_instrLookupRequest.OnData -= m_instrLookupRequest_OnData;
m_instrLookupRequest.Dispose();
m_instrLookupRequest = null;
}
if (m_algoLookupSubscription != null)
{
m_algoLookupSubscription.OnData -= AlgoLookupSubscription_OnData;
m_algoLookupSubscription.Dispose();
m_algoLookupSubscription = null;
}
if (m_priceSubscription != null)
{
m_priceSubscription.FieldsUpdated -= m_priceSubscription_FieldsUpdated;
m_priceSubscription.Dispose();
m_priceSubscription = null;
}
if (m_algoTradeSubscription != null)
{
m_algoTradeSubscription.OrderUpdated -= m_algoTradeSubscription_OrderUpdated;
m_algoTradeSubscription.OrderAdded -= m_algoTradeSubscription_OrderAdded;
m_algoTradeSubscription.OrderDeleted -= m_algoTradeSubscription_OrderDeleted;
m_algoTradeSubscription.OrderFilled -= m_algoTradeSubscription_OrderFilled;
m_algoTradeSubscription.OrderRejected -= m_algoTradeSubscription_OrderRejected;
m_algoTradeSubscription.ExportValuesUpdated -= m_algoTradeSubscription_ExportValuesUpdated;
m_algoTradeSubscription.AlertsFired -= m_algoTradeSubscription_AlertsUpdated;
m_algoTradeSubscription.Dispose();
m_algoTradeSubscription = null;
}
m_isDisposed = true;
}
TTAPI.Shutdown();
}
}
