/// <summary>
/// Event notification for AutospreaderInstrument launch
/// </summary>
void Instrument_TradableStatusChanged(object sender, TradableStatusChangedEventArgs e)
{
if (e.Value)
{
// launch of AutospreaderInstrument was successful
AutospreaderInstrument instr = sender as AutospreaderInstrument;
// Subscribe for Inside Market Data
m_ps = new PriceSubscription(instr, Dispatcher.Current);
m_ps.Settings = new PriceSubscriptionSettings(PriceSubscriptionType.InsideMarket);
m_ps.FieldsUpdated += new FieldsUpdatedEventHandler(m_ps_FieldsUpdated);
m_ps.Start();
// Create an ASTradeSubscription to listen for order / fill events only for orders submitted through it
m_ts = new ASInstrumentTradeSubscription(m_apiInstance.Session, Dispatcher.Current, instr, true, true, false, false);
m_ts.OrderUpdated += new EventHandler <OrderUpdatedEventArgs>(m_ts_OrderUpdated);
m_ts.OrderAdded += new EventHandler <OrderAddedEventArgs>(m_ts_OrderAdded);
m_ts.OrderDeleted += new EventHandler <OrderDeletedEventArgs>(m_ts_OrderDeleted);
m_ts.OrderFilled += new EventHandler <OrderFilledEventArgs>(m_ts_OrderFilled);
m_ts.OrderRejected += new EventHandler <OrderRejectedEventArgs>(m_ts_OrderRejected);
m_ts.Start();
}
else
{
Console.WriteLine("Launch of AutospreaderInstrument to {0} was unsuccessful.", e.OrderFeed.Name);
}
}
//
//
//
#endregion//Public Methods
#region no Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
#endregion//Private Methods
#region Event Handlers
// *****************************************************************
// **** Event Handlers ****
// *****************************************************************
//
//
private void AutoSpreaderInstrumentRequest_Completed(object sender, CreateAutospreaderInstrumentRequestEventArgs autoSpreaderEventArgs)
{
if (autoSpreaderEventArgs.Instrument != null)
{
AutospreaderInstrument m_AutoSpreader = (AutospreaderInstrument)autoSpreaderEventArgs.Instrument;
LaunchReturnCode launchReturnCode = m_AutoSpreader.LaunchToOrderFeed(m_AutoSpreader.GetValidOrderFeeds()[0]); // launch to whatever orderfeed we find first
if (launchReturnCode == LaunchReturnCode.Success)
{
m_AutoSpreader.TradableStatusChanged += new EventHandler <TradableStatusChangedEventArgs>(AutoSpreaderInstrument_TradeableStatusChanged);
}
}
}
private void StartOrderSubmission(AutospreaderInstrument instrument)
{
// Submit an Autospreader order to the local Autospreader Engine. As a result, the
// Autospreader Instrument need not be launched to it. If you are going to use any other
// Autospreader Engine, you will need to launch the Autospreader Instrument to it.
Console.WriteLine("Submitting the Autospreader order to the local Autospreader Engine...");
// An ASInstrumentTradeSubscription object is filtered by the given Autospreader instrument
ts = new ASInstrumentTradeSubscription(apiInstance.Session, Dispatcher.Current, instrument);
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();
AutospreaderSyntheticOrderProfile profile = new AutospreaderSyntheticOrderProfile(
apiInstance.Session.MarketCatalog.LocalAutospreaderEngineOrderFeed, instrument);
profile.QuantityToWork = Quantity.FromInt(instrument, 1);
profile.OrderType = OrderType.Limit;
profile.BuySell = BuySell.Buy;
profile.LimitPrice = Price.FromInt(instrument, 0);
if (apiInstance.Session.SendOrder(profile))
{
orderKey = profile.SiteOrderKey;
Console.WriteLine("Order Submitted, key: {0}", profile.SiteOrderKey);
}
else
{
Console.WriteLine("Send Order failed: {0}", profile.RoutingStatus.Message);
Dispose();
}
}
