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 SubscribeToInstrument(InstrumentKey key)
{
if (_dispatcher.InvokeRequired())
{
_dispatcher.BeginInvoke(() =>
{
SubscribeToInstrument(key);
});
return;
}
InstrumentLookupSubscription req = new InstrumentLookupSubscription(_apiSession, Dispatcher.Current, key);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupRequest_Update);
req.Start();
Console.WriteLine("SUBSCRIBETOINSTRUMENT REQUEST: " + key.ToString());
}
//
//
//
//
//
#endregion//Public Methods
#region IStringifiable
public string GetAttributes()
{
return(string.Format("Name={0} Key={1}", InstrumentName.Serialize(this.Name), Key.ToString()));
}
} //ProcessHubRequestInstruments()
//
//
//
// *************************************************************************
// **** Process Hub Request Instruments() ****
// *************************************************************************
private void ProcessHubRequestInstrumentPrice(Misty.Lib.MarketHubs.MarketHubRequest request)
{
if (request.Data == null || request.Data.Count < 1)
{
return;
}
foreach (object dataObj in request.Data)
{
Type dataType = dataObj.GetType();
if (dataType == typeof(InstrumentName))
{
InstrumentName instr = (InstrumentName)dataObj;
InstrumentDetails details;
lock (m_InstrumentLock)
{
if (m_InstrumentDetails.TryGetValue(instr, out details))
{ // found desired instrument.
if (m_InstrumentMarkets.ContainsKey(instr))
{ // We have already subscribed to this instrument.
Log.NewEntry(LogLevel.Minor, "ProcessHubRequestInstrumentPrice: We already have a subscription to {0}. Ignore request {1}.", instr.SeriesName, request.ToString());
}
else
{ // We do not have a subscription to this instrument.
TryCreateNewBook(instr); // m_InstrumentDetails[instr].Key.MarketKey.Name);
m_PriceListener.SubscribeTo(details.Key, new PriceSubscriptionSettings(PriceSubscriptionType.InsideMarket));
}
}
else
{ // The user has not previously request info about this Product family.
//Log.NewEntry(LogLevel.Warning, "ProcessHubRequestInstrumentPrice: Failed to locate TT version of {0} for request {1}.", instr.SeriesName, request.ToString());
}
}
}
else if (dataType == typeof(InstrumentKey))
{
InstrumentKey instrKey = (InstrumentKey)dataObj;
lock (m_InstrumentLock)
{
bool isFoundInstrument = false;
InstrumentName instrName = new MistyProds.InstrumentName();
foreach (InstrumentName i in m_InstrumentDetails.Keys)
{
if (m_InstrumentDetails[i].Key.Equals(instrKey))
{
instrName = i;
isFoundInstrument = true;
break;
}
}
if (!isFoundInstrument)
{ // Unknown instrument.
Log.NewEntry(LogLevel.Warning, "ProcessHubRequestInstrumentPrice: Price subscription request with unknown instrKey = {0}", instrKey.ToString());
}
else
{ // We actually know this instrument.
if (!m_InstrumentMarkets.ContainsKey(instrName))
{
TryCreateNewBook(instrName); //, m_InstrumentDetails[instrName].Key.MarketKey.Name);
m_PriceListener.SubscribeTo(instrKey, new PriceSubscriptionSettings(PriceSubscriptionType.InsideMarket));
}
}
}
}
else
{
Log.NewEntry(LogLevel.Warning, "ProcessHubRequestInstrumentPrice: Failed to recognize data object {0} for request {1}.", dataType.Name, request.ToString());
}
} //next data
} // ProcessHubRequestInstrumentPrice()