/// <summary>
/// Find a given instrument based on the InstrumentKey.
/// </summary>
/// <param name="instrumentKey">InstrumentKey</param>
private void findInstrument(InstrumentKey instrumentKey)
{
InstrumentLookupSubscription sub = new InstrumentLookupSubscription(m_session, m_dispatcher, instrumentKey);
sub.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupSubscription_Update);
sub.Start();
}
private void SubscribeToInstrument(ProductKey productKey, string contract)
{
InstrumentLookupSubscription req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, productKey, contract);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup the leg instruments
ProductKey prodKeyLeg = new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN");
// We will use a dictionary to hold all instrument requests and update it when each instrument is found.
// Once all lookup requests for the legs are complete, we can continue with the creation of the spread.
// tagValue will be used in the dictionary to identify each lookup request.
int tagValue = 1000;
m_req1 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Mar13");
m_req1.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req1.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req1.Start();
tagValue++;
m_req2 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Jun13");
m_req2.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req2.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req2.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void startInstrumentLookupSubscriptionsFromDataTable(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (DataRow item in TickerTable.Rows)
{
ttapiTicker currentTicker;
if (item.Field <bool>("IsSpreadQ"))
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field <string>("Ticker"), productType: "SPREAD");
}
else
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field <string>("Ticker"), productType: "FUTURE");
}
if (currentTicker.marketKey == "CME")
{
mkey = MarketKey.Cme;
}
else if (currentTicker.marketKey == "ICE_IPE")
{
mkey = MarketKey.Ice;
}
if (currentTicker.productType == "FUTURE")
{
ptype = ProductType.Future;
}
else if (currentTicker.productType == "SPREAD")
{
ptype = ProductType.Spread;
}
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Console.WriteLine(currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
//Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(MarketKey.Cme, ProductType.Spread, "CL"), "Nov16:-1xDec16");
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Begin work on this thread
/// </summary>
public void Init()
{
// Perform an instrument lookup
m_req = new InstrumentLookupSubscription(m_apiInstance.Session,
Dispatcher.Current,
new ProductKey(m_marketKey, m_productType, m_product), m_contract);
//m_req.Update += newEventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
m_req.Start();
}
public void FindInstrument(ProductKey productKey, string contract)
{
Console.WriteLine(String.Format("TT API FindInstrument {0} {1}", productKey, contract));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, productKey, contract);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
public void SubscribeInstrument(TTInstrument ttinstr)
{
cout("TengineTT: Subscribing to Instrument: {0}", ttinstr);
InstrumentLookupSubscription req = new InstrumentLookupSubscription(m_TTAPI.Session, m_disp, ttinstr.ProductKey, ttinstr.Contract);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
m_lreq.Add(req);
req.Start();
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
private void FindInstrument(IList <InstrumentKey> keys)
{
if ((keys.Count > 0) && (keys.Count <= MAX_INSTRUMENT_COUNT))
{
SetComponentText(toolStripStatusLabel1, "Drag & Drop detected. Initializing instrument...");
// dispose of any current instrument models
if (m_bindingModels != null)
{
foreach (var entry in m_bindingModels)
{
entry.Value.ThreadID = "";
entry.Value.Exchange = "";
entry.Value.Product = "";
entry.Value.ProdType = "";
entry.Value.Contract = "";
entry.Value.BidPrice = "";
entry.Value.AskPrice = "";
entry.Value.LastPrice = "";
entry.Value.Dispatcher.BeginInvokeShutdown();
}
}
// Release any current data bindings
ReleaseDataBinding();
// (re) instantiate our binding instrument model
m_bindingModels = new Dictionary <InstrumentKey, InstrumentModel>(MAX_INSTRUMENT_COUNT);
// index assigned to each instrument which corresponds to the GUI output
int index = 1;
foreach (InstrumentKey key in keys)
{
Console.WriteLine(String.Format("TT API FindInstrument {0}", key.ToString()));
// create the model for the instrument & set the component data bindings
InstrumentModel model = new InstrumentModel(this);
SetDataBinding(index++, model);
// add the instrument model to our lookup table
m_bindingModels.Add(key, model);
// Instrument lookups are all still on the main application thread
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
}
else
{
MessageBox.Show("This application accepts a maximum of " + MAX_INSTRUMENT_COUNT + " contracts.");
}
}
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
Contract C = new Contract();
C.Init(this, MainForm, apiInstance);
InstrumentLookupSubscription req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, new ProductKey("CME", "FUTURE", "HE"), "Feb19");
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(C.req_Update);
req.Start();
MainForm.XtraderConnected("HE Feb19", C);
}
/// <summary>
/// Perform the instrument lookups
/// </summary>
public void Init()
{
foreach (ContractDetails cd in m_lcd)
{
InstrumentLookupSubscription req = new InstrumentLookupSubscription(
m_apiInstance.Session, Dispatcher.Current,
new ProductKey(cd.m_marketKey, cd.m_productType, cd.m_product), cd.m_contract);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
m_lreq.Add(req);
req.Start();
}
}
/// <summary>
/// Launch an autospreader instrument to a selected order server.
/// First find the instrument then launch it to the selected order feed.
/// </summary>
private void buttonLaunch_Click(object sender, EventArgs e)
{
DataGridViewSelectedCellCollection selectedCells = dataGridViewSpreadView.SelectedCells;
if (selectedCells.Count > 0)
{
SpreadDetails currentSpreadDetails = ((MutableSpreadDetails)selectedCells[0].OwningRow.DataBoundItem).SpreadDetails;
InstrumentLookupSubscription instrumentLookupSubscription = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, currentSpreadDetails.InstrumentKey);
instrumentLookupSubscription.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupSubscription_Update);
instrumentLookupSubscription.Start();
}
}
private void UpdateInstrumentSubscription()
{
InstruSubscription instru;
if (_instruQueue.TryDequeue(out instru))
{
log.Info($"Suscribe to instrument: {instru.InstruId}");
priceSub = new InstrumentLookupSubscription(_apiInstance.Session, Dispatcher.Current, new InstrumentKey(instru.Market, instru.InstruType, instru.ProductName, instru.InstruId));
priceSub.Update += ReqUpdate;
m_lreq.Add(priceSub);
priceSub.Start();
}
}
private void frmSOD_ManualFill_DragDrop(object sender, DragEventArgs e)
{
foreach (InstrumentKey key in e.Data.GetInstrumentKeys())
{
// Update the Status Bar text.
UpdateStatusBar(String.Format("TT API FindInstrument {0}", key.ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrRequest_Update);
instrRequest.Start();
// Only allow the first instrument.
break;
}
}
/// <summary>
/// Click event which will initiate the price subscription
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btnConnect_Click(object sender, EventArgs e)
{
UpdateStatusBar("Connecting to Instrument...");
// Create a product key from the given values
ProductKey key = new ProductKey(this.txtExchange.Text,
(ProductType)this.cboProductType.SelectedItem,
this.txtProduct.Text);
// Find out instrument based on the previously created key and the contract name
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(this.m_TTAPI.Session, Dispatcher.Current, key, this.txtContract.Text);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
public void FindInstrument(IList <InstrumentKey> keys)
{
foreach (InstrumentKey key in keys)
{
// Update the Status Bar text.
UpdateStatusBar(String.Format("TT API FindInstrument {0}", key.ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += instrRequest_Completed;
instrRequest.Tag = key.ToString();
instrRequest.Start();
// Only allow the first instrument.
break;
}
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
public void FindInstrument(IList <InstrumentKey> keys)
{
if (keys.Count == 1)
{
UpdateStatusBar("Drag & Drop detected. Initializing instrument...");
Console.WriteLine(String.Format("TT API FindInstrument {0}", keys[0].ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, keys[0]);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
else
{
MessageBox.Show("This application only accepts a single Contract");
}
}
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN"),
"Sep12");
req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
else
{
Console.WriteLine("Login Failed: " + e.Status.StatusMessage);
Dispose();
}
}
void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "ES"),
"Mar13");
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
else
{
Console.WriteLine("Login Failed: " + e.Status.StatusMessage);
Dispose();
}
}
public void SubscribeToInstrument(InstrumentDescriptor descriptor)
{
if (_dispatcher.InvokeRequired())
{
_dispatcher.BeginInvoke(() =>
{
SubscribeToInstrument(descriptor);
});
return;
}
InstrumentLookupSubscription req = new InstrumentLookupSubscription(_apiSession, Dispatcher.Current, descriptor.ProductKey, descriptor.ContractName);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupRequest_Update);
req.Start();
}
/// <summary>
/// Perform the instrument lookups
/// </summary>
public void Init()
{
foreach (ContractDetails cd in m_lcd)
{
InstrumentKey key = new InstrumentKey(new ProductKey(cd.m_marketKey, cd.m_productType, cd.m_product), cd.m_contract);
Console.WriteLine("Strategy1::Subscribing to Instrument: {0}", key);
InstrumentLookupSubscription req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, key);
/*InstrumentLookupSubscription req = new InstrumentLookupSubscription(
* m_apiInstance.Session, Dispatcher.Current,
* new ProductKey(cd.m_marketKey, cd.m_productType, cd.m_product), cd.m_contract);*/
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(req_Update);
m_lreq.Add(req);
req.Start();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN"),
"Sep13");
m_req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
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());
}
public void startInstrumentLookupSubscriptions(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (string dbTicker in dbTickerList)
{
ttapiTicker currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker);
if (currentTicker.marketKey == "CME")
{
mkey = MarketKey.Cme;
}
else if (currentTicker.marketKey == "ICE_IPE")
{
mkey = MarketKey.Ice;
}
if (currentTicker.productType == "FUTURE")
{
ptype = ProductType.Future;
}
else if (currentTicker.productType == "SPREAD")
{
ptype = ProductType.Spread;
}
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void CreateInstrument(string marketName, string productTypeName, string productName, string contractName, string tag)
{
if (_dispatcher.InvokeRequired())
{
_dispatcher.BeginInvoke(() =>
{
CreateInstrument(marketName, productTypeName, productName, contractName, tag);
});
return;
}
InstrumentDescriptor descriptor = new InstrumentDescriptor(marketName, productTypeName, productName, contractName);
InstrumentLookupSubscription req = new InstrumentLookupSubscription(_apiSession, Dispatcher.Current, descriptor.ProductKey, descriptor.ContractName);
req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(instrumentLookupRequest_Update);
req.Tag = tag; // Tag our request with our unique tag string
req.Start();
Console.WriteLine("CREATEINSTRUMENT REQUEST: " + descriptor.ToString());
}
public void StartASEEventChain()
{
int TagValue = 1;
foreach (string dbTicker in DbTickerList)
{
ttapiTicker currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker);
if (currentTicker.marketKey == "CME")
{
mkey = MarketKey.Cme;
}
else if (currentTicker.marketKey == "ICE_IPE")
{
mkey = MarketKey.Ice;
}
if (currentTicker.productType == "FUTURE")
{
ptype = ProductType.Future;
}
else if (currentTicker.productType == "SPREAD")
{
ptype = ProductType.Spread;
}
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Ils.Tag = TagValue;
SpreadLegKeys.Add(TagValue, null);
TagValue++;
Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(CreateAutoSpreader);
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
void ics_InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
//Console.WriteLine(e.GetType());
//sw.WriteLine(inst.Name);
//sw.Flush();
InstrumentList.Add(inst.Name);
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, inst.Key);
m_req.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
//Console.WriteLine(e. );
}
}
public void StartInstrumentLookupSubscriptionsFromCatalog(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, inst.Key);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
Console.WriteLine(Ils.Instrument.Key.ToString());
IlsDictionary.Add(inst.Key, Ils);
Ils.Start();
//InstrumentCatalogSubscription ics2 = (InstrumentCatalogSubscription)sender;
//ics2.InstrumentsUpdated -= ics_InstrumentsUpdated;
//ics2.Dispose();
//ics2 = null;
}
TradingTechnologies.TTAPI.Product Prod = ((InstrumentCatalogSubscription)sender).Product;
PlsDictionary[Prod.Key].Update -= PLSEventHandler;
PlsDictionary[Prod.Key].Dispose();
PlsDictionary[Prod.Key] = null;
PlsDictionary.Remove(Prod.Key);
if ((PlsDictionary.Count == 0) & PlsDictionaryCompleteQ)
{
IlsDictionaryCompleteQ = true;
}
}
public void startInstrumentLookupSubscriptionsFromTTAPITickers(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (ttapiTicker ticker in TTAPITickerList)
{
if (ticker.marketKey == "CME")
mkey = MarketKey.Cme;
else if (ticker.marketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (ticker.productType == "FUTURE")
ptype = ProductType.Future;
else if (ticker.productType == "SPREAD")
ptype = ProductType.Spread;
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, ticker.productName), ticker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, ticker.productName), ticker.instrumentName);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
private void FindInstrument(IList<InstrumentKey> keys)
{
if ((keys.Count > 0) && (keys.Count <= MAX_INSTRUMENT_COUNT))
{
SetComponentText(toolStripStatusLabel1, "Drag & Drop detected. Initializing instrument...");
// dispose of any current instrument models
if (m_bindingModels != null)
{
foreach (var entry in m_bindingModels)
{
entry.Value.ThreadID = "";
entry.Value.Exchange = "";
entry.Value.Product = "";
entry.Value.ProdType = "";
entry.Value.Contract = "";
entry.Value.BidPrice = "";
entry.Value.AskPrice = "";
entry.Value.LastPrice = "";
entry.Value.Dispatcher.BeginInvokeShutdown();
}
}
// Release any current data bindings
ReleaseDataBinding();
// (re) instantiate our binding instrument model
m_bindingModels = new Dictionary<InstrumentKey, InstrumentModel>(MAX_INSTRUMENT_COUNT);
// index assigned to each instrument which corresponds to the GUI output
int index = 1;
foreach (InstrumentKey key in keys)
{
Console.WriteLine(String.Format("TT API FindInstrument {0}", key.ToString()));
// create the model for the instrument & set the component data bindings
InstrumentModel model = new InstrumentModel(this);
SetDataBinding(index++, model);
// add the instrument model to our lookup table
m_bindingModels.Add(key, model);
// Instrument lookups are all still on the main application thread
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
}
else
{
MessageBox.Show("This application accepts a maximum of " + MAX_INSTRUMENT_COUNT + " contracts.");
}
}
private void StartSpreadDetailsProcess()
{
// We will create a spread with 2 legs
Console.WriteLine("Find instruments for the legs...");
ProductKey prodKeyLeg = new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN");
// We will use a dictionary to hold all instrument requests and update it when each instrument is found.
// Once all lookup requests for the legs are complete, we can continue with the creation of the spread.
// tagValue will be used in the dictionary to identify each lookup request.
int tagValue = 1000;
req1 = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
prodKeyLeg,
"Sep12");
req1.Tag = tagValue;
spreadLegKeys.Add(tagValue, null);
req1.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(legReq_Update);
req1.Start();
tagValue++;
req2 = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current,
prodKeyLeg,
"Dec12");
req2.Tag = tagValue;
spreadLegKeys.Add(tagValue, null);
req2.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(legReq_Update);
req2.Start();
}
/// <summary>
/// Perform the instrument lookups
/// </summary>
public void Init()
{
foreach (ContractDetails cd in m_lcd)
{
InstrumentLookupSubscription req = new InstrumentLookupSubscription(
m_apiInstance.Session, Dispatcher.Current,
new ProductKey(cd.m_marketKey, cd.m_productType, cd.m_product), cd.m_contract);
req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
m_lreq.Add(req);
req.Start();
}
}
private void button1_Click(object sender, EventArgs e)
{
for (int i = 0; i < FilteredList.Count; i++)
{
if (FilteredList[i].MarketKey == "CME")
mkey = MarketKey.Cme;
else if (FilteredList[i].MarketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (FilteredList[i].ProductType == "FUTURE")
ptype = ProductType.Future;
else if (FilteredList[i].ProductType == "SPREAD")
ptype = ProductType.Spread;
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(mkey, ptype, FilteredList[i].ProductName),
FilteredList[i].InstrumentName);
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
}
}
private void frmSOD_ManualFill_DragDrop(object sender, DragEventArgs e)
{
foreach (InstrumentKey key in e.Data.GetInstrumentKeys())
{
// Update the Status Bar text.
UpdateStatusBar(String.Format("TT API FindInstrument {0}", key.ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(instrRequest_Update);
instrRequest.Start();
// Only allow the first instrument.
break;
}
}
}//Job
// *****************************************************************
// **** Job Processing Methods ****
// *****************************************************************
/// <summary>
/// Called by the thread's dispatcher after an outside thread has pushed a new Job.
/// </summary>
private void ProcessAJob()
{
if (m_isDisposing)
{
return;
}
Job aJob;
while (m_InQueue.TryDequeue(out aJob)) // NET 4.5 concurrent queue. No locking needed.
{
m_WorkQueue.Enqueue(aJob); // push onto my private queue.
}
//
// Process the jobs now.
//
while (m_WorkQueue.Count > 0)
{
Job job = m_WorkQueue.Dequeue();
if (job.Product != null)
{ //
if (string.IsNullOrEmpty(job.SeriesName))
{ // User wants all instruments assoc with this product.
//
// Process Instrument Catalog requests
//
InstrumentCatalogSubscription instrumentSub = null;
if (!m_InstrumentCatalogs.TryGetValue(job.Product.Key, out instrumentSub))
{ // Failed to find a subscription. Create a new one!
instrumentSub = new InstrumentCatalogSubscription(job.Product, m_Dispatcher);
instrumentSub.InstrumentsUpdated += InstrumentCatalog_InstrumentsUpdated;
instrumentSub.Start(); // submit the request.
m_InstrumentCatalogs.Add(job.Product.Key, instrumentSub); // store the catalog object
Log.NewEntry(LogLevel.Minor, "{0}: Subscribing to instr catalog for {1}.", this.Name, job.Product.Name);
}
}
else
{ // User requested Instrument info using the ProductKey and a series Name only. (Not instr Key).
//InstrumentLookupSubscription lookup = null;
Log.NewEntry(LogLevel.Major, "{0}: InstrumentLookup {1} {2}.", this.Name, job.Product, job.SeriesName);
InstrumentLookupSubscription subscriber = new InstrumentLookupSubscription(m_TTServices.session, m_Dispatcher, job.Product.Key, job.SeriesName);
subscriber.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(InstrumentLookup_InstrumentUpdated);
//m_InstrumentLookupsUnknown.Add(job.InstrumentKey, subscriber);
subscriber.Start();
}
}
else if (job.InstrumentKey != null && job.Settings == null && !job.IsTimeAndSales)
{ //
// Process an Instrument information request
//
InstrumentLookupSubscription lookup = null;
if (!m_InstrumentLookups.TryGetValue(job.InstrumentKey, out lookup))
{
Log.NewEntry(LogLevel.Major, "{0}: InstrumentLookup {1}.", this.Name, job.InstrumentKey);
InstrumentLookupSubscription subscriber = new InstrumentLookupSubscription(m_TTServices.session, m_Dispatcher, job.InstrumentKey);
subscriber.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(InstrumentLookup_InstrumentUpdated);
m_InstrumentLookups.Add(job.InstrumentKey, subscriber);
subscriber.Start();
}
else
{
Log.NewEntry(LogLevel.Major, "{0}: InstrumentLookup {1} already submitted.", this.Name, job.InstrumentKey);
}
}
else if (job.InstrumentKey != null)
{ //
// Subscribe to an instrument price
//
Instrument instrument = null;
InstrumentCatalogSubscription catalog = null; // First, find instrument catalog for this instr.
InstrumentLookupSubscription instrumentSub = null; // or find a specific instrument subscription.
//InstrumentDetails instrumentDetails = null;
//UVProd.InstrumentName instrumentName ;
if (m_InstrumentLookups.TryGetValue(job.InstrumentKey, out instrumentSub))
{
instrument = instrumentSub.Instrument;
}
else if (m_InstrumentCatalogs.TryGetValue(job.InstrumentKey.ProductKey, out catalog))
{
catalog.Instruments.TryGetValue(job.InstrumentKey, out instrument);
}
//else if (m_KeyToInstruments.TryGetValue(job.InstrumentKey, out instrumentName) && m_InstrumentDetails.TryGetValue(instrumentName, out instrumentDetails))
//{
// m_InstrumentLookups.TryGetValue(job.InstrumentKey, out instrumentSub)
//}
else
{
Log.NewEntry(LogLevel.Minor, "{0}: I failed to find instrument key {1}.", this.Name, job.InstrumentKey.ToString());
return;
}
if (instrument != null)
{
if (!job.IsTimeAndSales)
{ // this is a market data subscription request - Subscribe or update pre-existing subscription.
PriceSubscription priceSub = null;
if (!m_PriceSubscriptions.TryGetValue(instrument.Key, out priceSub))
{ // Can't find a subscription, so create one.
Log.NewEntry(LogLevel.Major, "{0}: Creating new subscription for {1} with settings {2}.", this.Name, instrument.Name, job.Settings.PriceData);
priceSub = new PriceSubscription(instrument, Dispatcher.Current);
m_PriceSubscriptions.Add(instrument.Key, priceSub); // add to our list of subscription objects.
if (!m_InstrKeyToVolume.ContainsKey(instrument.Key))
{
m_InstrKeyToVolume.Add(instrument.Key, new int[4]); // create a new array for volume aggregations
}
priceSub.FieldsUpdated += new FieldsUpdatedEventHandler(PriceSubscription_Updated); // attach my handler to it.
priceSub.Settings = job.Settings;
priceSub.Start();
}
else
{
Log.NewEntry(LogLevel.Major, "{0}: Found old subscription for {1}. Overwriting settings {2}.", this.Name, instrument.Name, job.Settings.ToString());
priceSub.Settings = job.Settings;
priceSub.Start();
}
}
else
{ // this is a time and sales data request
TimeAndSalesSubscription timeAndSalesSub = null;
if (!m_TimeAndSalesSubscriptions.TryGetValue(instrument.Key, out timeAndSalesSub))
{ // Can't find a subscription, so create one.
Log.NewEntry(LogLevel.Major, "{0}: Creating new time and sales subscription for {1}", this.Name, instrument.Name);
timeAndSalesSub = new TimeAndSalesSubscription(instrument, Dispatcher.Current);
m_TimeAndSalesSubscriptions.Add(instrument.Key, timeAndSalesSub); // add to our list of subscription objects.
if (!m_InstrKeyToVolume.ContainsKey(instrument.Key))
{
m_InstrKeyToVolume.Add(instrument.Key, new int[4]); // create a new array for volume aggregations
}
timeAndSalesSub.Update += new EventHandler <TimeAndSalesEventArgs>(TimeAndSalesSubscription_Updated); // attach my handler to it.
timeAndSalesSub.Start();
}
else
{
Log.NewEntry(LogLevel.Major, "{0}: Found existing time and sales subscription for {1}.", this.Name, instrument.Name, job.Settings.ToString());
}
}
}
}
} //wend Job in WorkQueue.
} //ProcessAJob()
public void startInstrumentLookupSubscriptionsFromDataTable(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
foreach (DataRow item in TickerTable.Rows)
{
ttapiTicker currentTicker;
if (item.Field<bool>("IsSpreadQ"))
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field<string>("Ticker"), productType: "SPREAD");
}
else
{
currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker: item.Field<string>("Ticker"), productType: "FUTURE");
}
if (currentTicker.marketKey == "CME")
mkey = MarketKey.Cme;
else if (currentTicker.marketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (currentTicker.productType == "FUTURE")
ptype = ProductType.Future;
else if (currentTicker.productType == "SPREAD")
ptype = ProductType.Spread;
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Console.WriteLine(currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
//Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(MarketKey.Cme, ProductType.Spread, "CL"), "Nov16:-1xDec16");
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
/// <summary>
/// Click event which will initiate the price subscription
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
private void btnConnect_Click(object sender, EventArgs e)
{
UpdateStatusBar("Connecting to Instrument...");
// Create a product key from the given values
ProductKey key = new ProductKey(this.txtExchange.Text,
(ProductType)this.cboProductType.SelectedItem,
this.txtProduct.Text);
// Find out instrument based on the previously created key and the contract name
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(this.m_TTAPI.Session, Dispatcher.Current, key, this.txtContract.Text);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
}//Job
// *****************************************************************
// **** Job Processing Methods ****
// *****************************************************************
/// <summary>
/// Called by the thread's dispatcher after an outside thread has pushed a new Job.
/// </summary>
private void ProcessAJob()
{
if (m_isDisposing)
{
return;
}
Job aJob;
while (m_InQueue.TryDequeue(out aJob)) // NET 4.5 concurrent queue. No locking needed.
{
m_WorkQueue.Enqueue(aJob); // push onto my private queue.
}
//
// Process the jobs now.
//
while (m_WorkQueue.Count > 0)
{
Job job = m_WorkQueue.Dequeue();
if (job.Product != null)
{ //
// Process Instrument Catalog requests
//
InstrumentCatalogSubscription instrumentSub = null;
if (!m_InstrumentCatalogs.TryGetValue(job.Product.Key, out instrumentSub))
{ // Failed to find a subscription. Create a new one!
instrumentSub = new InstrumentCatalogSubscription(job.Product, m_Dispatcher);
instrumentSub.InstrumentsUpdated += InstrumentCatalog_InstrumentsUpdated;
instrumentSub.Start(); // submit the request.
m_InstrumentCatalogs.Add(job.Product.Key, instrumentSub); // store the catalog object
Log.NewEntry(LogLevel.Minor, "{0}: Subscribing to instr catalog for {1}.", this.Name, job.Product.Name);
}
}
else if (job.InstrumentKey != null && job.Settings == null)
{ //
// Process an Instrument information request
//
InstrumentLookupSubscription lookup = null;
if (!m_InstrumentLookups.TryGetValue(job.InstrumentKey, out lookup))
{
Log.NewEntry(LogLevel.Major, "{0}: InstrumentLookup {1}.", this.Name, job.InstrumentKey);
InstrumentLookupSubscription subscriber = new InstrumentLookupSubscription(m_TTServices.session, m_Dispatcher, job.InstrumentKey);
subscriber.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(InstrumentLookup_InstrumentUpdated);
m_InstrumentLookups.Add(job.InstrumentKey, subscriber);
subscriber.Start();
}
else
{
Log.NewEntry(LogLevel.Major, "{0}: InstrumentLookup {1} already submitted.", this.Name, job.InstrumentKey);
}
}
else if (job.InstrumentKey != null)
{ //
// Subscribe to an instrument
//
Instrument instrument = null;
InstrumentCatalogSubscription catalog = null; // First, find instrument catalog for this instr.
InstrumentLookupSubscription instrumentSub = null; // or find a specific instrument subscription.
if (m_InstrumentLookups.TryGetValue(job.InstrumentKey, out instrumentSub))
{
instrument = instrumentSub.Instrument;
}
else if (m_InstrumentCatalogs.TryGetValue(job.InstrumentKey.ProductKey, out catalog))
{
catalog.Instruments.TryGetValue(job.InstrumentKey, out instrument);
}
else
{
Log.NewEntry(LogLevel.Minor, "{0}: I failed to find instrument key {1}.", this.Name, job.InstrumentKey.ToString());
return;
}
if (instrument != null)
{
// Subscribe or update pre-existing subscription.
PriceSubscription priceSub = null;
if (!m_PriceSubscriptions.TryGetValue(instrument.Key, out priceSub))
{ // Can't find a subscription, so create one.
Log.NewEntry(LogLevel.Major, "{0}: Creating new subscription for {1} with settings {2}.", this.Name, instrument.Name, job.Settings.PriceData);
priceSub = new PriceSubscription(instrument, Dispatcher.Current);
m_PriceSubscriptions.Add(instrument.Key, priceSub); // add to our list of subscription objects.
priceSub.FieldsUpdated += new FieldsUpdatedEventHandler(PriceSubscription_Updated); // attach my handler to it.
priceSub.Settings = job.Settings;
priceSub.Start();
}
else
{
Log.NewEntry(LogLevel.Major, "{0}: Found old subscription for {1}. Overwriting settings {2}.", this.Name, instrument.Name, job.Settings.ToString());
priceSub.Settings = job.Settings;
priceSub.Start();
}
}
}
} //wend Job in WorkQueue.
} //ProcessAJob()
/// <summary>
/// Launch an autospreader instrument to a selected order server.
/// First find the instrument then launch it to the selected order feed.
/// </summary>
private void buttonLaunch_Click(object sender, EventArgs e)
{
DataGridViewSelectedCellCollection selectedCells = dataGridViewSpreadView.SelectedCells;
if (selectedCells.Count > 0)
{
SpreadDetails currentSpreadDetails = ((MutableSpreadDetails)selectedCells[0].OwningRow.DataBoundItem).SpreadDetails;
InstrumentLookupSubscription instrumentLookupSubscription = new InstrumentLookupSubscription(m_session, m_dispatcher, currentSpreadDetails.InstrumentKey);
instrumentLookupSubscription.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(instrumentLookupSubscription_Update);
instrumentLookupSubscription.Start();
}
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
public void FindInstrument(IList<InstrumentKey> keys)
{
if (keys.Count == 1)
{
UpdateStatusBar("Drag & Drop detected. Initializing instrument...");
Console.WriteLine(String.Format("TT API FindInstrument {0}", keys[0].ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, keys[0]);
instrRequest.Update += instrRequest_Completed;
instrRequest.Start();
}
else
{
MessageBox.Show("This application only accepts a single Contract");
}
}
private void Form1_DragDrop(object sender, DragEventArgs e)
{
// If the Drop-data contains at least one contract, ...
if (e.Data.HasInstrumentKeys())
{
label2.Text = "";
foreach (InstrumentKey ik in e.Data.GetInstrumentKeys())
{
// Begin an instrument subscription
req = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, ik);
req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(req_Update);
req.Start();
}
}
}
/// <summary>
/// Find a given instrument based on the InstrumentKey.
/// </summary>
/// <param name="instrumentKey">InstrumentKey</param>
private void findInstrument(InstrumentKey instrumentKey)
{
InstrumentLookupSubscription sub = new InstrumentLookupSubscription(m_session, m_dispatcher, instrumentKey);
sub.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(instrumentLookupSubscription_Update);
sub.Start();
}
/// <summary>
/// Function to find a list of InstrumentKeys.
/// </summary>
/// <param name="keys">List of InstrumentKeys.</param>
public void FindInstrument(IList<InstrumentKey> keys)
{
foreach (InstrumentKey key in keys)
{
// Update the Status Bar text.
UpdateStatusBar(String.Format("TT API FindInstrument {0}", key.ToString()));
InstrumentLookupSubscription instrRequest = new InstrumentLookupSubscription(m_TTAPI.Session, Dispatcher.Current, key);
instrRequest.Update += instrRequest_Completed;
instrRequest.Tag = key.ToString();
instrRequest.Start();
// Only allow the first instrument.
break;
}
}
public void StartASEEventChain()
{
int TagValue = 1;
foreach (string dbTicker in DbTickerList)
{
ttapiTicker currentTicker = TA.TickerConverters.ConvertFromDbTicker2ttapiTicker(dbTicker);
if (currentTicker.marketKey == "CME")
mkey = MarketKey.Cme;
else if (currentTicker.marketKey == "ICE_IPE")
mkey = MarketKey.Ice;
if (currentTicker.productType == "FUTURE")
ptype = ProductType.Future;
else if (currentTicker.productType == "SPREAD")
ptype = ProductType.Spread;
InstrumentKey IKey = new InstrumentKey(new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, new ProductKey(mkey, ptype, currentTicker.productName), currentTicker.SeriesKey);
Ils.Tag = TagValue;
SpreadLegKeys.Add(TagValue, null);
TagValue++;
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(CreateAutoSpreader);
IlsDictionary.Add(IKey, Ils);
Ils.Start();
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Future, "ES"),
"Mar13");
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
void processFill(FillOriginator originator, FillAction action, Fill fill)
{
/*
* fill.BuySell;
* fill.FFT2;
* fill.FFT3;
* fill.FillKey;
* fill.FillType;
* fill.InstrumentKey;
* fill.IsHedge; // autospreader hedge order
* fill.IsQuoting; // autospreader quoting order
* fill.MatchPrice;
* fill.Quantity;
* fill.SpreadId;
* fill.TransactionDateTime;
*/
// If this is the first fill for this instrument, then add it to our list and
// subscribe to the instrument updates.
if (!instruments.ContainsKey(fill.InstrumentKey))
{
InstrumentLookupSubscription ils = new InstrumentLookupSubscription(apiInstance.Session, Dispatcher.Current, fill.InstrumentKey);
ils.Update += new EventHandler <InstrumentLookupSubscriptionEventArgs>(ils_Update);
ils.Start();
InstrumentInfo info = new InstrumentInfo(fill.InstrumentKey);
instruments.Add(fill.InstrumentKey, info);
}
// Display the fill in the grid and play and sounds and/or send any messages related to
// this fill.
FillBasic fb = new FillBasic(fill);
displayFill(fillGrid, fb);
UpdateFillCount(fillGrid.Rows.Count);
UpdateProfit(0);
// See if this fill contains our '#' hashtag in either FFT field.
string hashField = null;
if (fill.FFT2.StartsWith("#"))
{
hashField = fill.FFT2;
}
if (fill.FFT3.StartsWith("#"))
{
hashField = fill.FFT3;
}
// If we found a valid '#' hashtag value, then put it in our dropdown combo box.
if (hashField != null)
{
// Add this fill to our list of fills with this same hashsymbol
if (!hashSymbols.ContainsKey(hashField))
{
hashSymbols.Add(hashField, new List <Fill>());
}
List <Fill> fills = hashSymbols[hashField];
fills.Add(fill);
// Add this hashsymbol to our dropdown list if it is not already there
if (!tscomboFFT.Items.Contains(hashField))
{
tscomboFFT.Items.Add(hashField);
}
// If the user is filtering by this hash symbol then put this fill in the filter grid also
string selectedHash = tscomboFFT.SelectedItem as string;
if (selectedHash != null && selectedHash.Equals(hashField))
{
displayFill(filteredGrid, fb);
}
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup an instrument
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,
new ProductKey(MarketKey.Cme, ProductType.Spread, "CL"),
"Calendar: 1xCL Nov16:-1xDec16");
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
m_fs = new FillsSubscription(m_apiInstance.Session, Dispatcher.Current);
m_fs.FillAdded += new EventHandler<FillAddedEventArgs>(m_fs_FillAdded);
m_fs.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
public void StartInstrumentLookupSubscriptionsFromCatalog(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
Ils = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, inst.Key);
for (int i = 0; i < ilsUpdateList.Count; i++)
{
Ils.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(ilsUpdateList[i]);
}
Console.WriteLine(Ils.Instrument.Key.ToString());
IlsDictionary.Add(inst.Key, Ils);
Ils.Start();
//InstrumentCatalogSubscription ics2 = (InstrumentCatalogSubscription)sender;
//ics2.InstrumentsUpdated -= ics_InstrumentsUpdated;
//ics2.Dispose();
//ics2 = null;
}
TradingTechnologies.TTAPI.Product Prod = ((InstrumentCatalogSubscription)sender).Product;
PlsDictionary[Prod.Key].Update -= PLSEventHandler;
PlsDictionary[Prod.Key].Dispose();
PlsDictionary[Prod.Key] = null;
PlsDictionary.Remove(Prod.Key);
if ((PlsDictionary.Count == 0) & PlsDictionaryCompleteQ)
{
IlsDictionaryCompleteQ = true;
}
}
/// <summary>
/// Event notification for status of authentication
/// </summary>
public void apiInstance_AuthenticationStatusUpdate(object sender, AuthenticationStatusUpdateEventArgs e)
{
if (e.Status.IsSuccess)
{
// lookup the leg instruments
ProductKey prodKeyLeg = new ProductKey(MarketKey.Cbot, ProductType.Future, "ZN");
// We will use a dictionary to hold all instrument requests and update it when each instrument is found.
// Once all lookup requests for the legs are complete, we can continue with the creation of the spread.
// tagValue will be used in the dictionary to identify each lookup request.
int tagValue = 1000;
m_req1 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Mar13");
m_req1.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req1.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req1.Start();
tagValue++;
m_req2 = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current, prodKeyLeg, "Jun13");
m_req2.Tag = tagValue;
m_spreadLegKeys.Add(tagValue, null);
m_req2.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req2.Start();
}
else
{
Console.WriteLine("TT Login failed: {0}", e.Status.StatusMessage);
Dispose();
}
}
void ics_InstrumentsUpdated(object sender, InstrumentCatalogUpdatedEventArgs e)
{
foreach (TradingTechnologies.TTAPI.Instrument inst in e.Added)
{
Console.WriteLine("Instr: {0}", inst.Name);
//Console.WriteLine(e.GetType());
//sw.WriteLine(inst.Name);
//sw.Flush();
InstrumentList.Add(inst.Name);
m_req = new InstrumentLookupSubscription(m_apiInstance.Session, Dispatcher.Current,inst.Key);
m_req.Update += new EventHandler<InstrumentLookupSubscriptionEventArgs>(m_req_Update);
m_req.Start();
//Console.WriteLine(e. );
}
}