Instrument FindInstrument(string product, string alias)
{
InstrumentLookup instLookup = new InstrumentLookup(tt_net_sdk.Dispatcher.Current, m_marketId, ProductType.Future, product, alias);
ProductDataEvent einst = instLookup.Get();
if (einst != ProductDataEvent.Found)
{
Console.WriteLine("ERROR: can't fetch leg instrument");
return(null);
}
return(instLookup.Instrument);
}
IEnumerable <Instrument> GetContracts(MarketId market, ProductType productType, string productCode)
{
InstrumentCatalog instruments = new InstrumentCatalog(market, productType, productCode, _dispatcher);
ProductDataEvent e = instruments.Get();
var subscriptionDetails = $"{market.ToString()} : {productType.ToString()} : {productCode}";
if (e == ProductDataEvent.Found)
{
_log.Info($"Fetched instrument count for '{productCode}': {subscriptionDetails} : {instruments.InstrumentList.Count()}");
return(instruments.InstrumentList);
}
else
{
_log.Error($"Failed to fetch intruments for: {subscriptionDetails}");
return(Enumerable.Empty <Instrument>());
}
}
