//
//
// *****************************************************************
// **** ExecutionListener_InstrumentsFound() ****
// *****************************************************************
/// <summary>
/// Called when our execution listener has found a new instrument. This means that it has also created
/// a market for this instrument which we can now have a pointer to in the quoter leg, as well as subscribe
/// to the MarketChanged events.
/// </summary>
/// <param name="sender"></param>
/// <param name="eventArgs"></param>
private void ExecutionListener_InstrumentsFound(object sender, EventArgs eventArgs)
{
//
// Gather and save pertinent information about the Instrument found.
//
InstrumentsFoundEventArgs instrEventArgs = (InstrumentsFoundEventArgs)eventArgs;
m_InstrumentDetails = instrEventArgs.InstrumentDetails;
m_FillBook = new FillBook(m_PriceLeg.InstrumentName.ToString(), m_InstrumentDetails.Multiplier);
if (double.IsNaN(m_QuoteTickSize)) // if our user hasn't defined this yet
{
m_QuoteTickSize = m_InstrumentDetails.TickSize; // set it to the default tick size here
}
m_IsLegSetUpComplete = true;
m_RiskManager.Start();
m_ExecutionContainer.ConfirmStrategyLaunched(); // confirm we are "launched"
}
//
#endregion//Properties
#region Public Methods
// *****************************************************************
// **** Public Methods ****
// *****************************************************************
//
//
//
//
public override void ProcessEvent(EventArgs e)
{
base.ProcessEvent(e);
if (e is EngineEventArgs)
{
EngineEventArgs engineEventArg = (EngineEventArgs)e;
if (engineEventArg.MsgType == EngineEventArgs.EventType.SyntheticOrder)
{
}
}
else if (e is CurveTraderEventArgs)
{
CurveTraderEventArgs curveTraderEventArg = (CurveTraderEventArgs)e;
switch (curveTraderEventArg.MsgType)
{
case CurveTraderEventArgs.EventType.Launched:
if (curveTraderEventArg.Status == CurveTraderEventArgs.EventStatus.Confirm)
{ // confirmation that a curve trader has been launched fully.
if (m_CurveTraderPendingLaunch.Contains(curveTraderEventArg.EngineId))
{ // we were waiting on this to launch
m_CurveTraderPendingLaunch.Remove(curveTraderEventArg.EngineId);
if (m_CurveTraderPendingLaunch.Count == 0)
{ // we have no more remaining curve traders, we can launch!
m_ExecutionContainer.ConfirmStrategyLaunched();
}
else
{
m_Log.NewEntry(LogLevel.Minor, "CurveTraderManager: Awaiting launch of {0} CurveTraders", m_CurveTraderPendingLaunch.Count);
}
}
}
break;
default:
break;
}
}
}
