void m_instrLookupRequest_OnData(object sender, InstrumentLookupEventArgs e)
{
if (e.Event == ProductDataEvent.Found)
{
// Instrument was found
m_instrument = e.InstrumentLookup.Instrument;
Console.WriteLine("Found: {0}", m_instrument);
AlgoLookupSubscription algoLookupSubscription = new AlgoLookupSubscription(tt_net_sdk.Dispatcher.Current, "TT Iceberg");
algoLookupSubscription.OnData += AlgoLookupSubscription_OnData;
algoLookupSubscription.GetAsync();
// Subscribe for market Data
m_priceSubscription = new PriceSubscription(m_instrument, tt_net_sdk.Dispatcher.Current);
m_priceSubscription.Settings = new PriceSubscriptionSettings(PriceSubscriptionType.MarketDepth);
m_priceSubscription.FieldsUpdated += m_priceSubscription_FieldsUpdated;
m_priceSubscription.Start();
}
else if (e.Event == ProductDataEvent.NotAllowed)
{
Console.WriteLine("Not Allowed : Please check your Token access");
}
else
{
// Instrument was not found and TT API has given up looking for it
Console.WriteLine("Cannot find instrument: {0}", e.Message);
Dispose();
}
}
public void Dispose()
{
lock (m_Lock)
{
if (!m_isDisposed)
{
// Unattached callbacks and dispose of all subscriptions
if (m_instrLookupRequest != null)
{
m_instrLookupRequest.OnData -= m_instrLookupRequest_OnData;
m_instrLookupRequest.Dispose();
m_instrLookupRequest = null;
}
if (m_algoLookupSubscription != null)
{
m_algoLookupSubscription.OnData -= AlgoLookupSubscription_OnData;
m_algoLookupSubscription.Dispose();
m_algoLookupSubscription = null;
}
if (m_priceSubscription != null)
{
m_priceSubscription.FieldsUpdated -= m_priceSubscription_FieldsUpdated;
m_priceSubscription.Dispose();
m_priceSubscription = null;
}
if (m_algoTradeSubscription != null)
{
m_algoTradeSubscription.OrderUpdated -= m_algoTradeSubscription_OrderUpdated;
m_algoTradeSubscription.OrderAdded -= m_algoTradeSubscription_OrderAdded;
m_algoTradeSubscription.OrderDeleted -= m_algoTradeSubscription_OrderDeleted;
m_algoTradeSubscription.OrderFilled -= m_algoTradeSubscription_OrderFilled;
m_algoTradeSubscription.OrderRejected -= m_algoTradeSubscription_OrderRejected;
m_algoTradeSubscription.ExportValuesUpdated -= m_algoTradeSubscription_ExportValuesUpdated;
m_algoTradeSubscription.AlertsFired -= m_algoTradeSubscription_AlertsUpdated;
m_algoTradeSubscription.Dispose();
m_algoTradeSubscription = null;
}
m_isDisposed = true;
}
TTAPI.Shutdown();
}
}
