}// WriteFillToLog()
//
//
// *************************************************************
// **** Create Fill EventArgs() ****
// *************************************************************
private FillEventArgs CreateFillEventArg(FillType fillType, TradingTechnologies.TTAPI.Fill ttFill)
{
int qty = 0;
if (ttFill.BuySell == BuySell.Buy)
{
qty = ttFill.Quantity.ToInt(); // qty > 0 --> buy;
}
else if (ttFill.BuySell == BuySell.Sell)
{
qty = -ttFill.Quantity.ToInt(); // qty < 0 --> sell;
}
Misty.Lib.OrderHubs.Fill aFill = Misty.Lib.OrderHubs.Fill.Create(qty, ttFill.MatchPrice.ToDouble(), Log.GetTime(), ttFill.TransactionDateTime);
FillEventArgs e = new FillEventArgs(ttFill.InstrumentKey, fillType, aFill);
e.FillKey = ttFill.FillKey;
e.AccountID = ttFill.AccountName;
return(e);
}//CreateFillEventArg()
/// <summary>
/// Creates a fill event from the pair-wise info in drop.
/// Allowed keys:
/// Time - the time the drop was made.
/// LocalFillTime - local time fill was received.
/// </summary>
/// <param name="pairs"></param>
/// <returns></returns>
private FillEventArgs CreateFillEvent(Dictionary <string, string> pairs)
{
string sQty;
string sPrice;
if (pairs.TryGetValue("Qty", out sQty) && pairs.TryGetValue("Price", out sPrice))
{
Misty.Lib.OrderHubs.Fill aFill = Misty.Lib.OrderHubs.Fill.Create();
aFill.Qty = Convert.ToInt32(sQty);
aFill.Price = Convert.ToDouble(sPrice);
// Extract fill times.
if (pairs.ContainsKey("LocalFillTime"))
{
aFill.LocalTime = Convert.ToDateTime(pairs["LocalFillTime"]); // use fill time, if available.
}
else
{
aFill.LocalTime = Convert.ToDateTime(pairs["Time"]); // else use last drop time- legacy approach
}
// Extract TT's instrument key.
InstrumentKey key;
string sForeignKey;
if (pairs.TryGetValue("ForeignKey", out sForeignKey) && TTConvert.TryCreateInstrumentKey(sForeignKey, out key))
{
FillEventArgs e = new FillEventArgs(key, FillType.InitialPosition, aFill);
return(e); // success!
}
else
{
Log.NewEntry(LogLevel.Error, "Failed to recreate instrument key from {0}.", sForeignKey);
return(null);
}
}
else
{
Log.NewEntry(LogLevel.Error, "Failed to create a fill event");
return(null);
}
}// CreateFillEvent()
public void SetAttributes(Dictionary <string, string> attributes)
{
this.Fill = new Misty.Lib.OrderHubs.Fill();
((IStringifiable)this.Fill).SetAttributes(attributes);
FillType type;
TradingTechnologies.TTAPI.InstrumentKey ttInstrumentKey;
foreach (string key in attributes.Keys)
{
if (key == "Type" && Enum.TryParse <FillType>(attributes[key], out type))
{
this.Type = type;
}
else if (key == "InstrumentKey" && TTConvert.TryCreateInstrumentKey(attributes[key], out ttInstrumentKey))
{
this.TTInstrumentKey = ttInstrumentKey;
}
else if (key == "FillKey")
{
this.FillKey = attributes[key];
}
}
}
//
//
//
//
//
#endregion//Public Methods
#region Private Methods
// *****************************************************************
// **** Private Methods ****
// *****************************************************************
//
//
private void CreatePropertyInventory(Misty.Lib.OrderHubs.Fill fill)
{
FindNewProperties(fill); // Automatically collect all Property names.
//if (fill.FillDetails != null)
// FindNewProperties(fill.FillDetails);
}// CreatePropertyInventory()
}//SetConfirmMode()
//
#endregion//Private Methods
#region Event Handlers
// *****************************************************************
// **** Event Handlers ****
// *****************************************************************
//
//
private void buttonSubmitFill_Click(object sender, EventArgs e)
{
if (m_IsConfirmMode)
{ // The user has confirmed to send this.
// Read numbers again
bool isGoodToSendOrder = true;
int qty = 0;
if (!Int32.TryParse(textBoxQty.Text, out qty))
{
isGoodToSendOrder = false;
}
double price = 0;
if (!Double.TryParse(textBoxPrice.Text, out price))
{
isGoodToSendOrder = false;
}
if (isGoodToSendOrder)
{
// Submit fill now
Misty.Lib.OrderHubs.Fill aFill = Misty.Lib.OrderHubs.Fill.Create();
aFill.Price = price;
aFill.Qty = qty;
aFill.LocalTime = Log.GetTime();
/*
* //Misty.Lib.Products.InstrumentBase instrBase = null;
* TradingTechnologies.TTAPI.InstrumentDetails details;
* if (m_CurrentInstrument != m_EmptyInstrument && m_Market.TryGetInstrumentDetails(m_CurrentInstrument, out details) && details != null && details.Key != null)
* { // TODO: Somewhere around here a null exception was thrown.
* if ( Log != null)
* Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major, "FormAddFills.SubmitFill_Click: Submitting fill request {0} or ForeignKey is null", m_CurrentInstrument);
* TradingTechnologies.TTAPI.InstrumentKey instrKey = (TradingTechnologies.TTAPI.InstrumentKey)details.Key;
* Ambre.TTServices.Fills.FillEventArgs fillEventArgs = new Ambre.TTServices.Fills.FillEventArgs(instrKey, Ambre.TTServices.Fills.FillType.UserAdjustment, aFill);
* m_FillHub.HubEventEnqueue(fillEventArgs);
* }
* else if (Log != null)
* Log.NewEntry(Misty.Lib.Hubs.LogLevel.Warning, "FormAddFills.SubmitFill_Click: Failed {0} or ForeignKey is null", m_CurrentInstrument);
*/
TradingTechnologies.TTAPI.InstrumentKey instrumentKey;
if (m_CurrentInstrument != m_EmptyInstrument && m_FillHub.TryGetInstrumentKey(m_CurrentInstrument, out instrumentKey))
{ // TODO: Somewhere around here a null exception was thrown.
if (Log != null)
{
Log.NewEntry(Misty.Lib.Hubs.LogLevel.Major, "FormAddFills.SubmitFill_Click: Submitting fill request {0}.", m_CurrentInstrument);
}
Ambre.TTServices.Fills.FillEventArgs fillEventArgs = new Ambre.TTServices.Fills.FillEventArgs(instrumentKey, Ambre.TTServices.Fills.FillType.UserAdjustment, aFill);
m_FillHub.HubEventEnqueue(fillEventArgs);
}
else if (Log != null)
{
Log.NewEntry(Misty.Lib.Hubs.LogLevel.Warning, "FormAddFills.SubmitFill_Click: Failed {0} or ForeignKey is null", m_CurrentInstrument);
}
// REset the colors
textBoxQty.Text = string.Empty; // protection against user's adding fill twice.
SetConfirmMode(buttonSubmitFill, false, 0); // reset colors and text on button
}
}
else
{
bool isGood = true;
int qty = 0;
if (Int32.TryParse(textBoxQty.Text, out qty))
{
textBoxQty.Text = string.Format("{0:+0;-0;0}", qty);
}
else
{
textBoxQty.Text = "0";
isGood = false;
}
double price = 0;
if (Double.TryParse(textBoxPrice.Text, out price))
{
textBoxPrice.Text = string.Format("{0}", price);
}
else
{
textBoxPrice.Text = "";
isGood = false;
}
// Set
SetConfirmMode(buttonSubmitFill, isGood, qty); // set colors to "confirm" mode.
}
}
public FillEventArgs(TradingTechnologies.TTAPI.InstrumentKey ttKey, FillType fillType, Misty.Lib.OrderHubs.Fill theFill)
{
this.TTInstrumentKey = ttKey;
this.Type = fillType;
this.Fill = theFill;
}
