private void btnOpen_Click(object sender, EventArgs e)
{
try
{
OpenFileDialog ofd = new OpenFileDialog();
Stream str = null;
XmlSerializer xs = new XmlSerializer(typeof(Session));
ofd.Filter = "spread profiles (*.xml)|*.xml";
ofd.FilterIndex = 1;
ofd.RestoreDirectory = true;
if (ofd.ShowDialog() == DialogResult.OK)
{
if ((str = ofd.OpenFile()) != null)
{
using (str)
session = (Session)xs.Deserialize(str);
pgInstrumentA.SelectedObject = session.instrumentA;
pgInstrumentB.SelectedObject = session.instrumentB;
pgSpread.SelectedObject = session.spread;
}
}
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
}
public static Session getInstance()
{
if (instance == null)
instance = new Session();
return instance;
}
public void Connect(Session s)
{
productOne = new InstrumentProc(s.instrumentA);
productTwo = new InstrumentProc(s.instrumentB);
instruments = new List<Instrument>();
instruments.Add(s.instrumentA);
instruments.Add(s.instrumentB);
productOne.init(TTInstrNotify);
productTwo.init(TTInstrNotify);
//setup the events
TTGate.OnStatusUpdate += new XTAPI._ITTGateEvents_OnStatusUpdateEventHandler(this.OnStatusUpdate);
productOne.ttOrderSet.OnOrderFillData += new XTAPI._ITTOrderSetEvents_OnOrderFillDataEventHandler(this.OnOrderFillData);
TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(productOne.OnNotifyFound);
TTInstrNotify.OnNotifyFound += new XTAPI._ITTInstrNotifyEvents_OnNotifyFoundEventHandler(productTwo.OnNotifyFound);
TTInstrNotify.OnNotifyUpdate += new XTAPI._ITTInstrNotifyEvents_OnNotifyUpdateEventHandler(this.OnNotifyUpdate);
productTwo.ttOrderSet.OnOrderFillData += new XTAPI._ITTOrderSetEvents_OnOrderFillDataEventHandler(this.OnOrderFillData);
if (log.IsInfoEnabled)
{
log.Info("trading started for spread");
}
setLogname();
/*
XTAPI.InstrCollection colInst = (XTAPI.InstrCollection)TTGate.Instruments;
for (int i = 1; i <= colInst.Count; ++i)
{
XTAPI.TTInstrObj instr = (XTAPI.TTInstrObj)colInst[i];
}
*/
}
public void resetStrategy(Session session)
{
signal.resetparams( new object[] { session.spread.Threshold
,session.spread.TrendFollow
,session.spread.PriceLength
,session.spread.Signal });
spread = session.spread;
}
private void Form1_Load(object sender, EventArgs e)
{
try
{
session = Session.getInstance();
XmlSerializer xs = new XmlSerializer(typeof(Session));
using (Stream str = File.OpenRead(this.Config))
session = (Session)xs.Deserialize(str);
procSpread = SpreadProc.getInstance();
procSpread.OnUpdate += new EventHandler<UpdateEventArgs>(procSpread_OnUpdate);
procStrategy = StrategyProc.getInstance(session.spread);
//procStrategy.OnZscoreEvt += this.OnZscore;
pgInstrumentA.SelectedObject = session.instrumentA;
pgInstrumentB.SelectedObject = session.instrumentB;
pgSpread.SelectedObject = session.spread;
}
catch(Exception ex){
MessageBox.Show(ex.Message);
}
}