To receive solicited and unsolicited order / fill events, you need to:
An OnAccountDownloadEnd event is fired when an account is ready to be used for trading. And an OnOrderBookDownloadEnd event is fired when all accounts are ready.
The following code snippet demonstrates an example of this process.
#include
#include
#include
#include
#include
#include
#include
std::mutex mutex;
std::condition_variable sdkReadyCondition;
//
// SDK event handler class
//
class SDKEventHandler : public ttsdk::IEventHandler
{
public:
SDKEventHandler() : IEventHandler() {}
virtual ~SDKEventHandler() {}
// received on an SDK managed thread that can be used for processing.
// beware that time consuming tasks can delay the delivery of another status event.
virtual void OnStatus(const ttsdk::IEventHandler::Status status) override
{
std::cout << "SDKEventHandler::OnStatus (" << (uint32_t)status << ")" << std::endl;
}
};
//
// Order Book event handler class
//
class MyOrderBookHandler : public ttsdk::IOrderBookEventHandler
{
public:
MyOrderBookHandler() : IOrderBookEventHandler() {};
virtual ~MyOrderBookHandler() {};
virtual void OnExecutionReport(ttsdk::OrderPtr order,
ttsdk::ExecutionReportPtr execRpt) override
{
// ...
}
virtual void OnReject(ttsdk::OrderPtr order, ttsdk::RejectResponsePtr rejResp) override
{
// ...
}
virtual void OnSendFailed(ttsdk::OrderPtr order, const ttsdk::OrderProfile& profile,
const SendCode code) override
{
// ...
}
virtual void OnUnsubscribed(const char* orderId) override
{
// ...
}
// account and book sync events are sent on the position thread so they are sequenced
// properly with the position update events
virtual void OnOrderBookDownloadEnd() override
{
std::cout << "---All assigned accounts are ready to use." << std::endl;
std::lock_guard lock(mutex);
sdkReadyCondition.notify_one();
}
// the SDK synchronizes the order book and positions by account. as such,
// any given account can be able to trade without needing to wait
// for all accounts to be ready
virtual void OnAccountDownloadEnd(const uint64_t accountId) override
{
std::cout << "---Account accountId:" << accountId
<< " is synchronized and ready to use." << std::endl;
}
virtual void OnAccountDownloadFailed(const uint64_t accountId, const char* msg) override
{
std::cout << "---Account accountId:" << accountId <<" download failed details: "
<< msg << std::endl;
}
// all position events are received on the SDK position processing thread.
// holding up processing for a given position event will impact all
// subsequent position updates
virtual void OnPositionUpdate(const ttsdk::Position& updatedPosition) override
{
std::cout << "---OnPositionUpdate for AccountId:" << updatedPosition.account_id
<< " Instrument:" << updatedPosition.instrument->GetAlias() << std::endl;
std::cout << " SOD:" << updatedPosition.sod_quantity << "@"
<< updatedPosition.sod_price
<< " Buys:" << updatedPosition.buy_quantity << "@"
<< updatedPosition.buy_average_price
<< " Sells:" << updatedPosition.sell_quantity << "@"
<< updatedPosition.sell_average_price
<< " Net:" << updatedPosition.net_position
<< " P/L:" << updatedPosition.native_currency_pnl
<< " AvgPrc:" << updatedPosition.open_average_price
<< std::endl;
}
};
//
// Main
//
int main(int argc, char* argv[])
{
//Set the environment the app needs to run in here
ttsdk::Environment env = ttsdk::Environment::ProdLive;
// Add your app secret Key here. It looks like:
00000000-0000-0000-0000-000000000000:00000000-0000-0000-0000-000000000000
std::string app_key = “Your App Key”;
ttsdk::TTSDKOptions options;
options.environment = env;
options.app_key_secret = app_key.c_str();
SDKEventHandler myObserver;
MyOrderBookHandler myOrderBookObserver;
if (!ttsdk::Initialize(options, &myObserver, &myOrderBookObserver))
{
std::cout << "Unable to initialize SDK!" << std::endl;
return -1;
}
std::unique_lock lock(mutex);
if (sdkReadyCondition.wait_for(lock, std::chrono::seconds(300)) == std::cv_status::timeout)
{
std::cout << "Timeout waiting for SDK to initialize!" << std::endl;
return -1;
}
std::cout << std::endl;
std::cout << "<<<<< TT CORE SDK is initialized. >>>>>" << std::endl;
std::cout << std::endl << "Press q to exit....." << std::endl;
std::string command;
while (std::cin >> command)
{
if (command == "q")
{
std::cout << "Quitting...\n";
break;
}
}
std::cout << "Exiting..." << std::endl;
ttsdk::Shutdown();
}