Class TradeSubscription

Inheritance

object

UserEventHandler

Subscription

TradeSubscription

AlgoTradeSubscription

InstrumentTradeSubscription

Implements

IDisposable

Inherited Members

Subscription.Tag

Subscription.Dispatcher

Subscription.Dispose()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

Namespace: tt_net_sdk

Assembly: tt-net-api.dll

Syntax

public class TradeSubscription : Subscription, IDisposable

Constructors

TradeSubscription(Dispatcher)

Declaration

public TradeSubscription(Dispatcher dispatcher)

Parameters

Type	Name	Description
Dispatcher	dispatcher

TradeSubscription(Dispatcher, bool)

Declaration

public TradeSubscription(Dispatcher dispatcher, bool ownOrdersOnly)

Parameters

Type	Name	Description
Dispatcher	dispatcher
bool	ownOrdersOnly

Properties

BuyWorking

Declaration

public decimal BuyWorking { get; }

Property Value

Type	Description
decimal

Fills

Declaration

public IDictionary<string, Fill> Fills { get; }

Property Value

Type	Description
IDictionary<string, Fill>

Filter

Declaration

public TradeSubscriptionFilter Filter { get; }

Property Value

Type	Description
TradeSubscriptionFilter

Orders

Declaration

public IDictionary<string, Order> Orders { get; }

Property Value

Type	Description
IDictionary<string, Order>

OwnOrdersOnly

Declaration

public bool OwnOrdersOnly { get; }

Property Value

Type	Description
bool

PositionStatistics

Declaration

public PositionStatistics PositionStatistics { get; }

Property Value

Type	Description
PositionStatistics

SellWorking

Declaration

public decimal SellWorking { get; }

Property Value

Type	Description
decimal

Methods

CancelOrderViaREST(OrderProfile)

This method provides an alternative mechanism to cancel orders which can be used when the TTSDK is disconnected from the system. Using the method the application can cancel the working orders via a REST ASI call. If successfully cancelled, a OrderDeleted event will be triggered. If not, a OrderRejected event will be triggered. Note: This is a synchronous call and only one order at a time is supported. If the reason the SDK is discionnected is network/internet related, this request can fail so code accordingly.

Declaration

public virtual bool CancelOrderViaREST(OrderProfile orderProfile)

Parameters

Type	Name	Description
OrderProfile	orderProfile

Returns

Type	Description
bool

ClearFilter()

Declaration

public bool ClearFilter()

Returns

Type	Description
bool

DeleteAll()

Declaration

public bool DeleteAll()

Returns

Type	Description
bool

DeleteBySide(BuySell)

Declaration

public bool DeleteBySide(BuySell buySell)

Parameters

Type	Name	Description
BuySell	buySell

Returns

Type	Description
bool

GetLogString()

Declaration

public string GetLogString()

Returns

Type	Description
string

PublishManualFill(FillProfile, out string)

Declaration

public bool PublishManualFill(FillProfile fillProfile, out string response)

Parameters

Type	Name	Description
FillProfile	fillProfile
string	response

Returns

Type	Description
bool

SendOrder(IEnumerable<OrderProfile>)

Declaration

public virtual bool SendOrder(IEnumerable<OrderProfile> profiles)

Parameters

Type	Name	Description
IEnumerable<OrderProfile>	profiles

Returns

Type	Description
bool

SendOrder(OrderProfile)

Declaration

public virtual bool SendOrder(OrderProfile orderProfile)

Parameters

Type	Name	Description
OrderProfile	orderProfile

Returns

Type	Description
bool

SendRFQ(Instrument, Account)

Declaration

public bool SendRFQ(Instrument instrument, Account account)

Parameters

Type	Name	Description
Instrument	instrument
Account	account

Returns

Type	Description
bool

SetFilter(TradeSubscriptionFilter)

Declaration

public bool SetFilter(TradeSubscriptionFilter filter)

Parameters

Type	Name	Description
TradeSubscriptionFilter	filter

Returns

Type	Description
bool

Start()

Declaration

public override void Start()

Overrides

Subscription.Start()

ToString()

Declaration

public override string ToString()

Returns

Type	Description
string

Overrides

object.ToString()

Events

OrderAdded

Declaration

public event EventHandler<OrderAddedEventArgs> OrderAdded

Event Type

Type	Description
EventHandler<OrderAddedEventArgs>

OrderBookDownload

Declaration

public event EventHandler<OrderBookDownloadEventArgs> OrderBookDownload

Event Type

Type	Description
EventHandler<OrderBookDownloadEventArgs>

OrderDeleted

Declaration

public event EventHandler<OrderDeletedEventArgs> OrderDeleted

Event Type

Type	Description
EventHandler<OrderDeletedEventArgs>

OrderFilled

Declaration

public event EventHandler<OrderFilledEventArgs> OrderFilled

Event Type

Type	Description
EventHandler<OrderFilledEventArgs>

OrderPendingAction

Declaration

public event EventHandler<OrderPendingActionEventArgs> OrderPendingAction

Event Type

Type	Description
EventHandler<OrderPendingActionEventArgs>

OrderRejected

Declaration

public event EventHandler<OrderRejectedEventArgs> OrderRejected

Event Type

Type	Description
EventHandler<OrderRejectedEventArgs>

OrderStatusUnknown

Declaration

public event EventHandler<OrderStatusUnknownEventArgs> OrderStatusUnknown

Event Type

Type	Description
EventHandler<OrderStatusUnknownEventArgs>

OrderTimeout

Declaration

public event EventHandler<OrderTimeoutEventArgs> OrderTimeout

Event Type

Type	Description
EventHandler<OrderTimeoutEventArgs>

OrderUpdated

Declaration

public event EventHandler<OrderUpdatedEventArgs> OrderUpdated

Event Type

Type	Description
EventHandler<OrderUpdatedEventArgs>

QuoteResponse

Declaration

public event EventHandler<QuoteResponseEventArgs> QuoteResponse

Event Type

Type	Description
EventHandler<QuoteResponseEventArgs>

Implements

IDisposable