Creating custom trade subscription filters

All of the predefined trade filters derive from the TradeSubscriptionFilter class. You can also create your own custom filters.

To create a custom filter class, you:

Derive your custom filter class from the TradeSubscriptionFilter class.
Provide implementations in your custom filter class for the following abstract base class methods:
- public abstract bool IsMatch(Order order);
  
  Determines whether a given order matches your
- public abstract bool IsMatch(Fill fill);
  
  Determines whether a given fill matches your filter
- public abstract TradeSubscriptionFilter Clone();
  
  Creates a deep copy of your filter
- public abstract bool IsEqual(TradeSubscriptionFilter filter);
  
  Determines whether two filters match

TT recommends that you write filter logic from a positive match perspective and avoid using the Negates property in your logic.

The following example creates a custom trade subscription filter that includes only those orders and fills whose BuySell and Username properties match those values provided in the constructor.

class TradeSubscriptionMyCustomFilter : TradeSubscriptionFilter
{
  private BuySell dir { get; set; }
  private String userName { get; set; }

  public BuySell Direction
  {
    get
    {
      return dir;
    }
  }

  public String Username
  {
    get
    {
      return userName;
    }
  }

  public TradeSubscriptionMyCustomFilter(BuySell d, String un, bool negates,
    string name) : base(negates, name)
  {
    dir = d;
    userName = un;
  }

  public override bool IsMatch(Order order)
  {
    return (dir == order.BuySell && userName == order.UserName);
  }

  public override bool IsMatch(Fill fill)
  {
    return (dir == fill.BuySell && userName == fill.UserName);
  }

  public override TradeSubscriptionFilter Clone()
  {
    TradeSubscriptionMyCustomFilter clonedFilter = new
      TradeSubscriptionMyCustomFilter(this.dir, this.userName, this.Negates,
        this.Name);
    return clonedFilter;
  }

  public override bool IsEqual(TradeSubscriptionFilter filter)
  {
    TradeSubscriptionMyCustomFilter myCustFilter = filter as
      TradeSubscriptionMyCustomFilter;
    if (myCustFilter != null)
    {
      return (Direction == myCustFilter.Direction &&
        Username == myCustFilter.Username &&
        Negates == myCustFilter.Negates);
    }
    return false;
  }
}

Creating custom trade subscription filters

See Also