TT Setup SDK event model

TT Setup SDK is inherently multi-threaded, using events to notify TT Setup SDK applications of new data, such as order status changes, price updates, or fill notifications. Because your applications can use multiple threads to access TT Setup SDK functionality, each thread that interacts with TT Setup SDK must have an attached Dispatcher object that routes events and data across threads.

TT Setup SDK supports the following Dispatcher types:

• UIDispatcher, which uses the Windows Message Queue to manage events for Windows Forms threads. You create and attach a UIDispatcher to the current thread as follows:

  UIDispatcher m_disp = Dispatcher.AttachUIDispatcher();

• WorkerDispatcher, which uses the TT Setup SDK Message Queue to manage events for non-Windows Forms threads. You create and attach a WorkerDispatcher to the current thread as follows:

  WorkerDispatcher m_disp = Dispatcher.AttachWorkerDispatcher();

Note that both the UIDispatcher and WorkerDispatcher classes derive from the Dispatcher class. You can always access your current Dispatcher object in any TT Setup SDK thread by calling Dispatcher.Current.