def m_req_Update(self, sender, e):
"""
<summary>
Event notification for instrument lookup
</summary>
"""
if e.Instrument != None and e.Error == None:
# Instrument was found
print("Found: {0}".format(e.Instrument.Name))
# Subscribe for Inside Market Data
self.m_ps = ttapi.PriceSubscription(e.Instrument, ttapi.Dispatcher.Current)
self.m_ps.Settings = ttapi.PriceSubscriptionSettings(ttapi.PriceSubscriptionType.InsideMarket)
self.m_ps.FieldsUpdated += self.m_ps_FieldsUpdated
self.m_ps.Start()
# Create a TradeSubscription to listen for order / fill events only for orders submitted through it
self.m_ts = tradebk.InstrumentTradeSubscription(self.m_apiInstance.Session, ttapi.Dispatcher.Current, e.Instrument, True, True, False, False)
self.m_ts.OrderUpdated += self.m_ts_OrderUpdated
self.m_ts.OrderAdded += self.m_ts_OrderAdded
self.m_ts.OrderDeleted += self.m_ts_OrderDeleted
self.m_ts.OrderFilled += self.m_ts_OrderFilled
self.m_ts.OrderRejected += self.m_ts_OrderRejected
self.m_ts.Start()
elif e.IsFinal:
# Instrument was not found and TT API has given up looking for it
print("Cannot find instrument: {0}".format(e.Error.Message))
self.Dispose()
def m_req_Update(self, sender, e):
"""
<summary>
Event notification for instrument lookup
</summary>
"""
if e.Instrument != None and e.Error == None:
# Instrument was found
print("Found: {0}".format(e.Instrument.Name))
self.statusbar.Text = "Found: {0}".format(e.Instrument.Name)
# Subscribe for Inside Market Data
self.m_ps = ttapi.PriceSubscription(e.Instrument,
ttapi.Dispatcher.Current)
self.m_ps.Settings = ttapi.PriceSubscriptionSettings(
ttapi.PriceSubscriptionType.InsideMarket)
self.m_ps.FieldsUpdated += self.m_ps_FieldsUpdated
self.m_ps.Start()
elif e.IsFinal:
# Instrument was not found and TT API has given up looking for it
print("Cannot find instrument: {0}".format(e.Error.Message))
self.statusbar.Text = "Cannot find instrument: {0}".format(
e.Error.Message)
self.Dispose()
else:
print('Searching Instrument in progress...')
self.statusbar.Text = 'Searching Instrument in progress...'