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...'
def Init(self):
""" <summary>
Initialize TT API
</summary>
"""
# Use "Universal Login" Login Mode
h = ttapi.ApiInitializeHandler(self.ttApiInitComplete)
ttapi.TTAPI.CreateUniversalLoginTTAPI(ttapi.Dispatcher.Current, self.m_username, self.m_password,h)
def Init(self):
""" <summary>
Initialize TT API
</summary>
"""
# Use "Universal Login" Login Mode
h = ttapi.ApiInitializeHandler(self.ttApiInitComplete)
ttapi.TTAPI.CreateXTraderModeTTAPI(ttapi.Dispatcher.Current, h)
def m_apiInstance_ConnectionStatusUpdate(self, sender, e):
"""
<summary>
Event notification for status of authentication
</summary>
"""
if e.Status.IsSuccess:
# Add code here to begin working with the TT API
# lookup an instrument
self.m_req = ttapi.InstrumentLookupSubscription(
self.m_apiInstance.Session, ttapi.Dispatcher.Current,
ttapi.ProductKey(ttapi.MarketKey.Cme, ttapi.ProductType.Future,
"YM"), "Jun17")
self.m_req.Update += self.m_req_Update
print("Connection Success!")
self.m_req.Start()
else:
print("TT Login failed: {0}".format(e.Status.StatusMessage))
self.Dispose()
def m_apiInstance_ConnectionStatusUpdate(self, sender, e):
"""
<summary>
Event notification for status of authentication
</summary>
"""
if e.Status.IsSuccess:
# Add code here to begin working with the TT API
# lookup an instrument
self.m_req = ttapi.InstrumentLookupSubscription(
self.m_apiInstance.Session, ttapi.Dispatcher.Current,
ttapi.ProductKey(self.instrexch, self.instrType, self.instr),
self.instrMonth)
self.m_req.Update += self.m_req_Update
self.statusbar.Text = 'Connection Success... YOU R IN!'
## print("Connection Success!")
self.m_req.Start()
else:
print("TT Login failed: {0}".format(e.Status.StatusMessage))
self.statusbar.Text = "TT Login failed: {0}".format(
e.Status.StatusMessage)
self.Dispose()
def m_ps_FieldsUpdated(self, sender, e):
"""
<summary>
Event notification for price update
</summary>
"""
if e.Error == None:
# Make sure that there is a valid bid
if e.Fields.GetBestBidPriceField().HasValidValue:
if self.m_orderKey == "":
# If there is no order working, submit one through the first valid order feed.
# You should use the order feed that is valid for your purposes.
op = ttapi.OrderProfile(e.Fields.Instrument.GetValidOrderFeeds()[0], e.Fields.Instrument)
op.BuySell = ttapi.BuySell.Buy
op.AccountName = "12345678"
op.AccountType = ttapi.AccountType.A1
op.OrderQuantity = ttapi.Quantity.FromInt(e.Fields.Instrument, 1)
op.OrderType = ttapi.OrderType.Limit
op.LimitPrice = e.Fields.GetBestBidPriceField().Value
if not self.m_ts.SendOrder(op):
print("Send new order failed. {0}".format(op.RoutingStatus.Message))
self.Dispose()
else:
self.m_orderKey = op.SiteOrderKey
print("Send new order succeeded.")
elif self.m_ts.Orders.ContainsKey(self.m_orderKey) and self.m_ts.Orders[self.m_orderKey].LimitPrice != e.Fields.GetBestBidPriceField().Value:
# If there is a working order, reprice it if its price is not the same as the bid
op = self.m_ts.Orders[self.m_orderKey].GetOrderProfile()
op.LimitPrice = e.Fields.GetBestBidPriceField().Value
op.Action = ttapi.OrderAction.Change
if not self.m_ts.SendOrder(op):
print("Send change order failed. {0}".format(op.RoutingStatus.Message))
else:
print("Send change order succeeded.")
else:
if e.Error.IsRecoverableError == False:
print("Unrecoverable price subscription error: {0}".format(e.Error.Message))
self.Dispose()
clr.AddReference('C:\\tt\\ttapi\\bin\\TradingTechnologies.TTAPI')
import TradingTechnologies.TTAPI as ttapi
help(ttapi)
ttapi.XTraderModeTTAPI
print(ttapi.XTraderModeTTAPI)
ttapi.XTraderModeTTAPI.Start()
ttapi.XTraderModeTTAPI.StartFillFeed
ttapi.XTraderModeTTAPI.StartFillFeed()
help(ttapi.Dispatcher)
disp = ttapi.Dispatcher.AttachWorkerDispatcher()
disp.BeginInvoke(new Action(Init))
disp.BeginInvoke(Action(Init))
disp.BeginInvoke(Action)
disp.BeginInvoke()
disp = ttapi.Dispatcher.AttachUIDispatcher()
h=ttapi.ApiInitializeHandler()
h=ttapi.ApiInitializeHandler(ttapi.FillUpdateFlag)
ttapi.XTraderModeTTAPIOptions.StartOrderFillFeed()
ttapi.XTraderModeTTAPI.ConnectionStatusUpdate()
ttapi.XTraderModeTTAPI.CreateXTraderModeTTAPI(disp,h)
ttapi.XTraderModeTTAPI.ConnectionStatusUpdate()
star = ttapi.XTraderModeTTAPI.CreateXTraderModeTTAPI(disp,h)
star = ttapi.XTraderModeTTAPI.Start()
ttapi.Session()
ttapi.XTraderModeTTAPI.ConnectionStatusUpdate()
ttapi.XTraderModeTTAPI.m_UserName()
ttapi.XTraderModeTTAPI.Shutdown()
self.m_req.Update -= self.m_req_Update
self.m_req.Dispose()
self.m_req = None
if (self.m_ps != None):
self.m_ps.FieldsUpdated -= self.m_ps_FieldsUpdated
self.m_ps.Dispose()
self.m_ps = None
#Begin shutdown the TT API
ttapi.TTAPI.ShutdownCompleted += self.TTAPI_ShutdownCompleted
ttapi.TTAPI.Shutdown()
self.m_disposed = True
# Unattached callbacks and dispose of all subscriptions
# Begin shutdown the TT API
def TTAPI_ShutdownCompleted(self, sender, e):
""" <summary>
Event notification for completion of TT API shutdown
</summary>
"""
# Shutdown the Dispatcher
if self.m_disp != None:
self.m_disp.BeginInvokeShutdown()
self.m_disp = None
with ttapi.Dispatcher.AttachUIDispatcher() as disp:
tr = TTAPIReadForm()
m_handler = ttapi.ApiInitializeHandler(tr.ttApiInitHandler)
ttapi.TTAPI.CreateXTraderModeTTAPI(disp, m_handler)
Application.Run(tr)
def loginBtn_eventhandler(self, sender, event):
##tf = TTAPIFunctions("CHOODTS","12345678")
name = sender.Name
self.m_disp = ttapi.Dispatcher.AttachUIDispatcher()
self.m_handler = ttapi.ApiInitializeHandler(tr.ttApiInitHandler)
ttapi.TTAPI.CreateXTraderModeTTAPI(self.m_disp, self.m_handler)