The TradeSubscription class handles alerting a TT .NET SDK application when order and fill events occur. You must create at least one TradeSubscription instance to receive order and fill updates. TT .NET SDK allows you to create multiple TradeSubscription instances to monitor different sets of orders and fills; it also allows you to create filters to narrow the view a subscription provides into the orders and fills.
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: 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 […]
By default, a trade subscription includes all orders and fills associated with a trader’s login credentials that also pass the logical tests specified in the filters. If a TradeSubscription object needs to manage only those orders that are submitted through it, you should set the OwnOrdersOnly property to true before calling the Start() method as demonstrated in the following code snippet. […]
The TradeSubscription class provides several helper properties that aggregate useful information about the orders and fills included in it. The TradeSubscription class also provides several helper methods you can use when manipulating only buy orders, only sell orders, or all orders.
Default Behavior on Disconnect The TradeSubscription class only provides information on real time events. During a disconnect, the SDK stops receiving all real time order events. Once reconnected, the SDK simply syncs its order book by adding and deleting orders to match the current state of the TT order book. The SDK does not have information on […]
By default, a trade subscription includes all orders and fills associated with a trader’s login credentials. You can use the following trade filters to create different subsets, or views, of an order book. The following example creates a trade subscription that includes only those orders and fills whose Account property contains “123”. The second parameter […]
The TradeSubscription class handles alerting a TT .NET SDK application when order and fill events occur. You must create at least one TradeSubscription instance to receive order and fill updates. TT .NET SDK allows you to create multiple TradeSubscription instances to monitor different sets of orders and fills; it also allows you to create filters to narrow the view a subscription […]