Advanced Concepts and Options

By default, all orders / fills are loaded at startup for all accounts to which the user is mapped. You can specify that order/ fills be loaded for only a specific set of accounts by enabling account filtering. Account Filtering is done at the API level and if it is enabled, the API will only subscribe and sync to the accounts specified.

Creating a filter on the TradeSubscription is not the same as setting EnableAccountFiltering to true. Listed below are the differences:

Specifically, you perform the following steps.

1. Set the tt_net_sdk.TTAPIOptions.EnableAccountFiltering property to ‘true’ before initializing the SDK.

   // ...
   
   tt_net_sdk.TTAPIOptions apiConfig = new tt_net_sdk.TTAPIOptions(
   tt_net_sdk.TTAPIOptions.SDKMode.Server,
   environment,
   appSecretKey,
   5000);
   apiConfig.EnableAccountFiltering = true;
   
   // …
   

2. Register for the tt_net_sdk.TTAPI.AccountSynced event and define the corresponding event handler

   TTAPI m_api;
   
   // …
   
   public void m_api_TTAPIStatusUpdate(object sender, TTAPIStatusUpdateEventArgs e)
   {
   // …
   
       m_api.AccountSynced += m_api_AccountSynced;
   
       // ...
   
   }
   
           private void m_api_AccountSynced(object sender, AccountSyncedEventArgs e)
           {
               // An order can be placed at this point and not before this (even if the OrderBookSync event is received) with the account that this event 
    was received for
           }
   

3. Call the tt_net_sdk.TTAPI.SubscribeAccounts() method passing a list of the accounts for which you want to load orders / fills. Please note the SubscribeAccounts() should be called as soon as the API is initialized and ready to be used.

   void loadAccounts (List<Account> accounts)
   {
   m_api.SubscribeAccounts(accounts);
   }
   

Important Notes

The TT .NET SDK includes a number of advanced options and methods that users can leverage to enhance their applications. However, TT strongly recommends these options for advanced users only.

Overview

The TT .NET SDK can be used to both subscribe to Requests for Quote (RFQs) using the RequestForQuoteSubscription class and to submit RFQ requests. When subscribing to RFQs, you must create the subscription object, set any options, register for events, and start the subscription.

Creating an RFQ Subscription

To create a RFQ subscription and start receiving updates, you:

Instantiation the RequestForQuoteSubscription Class

RFQ Update event Handler

Process for Submitting Request for Quote (RFQ)

Send Request for Quote

RFQ can be requested using SendRFQ function of TradeSubscription like below:

Subscribe QuoteResponse event handler of TradeSubscription to receive response for the requested RFQ using SendRFQ, as shown below:

QuoteResponse Event Handler

Overview

TT .NET Client Side now supports adding, changing, and deleting Staged Orders.

For an overview of Staged Orders, refer to the Care Orders Overview section of the Setup help.

Submitting a new Staged Order

To submit a new Staged Order, you must first create an OrderProfile object using the isStagedOrder Flag set to true.

The new fields that can be set on the Profile are:

For example:

Modifying and Deleting a Staged Order

Staged orders can be modified and deleted the same way as regular orders. After making the desired changes, set the value of the OrderProfile.Action property to indicate how the existing order should be modified, as follows:

For example: