After creating an instance of the TradeSubscription class, you can subscribe for events. These events fall into the following categories:
When you shut down your application, you should call the Dispose method for each instance of the TradeSubscriptionclass.
A TradeSubscription object is essentially a collection of pointers to a set of orders and a collection of pointers to a set of fills. Before calling the Start() method for a TradeSubscription object, these collections are empty. After calling the Start method, the TT .NET SDK begins to populate these collections.
A TradeSubscription object fires the following event when its initial set of orders and fills are added.
| Event | Description |
|---|---|
| OrderBookDownload | Fired when the order book download is complete and the orders have been added to the TradeSubscription instance |
After this event has fired, the application can begin to perform actions on the orders associated with a TradeSubscription instance.
You can subscribe for initialization events as follows before calling the Start() method.
The following code snippet shows the structure for these event handlers.
After a TradeSubscription instance has been initialized, any change in the orders that are contained within it will result in an update event being fired.
A TradeSubscription object fires the following events when the status its orders and fills are changed.
| Event | Description |
|---|---|
| OrderAdded | Fired when an acknowledgement is received from an exchange for a new order that was submitted |
| OrderDeleted | Fired when an acknowledgement is received from an exchange for a cancellation of a working order |
| OrderFilled | Fired when an acknowledgement is received from an exchange for a fill of a working order |
| OrderPendingAction | Fired when an action is pending for an order |
| OrderRejected | Fired when a rejection is received from an exchange for either an attempted change of a working order or the submission of a new order |
| OrderStatusUnknown | Fired when an acknowledgement is received from an exchange for a new order |
| OrderTimeout | Fired when an acknowledgement is received from an exchange for a new order |
| OrderUpdated | Fired when an acknowledgement is received from an exchange for a change of a working order |
You can subscribe for update events as follows before calling the Start() method.
The following code snippet shows the structure for these event handlers.
