TT .NET SDK offers two methods to receive fills.<\/p>\n\n\n\n
A FillsSubscription<\/a> object fires the following events.<\/p>\n\n\n\n If fills have not yet occurred, a FillListStart<\/a> event will be received followed by a FillListEnd<\/a> event. A FillBookDownload<\/a> does not fire if there are no fills.<\/p>\n\n\n\n You can subscribe for update events as follows before calling the FillsSubscription.Start()<\/a> method. The following example demonstrates this process.<\/p>\n\n\n\n The following code snippet shows the structure for these event handlers.<\/p>\n\n\n\n TT .NET SDK also allows publishing manual fills via the API as demonstrated in the following code snippet.<\/p>\n\n\n\n You can use the FillDownload<\/a> class to download fills for a specific period of time. The FillDownload<\/a> class allows you to select a start and end time, provided in nanos past the epoch. The download can be either synchronous via Get()<\/a> or asynchronous via GetAsync()<\/a>.<\/p>\n\n\n\n TT .NET SDK offers two methods to receive fills. Supported update events A FillsSubscription object […]<\/p>\n","protected":false},"author":2,"template":"wp-custom-template-single-doc-tt-net-sdk","meta":{"_acf_changed":true,"footnotes":""},"docs-category":[773],"class_list":["post-8081","doc","type-doc","status-publish","hentry","docs-category-working-with-orders-and-fills-tt-net-sdk"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/8081","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/8081\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=8081"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=8081"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}\n
<\/a>Subscribing for update events<\/h2>\n\n\n\n
m_api.StartFillFeed();\n\nFillSubscription m_fs = new FillsSubscription(tt_net_sdk.Dispatcher.Current);\nm_fs.FillAdded += m_fs_FillAdded;\nm_fs.FillBookDownload += m_fs_FillBookDownload;\nm_fs.FillListEnd += m_fs_FillListEnd;\nm_fs.FillListStart += m_fs_FillListStart;\nm_fs.Start()\n<\/code><\/pre>\n\n\n\n<\/a>Defining event handlers<\/h2>\n\n\n\n
void m_fs_FillListStart(object sender, FillListEventArgs e)\n{\n}\n\nvoid m_fs_FillListEnd(object sender, FillListEventArgs e)\n{\n}\n\nvoid m_fs_FillBookDownload(object sender, FillBookDownloadEventArgs e)\n{\n\tforeach (Fill f in e.Fills)\n\t{\n\t\t\/\/ process fill\n\t}\n}\n\nvoid m_fs_FillAdded(object sender, FillAddedEventArgs e)\n{\n\t\/\/ process fill contained in e.Fill\n}\n<\/code><\/pre>\n\n\n\n<\/a>Publishing Manual Fills<\/h2>\n\n\n\n
public bool send_ManualFill(out string response)\n{\n\tPrice price = Price.FromDecimal(instrument, Convert.ToDecimal(2986));\n\t\n\tm_fp = new FillProfile(instrument);\n\tm_fp.MarketId = MarketId.CME;\n\tm_fp.Quantity = Quantity.FromDecimal(instrument, Convert.ToDecimal(5));\n\tm_fp.Account = m_apiInstance.DefaultAccount;\n\tbool isPublishedManualFill = m_ts.PublishManualFill(m_fp, out response);\n\n\treturn isPublishedManualFill;\n}\n<\/code><\/pre>\n\n\n\n<\/a>Downloading Fills<\/h2>\n\n\n\n
public void DownloadFills()\n{\n DateTime UtcEpochTimeStart_ = new DateTime(1970, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\n \/\/ start and end times in nanos past the epoch\n DateTime dt = new DateTime(2023, 1, 1, 0, 0, 0, 0, DateTimeKind.Utc);\n UInt64 start = (UInt64)(from - UtcEpochTimeStart_).Ticks * 100;\t \n dt = new DateTime(2023, 2, 1, 0, 0, 0, 0, DateTimeKind.Utc);\n UInt64 end = (UInt64)(from - UtcEpochTimeStart_).Ticks * 100;\n\n FillDownload fd = new FillDownload(this.dispatcher, MarketId.CME, start, 0);\n \/\/ synchronous retrieval \n FillDownloadResult code = fd.Get();\n if (code == FillDownloadResult.Success)\n {\n\t\/\/ fd.Fills contains downloaded fills\n } \n}<\/code><\/pre>\n","protected":false},"excerpt":{"rendered":"