Trade Subscription Product Filter
Can you filter Trade Subscription by product? Thanks!
@kevinwilson21 Yes with the caveat that you have to write the filter. Derive your custom filter from TradeSubscriptionFilter, implement the abstract methods and use that filter by calling TradeSubscription.SetFilter(). For a product filter, in the IsMatch methods, just check if the incoming order/fill instrument is the product you want to see.
Okay great, once you said that it jarred my memory and I found some old code on api that works great. Thank you.
- classProdFilter:TradeSubscriptionFilter
- {
- privateProductKey m_Product;
- publicProdFilter(ProductKey product)
- :base(false,"Product")
- {
- m_Product = product;
- }
- publicoverrideTradeSubscriptionFilterClone()
- {
- returnnewProdFilter(m_Product);
- }
- publicoverrideboolIsEqual(TradeSubscriptionFilter filter)
- {
- return filter.Equals(this);
- }
- publicoverrideboolIsMatch(Fill fill)
- {
- return m_Product.Equals(fill.InstrumentKey.ProductKey);
- }
- publicoverrideboolIsMatch(Order order)
- {
- return m_Product.Equals(order.InstrumentKey.ProductKey);
- }
- }
