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Getting started

The application SampleRithmic shows an example of working with RithmicTrader s shown in the figure below. The example source code is in the Samples/Rithmic folder of the installation package.

Rithmic Sample
  1. First, you need to create an instance of the RithmicTrader:

    C#
    Trader = new RithmicTrader { LogLevel = LogLevels.Debug };
    
    // to set a credentials + server addr + certificates
    Trader.UserName = settings.Username;
    Trader.Server = settings.Server;
    Trader.Password = pwd;
    Trader.CertFile = settings.CertFile;
  2. Then you should to subscribe required IConnector events:

    C#
    // subscribe on successfully connect event
    Trader.Connected += () =>
    {
        // set flag (connection is established)
        _isConnected = true;
    
        // update gui labes
        this.GuiAsync(() => ChangeConnectStatus(true));
    };
    
    // subscribe on connection error event
    Trader.ConnectionError += error => this.GuiAsync(() =>
    {
        // update gui labes
        ChangeConnectStatus(false);
    
        MessageBox.Show(this, error.ToString(), "Connection was dropped.");    
    });
    
    // subscribe on successfully disconnect event
    Trader.Disconnected += () => this.GuiAsync(() => ChangeConnectStatus(false));
    
    // subscribe on error event
    Trader.Error += error => this.GuiAsync(() => MessageBox.Show(this, error.ToString(), "Data processing error"));
    
    // new securities received
    Trader.NewSecurities += securities => this.GuiAsync(() => _securitiesWindow.AddSecurities(securities));
    
    // new own trades received
    Trader.NewMyTrades += trades => this.GuiAsync(() => _myTradesWindow.Trades.AddRange(trades));
    
    // new anonymous trades received
    Trader.NewTrades += trades => this.GuiAsync(() => _tradesWindow.Trades.AddRange(trades));
    
    // new orders received
    Trader.NewOrders += orders => this.GuiAsync(() => _ordersWindow.Orders.AddRange(orders));
    
    // new stop-orders received
    Trader.NewStopOrders += orders => this.GuiAsync(() => _stopOrdersWindow.Orders.AddRange(orders));
    
    // new portofolios (=accounts) received
    Trader.NewPortfolios += portfolios =>
    {
        // subscribe on portfolio updates
        portfolios.ForEach(Trader.RegisterPortfolio);
    
        _portfoliosWindow.Portfolios.AddRange(portfolios);
    };
    
    // new positions received
    Trader.NewPositions += positions => this.GuiAsync(() => _positionsWindow.Positions.AddRange(positions));
    
    // subscribe on error of order registration event
    Trader.OrdersRegisterFailed += OrdersFailed;
    
    // subscribe on error of order cancelling event
    Trader.OrdersCancelFailed += OrdersFailed;
    
    // subscribe on error of stop-order registration event
    Trader.StopOrdersRegisterFailed += OrdersFailed;
    
    // subscribe on error of stop-order cancelling event
    Trader.StopOrdersCancelFailed += OrdersFailed;
  3. Then you need to connect to the Rithmic server:

    C#
    Trader.Connect();
  4. When the connection is successful, you can expect to trigger the IConnectorNewPortfolios event. In this event handler you should subscribe to changes in the IConnectorPortfoliosChanged portfolios using the RegisterPortfolio(Portfolio) method.

  5. Instruments search (in more detail):

    Rithmic Securities
    C#
    private void Ok_Click(object sender, RoutedEventArgs e)
    {
        var criteria = new Security
        {
         Code = SecCode.Text,
         Type = SecType.SelectedType
        };
    
        MainWindow.Instance.Trader.LookupSecurities(criteria);
        DialogResult = true;
    }
  6. To get trades and changes by the selected instrument (the Bid Offer button) you should call the RegisterTrades(Security) and RegisterSecurity(Security) methods, respectively:

    C#
    private void QuotesClick(object sender, RoutedEventArgs e)
    {
        var security = SecurityPicker.SelectedSecurity;
        var trader = MainWindow.Instance.Trader;
    
        if (trader.RegisteredSecurities.Contains(security))
        {
            trader.UnRegisterSecurity(security);
            trader.UnRegisterTrades(security);
        }
        else
        {
            trader.RegisterSecurity(security);
            trader.RegisterTrades(security);
        }
    }

    Trades will come in the IConnectorNewTrades event, and changes will come in the IConnectorSecuritiesChanged event.

  7. To request updates on the order books you need to use the RegisterMarketDepth(Security) method:

    C#
    private void DepthClick(object sender, RoutedEventArgs e)
    {
        var trader = MainWindow.Instance.Trader;
    
        var window = _quotesWindows.SafeAdd(SecurityPicker.SelectedSecurity, security =>
        {
            // subscribe on order book flow
            trader.RegisterMarketDepth(security);
    
            // create order book window
            var wnd = new QuotesWindow { Title = security.Id + " " + LocalizedStrings.MarketDepth };
            wnd.MakeHideable();
            return wnd;
        });
    
        if (window.Visibility == Visibility.Visible)
            window.Hide();
        else
            window.Show();
    
        if (!_initialized)
        {
            TraderOnMarketDepthsChanged(new[] { trader.GetMarketDepth(SecurityPicker.SelectedSecurity) });
            trader.MarketDepthsChanged += TraderOnMarketDepthsChanged;
            _initialized = true;
        }
    }

    The order books appears in the IConnectorMarketDepthsChanged event.

  8. orders registration the New Order button used. The RegisterOrder(Order) method sends an order to the server:

    C#
    private void NewOrderClick(object sender, RoutedEventArgs e)
    {
        var newOrder = new OrderWindow
        {
            Order = new Order { Security = SecurityPicker.SelectedSecurity },
            Connector = MainWindow.Instance.Trader,
        };
    
        if (newOrder.ShowModal(this))
            MainWindow.Instance.Trader.RegisterOrder(newOrder.Order);
    }