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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 connection successfully event
    Trader.Connected += () =>
    {
        this.GuiAsync(() => OnConnectionChanged(true));
    };
    
    // subscribe on connection error event
    Trader.ConnectionError += error => this.GuiAsync(() =>
    {
        OnConnectionChanged(Trader.ConnectionState == ConnectionStates.Connected);
        MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
    });
    
    Trader.Disconnected += () => this.GuiAsync(() => OnConnectionChanged(false));
    
    // subscribe on error event
    //Trader.Error += error =>
    //    this.GuiAsync(() => MessageBox.Show(this, error.ToString(), "Error"));
    
    // subscribe on error of market data subscription event
    Trader.MarketDataSubscriptionFailed += (security, msg, error) =>
        this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2956Params.Put(msg.DataType, security)));
    
    Trader.NewSecurity += security => _securitiesWindow.SecurityPicker.Securities.Add(security);
    Trader.NewMyTrade += trade => _myTradesWindow.TradeGrid.Trades.Add(trade);
    Trader.NewOrder += order => _ordersWindow.OrderGrid.Orders.Add(order);
    Trader.NewStopOrder += order => _stopOrdersWindow.OrderGrid.Orders.Add(order);
    Trader.NewPortfolio += portfolio =>
    {
        _portfoliosWindow.PortfolioGrid.Portfolios.Add(portfolio);
    
        // subscribe on portfolio updates
        Trader.RegisterPortfolio(portfolio);
    };
    Trader.NewPosition += position => _portfoliosWindow.PortfolioGrid.Positions.Add(position);
    
    // subscribe on error of order registration event
    Trader.OrderRegisterFailed += _ordersWindow.OrderGrid.AddRegistrationFail;
    // subscribe on error of order cancelling event
    Trader.OrderCancelFailed += OrderFailed;
    
    // subscribe on error of stop-order registration event
    Trader.StopOrderRegisterFailed += _stopOrdersWindow.OrderGrid.AddRegistrationFail;
    // subscribe on error of stop-order cancelling event
    Trader.StopOrderCancelFailed += OrderFailed;
    
    Trader.MassOrderCancelFailed += (transId, error) =>
        this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str716));
  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 IPortfolioProviderNewPortfolio 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 FindClick(object sender, RoutedEventArgs e)
    {
        var wnd = new SecurityLookupWindow { Criteria = new Security { Code = "AAPL" } };
    
        if (!wnd.ShowModal(this))
            return;
    
        MainWindow.Instance.Trader.LookupSecurities(wnd.Criteria);
    }
  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 IConnectorNewTrade 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;
    
        foreach (var security in SecurityPicker.SelectedSecurities)
        {
            var window = _quotesWindows.SafeAdd(security, s =>
            {
                // 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)
            {
                TraderOnMarketDepthChanged(trader.GetMarketDepth(security));
                trader.MarketDepthChanged += TraderOnMarketDepthChanged;
                _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 },
            SecurityProvider = MainWindow.Instance.Trader,
            MarketDataProvider = MainWindow.Instance.Trader,
            Portfolios = new PortfolioDataSource(MainWindow.Instance.Trader),
        };
    
        if (newOrder.ShowModal(this))
            MainWindow.Instance.Trader.RegisterOrder(newOrder.Order);
    }