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Getting started

The SampleFix application shows an example of working with the FixTrader as shown in the figure below. The example source code is in the Samples/Fix folder of the installation package.

Fix Sample
  1. First, you need to create an instance of the FixTrader:

    C#
    // создаем шлюз
    public FixTrader Trader = new FixTrader();
  2. Loading connector's settings from the xml file:

    C#
    if (File.Exists(_settingsFile))
    {
        Trader.Load(new XmlSerializer<SettingsStorage>().Deserialize(_settingsFile));
    }
  3. Next, you should subscribe on 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;
  4. Finally, you need to connect to FIX server:

    C#
    Trader.Connect();
  5. Once connected, you can expect to trigger events:

  6. Instruments search (in more detail):

    Fix Securities
    C#
    var criteria = new Security
    {
        Currency = CurrencyTypes.USD,
        Code = SecCode.Text
    };
    
    MainWindow.Instance.Trader.LookupSecurities(criteria);
  7. For updates on the selected instrument and ticks you need to use 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);
        }
    }

    Сделки будут приходить в событии IConnectorNewTrades, а изменения в событии IConnectorSecuritiesChanged.

  8. 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;
        }
    }
  9. For 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);
    }