Click or drag to resize

Getting started

The SampleOanda application shows an example of working with the LmaxTrader as shown in the figure below. The example source code is in the Samples/Oanda folder of the installation package.

lmax sample main window
  1. First, you need to create an instance of the LmaxTrader:

    C#
    Trader = new LmaxTrader
    {
        Login = Login.Text,
        Password = Password.Password,
        IsDemo = IsDemo.IsChecked == true
    };
  2. 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;
  3. Finally, you need to connect to Blackwood server:

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

  5. Instruments search (in more detail):

    lmax sample securities
    C#
    var criteria = new Security
    {
        Currency = CurrencyTypes.USD,
        Code = SecCode.Text
    };
    
    MainWindow.Instance.Trader.LookupSecurities(criteria);
  6. For updates on the selected instrument and ticks you need to use the RegisterSecurity(Security) method:

    C#
    Trader.RegisterSecurity(SelectedSecurity);
  7. To request updates on the order books you need to use the RegisterMarketDepth(Security) method:

    C#
    private void QuotesClick(object sender, RoutedEventArgs e)
    {
        var window = _quotesWindows.SafeAdd(SelectedSecurity, security =>
        {
            // create order book window
            trader.RegisterMarketDepth(security);
    
            // create order book window
            var wnd = new QuotesWindow { Title = security.Code + " quotes" };
            wnd.MakeHideable();
            return wnd;
        });
    
        if (window.Visibility == Visibility.Visible)
            window.Hide();
        else
            window.Show();
    }
    lmax sample market depth
  8. For orders registration the New Order button used. The RegisterOrder(Order) method sends an order to the server:

    C#
    private void Send_Click(object sender, RoutedEventArgs e)
    {
        var order = new Order
        {
            Type = IsMarket.IsChecked == true ? OrderTypes.Market : OrderTypes.Limit,
            Portfolio = Portfolio.SelectedPortfolio,
            Volume = Volume.Text.To<decimal>(),
            Price = Price.Text.To<decimal>(),
            Security = Security,
            Direction = IsBuy.IsChecked == true ? OrderDirections.Buy : OrderDirections.Sell,
        };
    
        MainWindow.Instance.Trader.RegisterOrder(order);
    
        DialogResult = true;
    }