Tick Trades

TradeGrid - a trade table.

Main properties

• TradeGrid.Trades - list of trades.
• TradeGrid.SelectedTrade - selected trade.
• TradeGrid.SelectedTrades - selected trades.

Below are code fragments demonstrating its usage:

<Window x:Class="Sample.TradesWindow"
	xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
	xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
	xmlns:loc="clr-namespace:StockSharp.Localization;assembly=StockSharp.Localization"
	xmlns:xaml="http://schemas.stocksharp.com/xaml"
	Title="{x:Static loc:LocalizedStrings.Str985}" Height="284" Width="544">
	<xaml:TradeGrid x:Name="TradeGrid" x:FieldModifier="public" />
</Window>

public class TradesWindow
{
	private readonly Connector _connector;
	private readonly Security _security;
	private Subscription _tickSubscription;
	
	public TradesWindow(Connector connector, Security security)
	{
		InitializeComponent();
		
		_connector = connector;
		_security = security;
		
		// Subscribe to tick trade reception event
		_connector.TickTradeReceived += OnTickReceived;
		
		// Create a subscription to tick trades
		_tickSubscription = new Subscription(DataType.Ticks, security);
		
		// Start subscription
		_connector.Subscribe(_tickSubscription);
	}
	
	// Handler for tick trade reception event
	private void OnTickReceived(Subscription subscription, ITickTradeMessage tick)
	{
		// Check if the trade belongs to our subscription
		if (subscription != _tickSubscription)
			return;
			
		// Add the trade to TradeGrid in the user interface thread
		this.GuiAsync(() => TradeGrid.Trades.Add(tick));
	}
	
	// Method for unsubscribing when the window is closed
	public void Unsubscribe()
	{
		if (_tickSubscription != null)
		{
			_connector.TickTradeReceived -= OnTickReceived;
			_connector.UnSubscribe(_tickSubscription);
			_tickSubscription = null;
		}
	}
}

Displaying own trades

public class MyTradesWindow
{
	private readonly Connector _connector;
	
	public MyTradesWindow(Connector connector)
	{
		InitializeComponent();
		
		_connector = connector;
		
		// Subscribe to own trade reception event
		_connector.OwnTradeReceived += OnOwnTradeReceived;
		
		// Create a subscription to transaction data
		var myTradesSubscription = new Subscription(DataType.Transactions, null);
		
		// Start subscription
		_connector.Subscribe(myTradesSubscription);
	}
	
	// Handler for own trade reception event
	private void OnOwnTradeReceived(Subscription subscription, MyTrade myTrade)
	{
		// Add own trade to TradeGrid in the user interface thread
		this.GuiAsync(() => TradeGrid.Trades.Add(myTrade));
	}
}

Getting historical tick trades

// Method for getting historical tick trades
public void LoadHistoricalTicks(Security security, DateTime from, DateTime to)
{
	// Clear current trades
	TradeGrid.Trades.Clear();
	
	// Create a subscription to historical tick trades
	var historySubscription = new Subscription(DataType.Ticks, security)
	{
		MarketData =
		{
			// Specify time period for historical data
			From = from,
			To = to
		}
	};
	
	// Subscribe to tick trade reception event
	_connector.TickTradeReceived += OnHistoricalTickReceived;
	
	// Start subscription
	_connector.Subscribe(historySubscription);
}

// Handler for historical tick trade reception event
private void OnHistoricalTickReceived(Subscription subscription, ITickTradeMessage tick)
{
	// Add tick to TradeGrid in the user interface thread
	this.GuiAsync(() => 
	{
		TradeGrid.Trades.Add(tick);
		
		// Update statistics
		UpdateTradeStatistics();
	});
}

// Method for updating trade statistics
private void UpdateTradeStatistics()
{
	int totalTrades = TradeGrid.Trades.Count;
	decimal totalVolume = TradeGrid.Trades.Sum(t => t.Volume);
	decimal averagePrice = TradeGrid.Trades.Any() 
		? TradeGrid.Trades.Average(t => t.Price)
		: 0;
	
	// Update interface statistics elements
	TotalTradesLabel.Content = $"Total trades: {totalTrades}";
	TotalVolumeLabel.Content = $"Total volume: {totalVolume}";
	AveragePriceLabel.Content = $"Average price: {averagePrice:F2}";
}

Filtering trades by volume

// Method for filtering trades by minimum volume
public void FilterTicksByVolume(decimal minVolume)
{
	// Save filter value
	_minVolumeFilter = minVolume;
	
	// Update tick trade reception event handler
	_connector.TickTradeReceived -= OnTickReceived;
	_connector.TickTradeReceived += OnFilteredTickReceived;
}

// Handler for tick trade reception event with volume filtering
private void OnFilteredTickReceived(Subscription subscription, ITickTradeMessage tick)
{
	// Check if the trade belongs to the selected instrument
	if (tick.SecurityId != _security.ToSecurityId())
		return;
		
	// Apply volume filter
	if (tick.Volume < _minVolumeFilter)
		return;
		
	// Add the trade to TradeGrid in the user interface thread
	this.GuiAsync(() => TradeGrid.Trades.Add(tick));
	
	// If it's a large trade, you can highlight it or send a notification
	if (tick.Volume >= _largeVolumeThreshold)
	{
		NotifyLargeVolumeTrade(tick);
	}
}

// Method for large trade notification
private void NotifyLargeVolumeTrade(ITickTradeMessage tick)
{
	// Output information about the large trade
	Console.WriteLine($"Large trade: {tick.SecurityId}, {tick.ServerTime}, Price: {tick.Price}, Volume: {tick.Volume}");
	
	// You can add sound or visual notification
	this.GuiAsync(() => 
	{
		// Example of visual highlighting in the list
		var tradeItem = TradeGrid.Trades.LastOrDefault();
		if (tradeItem != null)
		{
			TradeGrid.SelectedTrade = tradeItem;
			HighlightTrade(tradeItem);
		}
	});
}