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Getting started

The SampleIEX application shows an example of working with the IEXTrader as shown in the figure below. The example source code is in the Samples/IEX folder of the installation package.

IEXSample
  1. First, you need to create an instance of the IEXTrader:

    C#
    Trader = new IEXTrader();// { LogLevel = LogLevels.Debug };
  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.NewSecurity += security => _securitiesWindow.SecurityPicker.Securities.Add(security);
    
    // new own trades received
    Trader.NewMyTrade += trade => _myTradesWindow.TradeGrid.Trades.Add(trade);
    
    // new anonymous trades received
    Trader.NewTrade += trade => _tradesWindow.TradeGrid.Trades.Add(trade);
    
    // new orders received
    Trader.NewOrder += order => _ordersWindow.OrderGrid.Orders.Add(order);
    
    // new portofolios (=accounts) received
    Trader.NewPortfolio += portfolio =>
    {
        // subscribe on portfolio updates
        Trader.RegisterPortfolio(portfolio);
    
        _portfoliosWindow.PortfolioGrid.Portfolios.Add(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;
  3. Finally, you need to connect to IEX server:

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

  5. For updates on the selected instrument and ticks you need to use the RegisterSecurity(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes) and RegisterTrades(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes) methods, respectively:

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