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.

First, you need to create an instance of the FixTrader:
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```
public FixTrader Trader = new FixTrader();
```

Loading connector's settings from the xml file:

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if (File.Exists(_settingsFile))
{
    Trader.Load(new XmlSerializer<SettingsStorage>().Deserialize(_settingsFile));
}

Next, you should subscribe on required IConnector events:

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// subscribe on connection successfully event
Trader.Connected += () =>
{
    this.GuiAsync(() => ChangeConnectStatus(true));
};
Trader.Disconnected += () => this.GuiAsync(() => ChangeConnectStatus(false));

// subscribe on connection error event
Trader.ConnectionError += error => this.GuiAsync(() =>
{
    // update gui labes
    ChangeConnectStatus(false);

    MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2959);
});

// subscribe on error event
Trader.Error += error =>
    this.GuiAsync(() => MessageBox.Show(this, error.ToString(), LocalizedStrings.Str2955));

// 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.NewTrade += trade => _tradesWindow.TradeGrid.Trades.Add(trade);
Trader.NewOrder += order => _ordersWindow.OrderGrid.Orders.Add(order);
Trader.NewStopOrder += order => _stopOrdersWindow.OrderGrid.Orders.Add(order);

Trader.NewPortfolio += portfolio =>
{
    // subscribe on portfolio updates
    //portfolios.ForEach(Trader.RegisterPortfolio);

    _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;

// 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));

Trader.NewNews += news => _newsWindow.NewsPanel.NewsGrid.News.Add(news);

Finally, you need to connect to FIX server:
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```
Trader.Connect();
```
Once connected, you can expect to trigger events:
- IConnectorSecuritiesChanged – instrument change (last price, best bid/ask price, etc.) requested through RegisterSecurity(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes) method.
- IConnectorMarketDepthsChanged – order book change, requested through RegisterMarketDepth(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes, NullableInt32) method.
- IConnectorNewTrade – new ticks on instruments subscribed by using RegisterTrades(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes) method.
- IConnectorPortfoliosChanged – portfolios change requested through RegisterPortfolio(Portfolio) method.

Instruments search (in more detail):

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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);
}

For updates on the selected instrument and ticks you need to use the RegisterTrades(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes) and RegisterSecurity(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes) methods, respectively:
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```
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);
        }
    }
}
```
Transactions will come in the event IConnectorNewTrade, and changes in the event IConnectorSecuritiesChanged.

To request updates on the order books you need to use the RegisterMarketDepth(Security, NullableDateTimeOffset, NullableDateTimeOffset, NullableInt64, MarketDataBuildModes, NullableMarketDataTypes, NullableInt32) method:

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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;
        }
    }
}

For orders registration the New Order button used. The RegisterOrder(Order) method sends an order to the server:

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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);
}