The $(\mathfrak{gl}_m,\mathfrak{gl}_n$) duality in the quantum toroidal setting

On a Fock space constructed from $mn$ free bosons and lattice ${\Bbb {Z}}^{mn}$, we give a level $n$ action of the quantum toroidal algebra $\mathscr {E}_m$ associated to $\mathfrak{gl}_m$, together with a level $m$ action of the quantum toroidal algebra ${\mathscr E}_n$ associated to ${\mathfrak {gl}}_n$. We prove that the $\mathscr {E}_m$ transfer matrices commute with the $\mathscr {E}_n$ transfer matrices after an appropriate identification of parameters.