protected void PopulateGrid(IBMessage message)
{
HistoricalDataMessage bar = (HistoricalDataMessage)message;
RealTimeBarMessage rtBar = (RealTimeBarMessage)message;
DateTime start = new DateTime(1970, 1, 1, 0, 0, 0);
DateTime dt = start.AddMilliseconds(rtBar.Timestamp * 1000).ToLocalTime();
String strDT = String.Format("{0:yyyyMMdd HH:mm:ss}", dt);
gridView.Rows.Add(1);
//gridView[0, gridView.Rows.Count - 1].Value = bar.Date;
gridView[0, gridView.Rows.Count - 1].Value = strDT;
gridView[1, gridView.Rows.Count - 1].Value = bar.Close;
gridView[2, gridView.Rows.Count - 1].Value = bar.Open;
gridView[3, gridView.Rows.Count - 1].Value = bar.High;
gridView[4, gridView.Rows.Count - 1].Value = bar.Low;
gridView[5, gridView.Rows.Count - 1].Value = rtBar.LongVolume;
/*
* gridView[0, gridView.Rows.Count - 1].Value = bar.Date;
* gridView[1, gridView.Rows.Count - 1].Value = bar.Open;
* gridView[2, gridView.Rows.Count - 1].Value = bar.High;
* gridView[3, gridView.Rows.Count - 1].Value = bar.Low;
* gridView[4, gridView.Rows.Count - 1].Value = bar.Close;
* gridView[5, gridView.Rows.Count - 1].Value = bar.Volume;
* gridView[6, gridView.Rows.Count - 1].Value = bar.Wap;
* */
}
private IBMessage createStartOfMinuteMessage()
{
DateTime dt = new DateTime(2015, 11, 21, 9, 16, 0, DateTimeKind.Local).ToUniversalTime();
DateTime dt0 = new DateTime(1970, 1, 1, 0, 0, 0).ToUniversalTime();
TimeSpan span = dt.Subtract(dt0);
IBMessage RTBMessage = new RealTimeBarMessage(1000, Convert.ToInt64(span.TotalSeconds), 20100, 20200, 20000, 20100, 500, 20100, 0);
return(RTBMessage);
}
private IBMessage createTimeMessage(DateTime dt)
{
//DateTime dt = new DateTime(2015, 11, 21, 9, 10, 55);
DateTime dt0 = new DateTime(1970, 1, 1, 0, 0, 0);
TimeSpan span = dt.Subtract(dt0);
IBMessage RTBMessage = new RealTimeBarMessage(1000, Convert.ToInt64(span.TotalSeconds), 20100, 20200, 20000, 20100, 500, 20100, 0);
return(RTBMessage);
}
private IBMessage createMessage_General(DateTime datetime)
{
DateTime dt = datetime.ToUniversalTime();
DateTime dt0 = new DateTime(1970, 1, 1, 0, 0, 0);
TimeSpan span = dt.Subtract(dt0);
IBMessage RTBMessage = new RealTimeBarMessage(1000, Convert.ToInt64(span.TotalSeconds), 20100, 20200, 20000, 20100, 500, 20100, 0);
return(RTBMessage);
}
private IBMessage createMessage_for_isRTBarProcessStart_Close(DateTime datetime)
{
DateTime dt = datetime.ToUniversalTime();
DateTime dt0 = new DateTime(1970, 1, 1, 0, 0, 0);
TimeSpan span = dt.Subtract(dt0);
IBMessage RTBMessage = new RealTimeBarMessage(1000, Convert.ToInt64(span.TotalSeconds), 20110, 20200, 20000, 20155, 500, 20100, 0);
// public RealTimeBarMessage(int reqId, long date, double open, double high, double low, double close, long volume, double WAP, int count)
return(RTBMessage);
}
public static Boolean isThisMessageStartOfMinute(IBMessage message)
{
RealTimeBarMessage rtBar = (RealTimeBarMessage)message;
DateTime start = new DateTime(1970, 1, 1, 0, 0, 0);
DateTime current = start.AddMilliseconds(rtBar.Timestamp * 1000).ToLocalTime();
if (current.Second == 0)
{
return(true);
}
return(false);
}
public void UpdateRealTimeData(RealTimeBarMessage message)
{
if (RealTimeReqIdToContractDesc.ContainsKey(message.RequestId))
{
string contractDesc = RealTimeReqIdToContractDesc[message.RequestId];
if (ContractDescToWPR.ContainsKey(contractDesc))
{
WPRCalculator calc = ContractDescToWPR[contractDesc];
calc.Close = message.Close;
calc.LatestHigh = message.High;
calc.LatestLow = message.Low;
DataGridView grid = (DataGridView)DataGrid;
CalculateBothWPRs(contractDesc, calc, grid);
}
}
}
public void UpdateUI(RealTimeBarMessage rtBar)
{
barCounter++;
Chart rtBarsChart = (Chart)uiControl;
DateTime start = new DateTime(1970, 1, 1, 0, 0, 0);
DateTime dt = start.AddMilliseconds(rtBar.Timestamp * 1000).ToLocalTime();
// adding date and high
rtBarsChart.Series[0].Points.AddXY(dt, rtBar.High);
// adding low
rtBarsChart.Series[0].Points[barCounter].YValues[1] = rtBar.Low;
//adding open
rtBarsChart.Series[0].Points[barCounter].YValues[2] = rtBar.Open;
// adding close
rtBarsChart.Series[0].Points[barCounter].YValues[3] = rtBar.Close;
PopulateGrid(rtBar);
}
public override void UpdateUI(IBMessage message)
{
barCounter++;
RealTimeBarMessage rtBar = (RealTimeBarMessage)message;
/*
* DateTime start = new DateTime(1970, 1, 1, 0, 0, 0);
*
* DateTime dt = start.AddMilliseconds(rtBar.Timestamp * 1000).ToLocalTime();
*
* //***for new MD logiic***
* DateTime searchEndToMin = marketDataHelper.getTimeToMin(dt);
* //DateTime searchEndToMin = marketDataHelper.getTimeToMin(dt.AddSeconds(5));
* DateTime searchStart = marketDataHelper.getGapStartTime(searchEndToMin);
* Boolean fullMinute = false;
* double second = dt.Second;
* if (dt.Second == 0)
* fullMinute=true;
*/
//appForm.strategyManager.handleRealTimeBarMessage(message);
MDManager.handleRealTimeBarMessage(message);
PopulateGrid(message);
}
private void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.ConnectionStatus:
{
ConnectionStatusMessage status = (ConnectionStatusMessage)message;
if (status.Connected)
{
tssLabel.Text = "Status: Connected - Client ID = " + Client.ClientId;
btnConnect.Text = "Disconnect";
//OneDayWPRTimer = new Timer(new TimerCallback(CalculateWPR), WPRType.OneDay, 0, 60 * 1000);
//FiveDayWPRTimer = new Timer(new TimerCallback(CalculateWPR), WPRType.FiveDay, 0, 60 * 1000);
//WPRTimer = new Timer(new TimerCallback(CalculateWPR), WPRType.Both, 0, 60 * 1000);
}
else
{
tssLabel.Text = "Status: Disconnected";
btnConnect.Text = "Connect";
}
break;
}
case MessageType.Error:
{
ErrorMessage error = (ErrorMessage)message;
string requestId = GetString(error.RequestId, "RequestId");
string code = GetString(error.Code, "Code");
Log($"{(string.IsNullOrEmpty(requestId) ? string.Empty : requestId + ", ")}" +
$"{(string.IsNullOrEmpty(code) ? string.Empty : code + " - ")}" +
$"{error.Message}");
break;
}
case MessageType.Log:
{
LogMessage log = (LogMessage)message;
Log(log.Message);
break;
}
case MessageType.CalculateWPR:
{
//Log(string.Format("{0:MM/dd/yyyy HH:mm:ss} - Calculate WPR", DateTime.Now));
MDManager.UpdateUI(message);
break;
}
case MessageType.TickPrice:
{
MDManager.UpdateUI(message);
break;
}
case MessageType.HistoricalDataEnd:
{
HistoricalDataEndMessage historicalDataEndMessage = (HistoricalDataEndMessage)message;
HandleMessage(new LogMessage(historicalDataEndMessage.ToString()));
MDManager.UpdateHistoricalData(message);
break;
}
case MessageType.HistoricalData:
{
HistoricalDataMessage historicalDataMessage = (HistoricalDataMessage)message;
HandleMessage(new LogMessage(historicalDataMessage.ToString()));
MDManager.UpdateHistoricalData(message);
break;
}
case MessageType.RealTimeBars:
{
RealTimeBarMessage rtbMessage = (RealTimeBarMessage)message;
HandleMessage(new LogMessage(rtbMessage.ToString()));
MDManager.UpdateRealTimeData(rtbMessage);
break;
}
//case MessageType.ScannerData:
//case MessageType.ScannerParameters:
// {
// scannerManager.UpdateUI(message);
// break;
// }
//case MessageType.OpenOrder:
//case MessageType.OpenOrderEnd:
//case MessageType.OrderStatus:
//case MessageType.ExecutionData:
//case MessageType.CommissionsReport:
// {
// orderManager.UpdateUI(message);
// break;
// }
//case MessageType.ManagedAccounts:
// {
// orderManager.ManagedAccounts = ((ManagedAccountsMessage)message).ManagedAccounts;
// accountManager.ManagedAccounts = ((ManagedAccountsMessage)message).ManagedAccounts;
// exerciseAccount.Items.AddRange(((ManagedAccountsMessage)message).ManagedAccounts.ToArray());
// break;
// }
//case MessageType.AccountSummaryEnd:
// {
// accSummaryRequest.Text = "Request";
// accountManager.UpdateUI(message);
// break;
// }
//case MessageType.AccountDownloadEnd:
// {
// break;
// }
//case MessageType.AccountUpdateTime:
// {
// accUpdatesLastUpdateValue.Text = ((UpdateAccountTimeMessage)message).Timestamp;
// break;
// }
//case MessageType.PortfolioValue:
// {
// accountManager.UpdateUI(message);
// if (exerciseAccount.SelectedItem != null)
// optionsManager.HandlePosition((UpdatePortfolioMessage)message);
// break;
// }
//case MessageType.AccountSummary:
//case MessageType.AccountValue:
//case MessageType.Position:
//case MessageType.PositionEnd:
// {
// accountManager.UpdateUI(message);
// break;
// }
//case MessageType.ContractDataEnd:
// {
// searchContractDetails.Enabled = true;
// contractManager.UpdateUI(message);
// break;
// }
//case MessageType.ContractData:
// {
// HandleContractDataMessage((ContractDetailsMessage)message);
// break;
// }
//case MessageType.FundamentalData:
// {
// fundamentalsQueryButton.Enabled = true;
// contractManager.UpdateUI(message);
// break;
// }
//case MessageType.ReceiveFA:
// {
// advisorManager.UpdateUI((AdvisorDataMessage)message);
// break;
// }
//case MessageType.PositionMulti:
//case MessageType.AccountUpdateMulti:
//case MessageType.PositionMultiEnd:
//case MessageType.AccountUpdateMultiEnd:
// {
// acctPosMultiManager.UpdateUI(message);
// break;
// }
//case MessageType.SecurityDefinitionOptionParameter:
//case MessageType.SecurityDefinitionOptionParameterEnd:
// {
// optionsManager.UpdateUI(message);
// break;
// }
//case MessageType.SoftDollarTiers:
// {
// orderManager.UpdateUI(message);
// break;
// }
default:
{
HandleMessage(new ErrorMessage(message.ToString()));
break;
}
}
}
static void client_RealTimeBar(RealTimeBarMessage e)
{
Console.WriteLine("Received Real Time Bar: " + e.Close);
}
