//! [tickbytickalllast]
//! [tickbytickbidask]
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize,
TickAttribBidAsk tickAttribBidAsk)
{
Console.WriteLine(
"Tick-By-Tick. Request Id: {0}, TickType: BidAsk, Time: {1}, BidPrice: {2}, AskPrice: {3}, BidSize: {4}, AskSize: {5}, BidPastLow: {6}, AskPastHigh: {7}",
reqId, IBApi.Util.UnixSecondsToString(time, "yyyyMMdd-HH:mm:ss zzz"), bidPrice, askPrice, bidSize,
askSize, tickAttribBidAsk.BidPastLow, tickAttribBidAsk.AskPastHigh);
}
public HistoricalTickBidAskMessage(int reqId, long time, TickAttribBidAsk tickAttribBidAsk, double priceBid, double priceAsk, long sizeBid, long sizeAsk)
{
RequestId = reqId;
Time = time;
PriceBid = priceBid;
PriceAsk = priceAsk;
SizeBid = sizeBid;
SizeAsk = sizeAsk;
}
internal HistoricalBidAskTick(ResponseReader r)
{
Time = r.ReadLong();
TickAttribBidAsk.Set(r.ReadInt());
PriceBid = r.ReadDouble();
PriceAsk = r.ReadDouble();
SizeBid = r.ReadLong();
SizeAsk = r.ReadLong();
}
public TickByTickBidAskMessage(int reqId, long time, double bidPrice, double askPrice, long bidSize, long askSize, TickAttribBidAsk tickAttribBidAsk)
{
ReqId = reqId;
Time = time;
BidPrice = bidPrice;
AskPrice = askPrice;
BidSize = bidSize;
AskSize = askSize;
TickAttribBidAsk = tickAttribBidAsk;
}
/// <inheritdoc/>
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
{
throw new NotImplementedException();
}
void EWrapper.tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
{
var tmp = tickByTickBidAsk;
if (tmp != null)
{
FireEvent(t => tmp(new TickByTickBidAskMessage(reqId, time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk)), null);
}
}
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
{
}
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
{
TickByTickBidAsk?.Invoke(new TickByTickBidAskMessage(reqId, time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk));
}
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
{
var security = GetRequestSecurity(reqId);
if (security == null)
{
return;
}
DateTime dt = time.FromIbkrTimeFormat();
security.LastBid = bidPrice.ToDecimal();
security.LastAsk = askPrice.ToDecimal();
OnLiveQuoteReceived(security, LiveQuoteType.Bid, dt, bidPrice.ToDecimal(), bidSize);
OnLiveQuoteReceived(security, LiveQuoteType.Ask, dt, askPrice.ToDecimal(), askSize);
}
public void tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
{
var tick = new HistoricalTickBidAsk
{
Time = time,
PriceAsk = askPrice,
PriceBid = bidPrice,
SizeAsk = askSize,
SizeBid = bidSize,
TickAttribBidAsk = tickAttribBidAsk
};
TimeAndSalesUpdateReceived?.Invoke(this, tick);
}
