public ExecutionMessage(int reqId, Contract contract, Execution execution)
{
Type = MessageType.ExecutionData;
ReqId = reqId;
Contract = contract;
Execution = execution;
}
public virtual void execDetails(int reqId, Contract contract, Execution execution)
{
//Console.WriteLine("ExecutionDetails. " + reqId + " - " + contract.Symbol + ", " + contract.SecType + ", " + contract.Currency + " - " + execution.ExecId + ", " + execution.OrderId + ", " + execution.Shares);
Utils.Logger.Info("ExecutionDetails. ReqId:" + reqId + " - " + contract.Symbol + ", " + contract.SecType + ", " + contract.Currency + " ,executionId: " + execution.ExecId + ", orderID:" + execution.OrderId + ", nShares:" + execution.Shares);
}
public virtual void execDetails(int reqId, Contract contract, Execution execution)
{
Console.WriteLine("ExecDetails. " + reqId + " - "
+ contract.Symbol + ", " + contract.SecType + ", " + contract.Currency + " - "
+ execution.ExecId + ", " + execution.OrderId + ", " + execution.Shares + "\n");
MyLogger.Instance.CreateEntry("ExecDetails. " + reqId + " - "
+ contract.Symbol + ", " + contract.SecType + ", " + contract.Currency + " - "
+ execution.ExecId + ", " + execution.OrderId + ", " + execution.Shares + "\n");
foreach (var tmpPosPair in PairPosDict.Values)
{
// save price and share to PosPair obj
tmpPosPair.saveExecID(execution.OrderId, execution.ExecId);
}
}
public virtual void execDetails(int reqId, Contract contract, Execution execution)
{
Console.WriteLine("ExecDetails. "+reqId+" - "+contract.Symbol+", "+contract.SecType+", "+contract.Currency+" - "+execution.ExecId+", "+execution.OrderId+", "+execution.Shares+"\n");
}
public void execDetails(int reqId, Contract contract, Execution execution)
{
var message = new ExecutionMessage(reqId, contract, execution);
MessageHandler.messageBox.Enqueue(message);
}
public virtual void execDetails(int reqId, Contract contract, Execution execution)
{
parentUI.HandleMessage(new ExecutionMessage(reqId, contract, execution));
}
private void ExecutionDataEvent()
{
int msgVersion = ReadInt();
int requestId = -1;
if (msgVersion >= 7)
requestId = ReadInt();
int orderId = ReadInt();
Contract contract = new Contract();
if (msgVersion >= 5)
{
contract.ConId = ReadInt();
}
contract.Symbol = ReadString();
contract.SecType = ReadString();
contract.Expiry = ReadString();
contract.Strike = ReadDouble();
contract.Right = ReadString();
if (msgVersion >= 9)
{
contract.Multiplier = ReadString();
}
contract.Exchange = ReadString();
contract.Currency = ReadString();
contract.LocalSymbol = ReadString();
if (msgVersion >= 10)
{
contract.TradingClass = ReadString();
}
Execution exec = new Execution();
exec.OrderId = orderId;
exec.ExecId = ReadString();
exec.Time = ReadString();
exec.AcctNumber = ReadString();
exec.Exchange = ReadString();
exec.Side = ReadString();
exec.Shares = ReadInt();
exec.Price = ReadDouble();
if (msgVersion >= 2)
{
exec.PermId = ReadInt();
}
if (msgVersion >= 3)
{
exec.ClientId = ReadInt();
}
if (msgVersion >= 4)
{
exec.Liquidation = ReadInt();
}
if (msgVersion >= 6)
{
exec.CumQty = ReadInt();
exec.AvgPrice = ReadDouble();
}
if (msgVersion >= 8)
{
exec.OrderRef = ReadString();
}
if (msgVersion >= 9)
{
exec.EvRule = ReadString();
exec.EvMultiplier = ReadDouble();
}
//Console.WriteLine(ReadString());
parent.Wrapper.execDetails(requestId, contract, exec);
}
public void execDetails(int reqId, Contract contract, Execution execution)
{
throw new NotImplementedException();
}
private void ExecutionDataEvent()
{
int msgVersion = ReadInt();
int requestId = -1;
if (msgVersion >= 7)
requestId = ReadInt();
int orderId = ReadInt();
Contract contract = new Contract();
if (msgVersion >= 5)
{
contract.ConId = ReadInt();
}
contract.Symbol = ReadString();
contract.SecType = ReadString();
contract.LastTradeDateOrContractMonth = ReadString();
contract.Strike = ReadDouble();
contract.Right = ReadString();
if (msgVersion >= 9)
{
contract.Multiplier = ReadString();
}
contract.Exchange = ReadString();
contract.Currency = ReadString();
contract.LocalSymbol = ReadString();
if (msgVersion >= 10)
{
contract.TradingClass = ReadString();
}
Execution exec = new Execution();
exec.OrderId = orderId;
exec.ExecId = ReadString();
exec.Time = ReadString();
exec.AcctNumber = ReadString();
exec.Exchange = ReadString();
exec.Side = ReadString();
exec.Shares = serverVersion >= MinServerVer.FRACTIONAL_POSITIONS ? ReadDouble() : (double)ReadInt();
exec.Price = ReadDouble();
if (msgVersion >= 2)
{
exec.PermId = ReadInt();
}
if (msgVersion >= 3)
{
exec.ClientId = ReadInt();
}
if (msgVersion >= 4)
{
exec.Liquidation = ReadInt();
}
if (msgVersion >= 6)
{
exec.CumQty = ReadInt();
exec.AvgPrice = ReadDouble();
}
if (msgVersion >= 8)
{
exec.OrderRef = ReadString();
}
if (msgVersion >= 9)
{
exec.EvRule = ReadString();
exec.EvMultiplier = ReadDouble();
}
eWrapper.execDetails(requestId, contract, exec);
}
// Provides the executions which happened in the last 24 hours.
// This event is fired when the reqExecutions() functions is invoked, or when an order is filled.
public virtual void execDetails(int reqId, Contract contract, Execution execution)
{
Trade trade = new Trade();
//trade.Currency = contract.Currency;
trade.Account = Account;
trade.Id = 0;
trade.TradePrice = (decimal)execution.Price;
trade.TradeSize = (execution.Side == "BOT"?1:-1)*execution.Shares;
// FullSymbol includes SecurityType, Exchange and Multiplier
// trade.Security = (SecurityType)EnumDescConverter.GetEnumValue(typeof(SecurityType), contract.SecType);
trade.FullSymbol = ContractToSecurityFullName(contract);
// convert date and time
DateTime dt = DateTime.ParseExact(execution.Time, "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture); // Two blanks
trade.TradeDate = dt.Year * 10000 + dt.Month * 100 + dt.Day;
trade.TradeTime = dt.Hour * 10000 + dt.Minute * 100 + dt.Second;
if (contract.SecType != "BAG")
{
if (_iborderIdToOrderInfo.ContainsKey(execution.OrderId))
{
trade.Id = _iborderIdToOrderInfo[execution.OrderId].StrategyOrderId;
if (_iborderIdToOrderInfo[execution.OrderId].IsAcknowledged)
{
OnGotFill(trade);
return;
}
}
// order not found or not acknowledged yet - defer fill notification
_duplicateIBIdToDeferredTrade.Add(new KeyValuePair<int, Trade>(execution.OrderId, trade));
}
}
// This event is fired when the reqExecutions() functions is invoked, or when an order is filled.
public virtual void execDetails(int reqId, Contract contract, Execution execution)
{
String str;
str = "Execution Details @ " + DateTime.Now.ToShortTimeString()
+ " req id = " + reqId.ToString()
+ " order id = " + execution.OrderId.ToString()
+ " contract = " + contract.Symbol
+ " execution client id = " + execution.ClientId.ToString()
+ " exeuction id = " + execution.ExecId.ToString()
+ " exeuction shares = " + execution.Shares.ToString();
AddTextToResponseListWindow(str);
}
public virtual void execDetails(int reqId, Contract contract, Execution execution)
{
}
/// <summary>
/// Returns executions from the last 24 hours as a response to reqExecutions(), or when an order is filled.
/// </summary>
/// <param name="reqId">The request's identifier.</param>
/// <param name="contract">This structure contains a full description of the contract that was executed.</param>
/// <param name="execution">This structure contains addition order execution details.</param>
public void execDetails(int reqId, Contract contract, Execution execution)
{
OnExecutionDetails(new ExecutionDetailsEventArgs(reqId, contract, execution));
}
/// <summary>
/// Initializes a new instance of the <see cref="ExecutionDetailsEventArgs"/> class
/// </summary>
public ExecutionDetailsEventArgs(int requestId, Contract contract, Execution execution)
{
RequestId = requestId;
Contract = contract;
Execution = execution;
}