private void _client_ContractDetails(object sender, ContractDetailsEventArgs e)
{
var instrument = TWSUtils.ContractDetailsToInstrument(e.ContractDetails);
instrument.Datasource = _thisDS;
instrument.DatasourceID = _thisDS.ID;
if (e.ContractDetails.Summary.Exchange != null && _exchanges.ContainsKey(e.ContractDetails.Summary.Exchange))
{
instrument.Exchange = _exchanges[e.ContractDetails.Summary.Exchange];
instrument.ExchangeID = instrument.Exchange.ID;
}
else
{
Dispatcher.Invoke(() => _logger.Log(NLog.LogLevel.Error, "Could not find exchange in database: " + e.ContractDetails.Summary.Exchange));
return;
}
if (e.ContractDetails.Summary.PrimaryExchange != null && _exchanges.ContainsKey(e.ContractDetails.Summary.PrimaryExchange))
{
instrument.PrimaryExchange = _exchanges[e.ContractDetails.Summary.PrimaryExchange];
instrument.PrimaryExchangeID = instrument.PrimaryExchange.ID;
}
else if (!string.IsNullOrEmpty(e.ContractDetails.Summary.PrimaryExchange))
{
Dispatcher.Invoke(() => _logger.Log(NLog.LogLevel.Error, "Could not find exchange in database: " + e.ContractDetails.Summary.PrimaryExchange));
return;
}
Dispatcher.Invoke(() => Instruments.Add(instrument));
}
private void _client_BatchContractDetail(object sender, ContractDetailsEventArgs e)
{
Status = string.Format("{0}/{1} symbols received", _totalSymbols - _queuedSymbols.Count, _totalSymbols);
_tmpContractDetails.Add(e);
}
private void _client_ContractDetails(object sender, ContractDetailsEventArgs e)
{
Instrument instrument = ContractToInstrument(e);
if (instrument == null) return;
Application.Current.Dispatcher.Invoke(() => Instruments.Add(instrument));
}
private Instrument ContractToInstrument(ContractDetailsEventArgs e)
{
var instrument = TWSUtils.ContractDetailsToInstrument(e.ContractDetails);
instrument.Datasource = _thisDS;
instrument.DatasourceID = _thisDS.ID;
if (e.ContractDetails.Summary.Exchange != null && _exchanges.ContainsKey(e.ContractDetails.Summary.Exchange))
{
instrument.Exchange = _exchanges[e.ContractDetails.Summary.Exchange];
instrument.ExchangeID = instrument.Exchange.ID;
}
else
{
Application.Current.Dispatcher.Invoke(() =>
_logger.Log(NLog.LogLevel.Error,
"Could not find exchange in database: " + e.ContractDetails.Summary.Exchange));
return null;
}
if (e.ContractDetails.Summary.PrimaryExchange != null &&
_exchanges.ContainsKey(e.ContractDetails.Summary.PrimaryExchange))
{
instrument.PrimaryExchange = _exchanges[e.ContractDetails.Summary.PrimaryExchange];
instrument.PrimaryExchangeID = instrument.PrimaryExchange.ID;
}
else if (!string.IsNullOrEmpty(e.ContractDetails.Summary.PrimaryExchange))
{
Application.Current.Dispatcher.Invoke(() =>
_logger.Log(NLog.LogLevel.Error,
"Could not find exchange in database: " + e.ContractDetails.Summary.PrimaryExchange));
return null;
}
return instrument;
}
private Instrument ContractToInstrument(ContractDetailsEventArgs e)
{
var instrument = TWSUtils.ContractDetailsToInstrument(e.ContractDetails);
instrument.Datasource = _thisDS;
instrument.DatasourceID = _thisDS.ID;
if (e.ContractDetails.Summary.Exchange != null && _exchanges.ContainsKey(e.ContractDetails.Summary.Exchange))
{
instrument.Exchange = _exchanges[e.ContractDetails.Summary.Exchange];
instrument.ExchangeID = instrument.Exchange.ID;
}
else
{
_logger.Error("Could not find exchange in database: " + e.ContractDetails.Summary.Exchange);
return null;
}
if (e.ContractDetails.Summary.PrimaryExchange != null &&
_exchanges.ContainsKey(e.ContractDetails.Summary.PrimaryExchange))
{
instrument.PrimaryExchange = _exchanges[e.ContractDetails.Summary.PrimaryExchange];
instrument.PrimaryExchangeID = instrument.PrimaryExchange.ID;
}
else if (!string.IsNullOrEmpty(e.ContractDetails.Summary.PrimaryExchange))
{
_logger.Error("Could not find exchange in database: " + e.ContractDetails.Summary.PrimaryExchange);
return null;
}
return instrument;
}