public void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.OpenOrder:
handleOpenOrder((OpenOrderMessage)message);
break;
case MessageType.OpenOrderEnd:
break;
case MessageType.OrderStatus:
handleOrderStatus((OrderStatusMessage)message);
break;
case MessageType.ExecutionData:
HandleExecutionMessage((ExecutionMessage)message);
break;
case MessageType.CommissionsReport:
HandleCommissionMessage((CommissionMessage)message);
break;
case MessageType.SoftDollarTiers:
HandleSoftDollarTiers(message);
break;
}
}
public void UpdateUI(IBMessage message)
{
if (message is ContractDetailsMessage)
{
Contract contract = ((ContractDetailsMessage)message).ContractDetails.Summary;
if (contract.Right.Equals("C"))
{
int mktDataRequest = currentMktDataCallRequest++;
ibClient.ClientSocket.reqMktData(mktDataRequest, contract, "", useSnapshot);
UpdateContractDetails(callGrid, (mktDataRequest - OPTIONS_DATA_CALL_BASE), contract);
}
else
{
int mktDataRequest = currentMktDataPutRequest++;
ibClient.ClientSocket.reqMktData(mktDataRequest, contract, "", useSnapshot);
UpdateContractDetails(putGrid, (mktDataRequest - OPTIONS_DATA_PUT_BASE), contract);
}
}
else if (message is MarketDataMessage)
{
MarketDataMessage mktDataMsg = (MarketDataMessage)message;
if (mktDataMsg.RequestId < OPTIONS_DATA_PUT_BASE)
{
UpdateOptionGridTick(callGrid, (mktDataMsg.RequestId - OPTIONS_DATA_CALL_BASE), mktDataMsg);
}
else
{
UpdateOptionGridTick(putGrid, (mktDataMsg.RequestId - OPTIONS_DATA_PUT_BASE), mktDataMsg);
}
}
}
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;
* */
}
public override void UpdateUI(IBMessage message)
{
MarketDataMessage dataMessage = (MarketDataMessage)message;
ListView grid = (ListView)uiControl;
if (message is TickPriceMessage)
{
TickPriceMessage priceMessage = (TickPriceMessage)message;
switch (dataMessage.Field)
{
case 1:
marketDataList[GetIndex(dataMessage.RequestId)].Bid = priceMessage.Price;
break;
case 2:
marketDataList[GetIndex(dataMessage.RequestId)].Ask = priceMessage.Price;
break;
case 9:
marketDataList[GetIndex(dataMessage.RequestId)].Close = priceMessage.Price;
break;
default:
break;
}
grid.Items.Refresh();
}
}
private void HandleSoftDollarTiers(IBMessage softDollarTiersMessage)
{
//orderDialog.HandleIncomingMessage(softDollarTiersMessage);
var z = (ContractDetailsMessage)softDollarTiersMessage;
//MessageBox.Show("private void HandleSoftDollarTiers(IBMessage softDollarTiersMessage): " + z.ContractDetails.Summary.Symbol + " successfully found at: " + z.ContractDetails.Summary.PrimaryExch + " exchange");
}
public void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.AccountSummary:
HandleAccountSummary((AccountSummaryMessage)message);
break;
case MessageType.AccountSummaryEnd:
HandleAccountSummaryEnd();
break;
case MessageType.AccountValue:
HandleAccountValue((AccountValueMessage)message);
break;
case MessageType.PortfolioValue:
HandlePortfolioValue((UpdatePortfolioMessage)message);
break;
case MessageType.AccountDownloadEnd:
break;
case MessageType.Position:
HandlePosition((PositionMessage)message);
break;
case MessageType.PositionEnd:
break;
}
}
public void UpdateUI(IBMessage message)
{
if (message is ContractDetailsMessage)
{
Contract contract = ((ContractDetailsMessage)message).ContractDetails.Summary;
if (contract.Right.Equals("C"))
{
int mktDataRequest = currentMktDataCallRequest++;
ibClient.ClientSocket.reqMktData(mktDataRequest, contract, "", useSnapshot);
UpdateContractDetails(callGrid, (mktDataRequest - OPTIONS_DATA_CALL_BASE), contract);
}
else
{
int mktDataRequest = currentMktDataPutRequest++;
ibClient.ClientSocket.reqMktData(mktDataRequest, contract, "", useSnapshot);
UpdateContractDetails(putGrid, (mktDataRequest - OPTIONS_DATA_PUT_BASE), contract);
}
}
else if (message is MarketDataMessage)
{
MarketDataMessage mktDataMsg = (MarketDataMessage)message;
if (mktDataMsg.RequestId < OPTIONS_DATA_PUT_BASE)
{
UpdateOptionGridTick(callGrid, (mktDataMsg.RequestId - OPTIONS_DATA_CALL_BASE), mktDataMsg);
}
else
{
UpdateOptionGridTick(putGrid, (mktDataMsg.RequestId - OPTIONS_DATA_PUT_BASE), mktDataMsg);
}
}
}
public void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.AccountSummary:
HandleAccountSummary((AccountSummaryMessage)message);
break;
case MessageType.AccountSummaryEnd:
HandleAccountSummaryEnd();
break;
case MessageType.AccountValue:
HandleAccountValue((AccountValueMessage)message);
break;
case MessageType.PortfolioValue:
HandlePortfolioValue((UpdatePortfolioMessage)message);
break;
case MessageType.AccountDownloadEnd:
break;
case MessageType.Position:
HandlePosition((PositionMessage)message);
break;
case MessageType.PositionEnd:
break;
}
}
public void UpdateUI(IBMessage message)
{
if (message is ContractDetailsMessage)
{
Contract contract = ((ContractDetailsMessage)message).ContractDetails.Summary;
if (contract.Right != null)
{
if (contract.Right.Equals("C"))
{
int mktDataRequest = currentMktDataCallRequest++;
ibClient.ClientSocket.reqMktData(mktDataRequest, contract, "", useSnapshot, new List <TagValue>());
UpdateContractDetails(callGrid, (mktDataRequest - OPTIONS_DATA_CALL_BASE), contract);
}
else
{
int mktDataRequest = currentMktDataPutRequest++;
ibClient.ClientSocket.reqMktData(mktDataRequest, contract, "", useSnapshot, new List <TagValue>());
UpdateContractDetails(putGrid, (mktDataRequest - OPTIONS_DATA_PUT_BASE), contract);
}
}
}
else if (message is MarketDataMessage)
{
MarketDataMessage mktDataMsg = (MarketDataMessage)message;
if (mktDataMsg.RequestId < OPTIONS_DATA_PUT_BASE)
{
UpdateOptionGridTick(callGrid, (mktDataMsg.RequestId - OPTIONS_DATA_CALL_BASE), mktDataMsg);
}
else
{
UpdateOptionGridTick(putGrid, (mktDataMsg.RequestId - OPTIONS_DATA_PUT_BASE), mktDataMsg);
}
}
else if (message is SecurityDefinitionOptionParameterMessage)
{
SecurityDefinitionOptionParameterMessage secDefOptParamMsg = (SecurityDefinitionOptionParameterMessage)message;
var key = new SecDefOptParamKey(secDefOptParamMsg.Exchange, secDefOptParamMsg.UnderlyingConId, secDefOptParamMsg.TradingClass, secDefOptParamMsg.Multiplier);
if (!secDefOptParamGroups.ContainsKey(key))
{
optionParamsListView.Groups.Add(secDefOptParamGroups[key] = new ListViewGroup(key + ""));
}
var strikes = secDefOptParamMsg.Strikes.ToArray();
var expriations = secDefOptParamMsg.Expirations.ToArray();
var n = Math.Max(strikes.Length, expriations.Length);
for (int i = 0; i < n; i++)
{
var item = new ListViewItem(new[] { i < expriations.Length ? expriations[i] : "", i < strikes.Length ? strikes[i] + "" : "" })
{
Group = secDefOptParamGroups[key]
};
optionParamsListView.Items.Add(item);
}
}
}
public void test_isRTBarMergeNeed()
{
DateTime afterSetTime = new DateTime(2015, 11, 21, 9, 15, 55, DateTimeKind.Local);
DateTime afterSetTime2 = new DateTime(2015, 11, 21, 9, 16, 0, DateTimeKind.Local);
DateTime beforeSetTime = new DateTime(2015, 11, 21, 9, 10, 55, DateTimeKind.Local);
DateTime beforeSetTime2 = new DateTime(2015, 11, 21, 9, 11, 0, DateTimeKind.Local);
IBMessage afterSetTimeMessage = createTimeMessage(afterSetTime);
IBMessage beforeSetTimeMessage = createTimeMessage(beforeSetTime);
IBMessage afterSetTimeMessage2 = createTimeMessage(afterSetTime2);
IBMessage beforeSetTimeMessage2 = createTimeMessage(beforeSetTime2);
String strTickerStartTimeOfDay = "09:15:00";
//[Test : method return true, message time equal to RtbDataStartTime]
IAppMDManager appMDManager = getAppRTBSynchronizer_for_isRTBarMergeNeed(afterSetTime);
AppRTBSynchronizer synchronizer = new AppRTBSynchronizer(appMDManager);
//IAppRTBSynchronizer synchronizer = appMDManager.getAppRTBSynchronizer();
Assert.AreEqual(true, synchronizer.isRTBarMergeNeed(strTickerStartTimeOfDay));
//[Test : method return true, message time later than RtbDataStartTime]
appMDManager = getAppRTBSynchronizer_for_isRTBarMergeNeed(afterSetTime);
synchronizer = new AppRTBSynchronizer(appMDManager);
Assert.AreEqual(true, synchronizer.isRTBarMergeNeed(strTickerStartTimeOfDay));
//[Test : method return false, RtbDataStartTime before the strTickerStartTimeOfDay]
appMDManager = getAppRTBSynchronizer_for_isRTBarMergeNeed(beforeSetTime);
synchronizer = new AppRTBSynchronizer(appMDManager);
Assert.AreEqual(false, synchronizer.isRTBarMergeNeed(strTickerStartTimeOfDay));
//[Test : method return false, RtbDataStartTime before the strTickerStartTimeOfDay]
appMDManager = getAppRTBSynchronizer_for_isRTBarMergeNeed(beforeSetTime);
synchronizer = new AppRTBSynchronizer(appMDManager);
Assert.AreEqual(false, synchronizer.isRTBarMergeNeed(strTickerStartTimeOfDay));
}
public void test_isThisMessageStartOfMinute()
{
IBMessage message = createStartOfMinuteMessage();
Assert.AreEqual(true, MarketDataUtil.isThisMessageStartOfMinute(message));
message = createEndOfMinuteMessage();
Assert.AreEqual(false, MarketDataUtil.isThisMessageStartOfMinute(message));
}
public void test_buildAndUpdateSynMinuteBar_negative()
{
DateTime time1 = new DateTime(2015, 10, 21, 10, 0, 5, DateTimeKind.Local);
IBMessage message1 = createMessage_for_isRTBarProcessStart_Open(time1);
//[Test: invalid initial action test, currentTempRTBar is null, currentCompleteRTBar is null and the time is not in 0 second.]
AppMDManager appMDManager = createManager_buildAndUpdateSynMinuteBar_begin();
appMDManager.buildAndUpdateSynMinuteBar(message1);
Assert.IsNull(appMDManager.currentTempRTBar);
Assert.IsNull(appMDManager.currentCompleteRTBar);
}
public void HandleMessage(IBMessage message) //This is the "UI entry point" and as such will handle the UI update by another thread
{
if (this.InvokeRequired)
{
MessageHandlerDelegate callback = new MessageHandlerDelegate(HandleMessage);
this.Invoke(callback, new object[] { message });
}
else
{
UpdateUI(message);
}
}
public void HandleMessage(IBMessage message)
{
if (this.InvokeRequired)
{
MessageHandlerDelegate callback = new MessageHandlerDelegate(HandleMessage);
this.Invoke(callback, new object[] { message });
}
else
{
UpdateUI(message);
}
}
public override void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.HistoricalData:
historicalData.Add((HistoricalDataMessage)message);
break;
case MessageType.HistoricalDataEnd:
PaintChart();
break;
}
}
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 Boolean updateTimeBarSeries(IBMessage message)
{
Boolean isAdded = false;
if ((!isDataMerged && getNeedMergeFlag()) || !getNeedMergeFlag())
{
return(isAdded);
}
Series <DateTime, MarketDataElement> TimeBarSeries = appMDManager.getTimeBarSeries();
if (TimeBarSeries == null)
{
return(isAdded);
}
HistoricalDataMessage histMessage = (HistoricalDataMessage)message;
double h = Convert.ToDouble(histMessage.High);
double l = Convert.ToDouble(histMessage.Low);
double o = Convert.ToDouble(histMessage.Open);
double c = Convert.ToDouble(histMessage.Close);
double vol = Convert.ToDouble(histMessage.Volume);
DateTime time = DateTime.ParseExact(histMessage.Date.Trim(), "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture, DateTimeStyles.AssumeLocal);
MarketDataElement currentHsiData = MarketDataUtil.createHLOC(time, "HLOC", "HSI", "FUT");
currentHsiData.volume = vol;
currentHsiData.time = time;
if (TimeBarSeries == null)
{
TimeBarSeries = new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentHsiData }
}.Series;
isAdded = true;
}
else
{
MarketDataElement element = TimeBarSeries.GetAt(TimeBarSeries.KeyCount - 1);
if (!TimeBarSeries.ContainsKey(time))
{
TimeBarSeries = TimeBarSeries.Merge(new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentHsiData }
}.Series);
isAdded = true;
}
}
return(isAdded);
}
public override void UpdateUI(IBMessage message)
{
ScannerMessage scannMessage = (ScannerMessage)message;
DataGridView grid = (DataGridView)uiControl;
rowCounter++;
grid.Rows.Add();
grid[RANK_IDX, rowCounter].Value = scannMessage.Rank;
grid[CONTRACT_IDX, rowCounter].Value = Utils.ContractToString(scannMessage.ContractDetails.Summary);
grid[DISTANCE_IDX, rowCounter].Value = scannMessage.Distance;
grid[BENCHMARK_IDX, rowCounter].Value = scannMessage.Benchmark;
grid[PROJECTION_IDX, rowCounter].Value = scannMessage.Projection;
grid[LEGS_IDX, rowCounter].Value = scannMessage.LegsStr;
}
protected void PopulateGrid(IBMessage message)
{
HistoricalDataMessage bar = (HistoricalDataMessage)message;
gridView.Rows.Add(1);
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;
}
public override void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.HistoricalData:
historicalData.Add((HistoricalDataMessage)message);
break;
case MessageType.HistoricalDataEnd:
PaintChart();
break;
}
}
public override void UpdateUI(IBMessage message)
{
ScannerMessage scannMessage = (ScannerMessage)message;
DataGridView grid = (DataGridView)uiControl;
rowCounter++;
grid.Rows.Add();
grid[RANK_IDX, rowCounter].Value = scannMessage.Rank;
grid[CONTRACT_IDX, rowCounter].Value = Utils.ContractToString(scannMessage.ContractDetails.Summary);
grid[DISTANCE_IDX, rowCounter].Value = scannMessage.Distance;
grid[BENCHMARK_IDX, rowCounter].Value = scannMessage.Benchmark;
grid[PROJECTION_IDX, rowCounter].Value = scannMessage.Projection;
grid[LEGS_IDX, rowCounter].Value = scannMessage.LegsStr;
}
public void UpdateHistoricalData(IBMessage message)
{
switch (message.Type)
{
case MessageType.HistoricalData:
HistoricalDataMessage hdMsg = (HistoricalDataMessage)message;
if (!HistoricalData.ContainsKey(hdMsg.RequestId))
{
HistoricalData.Add(hdMsg.RequestId, new List <HistoricalDataMessage>());
}
HistoricalData[hdMsg.RequestId].Add(hdMsg);
break;
case MessageType.HistoricalDataEnd:
HistoricalDataEndMessage endMsg = (HistoricalDataEndMessage)message;
int requestId = endMsg.RequestId;
if (!HistoricalData.ContainsKey(requestId))
{
throw new Exception("Received end message with no historical data");
}
HistoricalData[endMsg.RequestId].Sort(HistoricalDataComparer);
if (HistoricalReqIdToContractDesc.ContainsKey(requestId))
{
string contractDesc = HistoricalReqIdToContractDesc[requestId];
if (ContractDescToWPR.ContainsKey(contractDesc))
{
WPRCalculator calc = ContractDescToWPR[contractDesc];
if (HistoricalData.ContainsKey(requestId) &&
(HistoricalData[requestId].Count > 0))
{
List <HistoricalDataMessage> historicalData = HistoricalData[requestId];
HistoricalDataMessage last = historicalData.Last();
calc.OneDayHigh = last.High;
calc.OneDayLow = last.Low;
calc.Close = last.Close;
double fiveDayHigh = -1;
double fiveDayLow = double.MaxValue;
foreach (var item in historicalData)
{
fiveDayHigh = Math.Max(fiveDayHigh, item.High);
fiveDayLow = Math.Min(fiveDayLow, item.Low);
}
calc.FiveDayHigh = fiveDayHigh;
calc.FiveDayLow = (fiveDayLow == double.MaxValue) ? -1 : fiveDayLow;
}
}
}
break;
}
}
public void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.ContractData:
if (isComboLegRequest)
comboContractResults.UpdateUI((ContractDetailsMessage)message);
else
HandleContractMessage((ContractDetailsMessage)message);
break;
case MessageType.ContractDataEnd:
HandleContractDataEndMessage((ContractDetailsEndMessage)message);
break;
case MessageType.FundamentalData:
HandleFundamentalsData((FundamentalsMessage)message);
break;
}
}
public Boolean updatePreMergeHistBarSeries(IBMessage message)
{
Boolean isAdded = false;
if (isDataMerged)
{
return(isAdded);
}
HistoricalDataMessage histMessage = (HistoricalDataMessage)message;
double h = Convert.ToDouble(histMessage.High);
double l = Convert.ToDouble(histMessage.Low);
double o = Convert.ToDouble(histMessage.Open);
double c = Convert.ToDouble(histMessage.Close);
double vol = Convert.ToDouble(histMessage.Volume);
DateTime time = DateTime.ParseExact(histMessage.Date.Trim(), "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture, DateTimeStyles.AssumeLocal);
MarketDataElement currentHistData = MarketDataUtil.createHLOC(time, "HLOC", "HSI", "FUT");
MarketDataUtil.setHLOC(currentHistData, h, l, o, c);
currentHistData.volume = vol;
currentHistData.time = time;
if (preMergeHistBarSeries == null)
{
preMergeHistBarSeries = new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentHistData }
}.Series;
isAdded = true;
}
else
{
if (!preMergeHistBarSeries.ContainsKey(time))
{
preMergeHistBarSeries = preMergeHistBarSeries.Merge(new SeriesBuilder <DateTime, MarketDataElement>()
{
{ time, currentHistData }
}.Series);
isAdded = true;
}
}
return(isAdded);
}
public override void UpdateUI(IBMessage message)
{
DataGridView grid = (DataGridView)uiControl;
if (grid.Rows.Count == 0)
grid.Rows.Add(numRows * 2);
DeepBookMessage entry = (DeepBookMessage)message;
if (entry.Side == 1)
{
grid[BID_MAKER_IDX, GetBidIndex(entry.Position)].Value = entry.MarketMaker;
grid[BID_SIZE_IDX, GetBidIndex(entry.Position)].Value = entry.Size;
grid[BID_PRICE_IDX, GetBidIndex(entry.Position)].Value = entry.Price;
}
else
{
grid[ASK_MAKER_IDX, GetAskIndex(entry.Position)].Value = entry.MarketMaker;
grid[ASK_SIZE_IDX, GetAskIndex(entry.Position)].Value = entry.Size;
grid[ASK_PRICE_IDX, GetAskIndex(entry.Position)].Value = entry.Price;
}
}
public override void UpdateUI(IBMessage message)
{
barCounter++;
Chart rtBarsChart = (Chart)uiControl;
RealTimeBarMessage rtBar = (RealTimeBarMessage)message;
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(message);
}
public override void UpdateUI(IBMessage message)
{
barCounter++;
Chart rtBarsChart = (Chart)uiControl;
RealTimeBarMessage rtBar = (RealTimeBarMessage)message;
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(message);
}
public void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.OpenOrder:
handleOpenOrder((OpenOrderMessage)message);
break;
case MessageType.OpenOrderEnd:
break;
case MessageType.OrderStatus:
handleOrderStatus((OrderStatusMessage)message);
break;
case MessageType.ExecutionData:
HandleExecutionMessage((ExecutionMessage)message);
break;
case MessageType.CommissionsReport:
HandleCommissionMessage((CommissionMessage)message);
break;
}
}
//2015-10-27
private Boolean isHistDataRequested(IBMessage message)
{
IAppMDManager appMDMManager = appStrategyManager.getAppMDManager();
switch (message.Type)
{
case MessageType.HistoricalData:
HistoricalDataMessage hMessage = (HistoricalDataMessage)message;
if (appMDMManager.isHistDataAdHocRequested(hMessage.RequestId))
{
return(true);
}
break;
case MessageType.HistoricalDataEnd:
return(false);
break;
}
return(false);
}
public void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.PositionMulti:
HandlePositionMulti((PositionMultiMessage)message);
break;
case MessageType.PositionMultiEnd:
HandlePositionMultiEnd((PositionMultiEndMessage)message);
break;
case MessageType.AccountUpdateMulti:
HandleAccountUpdateMulti((AccountUpdateMultiMessage)message);
break;
case MessageType.AccountUpdateMultiEnd:
HandleAccountUpdateMultiEnd((AccountUpdateMultiEndMessage)message);
break;
}
}
//used to update the historical data grid
protected void PopulateHistGrid(IBMessage message)
{
HistoricalDataMessage bar = (HistoricalDataMessage)message;
// DateTime start = new DateTime(1970, 1, 1, 0, 0, 0);
//DateTime dt = start.AddMilliseconds(bar.Timestamp * 1000).ToLocalTime();
//String strDT = String.Format("{0:yyyy-MM-dd 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[0, gridView.Rows.Count - 1].Value = bar.RequestId;
gridView[1, gridView.Rows.Count - 1].Value = bar.Date;
gridView[2, gridView.Rows.Count - 1].Value = bar.Close;
gridView[3, gridView.Rows.Count - 1].Value = bar.Open;
gridView[4, gridView.Rows.Count - 1].Value = bar.High;
gridView[5, gridView.Rows.Count - 1].Value = bar.Low;
gridView[6, gridView.Rows.Count - 1].Value = bar.Volume;
}
public void test_isRTBarProcessStart()
{
//[Test: return ture, RTBDataStartTime is invalid Time and the message time is in 0 second.]
DateTime validTime = new DateTime(2015, 11, 21, 9, 50, 0, DateTimeKind.Local);
AppMDManager appMDManager = new AppMDManager(null);
appMDManager.setRtbDataStartTime(AppConstant.INVALID_TIME);
IBMessage validStartMessage = createMessage_for_isRTBarProcessStart(validTime);
Assert.IsTrue(appMDManager.isRTBarProcessStart(validStartMessage));
Assert.AreEqual(validTime, appMDManager.getRtbDataStartTime());
//[Test: return false, RTBDataStartTime is invalid Time and the message time is not in 0 second.]
DateTime invalidTime = new DateTime(2015, 11, 21, 9, 50, 5, DateTimeKind.Local);
appMDManager = new AppMDManager(null);
appMDManager.setRtbDataStartTime(AppConstant.INVALID_TIME);
IBMessage invalidStartMessage = createMessage_for_isRTBarProcessStart(invalidTime);
Assert.IsFalse(appMDManager.isRTBarProcessStart(invalidStartMessage));
Assert.AreEqual(AppConstant.INVALID_TIME, appMDManager.getRtbDataStartTime());
}
public override void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.HistoricalData:
var watch = Stopwatch.StartNew();
RTBSynchronizer.updatePreMergeHistBarSeries(message);
Series <DateTime, MarketDataElement> series = appMDManager.getTimeBarSeries();
HistoricalDataMessage histMsg = (HistoricalDataMessage)message;
DateTime time = DateTime.ParseExact(histMsg.Date.Trim(), "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture, DateTimeStyles.AssumeLocal);
if (series != null && series.ContainsKey(time))
{
PopulateHistGrid(message);
}
appForm.showMessage("test 1 : " + watch.ElapsedMilliseconds + " millsecond");
break;
case MessageType.HistoricalDataEnd:
PaintChart();
break;
}
}
public override void UpdateUI(IBMessage message)
{
DataGridView grid = (DataGridView)uiControl;
if (grid.Rows.Count == 0)
{
grid.Rows.Add(numRows * 2);
}
DeepBookMessage entry = (DeepBookMessage)message;
if (entry.Side == 1)
{
grid[BID_MAKER_IDX, GetBidIndex(entry.Position)].Value = entry.MarketMaker;
grid[BID_SIZE_IDX, GetBidIndex(entry.Position)].Value = entry.Size;
grid[BID_PRICE_IDX, GetBidIndex(entry.Position)].Value = entry.Price;
}
else
{
grid[ASK_MAKER_IDX, GetAskIndex(entry.Position)].Value = entry.MarketMaker;
grid[ASK_SIZE_IDX, GetAskIndex(entry.Position)].Value = entry.Size;
grid[ASK_PRICE_IDX, GetAskIndex(entry.Position)].Value = entry.Price;
}
}
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);
}
public void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.ContractData:
if (isComboLegRequest)
{
comboContractResults.UpdateUI((ContractDetailsMessage)message);
}
else
{
HandleContractMessage((ContractDetailsMessage)message);
}
break;
case MessageType.ContractDataEnd:
HandleContractDataEndMessage((ContractDetailsEndMessage)message);
break;
case MessageType.FundamentalData:
HandleFundamentalsData((FundamentalsMessage)message);
break;
}
}
public abstract void UpdateUI(IBMessage message);
public abstract void UpdateUI(IBMessage message);
public override void UpdateUI(IBMessage message)
{
switch (message.Type)
{
case MessageType.HistoricalData:
historicalData.Add((HistoricalDataMessage)message);
break;
case MessageType.HistoricalDataEnd:
cal_market();
// fire the event
DataProcessed(this, new EventArgs());
//PaintChart();
break;
}
}
protected void PopulateGrid(IBMessage message)
{
HistoricalDataMessage bar = (HistoricalDataMessage)message;
gridView.Rows.Add(1);
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 void UpdateUI(IBMessage message)
{
ShowMessageOnPanel("(UpdateUI) Message type: " + message.Type.ToString());
switch (message.Type)
{
case MessageType.ConnectionStatus:
{
ConnectionStatusMessage statusMessage = (ConnectionStatusMessage)message;
if (statusMessage.IsConnected)
{
status_CT.Text = "Connected! Your client Id: " + ibClient.ClientId;
connectButton.Text = "Disconnect";
}
else
{
status_CT.Text = "Disconnected...";
connectButton.Text = "Connect";
}
break;
}
case MessageType.Error:
{
ErrorMessage error = (ErrorMessage)message;
ShowMessageOnPanel("Request " + error.RequestId + ", Code: " + error.ErrorCode + " - " + error.Message);
HandleErrorMessage(error);
break;
}
case MessageType.TickOptionComputation:
case MessageType.TickPrice:
case MessageType.TickSize:
{
HandleTickMessage((MarketDataMessage)message);
break;
}
case MessageType.MarketDepth:
case MessageType.MarketDepthL2:
{
deepBookManager.UpdateUI(message);
break;
}
case MessageType.HistoricalData:
case MessageType.HistoricalDataEnd:
{
historicalDataManager.UpdateUI(message);
break;
}
case MessageType.RealTimeBars:
{
realTimeBarManager.UpdateUI(message);
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);
foreach (var socket in allSockets.ToList()) // Loop through all connections/connected clients and send each of them a message
{
socket.Send(searchJsonResponse.Test());
}
// Send json object
// After it is sent .clear it!
//MessageBox.Show(searchJsonResponse.Test());
searchJsonResponse.Clear(); // Collection empty
break;
}
case MessageType.ContractData:
{
HandleContractDataMessage((ContractDetailsMessage)message);
//MessageBox.Show("contract_start");
foreach (var socket in allSockets.ToList()) // Loop through all connections/connected clients and send each of them a message
{
//var castedMessage = (ContractDetailsMessage)message;
//ShowMessageOnPanel("SYMBOL: " + castedMessage.ContractDetails.Summary.Symbol + " successfully found at: " + castedMessage.ContractDetails.Summary.PrimaryExch + " exchange");
//socket.Send("SYMBOL: " + castedMessage.ContractDetails.Summary.Symbol + " successfully found at: " + castedMessage.ContractDetails.Summary.Exchange + " exchange");
}
// Add new object to json array
var z = (ContractDetailsMessage)message; // Type cast
var x = z.ContractDetails.Summary;
searchJsonResponse.Add(x.Exchange, x.LocalSymbol, x.SecType, x.Currency, x.Exchange, x.PrimaryExch, x.ConId);
//Log.Insert(DateTime.Now, "Form1.cs", string.Format("ContractData: {0} {1} {2} {3} {4} {5} {6}", x.Exchange, x.LocalSymbol, x.SecType, x.Currency, x.Exchange, x.PrimaryExch, x.ConId), "white");
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(-1, -1, message.ToString()));
break;
}
}
} // private void UpdateUI
public override void UpdateUI(IBMessage message)
{
MarketDataMessage dataMessage = (MarketDataMessage)message;
checkToAddRow(dataMessage.RequestId);
DataGridView grid = (DataGridView)uiControl;
if (grid.Rows.Count >= dataMessage.RequestId - TICK_ID_BASE)
{
if (message is TickPriceMessage)
{
TickPriceMessage priceMessage = (TickPriceMessage)message;
switch (dataMessage.Field)
{
case 1:
{
//BID
grid[BID_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 2:
{
//ASK
grid[ASK_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 9:
{
//CLOSE
grid[CLOSE_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
}
}
else if (dataMessage is TickSizeMessage)
{
TickSizeMessage sizeMessage = (TickSizeMessage)message;
switch (dataMessage.Field)
{
case 0:
{
//BID SIZE
grid[BID_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 3:
{
//ASK SIZE
grid[ASK_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 5:
{
//LAST SIZE
grid[LAST_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 8:
{
//VOLUME
grid[VOLUME_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
}
}
}
}