public void Subscrible(Security security)
{
SecurityIb contractIb =
_secIB.Find(
contract =>
contract.Symbol + "_" + contract.SecType + "_" + contract.Exchange == security.Name);
if (contractIb == null)
{
return;
}
if (_connectedContracts.Find(s => s == security.Name) == null)
{
_connectedContracts.Add(security.Name);
_client.GetMarketDataToSecurity(contractIb);
if (contractIb.CreateMarketDepthFromTrades == false)
{
_client.GetMarketDepthToSecurity(contractIb);
}
}
}
/// <summary>
/// загрузить позицию по портфелю
/// </summary>
private void LoadPortfolioPosition2()
{
int msgVersion = TcpReadInt();
string account = TcpReadString();
SecurityIb contract = new SecurityIb();
contract.ConId = TcpReadInt();
contract.Symbol = TcpReadString();
contract.SecType = TcpReadString();
contract.Expiry = TcpReadString();
contract.Strike = TcpReadDouble();
contract.Right = TcpReadString();
contract.Multiplier = TcpReadString();
contract.Exchange = TcpReadString();
contract.Currency = TcpReadString();
contract.LocalSymbol = TcpReadString();
if (msgVersion >= 2)
{
contract.TradingClass = TcpReadString();
}
int pos = TcpReadInt();
if (msgVersion >= 3)
{
TcpReadDouble();
}
if (NewPortfolioPosition != null)
{
NewPortfolioPosition(contract, account, pos);
}
}
private void AddTick(Trade trade, SecurityIb sec)
{
try
{
if (trade.Price <= 0)
{
return;
}
ServerTime = trade.Time;
SecurityIb contractIb =
_secIB.Find(
contract =>
contract.ConId == sec.ConId);
if (contractIb != null && contractIb.CreateMarketDepthFromTrades)
{
SendMdFromTrade(trade);
}
if (NewTradesEvent != null)
{
NewTradesEvent(trade);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
public void SendOrder(Order order)
{
SecurityIb contractIb =
_secIB.Find(
contract =>
contract.Symbol + "_" + contract.SecType + "_" + contract.Exchange ==
order.SecurityNameCode);
if (contractIb == null)
{
return;
}
if (contractIb.MinTick < 1)
{
int decimals = 0;
decimal minTick = Convert.ToDecimal(contractIb.MinTick);
while (true)
{
minTick = minTick * 10;
decimals++;
if (minTick > 1)
{
break;
}
}
while (true)
{
if (order.Price % Convert.ToDecimal(contractIb.MinTick) != 0)
{
string minusVal = "0.";
for (int i = 0; i < decimals - 1; i++)
{
minusVal += "0";
}
minusVal += "1";
order.Price -= minusVal.ToDecimal();
}
else
{
break;
}
}
}
_client.ExecuteOrder(order, contractIb);
}
/// <summary>
/// подписываемся на стаканы
/// </summary>
public void GetMarketDepthToSecurity(SecurityIb contract)
{
if (_namesSecuritiesWhoOptOnMarketDepth == null)
{
_namesSecuritiesWhoOptOnMarketDepth = new List <string>();
}
if (_namesSecuritiesWhoOptOnMarketDepth.Find(
s => s == contract.Symbol + "_" + contract.SecType + "_" + contract.Exchange) != null)
{
return;
}
_namesSecuritiesWhoOptOnMarketDepth.Add(contract.Symbol + "_" + contract.SecType + "_" + contract.Exchange);
// _twsServer.reqMktDepthEx(contractIb.ConId, contractIb, 10, new TagValueList());
if (!_isConnected)
{
return;
}
try
{
TcpWrite(10);
TcpWrite(5);
TcpWrite(contract.ConId.ToString());
TcpWrite(contract.ConId.ToString());
TcpWrite(contract.Symbol);
TcpWrite(contract.SecType);
TcpWrite(contract.Expiry);
TcpWrite(contract.Strike);
TcpWrite(contract.Right);
TcpWrite(contract.Multiplier);
TcpWrite(contract.Exchange);
TcpWrite(contract.Currency);
TcpWrite(contract.LocalSymbol);
TcpWrite(contract.TradingClass);
TcpWrite("10");
TcpWrite("");
TcpSendMessage();
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
void _ibClient_NewPortfolioPosition(SecurityIb contract, string accountName, int value)
{
try
{
if (_portfolios == null ||
_portfolios.Count == 0)
{
return;
}
// see if you already have the right portfolio / смотрим, есть ли уже нужный портфель
Portfolio portfolio = _portfolios.Find(portfolio1 => portfolio1.Number == accountName);
if (portfolio == null)
{
//SendLogMessage("обновляли позицию. Не можем найти портфель");
return;
}
// see if you already have the right Os.Engine security / смотрим, есть ли нужная бумага в формате Os.Engine
string name = contract.Symbol + "_" + contract.SecType + "_" + contract.Exchange;
if (_securities == null ||
_securities.Find(security => security.Name == name) == null)
{
//SendLogMessage("обновляли позицию. Не можем найти бумагу. " + contract.Symbol);
return;
}
// update the contract position / обновляем позицию по контракту
PositionOnBoard positionOnBoard = new PositionOnBoard();
positionOnBoard.SecurityNameCode = name;
positionOnBoard.PortfolioName = accountName;
positionOnBoard.ValueCurrent = value;
portfolio.SetNewPosition(positionOnBoard);
if (PortfolioEvent != null)
{
PortfolioEvent(_portfolios);
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
/// <summary>
/// подписываемся на тики
/// </summary>
public void GetMarketDataToSecurity(SecurityIb contract)
{
if (_namesSecuritiesWhoOptOnTrades == null)
{
_namesSecuritiesWhoOptOnTrades = new List <string>();
}
if (_namesSecuritiesWhoOptOnTrades.Find(
s => s == contract.Symbol + "_" + contract.SecType + "_" + contract.Exchange) != null)
{
return;
}
_namesSecuritiesWhoOptOnTrades.Add(contract.Symbol + "_" + contract.SecType + "_" + contract.Exchange);
if (!_isConnected)
{
return;
}
try
{
TcpWrite(1);
TcpWrite(11);
TcpWrite(contract.ConId);
TcpWrite(0);
TcpWrite(contract.Symbol);
TcpWrite(contract.SecType);
TcpWrite("");
TcpWrite(0);
TcpWrite(null);
TcpWrite("");
TcpWrite(contract.Exchange);
TcpWrite("");
TcpWrite(contract.Currency);
TcpWrite("");
TcpWrite(null);
TcpWrite(false);
TcpWrite("");
TcpWrite(false);
TcpWrite("");
TcpSendMessage();
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
throw;
}
}
/// <summary>
/// загрузить трэйд
/// </summary>
private void LoadTrade()
{
int msgVersion = TcpReadInt();
int requestId = TcpReadInt();
int tickType = TcpReadInt();
decimal price = TcpReadDecimal();
if (msgVersion < 2)
{
return;
}
var size = TcpReadInt();
if (msgVersion >= 3)
{
TcpReadInt();
}
if (tickType != 1 &&
tickType != 2 &&
tickType != 4)
{
return;
}
SecurityIb security = _serverSecurities.Find(sec => sec.ConId == requestId);
if (security == null)
{
return;
}
Trade trade = new Trade();
trade.Price = price;
trade.Volume = size;
trade.Time = DateTime.Now;
trade.SecurityNameCode = security.Symbol + "_" + security.SecType + "_" + security.Exchange;
if (NewTradeEvent != null)
{
NewTradeEvent(trade);
}
}
private void SaveSecFromTable()
{
if (SecToSubscrible == null ||
SecToSubscrible.Count == 0)
{
return;
}
for (int i = 0; i < _grid.Rows.Count; i++)
{
SecurityIb security = SecToSubscrible[i];
security.Symbol = Convert.ToString(_grid.Rows[i].Cells[0].Value);
security.Exchange = Convert.ToString(_grid.Rows[i].Cells[1].Value);
security.SecType = Convert.ToString(_grid.Rows[i].Cells[2].Value);
security.LocalSymbol = Convert.ToString(_grid.Rows[i].Cells[3].Value);
security.PrimaryExch = Convert.ToString(_grid.Rows[i].Cells[4].Value);
}
}
/// <summary>
/// взять детали по бумаге
/// </summary>
public void GetSecurityDetail(SecurityIb contract)
{
if (!_isConnected)
{
return;
}
try
{
TcpWrite(9);
TcpWrite(7);
TcpWrite(-1);
TcpWrite(contract.ConId);
TcpWrite(contract.Symbol);
TcpWrite(contract.SecType);
TcpWrite(contract.Expiry);
TcpWrite(contract.Strike);
TcpWrite(contract.Right);
TcpWrite(contract.Multiplier);
TcpWrite(contract.Exchange);
TcpWrite(contract.Currency);
TcpWrite(contract.LocalSymbol);
TcpWrite(contract.TradingClass);
TcpWrite(contract.IncludeExpired);
TcpWrite(contract.SecIdType);
TcpWrite(contract.SecId);
TcpSendMessage();
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
/// <summary>
/// request instrument history
/// запрос истории по инструменту
/// </summary>
public List <Candle> GetCandleHistory(string nameSec, TimeFrame tf)
{
SecurityIb contractIb =
_secIB.Find(
contract =>
contract.Symbol + "_" + contract.SecType + "_" + contract.Exchange == nameSec);
if (contractIb == null)
{
return(null);;
}
DateTime timeEnd = DateTime.Now.ToUniversalTime();
DateTime timeStart = timeEnd.AddMinutes(60);
string barSize = "1 min";
int mergeCount = 0;
if (tf == TimeFrame.Sec1)
{
barSize = "1 sec";
timeStart = timeEnd.AddMinutes(10);
}
else if (tf == TimeFrame.Sec5)
{
barSize = "5 secs";
}
else if (tf == TimeFrame.Sec15)
{
barSize = "15 secs";
}
else if (tf == TimeFrame.Sec30)
{
barSize = "30 secs";
}
else if (tf == TimeFrame.Min1)
{
timeStart = timeEnd.AddHours(5);
barSize = "1 min";
}
else if (tf == TimeFrame.Min5)
{
timeStart = timeEnd.AddHours(25);
barSize = "5 mins";
}
else if (tf == TimeFrame.Min15)
{
timeStart = timeEnd.AddHours(75);
barSize = "15 mins";
}
else if (tf == TimeFrame.Min30)
{
timeStart = timeEnd.AddHours(150);
barSize = "30 mins";
}
else if (tf == TimeFrame.Hour1)
{
timeStart = timeEnd.AddHours(1300);
barSize = "1 hour";
}
else if (tf == TimeFrame.Hour2)
{
timeStart = timeEnd.AddHours(2100);
barSize = "1 hour";
mergeCount = 2;
}
else if (tf == TimeFrame.Hour4)
{
timeStart = timeEnd.AddHours(4200);
barSize = "1 hour";
mergeCount = 4;
}
else if (tf == TimeFrame.Day)
{
barSize = "1 day";
timeStart = timeEnd.AddDays(701);
}
else
{
return(null);
}
CandlesRequestResult = null;
_client.GetCandles(contractIb, timeEnd, timeStart, barSize, "TRADES");
DateTime startSleep = DateTime.Now;
while (true)
{
Thread.Sleep(1000);
if (startSleep.AddSeconds(30) < DateTime.Now)
{
break;
}
if (CandlesRequestResult != null)
{
break;
}
}
if (CandlesRequestResult != null &&
CandlesRequestResult.CandlesArray.Count != 0)
{
if (mergeCount != 0)
{
List <Candle> newCandles = Merge(CandlesRequestResult.CandlesArray, mergeCount);
CandlesRequestResult.CandlesArray = newCandles;
return(StraichCandles(CandlesRequestResult));
}
return(StraichCandles(CandlesRequestResult));
}
_client.GetCandles(contractIb, timeEnd, timeStart, barSize, "MIDPOINT");
startSleep = DateTime.Now;
while (true)
{
Thread.Sleep(1000);
if (startSleep.AddSeconds(30) < DateTime.Now)
{
break;
}
if (CandlesRequestResult != null)
{
break;
}
}
if (CandlesRequestResult != null &&
CandlesRequestResult.CandlesArray.Count != 0)
{
if (mergeCount != 0)
{
List <Candle> newCandles = Merge(CandlesRequestResult.CandlesArray, mergeCount);
CandlesRequestResult.CandlesArray = newCandles;
return(StraichCandles(CandlesRequestResult));
}
return(StraichCandles(CandlesRequestResult));
}
return(null);
}
void _ibClient_NewMarketDepth(int id, int position, int operation, int side, decimal price, int size)
{
try
{
// take all the necessary data / берём все нужные данные
SecurityIb myContract = _secIB.Find(contract => contract.ConId == id);
if (myContract == null)
{
return;
}
if (position > 10)
{
return;
}
string name = myContract.Symbol + "_" + myContract.SecType + "_" + myContract.Exchange;
Security mySecurity = _securities.Find(security => security.Name == name);
if (mySecurity == null)
{
return;
}
if (_depths == null)
{
_depths = new List <MarketDepth>();
}
MarketDepth myDepth = _depths.Find(depth => depth.SecurityNameCode == name);
if (myDepth == null)
{
myDepth = new MarketDepth();
myDepth.SecurityNameCode = name;
_depths.Add(myDepth);
}
myDepth.Time = DateTime.Now;
Side sideLine;
if (side == 1)
{ // ask/аск
sideLine = Side.Buy;
}
else
{ // bid/бид
sideLine = Side.Sell;
}
List <MarketDepthLevel> bids = myDepth.Bids;
List <MarketDepthLevel> asks = myDepth.Asks;
if (asks == null || asks.Count < 10)
{
asks = new List <MarketDepthLevel>();
bids = new List <MarketDepthLevel>();
for (int i = 0; i < 10; i++)
{
asks.Add(new MarketDepthLevel());
bids.Add(new MarketDepthLevel());
}
myDepth.Bids = bids;
myDepth.Asks = asks;
}
if (operation == 2)
{// if need to remove / если нужно удалить
if (sideLine == Side.Buy)
{
// asks.RemoveAt(position);
MarketDepthLevel level = bids[position];
level.Ask = 0;
level.Bid = 0;
level.Price = 0;
}
else if (sideLine == Side.Sell)
{
//bids.RemoveAt(position);
MarketDepthLevel level = asks[position];
level.Ask = 0;
level.Bid = 0;
level.Price = 0;
}
}
else if (operation == 0 || operation == 1)
{ // need to update / нужно обновить
if (sideLine == Side.Buy)
{
MarketDepthLevel level = bids[position];
level.Bid = Convert.ToDecimal(size);
level.Ask = 0;
level.Price = price;
}
else if (sideLine == Side.Sell)
{
MarketDepthLevel level = asks[position];
level.Bid = 0;
level.Ask = Convert.ToDecimal(size);
level.Price = price;
}
}
if (myDepth.Bids[0].Price != 0 &&
myDepth.Asks[0].Price != 0)
{
MarketDepth copy = myDepth.GetCopy();
if (MarketDepthEvent != null)
{
MarketDepthEvent(copy);
}
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
void _ibClient_NewContractEvent(SecurityIb contract)
{
try
{
if (_securities == null)
{
_securities = new List <Security>();
}
SecurityIb securityIb = _secIB.Find(security => security.Symbol == contract.Symbol &&
security.Exchange == contract.Exchange);
if (securityIb == null)
{
securityIb = _secIB.Find(security => security.LocalSymbol == contract.LocalSymbol &&
security.Exchange == contract.Exchange);
}
if (securityIb == null)
{
return;
}
securityIb.Exchange = contract.Exchange;
securityIb.Expiry = contract.Expiry;
securityIb.LocalSymbol = contract.LocalSymbol;
securityIb.Multiplier = contract.Multiplier;
securityIb.Right = contract.Right;
securityIb.ConId = contract.ConId;
securityIb.Currency = contract.Currency;
securityIb.Strike = contract.Strike;
securityIb.MinTick = contract.MinTick;
securityIb.Symbol = contract.Symbol;
securityIb.TradingClass = contract.TradingClass;
securityIb.SecType = contract.SecType;
securityIb.PrimaryExch = contract.PrimaryExch;
//_twsServer.reqMktData(securityIb.ConId, securityIb.Symbol, securityIb.SecType, securityIb.Expiry, securityIb.Strike,
// securityIb.Right, securityIb.Multiplier, securityIb.Exchange, securityIb.PrimaryExch, securityIb.Currency,"",true, new TagValueList());
//_twsServer.reqMktData2(securityIb.ConId, securityIb.LocalSymbol, securityIb.SecType, securityIb.Exchange, securityIb.PrimaryExch, securityIb.Currency, "", false, new TagValueList());
string name = securityIb.Symbol + "_" + securityIb.SecType + "_" + securityIb.Exchange;
if (_securities.Find(securiti => securiti.Name == name) == null)
{
Security security = new Security();
security.Name = name;
security.NameFull = name;
security.NameClass = securityIb.SecType;
if (string.IsNullOrWhiteSpace(security.NameClass))
{
security.NameClass = "Unknown";
}
security.PriceStep = Convert.ToDecimal(securityIb.MinTick);
security.PriceStepCost = Convert.ToDecimal(securityIb.MinTick);
security.Lot = 1;
security.PriceLimitLow = 0;
security.PriceLimitHigh = 0;
security.NameId = name;
security.SecurityType = SecurityType.Stock;
_securities.Add(security);
if (SecurityEvent != null)
{
SecurityEvent(_securities);
}
}
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
}
/// <summary>
/// upload security for connection
/// загрузить бумаги для подключения
/// </summary>
private void LoadIbSecurities()
{
if (!File.Exists(@"Engine\" + @"IbSecuritiesToWatch.txt"))
{
return;
}
try
{
using (StreamReader reader = new StreamReader(@"Engine\" + @"IbSecuritiesToWatch.txt"))
{
_secIB = new List <SecurityIb>();
while (!reader.EndOfStream)
{
try
{
SecurityIb security = new SecurityIb();
string[] contrStrings = reader.ReadLine().Split('@');
security.ComboLegsDescription = contrStrings[0];
Int32.TryParse(contrStrings[1], out security.ConId);
security.Currency = contrStrings[2];
security.Exchange = contrStrings[3];
security.Expiry = contrStrings[4];
Boolean.TryParse(contrStrings[5], out security.IncludeExpired);
security.LocalSymbol = contrStrings[6];
security.Multiplier = contrStrings[7];
security.PrimaryExch = contrStrings[8];
security.Right = contrStrings[9];
security.SecId = contrStrings[10];
security.SecIdType = contrStrings[11];
security.SecType = contrStrings[12];
Double.TryParse(contrStrings[13], out security.Strike);
security.Symbol = contrStrings[14];
security.TradingClass = contrStrings[15];
if (contrStrings.Length > 15 &&
string.IsNullOrEmpty(contrStrings[16]) == false)
{
security.CreateMarketDepthFromTrades = Convert.ToBoolean(contrStrings[16]);
}
_secIB.Add(security);
}
catch
{
// ignore
}
}
if (_secIB.Count == 0)
{
SecurityIb sec1 = new SecurityIb();
sec1.Symbol = "AAPL";
sec1.Exchange = "SMART";
sec1.SecType = "STK";
_secIB.Add(sec1);
SecurityIb sec2 = new SecurityIb();
sec2.Symbol = "FB";
sec2.Exchange = "SMART";
sec2.SecType = "STK";
_secIB.Add(sec2);
SecurityIb sec3 = new SecurityIb();
sec3.Symbol = "EUR";
sec3.Exchange = "IDEALPRO";
sec3.SecType = "CASH";
_secIB.Add(sec3);
SecurityIb sec4 = new SecurityIb();
sec4.Symbol = "GBP";
sec4.Exchange = "IDEALPRO";
sec4.SecType = "CASH";
_secIB.Add(sec4);
}
}
}
catch (Exception)
{
// ignored
}
}
/// <summary>
/// исполнить ордер на бирже
/// </summary>
public void ExecuteOrder(Order order, SecurityIb contract)
{
//_twsServer.placeOrderEx(_nextOrderNum - 1, contractIb, orderIb);
if (_isConnected == false)
{
return;
}
if (_orders == null)
{
_orders = new List <Order>();
}
try
{
if (_orders.Find(o => o.NumberUser == order.NumberUser) == null)
{
_orders.Add(order);
}
_nextOrderNum++;
order.NumberMarket = _nextOrderNum.ToString();
TcpWrite(3);
TcpWrite(43);
TcpWrite(_nextOrderNum);
TcpWrite(contract.ConId);
TcpWrite(contract.Symbol);
TcpWrite(contract.SecType);
TcpWrite(contract.Expiry);
TcpWrite(contract.Strike);
TcpWrite(contract.Right);
TcpWrite(contract.Multiplier);
TcpWrite(contract.Exchange);
TcpWrite(contract.PrimaryExch);
TcpWrite(contract.Currency);
TcpWrite(contract.LocalSymbol);
TcpWrite(contract.TradingClass);
TcpWrite(contract.SecIdType);
TcpWrite(contract.SecId);
string action = "";
if (order.Side == Side.Buy)
{
action = "BUY";
}
else
{
action = "SELL";
}
string type = "";
if (order.TypeOrder == OrderPriceType.Limit)
{
type = "LMT";
}
else
{
type = "MKT";
}
// paramsList.AddParameter main order fields
TcpWrite(action);
TcpWrite(order.Volume.ToString());
TcpWrite(type);
TcpWrite(order.Price.ToString(new NumberFormatInfo()
{
CurrencyDecimalSeparator = "."
}));
TcpWrite("");
}
catch (Exception error)
{
SendLogMessage(error.ToString(), LogMessageType.Error);
}
// paramsList.AddParameter extended order fields
TcpWrite(null); // null
TcpWrite("");
TcpWrite(order.PortfolioNumber);
TcpWrite("");
TcpWrite(0);
TcpWrite(null);
TcpWrite(true);
TcpWrite(0);
TcpWrite(false);
TcpWrite(false);
TcpWrite(0);
TcpWrite(0);
TcpWrite(false);
TcpWrite(false);
TcpWrite("");
TcpWrite(0);
TcpWrite(null); // order.GoodAfterTime
TcpWrite(null); // order.GoodTillDate
TcpWrite(null); // order.FaGroup
TcpWrite(null); // order.FaMethod
TcpWrite(null); // order.FaPercentage
TcpWrite(null); // order.FaProfile
TcpWrite(null); // order.ShortSaleSlot // 0 only for retail, 1 or 2 only for institution.
TcpWrite(""); // order.DesignatedLocation// only populate when order.shortSaleSlot = 2.
TcpWrite(-1); // order.ExemptCode
TcpWrite(0); // order.OcaType
TcpWrite(null); // order.Rule80A
TcpWrite(null); // order.SettlingFirm
TcpWrite(0); // order.AllOrNone
TcpWrite(""); // order.MinQty
TcpWrite(""); // order.PercentOffset
TcpWrite(false); // order.ETradeOnly
TcpWrite(false); // order.FirmQuoteOnly
TcpWrite(""); //order.NbboPriceCap
TcpWrite(0); // order.AuctionStrategy
TcpWrite(""); // order.StartingPrice
TcpWrite(""); // order.StockRefPrice
TcpWrite(""); // order.Delta
TcpWrite("");
TcpWrite("");
TcpWrite(false); // order.OverridePercentageConstraints
// Volatility orders
TcpWrite(""); // order.Volatility
TcpWrite(""); // order.VolatilityType
TcpWrite(""); // order.DeltaNeutralOrderType
TcpWrite(""); // order.DeltaNeutralAuxPrice
TcpWrite(0); // order.ContinuousUpdate
TcpWrite(""); // order.ReferencePriceType
TcpWrite(""); // order.TrailStopPrice
TcpWrite(""); // order.TrailingPercent
TcpWrite(""); // order.ScaleInitLevelSize
TcpWrite(""); // order.ScaleSubsLevelSize
TcpWrite(""); // order.ScalePriceIncrement
TcpWrite(""); // order.ScaleTable
TcpWrite(""); // order.ActiveStartTime
TcpWrite(""); // order.ActiveStopTime
TcpWrite(null); //order.HedgeType
TcpWrite(false); // order.OptOutSmartRouting
TcpWrite(null); // order.ClearingAccount
TcpWrite(null); // order.ClearingIntent
TcpWrite(false); // order.NotHeld
TcpWrite(false);
TcpWrite(null); // order.AlgoStrategy
TcpWrite(null); // order.AlgoId
TcpWrite(false); // order.WhatIf
TcpWrite(""); // TagValueListToString(order.OrderMiscOptions)
TcpSendMessage();
}
/// <summary>
/// загрузить спецификацию по контракту
/// </summary>
private void LoadContractData()
{
int msgVersion = TcpReadInt();
int requestId = -1;
if (msgVersion >= 3)
{
requestId = TcpReadInt();
}
SecurityIb contract = new SecurityIb();
contract.Symbol = TcpReadString();
contract.SecType = TcpReadString();
contract.Expiry = TcpReadString();
contract.Strike = TcpReadDouble();
contract.Right = TcpReadString();
contract.Exchange = TcpReadString();
contract.Currency = TcpReadString();
contract.LocalSymbol = TcpReadString();
TcpReadString();
contract.TradingClass = TcpReadString();
contract.ConId = TcpReadInt();
contract.MinTick = TcpReadDouble();
contract.Multiplier = TcpReadString();
TcpReadString();
TcpReadString();
if (msgVersion >= 2)
{
TcpReadInt();
}
if (msgVersion >= 4)
{
TcpReadInt();
}
if (msgVersion >= 5)
{
TcpReadString();
TcpReadString();
}
if (msgVersion >= 6)
{
TcpReadString();
TcpReadString();
TcpReadString();
TcpReadString();
TcpReadString();
TcpReadString();
TcpReadString();
}
if (msgVersion >= 8)
{
TcpReadString();
TcpReadDouble();
}
if (msgVersion >= 7)
{
int secIdListCount = TcpReadInt();
if (secIdListCount > 0)
{
for (int i = 0; i < secIdListCount; ++i)
{
TcpReadString();
TcpReadString();
}
}
}
if (_serverSecurities == null)
{
_serverSecurities = new List <SecurityIb>();
}
_serverSecurities.Add(contract);
if (NewContractEvent != null)
{
NewContractEvent(contract);
}
}
