Ejemplo n.º 1
0
 void rs_LevelOneStreaming_TickWithArgs(DateTime time, AmeritradeBrokerAPI.ATradeArgument args)
 {
     if (args.FunctionType != AmeritradeBrokerAPI.RequestState.AsyncType.LevelOneStreaming) return;
     Tick t = new TickImpl();
     /*  don't understand the time format provided here
     int date = 0;
     int ttime = 0;
     if (int.TryParse(args.oLevelOneData[0].quotedate, out date))
         t.date = date;
     if (int.TryParse(args.oLevelOneData[0].quotetime, out ttime))
         t.time = ttime;
      */
     t.date = Util.ToTLDate(DateTime.Now);
     t.time = Util.DT2FT(DateTime.Now);
     t.symbol = args.oLevelOneData[0].stock;
     t.bid = Convert.ToDecimal(args.oLevelOneData[0].bid);
     t.ask = Convert.ToDecimal(args.oLevelOneData[0].ask);
     t.ex = args.oLevelOneData[0].exchange;
     t.trade = Convert.ToDecimal(args.oLevelOneData[0].last);
     t.size = Convert.ToInt32(args.oLevelOneData[0].lastsize) * 100;
     t.bs = Convert.ToInt32(args.oLevelOneData[0].bid_size);
     t.os = Convert.ToInt32(args.oLevelOneData[0].ask_size);
     tl.newTick(t);
     
 }
Ejemplo n.º 2
0
        private void Close_Connections(bool lRecreateBrokerConnection)
        {
            try
            {
                if (api != null)
                {
                    if (this.api.TD_loginStatus == true)
                    {

                        /*/
                         * Close the Level Two Streaming Response Stream
                        /*/

                        if (api.rs_LevelTwoStreaming != null)
                        {
                            if (api.rs_LevelTwoStreaming.Request != null)
                            {
                                if (api.rs_LevelTwoStreaming.Request.ServicePoint.CurrentConnections > 0)
                                {
                                    api.rs_LevelTwoStreaming.CloseStream(api.rs_LevelTwoStreaming);
                                }
                            }
                        }

                        /*/
                         * Close the Level One Snapshot Response Stream
                        /*/

                        if (api.rs_LevelOneSnapshot != null)
                        {
                            if (api.rs_LevelOneSnapshot.Request != null)
                            {
                                if (api.rs_LevelOneSnapshot.Request.ServicePoint.CurrentConnections > 0)
                                {
                                    api.rs_LevelOneSnapshot.CloseStream(api.rs_LevelOneSnapshot);
                                }
                            }
                        }

                        /*/
                         * Close the Level One Streaming Response Stream
                        /*/

                        if (api.rs_LevelOneStreaming != null)
                        {
                            if (api.rs_LevelOneStreaming.Request != null)
                            {
                                if (api.rs_LevelOneStreaming.Request.ServicePoint.CurrentConnections > 0)
                                {
                                    api.rs_LevelOneStreaming.CloseStream(api.rs_LevelOneStreaming);
                                }
                            }
                        }

                        /*/
                         * Close the Historical Chart Snapshot Response Stream
                        /*/

                        if (api.rs_ChartSnapShot != null)
                        {
                            if (api.rs_ChartSnapShot.Request != null)
                            {
                                if (api.rs_ChartSnapShot.Request.ServicePoint.CurrentConnections > 0)
                                {
                                    api.rs_ChartSnapShot.CloseStream(api.rs_ChartSnapShot);
                                }
                            }
                        }

                        /*/
                         * Close the Historical Chart Streaming Response Stream
                        /*/

                        if (api.rs_ChartStreaming != null)
                        {
                            if (api.rs_ChartStreaming.Request != null)
                            {
                                if (api.rs_ChartStreaming.Request.ServicePoint.CurrentConnections > 0)
                                {
                                    api.rs_ChartStreaming.CloseStream(api.rs_ChartStreaming);
                                }
                            }
                        }

                        if (lRecreateBrokerConnection == true)
                        {
                            api = new AmeritradeBrokerAPI();
                        }

                    }
                }
            }
            catch (Exception exc) { }
        }
Ejemplo n.º 3
0
 void rs_ActivesStreaming_TickWithArgs(DateTime time, AmeritradeBrokerAPI.ATradeArgument args)
 {
     if (args.FunctionType != AmeritradeBrokerAPI.RequestState.AsyncType.ActivesStreaming) return;
     // not sure how to activate this yet
 }