public TWSMarketDataSnapshot(TWSMarketDataSnapshot that)
{
_askSize = that._askSize;
_bidSize = that._bidSize;
_lastSize = that._lastSize;
_volume = that._volume;
Contract = that.Contract;
Ask = that.Ask;
Bid = that.Bid;
Close = that.Close;
Open = that.Open;
High = that.High;
Low = that.Low;
Last = that.Last;
SyntheticVolume = that.SyntheticVolume;
VolumeEvents = that.VolumeEvents;
VolumeMisses = that.VolumeMisses;
TradeEvents = that.TradeEvents;
TradeDups = that.TradeDups;
BidEvents = that.BidEvents;
AskEvents = that.AskEvents;
AskDups = that.AskDups;
BidDups = that.BidDups;
TradeTimeStamp = that.TradeTimeStamp;
BidTimeStamp = that.BidTimeStamp;
AskTimeStamp = that.AskTimeStamp;
Delta = that.Delta;
ImpliedVol = that.ImpliedVol;
BidDelta = that.BidDelta;
BidImpliedVol = that.BidImpliedVol;
AskDelta = that.AskDelta;
AskImpliedVol = that.AskImpliedVol;
PVDividend = that.PVDividend;
ModelPrice = that.ModelPrice;
}
public TWSMarketDataSnapshot(TWSMarketDataSnapshot that)
{
_askSize = that._askSize;
_bidSize = that._bidSize;
_lastSize = that._lastSize;
_volume = that._volume;
Contract = that.Contract;
Ask = that.Ask;
Bid = that.Bid;
Close = that.Close;
Open = that.Open;
High = that.High;
Low = that.Low;
Last = that.Last;
SyntheticVolume = that.SyntheticVolume;
VolumeEvents = that.VolumeEvents;
VolumeMisses = that.VolumeMisses;
TradeEvents = that.TradeEvents;
TradeDups = that.TradeDups;
BidEvents = that.BidEvents;
AskEvents = that.AskEvents;
AskDups = that.AskDups;
BidDups = that.BidDups;
TradeTimeStamp = that.TradeTimeStamp;
BidTimeStamp = that.BidTimeStamp;
AskTimeStamp = that.AskTimeStamp;
Delta = that.Delta;
ImpliedVol = that.ImpliedVol;
BidDelta = that.BidDelta;
BidImpliedVol = that.BidImpliedVol;
AskDelta = that.AskDelta;
AskImpliedVol = that.AskImpliedVol;
PVDividend = that.PVDividend;
ModelPrice = that.ModelPrice;
}
protected void OnMarketData(TWSMarketDataSnapshot snapshot, IBTickType tickType)
{
if (MarketData != null)
MarketData(this, new TWSMarketDataEventArgs(this)
{
Snapshot = snapshot,
TickType = tickType
});
}
private void UpdateGridRow(TWSMarketDataSnapshot s, IBTickType t)
{
var record = _symbolDataMap[s.Contract];
record.Snapshot = s;
// Make sure we don't crash and burn on the first invocation
if (record.PreviousSnapshot == null)
record.PreviousSnapshot = record.Snapshot;
var g = record.Grid;
var r = record.Row;
var p = record.PreviousSnapshot;
try {
UnHighlightCells(record);
if (s.LastTimeStamp != p.LastTimeStamp) SetValue(record, IBGridColumn.UpdateTime, s.LastTimeStamp);
if (s.Last != p.Last) SetValue(record, IBGridColumn.LastPrice, s.Last);
if (s.LastSize != p.LastSize) SetValue(record, IBGridColumn.LastSize, s.LastSize);
if (s.Volume != p.Volume) SetValue(record, IBGridColumn.Volume, s.Volume);
if (s.VolumeEvents != p.VolumeEvents) SetValue(record, IBGridColumn.VolumeEvents, s.VolumeEvents);
if (s.VolumeMisses != p.VolumeMisses) SetValue(record, IBGridColumn.VolumeMisses, s.VolumeMisses);
if (s.TradeDups != p.TradeDups) SetValue(record, IBGridColumn.TradeDups, s.TradeDups);
if (s.BidDups != p.BidDups) SetValue(record, IBGridColumn.BidDups, s.BidDups);
if (s.AskDups != p.AskDups) SetValue(record, IBGridColumn.AskDups, s.AskDups);
if (s.Bid != p.Bid) SetValue(record, IBGridColumn.BidPrice, s.Bid);
if (s.Ask != p.Ask) SetValue(record, IBGridColumn.AskPrice, s.Ask);
if (s.BidSize != p.BidSize) SetValue(record, IBGridColumn.BidSize, s.BidSize);
if (s.AskSize != p.AskSize) SetValue(record, IBGridColumn.AskSize, s.AskSize);
if (s.Close != p.Close) SetValue(record, IBGridColumn.Close, s.Close);
if (s.High != p.High) SetValue(record, IBGridColumn.High, s.High);
if (s.Low != p.Low) SetValue(record, IBGridColumn.Low, s.Low);
if (s.SyntheticVolume != p.SyntheticVolume) SetValue(record, IBGridColumn.SyntheticVolume, s.SyntheticVolume);
if (s.TradeEvents != p.TradeEvents) SetValue(record, IBGridColumn.TradeEvents, s.TradeEvents);
if (s.BidEvents != p.BidEvents) SetValue(record, IBGridColumn.BidEvents, s.BidEvents);
if (s.AskEvents != p.AskEvents) SetValue(record, IBGridColumn.AskEvents, s.AskEvents);
if (s.Contract.SecurityType != IBSecurityType.Option &&
s.Contract.SecurityType != IBSecurityType.FutureOption)
return;
if (s.AskImpliedVol != p.AskImpliedVol) SetValue(record, IBGridColumn.AskImpVol, s.AskImpliedVol);
if (s.BidImpliedVol != p.BidImpliedVol) SetValue(record, IBGridColumn.BidImpVol, s.BidImpliedVol);
if (s.AskDelta != p.AskDelta) SetValue(record, IBGridColumn.AskDelta, s.AskDelta);
if (s.BidDelta != p.BidDelta) SetValue(record, IBGridColumn.BidDelta, s.BidDelta);
if (s.Delta != p.Delta) SetValue(record, IBGridColumn.Delta, s.Delta);
if (s.ImpliedVol != p.ImpliedVol) SetValue(record, IBGridColumn.Volatility, s.ImpliedVol);
if (s.ModelPrice != p.ModelPrice) SetValue(record, IBGridColumn.Price, s.ModelPrice);
if (s.PVDividend != p.PVDividend) SetValue(record, IBGridColumn.PVDividend, s.PVDividend);
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
finally
{
record.PreviousSnapshot = record.Snapshot;
record.Snapshot = null;
}
}
