public void GetContractDetails(ContractDetails contractdetails)
{
ConcurrentContract<Contract> tmpContract = new ConcurrentContract<Contract>(contractdetails.Summary);
_contractCOL.AddOrUpdate(contractdetails.Summary.ConId, tmpContract, (key, oldValue) => oldValue);
if (contractdetails.Summary.SecType == SecTypRef.GetType(SecTypRef.OPT))
{
if (contractdetails.Summary.Right == SecRightRef.C || contractdetails.Summary.Right == SecRightRef.CALL)
{
_repo.RequestMktData(this, contractdetails.Summary.ConId, contractdetails.Summary, "", false);
_priceCOL.AddOrUpdate(
contractdetails.Summary.Strike,
(key) => new BoxEntry() { CallContract = tmpContract },
(key, oldEntry) =>
{
oldEntry.CallContract = tmpContract; return oldEntry;
});
}
else
{
_repo.RequestMktData(this, contractdetails.Summary.ConId, contractdetails.Summary, "", false);
_priceCOL.AddOrUpdate(
contractdetails.Summary.Strike,
(key) => new BoxEntry() { PutContract = tmpContract },
(key, oldEntry) =>
{
oldEntry.PutContract = tmpContract; return oldEntry;
});
}
}
if (contractdetails.Summary.SecType == SecTypRef.GetType(SecTypRef.STK))
{
UdlyContract = contractdetails;
}
}
//! [openorderend]
//! [contractdetails]
public virtual void contractDetails(int reqId, ContractDetails contractDetails)
{
Console.WriteLine("ContractDetails begin. ReqId: " + reqId);
// printContractMsg(contractDetails.Contract);
// printContractDetailsMsg(contractDetails);
contract_ID = contractDetails.Contract.ConId;
// Console.WriteLine("ContractDetails end. ReqId: " + reqId);
}
public ContractDetailsMesage(int reqId, ContractDetails cd)
{
this.MessageType = MessageType.ContractDetails;
this.DateTime = DateTime.Now;
RequestId = reqId;
ContractDetails = cd;
}
public override void contractDetails(int reqId, ContractDetails contractDetails)
{
Console.WriteLine("/*******Incoming Contract Details - RequestId "+reqId+"************/");
Console.WriteLine(contractDetails.Summary.Symbol + " " + contractDetails.Summary.SecType + " @ " + contractDetails.Summary.Exchange);
Console.WriteLine("Expiry: " + contractDetails.Summary.Expiry + ", Right: " + contractDetails.Summary.Right);
Console.WriteLine("Strike: " + contractDetails.Summary.Strike + ", Multiplier: " + contractDetails.Summary.Multiplier);
Console.WriteLine("/******* End *************/\n");
}
public double MinTick()
{
return(ContractDetails.FromCache(this)
.Select(cd => cd.MinTick)
.Where(mt => mt > 0)
.IfEmpty(() => Legs().SelectMany(c => ContractDetails.FromCache(c.c)).MaxByOrEmpty(cd => cd.MinTick).Select(cd => cd.MinTick).Take(1))
.Count(1, _ => Debugger.Break(), _ => Debugger.Break())
.DefaultIfEmpty(0.01)
.Single());
}
/// <summary>
/// Initializes a new instance of the <see cref="ScannerDataEventArgs"/> class
/// </summary>
public ScannerDataEventArgs(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
{
RequestId = reqId;
Rank = rank;
ContractDetails = contractDetails;
Distance = distance;
Benchmark = benchmark;
Projection = projection;
LegsStr = legsStr;
}
public ScannerMessage(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
{
Type = MessageType.ScannerData;
RequestId = reqId;
Rank = rank;
ContractDetails = contractDetails;
Distance = distance;
Benchmark = benchmark;
Projection = projection;
LegsStr = legsStr;
}
public void ProcessContractDetails(ContractDetails cd)
{
Contract c = new Contract();
var i = cd.Coupon;
var j = c.GetHashCode();
}
public void ProcessContractDetails(int requestId, ContractDetails contractDetails)
{
var selectedInstrument = ActiveContracts.Find(x => x.Id == requestId);
//if (selectedInstrument != null)
//{
// if (selectedInstrument.IBContractDetails. != null)
// selectedInstrument.IBContractDetails = contractDetails;
// else
// {
// selectedInstrument.IBContractDetails = new ContractDetails();
// selectedInstrument.IBContractDetails = contractDetails;
// }
//}
}
private void ScannerDataEvent()
{
ContractDetails conDet = new ContractDetails();
int msgVersion = ReadInt();
int requestId = ReadInt();
int numberOfElements = ReadInt();
for (int i = 0; i < numberOfElements; i++)
{
int rank = ReadInt();
if (msgVersion >= 3)
{
conDet.Summary.ConId = ReadInt();
}
conDet.Summary.Symbol = ReadString();
conDet.Summary.SecType = ReadString();
conDet.Summary.Expiry = ReadString();
conDet.Summary.Strike = ReadDouble();
conDet.Summary.Right = ReadString();
conDet.Summary.Exchange = ReadString();
conDet.Summary.Currency = ReadString();
conDet.Summary.LocalSymbol = ReadString();
conDet.MarketName = ReadString();
conDet.Summary.TradingClass = ReadString();
string distance = ReadString();
string benchmark = ReadString();
string projection = ReadString();
string legsStr = null;
if (msgVersion >= 2)
{
legsStr = ReadString();
}
parent.Wrapper.scannerData(requestId, rank, conDet, distance,
benchmark, projection, legsStr);
}
parent.Wrapper.scannerDataEnd(requestId);
}
public void printBondContractDetailsMsg(ContractDetails contractDetails)
{
Console.WriteLine("\tSymbol: " + contractDetails.Contract.Symbol);
Console.WriteLine("\tSecType: " + contractDetails.Contract.SecType);
Console.WriteLine("\tCusip: " + contractDetails.Cusip);
Console.WriteLine("\tCoupon: " + contractDetails.Coupon);
Console.WriteLine("\tMaturity: " + contractDetails.Maturity);
Console.WriteLine("\tIssueDate: " + contractDetails.IssueDate);
Console.WriteLine("\tRatings: " + contractDetails.Ratings);
Console.WriteLine("\tBondType: " + contractDetails.BondType);
Console.WriteLine("\tCouponType: " + contractDetails.CouponType);
Console.WriteLine("\tConvertible: " + contractDetails.Convertible);
Console.WriteLine("\tCallable: " + contractDetails.Callable);
Console.WriteLine("\tPutable: " + contractDetails.Putable);
Console.WriteLine("\tDescAppend: " + contractDetails.DescAppend);
Console.WriteLine("\tExchange: " + contractDetails.Contract.Exchange);
Console.WriteLine("\tCurrency: " + contractDetails.Contract.Currency);
Console.WriteLine("\tMarketName: " + contractDetails.MarketName);
Console.WriteLine("\tTradingClass: " + contractDetails.Contract.TradingClass);
Console.WriteLine("\tConId: " + contractDetails.Contract.ConId);
Console.WriteLine("\tMinTick: " + contractDetails.MinTick);
Console.WriteLine("\tMdSizeMultiplier: " + contractDetails.MdSizeMultiplier);
Console.WriteLine("\tOrderTypes: " + contractDetails.OrderTypes);
Console.WriteLine("\tValidExchanges: " + contractDetails.ValidExchanges);
Console.WriteLine("\tNextOptionDate: " + contractDetails.NextOptionDate);
Console.WriteLine("\tNextOptionType: " + contractDetails.NextOptionType);
Console.WriteLine("\tNextOptionPartial: " + contractDetails.NextOptionPartial);
Console.WriteLine("\tNotes: " + contractDetails.Notes);
Console.WriteLine("\tLong Name: " + contractDetails.LongName);
Console.WriteLine("\tEvRule: " + contractDetails.EvRule);
Console.WriteLine("\tEvMultiplier: " + contractDetails.EvMultiplier);
Console.WriteLine("\tAggGroup: " + contractDetails.AggGroup);
Console.WriteLine("\tMarketRuleIds: " + contractDetails.MarketRuleIds);
Console.WriteLine("\tLastTradeTime: " + contractDetails.LastTradeTime);
Console.WriteLine("\tTimeZoneId: " + contractDetails.TimeZoneId);
printContractDetailsSecIdList(contractDetails.SecIdList);
}
public virtual void bondContractDetails(int requestId, ContractDetails contractDetails)
{
addTextToBox("Receiving bond contract details.");
}
public virtual void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
{
parentUI.HandleMessage(new ScannerMessage(reqId, rank, contractDetails, distance, benchmark, projection, legsStr));
}
public virtual void contractDetails(int reqId, ContractDetails contractDetails)
{
parentUI.HandleMessage(new ContractDetailsMessage(reqId, contractDetails));
}
private void BondContractDetailsEvent()
{
int msgVersion = ReadInt();
int requestId = -1;
if (msgVersion >= 3)
{
requestId = ReadInt();
}
ContractDetails contract = new ContractDetails();
contract.Summary.Symbol = ReadString();
contract.Summary.SecType = ReadString();
contract.Cusip = ReadString();
contract.Coupon = ReadDouble();
contract.Maturity = ReadString();
contract.IssueDate = ReadString();
contract.Ratings = ReadString();
contract.BondType = ReadString();
contract.CouponType = ReadString();
contract.Convertible = ReadBoolFromInt();
contract.Callable = ReadBoolFromInt();
contract.Putable = ReadBoolFromInt();
contract.DescAppend = ReadString();
contract.Summary.Exchange = ReadString();
contract.Summary.Currency = ReadString();
contract.MarketName = ReadString();
contract.Summary.TradingClass = ReadString();
contract.Summary.ConId = ReadInt();
contract.MinTick = ReadDouble();
contract.OrderTypes = ReadString();
contract.ValidExchanges = ReadString();
if (msgVersion >= 2)
{
contract.NextOptionDate = ReadString();
contract.NextOptionType = ReadString();
contract.NextOptionPartial = ReadBoolFromInt();
contract.Notes = ReadString();
}
if (msgVersion >= 4)
{
contract.LongName = ReadString();
}
if (msgVersion >= 6)
{
contract.EvRule = ReadString();
contract.EvMultiplier = ReadDouble();
}
if (msgVersion >= 5)
{
int secIdListCount = ReadInt();
if (secIdListCount > 0)
{
contract.SecIdList = new List<TagValue>();
for (int i = 0; i < secIdListCount; ++i)
{
TagValue tagValue = new TagValue();
tagValue.Tag = ReadString();
tagValue.Value = ReadString();
contract.SecIdList.Add(tagValue);
}
}
}
eWrapper.bondContractDetails(requestId, contract);
}
/// <summary>
/// Returns all contracts matching the requested parameters in reqContractDetails(). For example, you can receive an entire option chain.
/// </summary>
/// <param name="reqId">The ID of the data request. Ensures that responses are matched to requests if several requests are in process.</param>
/// <param name="contractDetails">This structure contains a full description of the contract being looked up.</param>
public void contractDetails(int reqId, ContractDetails contractDetails)
{
OnContractDetails(new ContractDetailsEventArgs(reqId, contractDetails));
}
private void ContractDataEvent()
{
int msgVersion = ReadInt();
int requestId = -1;
if (msgVersion >= 3)
{
requestId = ReadInt();
}
ContractDetails contract = new ContractDetails();
contract.Summary.Symbol = ReadString();
contract.Summary.SecType = ReadString();
contract.Summary.Expiry = ReadString();
contract.Summary.Strike = ReadDouble();
contract.Summary.Right = ReadString();
contract.Summary.Exchange = ReadString();
contract.Summary.Currency = ReadString();
contract.Summary.LocalSymbol = ReadString();
contract.MarketName = ReadString();
contract.Summary.TradingClass = ReadString();
contract.Summary.ConId = ReadInt();
contract.MinTick = ReadDouble();
contract.Summary.Multiplier = ReadString();
contract.OrderTypes = ReadString();
contract.ValidExchanges = ReadString();
if (msgVersion >= 2)
{
contract.PriceMagnifier = ReadInt();
}
if (msgVersion >= 4)
{
contract.UnderConId = ReadInt();
}
if (msgVersion >= 5)
{
contract.LongName = ReadString();
contract.Summary.PrimaryExch = ReadString();
}
if (msgVersion >= 6)
{
contract.ContractMonth = ReadString();
contract.Industry = ReadString();
contract.Category = ReadString();
contract.Subcategory = ReadString();
contract.TimeZoneId = ReadString();
contract.TradingHours = ReadString();
contract.LiquidHours = ReadString();
}
if (msgVersion >= 8)
{
contract.EvRule = ReadString();
contract.EvMultiplier = ReadDouble();
}
if (msgVersion >= 7)
{
int secIdListCount = ReadInt();
if (secIdListCount > 0)
{
contract.SecIdList = new List <TagValue>(secIdListCount);
for (int i = 0; i < secIdListCount; ++i)
{
TagValue tagValue = new TagValue();
tagValue.tag = ReadString();
tagValue.value = ReadString();
contract.SecIdList.Add(tagValue);
}
}
}
parent.Wrapper.contractDetails(requestId, contract);
}
private void ContractDataEvent()
{
int msgVersion = ReadInt();
int requestId = -1;
if (msgVersion >= 3)
requestId = ReadInt();
ContractDetails contract = new ContractDetails();
contract.Summary.Symbol = ReadString();
contract.Summary.SecType = ReadString();
contract.Summary.Expiry = ReadString();
contract.Summary.Strike = ReadDouble();
contract.Summary.Right = ReadString();
contract.Summary.Exchange = ReadString();
contract.Summary.Currency = ReadString();
contract.Summary.LocalSymbol = ReadString();
contract.MarketName = ReadString();
contract.Summary.TradingClass = ReadString();
contract.Summary.ConId = ReadInt();
contract.MinTick = ReadDouble();
contract.Summary.Multiplier = ReadString();
contract.OrderTypes = ReadString();
contract.ValidExchanges = ReadString();
if (msgVersion >= 2)
{
contract.PriceMagnifier = ReadInt();
}
if (msgVersion >= 4)
{
contract.UnderConId = ReadInt();
}
if (msgVersion >= 5)
{
contract.LongName = ReadString();
contract.Summary.PrimaryExch = ReadString();
}
if (msgVersion >= 6)
{
contract.ContractMonth = ReadString();
contract.Industry = ReadString();
contract.Category = ReadString();
contract.Subcategory = ReadString();
contract.TimeZoneId = ReadString();
contract.TradingHours = ReadString();
contract.LiquidHours = ReadString();
}
if (msgVersion >= 8)
{
contract.EvRule = ReadString();
contract.EvMultiplier = ReadDouble();
}
if (msgVersion >= 7)
{
int secIdListCount = ReadInt();
if (secIdListCount > 0)
{
contract.SecIdList = new List<TagValue>(secIdListCount);
for (int i = 0; i < secIdListCount; ++i)
{
TagValue tagValue = new TagValue();
tagValue.tag = ReadString();
tagValue.value = ReadString();
contract.SecIdList.Add(tagValue);
}
}
}
parent.Wrapper.contractDetails(requestId, contract);
}
public virtual void contractDetails(int reqId, ContractDetails contractDetails)
{
}
public void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark,
string projection, string legsStr)
{
throw new NotImplementedException();
}
// This function receives the requested market scanner data results.
public virtual void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
{
String str;
str = "scanner data @ " + DateTime.Now.ToShortTimeString();
AddTextToResponseListWindow(str);
}
// This function is called only when reqContractDetails function on the EClientSocket object has been called for bonds.
/*
void ibClient_bondContractDetails(int reqId, ContractDetails contract)
{
String str;
str = "Bond Contract Details @ " + DateTime.Now.ToShortTimeString()
+ " long name = " + contract.LongName
+ " cusip = " + contract.Cusip
+ " id = " + contract.Summary.ContractId
+ " symbol = " + contract.Summary.Symbol;
AddTextToResponseListWindow(str);
}
*/
public virtual void bondContractDetails(int reqId, ContractDetails contract)
{
String str;
str = "Bond Contract Details @ " + DateTime.Now.ToShortTimeString()
+ " long name = " + contract.LongName
+ " cusip = " + contract.Cusip
+ " id = " + contract.Summary.ConId
+ " symbol = " + contract.Summary.Symbol;
AddTextToResponseListWindow(str);
}
// triggered by reqContractDetails()
public virtual void contractDetails(int reqId, ContractDetails contractDetails)
{
String str;
str = "Contract Details @ " + DateTime.Now.ToShortTimeString()
+ " long name = " + contractDetails.LongName
+ " cusip = " + contractDetails.Cusip
+ " id = " + contractDetails.Summary.ConId
+ " symbol = " + contractDetails.Summary.Symbol
+ " multiplier = " + contractDetails.Summary.Multiplier ;
AddTextToResponseListWindow(str);
}
/// <summary>
/// This method receives the requested market scanner data results.
/// </summary>
/// <param name="reqId">The request's identifier.</param>
/// <param name="rank">The ranking within the response of this bar.</param>
/// <param name="contractDetails">This structure contains a full description of the contract that was executed.</param>
/// <param name="distance">Varies based on query.</param>
/// <param name="benchmark">Varies based on query.</param>
/// <param name="projection">Varies based on query.</param>
/// <param name="legsStr">Describes combo legs when scan is returning EFP.</param>
public void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
{
OnScannerData(new ScannerDataEventArgs(reqId, rank, contractDetails, distance, benchmark, projection, legsStr));
}
public virtual void bondContractDetails(int reqId, ContractDetails contract)
{
}
private void ScannerDataEvent()
{
ContractDetails conDet = new ContractDetails();
int msgVersion = ReadInt();
int requestId = ReadInt();
int numberOfElements = ReadInt();
for (int i = 0; i < numberOfElements; i++)
{
int rank = ReadInt();
if (msgVersion >= 3)
conDet.Summary.ConId = ReadInt();
conDet.Summary.Symbol = ReadString();
conDet.Summary.SecType = ReadString();
conDet.Summary.Expiry = ReadString();
conDet.Summary.Strike = ReadDouble();
conDet.Summary.Right = ReadString();
conDet.Summary.Exchange = ReadString();
conDet.Summary.Currency = ReadString();
conDet.Summary.LocalSymbol = ReadString();
conDet.MarketName = ReadString();
conDet.Summary.TradingClass = ReadString();
string distance = ReadString();
string benchmark = ReadString();
string projection = ReadString();
string legsStr = null;
if (msgVersion >= 2)
{
legsStr = ReadString();
}
parent.Wrapper.scannerData(requestId, rank, conDet, distance,
benchmark, projection, legsStr);
}
parent.Wrapper.scannerDataEnd(requestId);
}
public void bondContractDetails(int reqId, ContractDetails contract)
{
throw new NotImplementedException();
}
public IEnumerable <ContractDetails> FromDetailsCache() => ContractDetails.FromCache(this);
//! [receivefa]
public virtual void bondContractDetails(int requestId, ContractDetails contractDetails)
{
Console.WriteLine("BondContractDetails begin. ReqId: " + requestId);
printBondContractDetailsMsg(contractDetails);
Console.WriteLine("BondContractDetails end. ReqId: " + requestId);
}
public virtual void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
{
Console.WriteLine("ScannerData. " + reqId + " - Rank: " + rank + ", Symbol: " + contractDetails.Summary.Symbol + ", SecType: " + contractDetails.Summary.SecType + ", Currency: " + contractDetails.Summary.Currency
+ ", Distance: " + distance + ", Benchmark: " + benchmark + ", Projection: " + projection + ", Legs String: " + legsStr);
}
/// <summary>
/// Sends bond contract data when the reqContractDetails() method has been called for bonds.
/// </summary>
/// <param name="reqId">The ID of the data request.</param>
/// <param name="contract">This structure contains a full description of the bond contract being looked up.</param>
public void bondContractDetails(int reqId, ContractDetails contract)
{
OnBondContractDetails(new ContractDetailsEventArgs(reqId, contract));
}
public void contractDetails(int reqId, ContractDetails contractDetails)
{
MessageHandler.messageBox.Enqueue(new ContractDetailsMesage{ContractDetails = contractDetails,DateTime = DateTime.Now,RequestId = reqId, MessageType = MessageType.ContractDetails});
}
//! [scannerparameters]
//! [scannerdata]
public virtual void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
{
Console.WriteLine("ScannerData. " + reqId + " - Rank: " + rank + ", Symbol: " + contractDetails.Contract.Symbol + ", SecType: " + contractDetails.Contract.SecType + ", Currency: " + contractDetails.Contract.Currency
+ ", Distance: " + distance + ", Benchmark: " + benchmark + ", Projection: " + projection + ", Legs String: " + legsStr);
}
public ContractDetailsMessage(int requestId, ContractDetails contractDetails)
{
Type = MessageType.ContractData;
RequestId = requestId;
ContractDetails = contractDetails;
}
public virtual void contractDetails(int reqId, ContractDetails contractDetails) { }
public virtual void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
{
}
public virtual void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr) { }
public virtual void contractDetails(int reqId, ContractDetails contractDetails)
{
Console.WriteLine("ContractDetails. ReqId: " + reqId + " - " + contractDetails.Summary.Symbol + ", " + contractDetails.Summary.SecType + ", ConId: " + contractDetails.Summary.ConId + " @ " + contractDetails.Summary.Exchange);
}
public virtual void bondContractDetails(int reqId, ContractDetails contract) { }
public virtual void bondContractDetails(int requestId, ContractDetails contractDetails)
{
Console.WriteLine("Bond. Symbol " + contractDetails.Summary.Symbol + ", " + contractDetails.Summary);
}
/// <summary>
/// Initializes a new instance of the <see cref="ContractDetailsEventArgs"/> class
/// </summary>
public ContractDetailsEventArgs(int requestId, ContractDetails contractDetails)
{
RequestId = requestId;
ContractDetails = contractDetails;
}