Ejemplo n.º 1
0
        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);
                }
            }
        }
Ejemplo n.º 2
0
        public void UpdateUI(SecurityDefinitionOptionParameterMessage secDefOptParamMsg)
        {
            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);
            }
        }