public void PrintMessage(Message message)
{
// tbMessages.AppendText(message.Text + "\n");
}
private void OnTick(object sender, EventArgs e)
{
// tbMarketData.AppendText(".");
//1. Check Messages
if (!messageBox.IsEmpty)
{
for (int i = 0; i < messageBox.Count; i++)
{
var outMessage = new Message();
messageBox.TryDequeue(out outMessage);
switch (outMessage.MessageType)
{
case SPXWPFTrader.MessageType.GeneralNotification:
Message msg1 = (Message)outMessage;
// MyMainWindow.tbMessages.AppendText(msg1.Text+"\n");
UpdateMessageBox(msg1.Text);
break;
case SPXWPFTrader.MessageType.Error:
break;
case SPXWPFTrader.MessageType.PriceTick:
TickPriceMessage tpMessage = (TickPriceMessage)outMessage;
InstrumentManager.ProcessPriceTick(tpMessage.ReqId, tpMessage.Field, tpMessage.Price, tpMessage.CanExecute);
UpdateDataBox("PriceTick:\t"+tpMessage.ReqId + "\t" + TickType.getField(tpMessage.Field) + "\t" + tpMessage.Price);
break;
case MessageType.TickSize:
TickSizeMessage tsMessage = (TickSizeMessage)outMessage;
InstrumentManager.ProcessPriceSize(tsMessage.ReqId, tsMessage.Field, tsMessage.Size);
UpdateDataBox("TickSize:\t" + tsMessage.ReqId + "\t" + TickType.getField(tsMessage.Field) + "\t" + tsMessage.Size);
break;
case MessageType.TickString:
TickStringMessage tstMessage = (TickStringMessage)outMessage;
InstrumentManager.ProcessPriceString(tstMessage.ReqId, tstMessage.Field, tstMessage.Value);
var field = tstMessage.Field;
if (field == 45)
{
var value = Convert.ToInt32(tstMessage.Value);
lastUpdate = epochTime.AddSeconds(value).ToLocalTime();
}
var age = (DateTime.Now - lastUpdate).Seconds;
UpdateDataBox("TickString:\t" + tstMessage.ReqId + "\t" + TickType.getField(tstMessage.Field) + "\tAge:"+age+"\tUpdate:" +lastUpdate);
break;
case MessageType.TickGeneric:
TickGenericMessage tgMessage = (TickGenericMessage)outMessage;
//Using same pricess Method
InstrumentManager.ProcessTickGeneric(tgMessage.ReqId, tgMessage.Field, tgMessage.Value);
UpdateDataBox("TickGeneric:\t" + tgMessage.ReqId + "\t" + TickType.getField(tgMessage.Field) + "\t" + tgMessage.Value);
break;
case SPXWPFTrader.MessageType.OpenOrder:
OpenOrderMessage ooMessage = (OpenOrderMessage)outMessage;
OrderManager.UpdateOrder(ooMessage);
MyMainWindow.UpdateTables();
break;
case SPXWPFTrader.MessageType.OrderStatus:
break;
case SPXWPFTrader.MessageType.ContractDetails:
ContractDetailsMesage cdMesage = (ContractDetailsMesage)outMessage;
InstrumentManager.ProcessContractDetails(cdMesage.RequestId, cdMesage.ContractDetails);
var cd = cdMesage.ContractDetails;
UpdateMessageBox(
"\n" + "Name:\t" + cd.LongName +
"\nSymbol:\t" + cd.Summary.LocalSymbol +
"\n" + "Month:\t" + cd.ContractMonth +
"\nLiquid Hours:\t" + cd.TradingHours +
"\nOrderTypes:\t+" + cd.OrderTypes +
"\nSummary:\t" + cd.Summary);
MyMainWindow.UpdateTables();
break;
case SPXWPFTrader.MessageType.ExecutionDetails:
ExecutionMessage exMesage = (ExecutionMessage)outMessage;
OrderManager.UpdateExecution(exMesage);
MyMainWindow.UpdateTables();
break;
case SPXWPFTrader.MessageType.CommisionData:
break;
case SPXWPFTrader.MessageType.PositionReport:
break;
default:
throw new ArgumentOutOfRangeException();
}
}
}
//2. Ping IB Connection
//if (EwarapperImpl.IsConnected)
//{
// EwarapperImpl.ClientSocket.IsConnected();
//}
}