protected void OnContractDetails(int reqId, IBContractDetails contract)
{
if (ContractDetails != null)
ContractDetails(this, new TWSContractDetailsEventArgs(this) {
RequestId = reqId,
ContractDetails = contract
});
}
protected void OnScannerData(int reqId, int rank, IBContractDetails contract, string s, string distance, string benchmark, string projection)
{
if (ScannerData == null)
return;
ScannerData(this, new TWSScannerDataEventArgs(this) {
RequestId = reqId,
Contract = contract,
Rank = rank,
Distance = distance,
Benchmark = benchmark,
Projection = projection,
});
}
private void ProcessScannerData()
{
var version = _enc.DecodeInt();
var reqId = _enc.DecodeInt();
var numberOfElements = _enc.DecodeInt();
for (var i = 0; i < numberOfElements; i++) {
var rank = _enc.DecodeInt();
var contract = new IBContractDetails
{
Summary =
{
ContractId = version >= 3 ? _enc.DecodeInt() : 0,
Symbol = _enc.DecodeString(),
SecurityType = _enc.DecodeEnum<IBSecurityType>(),
Expiry = DecodeIBExpiry(_enc),
Strike = _enc.DecodeDouble(),
Right = _enc.DecodeString(),
Exchange = _enc.DecodeString(),
Currency = _enc.DecodeString(),
LocalSymbol = _enc.DecodeString()
},
MarketName = _enc.DecodeString(),
TradingClass = _enc.DecodeString()
};
var distance = _enc.DecodeString();
var benchmark = _enc.DecodeString();
var projection = _enc.DecodeString();
string legStr = null;
if (version >= 2)
legStr = _enc.DecodeString();
OnScannerData(reqId, rank, contract, distance, benchmark, projection, legStr);
}
}
protected void OnBondContractDetails(int reqId, IBContractDetails contract)
{
if (BondContractDetails != null)
BondContractDetails(this, new TWSContractDetailsEventArgs(this) { ContractDetails = contract });
}
private void ProcessContractData()
{
#if NET_4_5
ProgressiveTaskCompletionSource<List<IBContractDetails>> completion = null;
try
{
#endif
var version = _enc.DecodeInt();
var reqId = -1;
if (version >= 3)
reqId = _enc.DecodeInt();
#if NET_4_5
IFaultable tmp;
if (_asyncCalls.TryGetValue(reqId, out tmp))
completion = (ProgressiveTaskCompletionSource<List<IBContractDetails>>)tmp;
#endif
var contractDetails = new IBContractDetails {
Summary = {
Symbol = _enc.DecodeString(),
SecurityType = _enc.DecodeEnum<IBSecurityType>(),
Expiry = DecodeIBExpiry(_enc),
Strike = _enc.DecodeDouble(),
Right = _enc.DecodeString(),
Exchange = _enc.DecodeString(),
Currency = _enc.DecodeString(),
LocalSymbol = _enc.DecodeString()
},
MarketName = _enc.DecodeString(),
TradingClass = _enc.DecodeString(),
ContractId = _enc.DecodeInt(),
MinTick = _enc.DecodeDouble(),
Multiplier = _enc.DecodeString(),
OrderTypes = _enc.DecodeString(),
ValidExchanges = _enc.DecodeString()
};
if (version >= 2)
contractDetails.PriceMagnifier = _enc.DecodeInt();
if (version >= 4)
contractDetails.UnderlyingContractId = _enc.DecodeInt();
if (version >= 5) {
contractDetails.LongName = _enc.DecodeString();
contractDetails.Summary.PrimaryExchange = _enc.DecodeString();
}
if (version >= 6) {
contractDetails.ContractMonth = _enc.DecodeString();
contractDetails.Industry = _enc.DecodeString();
contractDetails.Category = _enc.DecodeString();
contractDetails.Subcategory = _enc.DecodeString();
contractDetails.TimeZoneId = _enc.DecodeString();
contractDetails.TradingHours = _enc.DecodeString();
contractDetails.LiquidHours = _enc.DecodeString();
}
if (version >= 8) {
contractDetails.EvRule = _enc.DecodeString();
contractDetails.EvMultiplier = _enc.DecodeDouble();
}
if (version >= 7) {
var secIdListCount = _enc.DecodeInt();
if (secIdListCount > 0) {
contractDetails.SecIdList = new List<IBTagValue>(secIdListCount);
for (var i = 0; i < secIdListCount; ++i)
contractDetails.SecIdList.Add(new IBTagValue { Tag = _enc.DecodeString(), Value = _enc.DecodeString() });
}
}
#if NET_4_5
if (completion != null)
completion.Value.Add(contractDetails);
else
#endif
OnContractDetails(reqId, contractDetails);
#if NET_4_5
} catch (Exception e) {
if (completion != null)
completion.SetException(e);
throw;
}
#endif
}
private void ProcessBondContractData()
{
var version = _enc.DecodeInt();
var reqId = version >= 3 ? _enc.DecodeInt() : -1;
var contract = new IBContractDetails {
Summary = {
Symbol = _enc.DecodeString(),
SecurityType = _enc.DecodeEnum<IBSecurityType>(),
Cusip = _enc.DecodeString(),
Coupon = _enc.DecodeDouble(),
Maturity = _enc.DecodeString(),
IssueDate = _enc.DecodeString(),
Ratings = _enc.DecodeString(),
BondType = _enc.DecodeString(),
CouponType = _enc.DecodeString(),
Convertible = _enc.DecodeBool(),
Callable = _enc.DecodeBool(),
Putable = _enc.DecodeBool(),
DescAppend = _enc.DecodeString(),
Exchange = _enc.DecodeString(),
Currency = _enc.DecodeString()
},
MarketName = _enc.DecodeString(),
TradingClass = _enc.DecodeString(),
ContractId = _enc.DecodeInt(),
MinTick = _enc.DecodeDouble(),
OrderTypes = _enc.DecodeString(),
ValidExchanges = _enc.DecodeString()
};
if (version >= 2) {
contract.Summary.NextOptionDate = _enc.DecodeString();
contract.Summary.NextOptionType = _enc.DecodeString();
contract.Summary.NextOptionPartial = _enc.DecodeBool();
contract.Summary.Notes = _enc.DecodeString();
}
if (version >= 4)
contract.LongName = _enc.DecodeString();
if (version >= 6) {
contract.EvRule = _enc.DecodeString();
contract.EvMultiplier = _enc.DecodeDouble();
}
if (version >= 5) {
var secIdListCount = _enc.DecodeInt();
if (secIdListCount > 0) {
contract.SecIdList = new List<IBTagValue>(secIdListCount);
for (var i = 0; i < secIdListCount; ++i)
contract.SecIdList.Add(new IBTagValue {
Tag = _enc.DecodeString(),
Value = _enc.DecodeString(),
});
}
}
OnBondContractDetails(reqId, contract);
}
public TWSContractDetailsEventArgs(TWSClient client, IBContractDetails contractDetails) : base(client)
{
ContractDetails = contractDetails;
}
public TWSContractDetailsEventArgs(TWSClient client, IBContractDetails contractDetails)
: base(client)
{
ContractDetails = contractDetails;
}
private void ProcessScannerData()
{
IBContractDetails contract = new IBContractDetails();
int version = _enc.DecodeInt();
int reqId = _enc.DecodeInt();
int numberOfElements = _enc.DecodeInt();
for (int i = 0; i < numberOfElements; i++) {
int rank = _enc.DecodeInt();
contract.Summary.Symbol = _enc.DecodeString();
contract.Summary.SecType = _enc.DecodeSecType();
contract.Summary.Expiry = DateTime.ParseExact(_enc.DecodeString(), IB_EXPIRY_DATE_FORMAT, CultureInfo.InvariantCulture);
contract.Summary.Strike = _enc.DecodeDouble();
contract.Summary.Right = _enc.DecodeString();
contract.Summary.Exchange = _enc.DecodeString();
contract.Summary.Currency = _enc.DecodeString();
contract.Summary.LocalSymbol = _enc.DecodeString();
contract.MarketName = _enc.DecodeString();
contract.TradingClass = _enc.DecodeString();
string distance = _enc.DecodeString();
string benchmark = _enc.DecodeString();
string projection = _enc.DecodeString();
//_ibtws.OnScannerData(reqId, rank, contract, distance, benchmark, projection);
}
}
private void ProcessContractData()
{
int version = _enc.DecodeInt();
IBContractDetails contractDetails = new IBContractDetails();
contractDetails.Summary.Symbol = _enc.DecodeString();
contractDetails.Summary.SecType = _enc.DecodeSecType();
contractDetails.Summary.Expiry = DateTime.ParseExact(_enc.DecodeString(), IB_EXPIRY_DATE_FORMAT, CultureInfo.InvariantCulture);
contractDetails.Summary.Strike = _enc.DecodeDouble();
contractDetails.Summary.Right = _enc.DecodeString();
contractDetails.Summary.Exchange = _enc.DecodeString();
contractDetails.Summary.Currency = _enc.DecodeString();
contractDetails.Summary.LocalSymbol = _enc.DecodeString();
contractDetails.MarketName = _enc.DecodeString();
contractDetails.TradingClass = _enc.DecodeString();
contractDetails.Conid = _enc.DecodeInt();
contractDetails.MinTick = _enc.DecodeDouble();
contractDetails.Multiplier = _enc.DecodeString();
contractDetails.OrderTypes = _enc.DecodeString();
contractDetails.ValidExchanges = _enc.DecodeString();
if (version >= 2)
contractDetails.PriceMagnifier = _enc.DecodeInt();
OnContractDetails(contractDetails);
}
private void ProcessBondContractData()
{
int version = _enc.DecodeInt();
IBContractDetails contract = new IBContractDetails();
contract.Summary.Symbol = _enc.DecodeString();
contract.Summary.SecType = _enc.DecodeSecType();
contract.Summary.Cusip = _enc.DecodeString();
contract.Summary.Coupon = _enc.DecodeDouble();
contract.Summary.Maturity = _enc.DecodeString();
contract.Summary.IssueDate = _enc.DecodeString();
contract.Summary.Ratings = _enc.DecodeString();
contract.Summary.BondType = _enc.DecodeString();
contract.Summary.CouponType = _enc.DecodeString();
contract.Summary.Convertible = _enc.DecodeBool();
contract.Summary.Callable = _enc.DecodeBool();
contract.Summary.Putable = _enc.DecodeBool();
contract.Summary.DescAppend = _enc.DecodeString();
contract.Summary.Exchange = _enc.DecodeString();
contract.Summary.Currency = _enc.DecodeString();
contract.MarketName = _enc.DecodeString();
contract.TradingClass = _enc.DecodeString();
contract.Conid = _enc.DecodeInt();
contract.MinTick = _enc.DecodeDouble();
contract.OrderTypes = _enc.DecodeString();
contract.ValidExchanges = _enc.DecodeString();
if (version >= 2) {
contract.Summary.NextOptionDate = _enc.DecodeString();
contract.Summary.NextOptionType = _enc.DecodeString();
contract.Summary.NextOptionPartial = _enc.DecodeBool();
contract.Summary.Notes = _enc.DecodeString();
}
OnBondContractDetails(contract);
}
protected void OnScannerData(int reqId, int rank, IBContractDetails contract,
string distance, string benchmark, string projection)
{
}
protected void OnContractDetails(IBContractDetails contract)
{
if (ContractDetails != null)
ContractDetails(this, new TWSContractDetailsEventArgs(this, contract));
}
