protected void OnOpenOrder(int orderId, IBOrder order, IBContract contract, IBOrderState orderState)
{
if (OpenOrder != null)
OpenOrder(this, new TWSOpenOrderEventArgs(this) {
OrderId = orderId,
Order = order,
Contract = contract
});
if (OrderChanged != null) {
OrderRecord or;
if (_orderRecords.TryGetValue(orderId, out or))
{
OrderChanged(this, new TWSOrderChangedEventArgs(this, or) {
ChangeType = IBOrderChangeType.OpenOrder,
ReportedContract = contract,
OpenOrder = order,
OpenOrderState = orderState
});
}
}
}
private void ProcessOpenOrder()
{
// read version
var version = _enc.DecodeInt();
var order = new IBOrder { OrderId = _enc.DecodeInt() };
// read contract fields
var contract = new IBContract {
ContractId = version >= 17 ? _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 = (version >= 2) ? _enc.DecodeString() : null
};
// read other order fields
order.Action = _enc.DecodeEnum<IBAction>();
order.TotalQuantity = _enc.DecodeInt();
order.OrderType = _enc.DecodeEnum<IBOrderType>();
order.LimitPrice = version < 29 ? _enc.DecodeDouble() : _enc.DecodeDoubleMax();
order.AuxPrice = version < 30 ? _enc.DecodeDouble() : _enc.DecodeDoubleMax();
order.Tif = _enc.DecodeEnum<IBTimeInForce>();
order.OcaGroup = _enc.DecodeString();
order.Account = _enc.DecodeString();
order.OpenClose = _enc.DecodeString();
order.Origin = _enc.DecodeEnum<IBOrderOrigin>();
order.OrderRef = _enc.DecodeString();
if (version >= 3)
order.ClientId = _enc.DecodeInt();
if (version >= 4) {
order.PermId = _enc.DecodeInt();
if (version < 18)
order.IgnoreRth = _enc.DecodeInt() == 1;
else
order.OutsideRth = _enc.DecodeInt() == 1;
order.Hidden = _enc.DecodeBool();
order.DiscretionaryAmt = _enc.DecodeDouble();
}
if (version >= 5)
order.GoodAfterTime = _enc.DecodeString();
if (version >= 6)
order.SharesAllocation = _enc.DecodeString();
if (version >= 7) {
order.FaGroup = _enc.DecodeString();
order.FaMethod = _enc.DecodeEnum<IBFinancialAdvisorAllocationMethod>();
order.FaPercentage = _enc.DecodeString();
order.FaProfile = _enc.DecodeString();
}
if (version >= 8)
order.GoodTillDate = _enc.DecodeString();
if (version >= 9) {
order.Rule80A = _enc.DecodeEnum<IBAgentDescription>();
order.PercentOffset = _enc.DecodeDouble();
order.SettlingFirm = _enc.DecodeString();
order.ShortSaleSlot = _enc.DecodeInt();
order.DesignatedLocation = _enc.DecodeString();
if (ServerInfo.Version == 51)
_enc.DecodeInt(); // exemptCode
else if (version >= 23)
order.ExemptCode = _enc.DecodeInt();
order.AuctionStrategy = _enc.DecodeInt();
order.StartingPrice = _enc.DecodeDouble();
order.StockRefPrice = _enc.DecodeDouble();
order.Delta = _enc.DecodeDouble();
order.StockRangeLower = _enc.DecodeDouble();
order.StockRangeUpper = _enc.DecodeDouble();
order.DisplaySize = _enc.DecodeInt();
if (version < 18)
order.RthOnly = _enc.DecodeBool();
order.BlockOrder = _enc.DecodeBool();
order.SweepToFill = _enc.DecodeBool();
order.AllOrNone = _enc.DecodeBool();
order.MinQty = _enc.DecodeInt();
order.OcaType = _enc.DecodeEnum<IBOcaType>();
order.ETradeOnly = _enc.DecodeBool();
order.FirmQuoteOnly = _enc.DecodeBool();
order.NbboPriceCap = _enc.DecodeDouble();
}
if (version >= 10) {
order.ParentId = _enc.DecodeInt();
order.TriggerMethod = _enc.DecodeInt();
}
if (version >= 11) {
order.Volatility = _enc.DecodeDouble();
order.VolatilityType = _enc.DecodeEnum<IBVolatilityType>();
if (version == 11) {
var receivedInt = _enc.DecodeInt();
order.DeltaNeutralOrderType = ((receivedInt == 0) ? IBOrderType.None : IBOrderType.Market);
}
else {
// version 12 and up
order.DeltaNeutralOrderType = _enc.DecodeEnum<IBOrderType>();
order.DeltaNeutralAuxPrice = _enc.DecodeDoubleMax();
if (version >= 27 && order.DeltaNeutralOrderType != IBOrderType.Empty) {
order.DeltaNeutralContractId = _enc.DecodeInt();
order.DeltaNeutralSettlingFirm = _enc.DecodeString();
order.DeltaNeutralClearingAccount = _enc.DecodeString();
order.DeltaNeutralClearingIntent = _enc.DecodeString();
}
if (version >= 31 && order.DeltaNeutralOrderType != IBOrderType.Empty) {
order.DeltaNeutralOpenClose = _enc.DecodeString();
order.DeltaNeutralShortSale = _enc.DecodeBool();
order.DeltaNeutralShortSaleSlot = _enc.DecodeInt();
order.DeltaNeutralDesignatedLocation = _enc.DecodeString();
}
}
order.ContinuousUpdate = _enc.DecodeInt();
if (ServerInfo.Version == 26) {
order.StockRangeLower = _enc.DecodeDouble();
order.StockRangeUpper = _enc.DecodeDouble();
}
order.ReferencePriceType = _enc.DecodeInt();
}
if (version >= 13)
order.TrailStopPrice = _enc.DecodeDoubleMax();
if (version >= 30)
order.TrailingPercent = _enc.DecodeDoubleMax();
if (version >= 14) {
order.BasisPoints = _enc.DecodeDouble();
order.BasisPointsType = _enc.DecodeInt();
contract.ComboLegsDescription = _enc.DecodeString();
}
if (version >= 29) {
var comboLegsCount = _enc.DecodeInt();
if (comboLegsCount > 0) {
contract.ComboLegs = new List<IBComboLeg>(comboLegsCount);
for (var i = 0; i < comboLegsCount; ++i)
contract.ComboLegs.Add(new IBComboLeg {
ContractId = _enc.DecodeInt(),
Ratio = _enc.DecodeInt(),
Action = _enc.DecodeEnum<IBAction>(),
Exchange = _enc.DecodeString(),
OpenClose = _enc.DecodeEnum<IBComboOpenClose>(),
ShortSaleSlot = _enc.DecodeEnum<IBShortSaleSlot>(),
DesignatedLocation = _enc.DecodeString(),
ExemptCode = _enc.DecodeInt(),
});
}
var orderComboLegsCount = _enc.DecodeInt();
if (orderComboLegsCount > 0) {
order.OrderComboLegs = new List<IBOrderComboLeg>(orderComboLegsCount);
for (var i = 0; i < orderComboLegsCount; ++i)
order.OrderComboLegs.Add(new IBOrderComboLeg { Price = _enc.DecodeDoubleMax() });
}
}
if (version >= 26) {
var smartComboRoutingParamsCount = _enc.DecodeInt();
if (smartComboRoutingParamsCount > 0) {
order.SmartComboRoutingParams = new List<IBTagValue>(smartComboRoutingParamsCount);
for (var i = 0; i < smartComboRoutingParamsCount; ++i)
order.SmartComboRoutingParams.Add(new IBTagValue {
Tag = _enc.DecodeString(),
Value = _enc.DecodeString()
});
}
}
if (version >= 15)
{
if (version >= 20) {
order.ScaleInitLevelSize = _enc.DecodeIntMax();
order.ScaleSubsLevelSize = _enc.DecodeIntMax();
}
else {
/* int notSuppScaleNumComponents = */
_enc.DecodeIntMax();
order.ScaleInitLevelSize = _enc.DecodeIntMax();
}
order.ScalePriceIncrement = _enc.DecodeDoubleMax();
}
if (version >= 28 && order.ScalePriceIncrement > 0.0 && order.ScalePriceIncrement != Double.MaxValue) {
order.ScalePriceAdjustValue = _enc.DecodeDoubleMax();
order.ScalePriceAdjustInterval = _enc.DecodeIntMax();
order.ScaleProfitOffset = _enc.DecodeDoubleMax();
order.ScaleAutoReset = _enc.DecodeBool();
order.ScaleInitPosition = _enc.DecodeIntMax();
order.ScaleInitFillQty = _enc.DecodeIntMax();
order.ScaleRandomPercent = _enc.DecodeBool();
}
if (version >= 24)
{
order.HedgeType = _enc.DecodeString();
if (!String.IsNullOrEmpty(order.HedgeType))
order.HedgeParam = _enc.DecodeString();
}
if (version >= 25)
order.OptOutSmartRouting = _enc.DecodeBool();
if (version >= 19) {
order.ClearingAccount = _enc.DecodeString();
order.ClearingIntent = _enc.DecodeString();
}
if (version >= 22)
order.NotHeld = _enc.DecodeBool();
if (version >= 20)
{
if (_enc.DecodeBool()) {
contract.UnderlyingComponent = new IBUnderlyinhComponent {
ContractId = _enc.DecodeInt(),
Delta = _enc.DecodeDouble(),
Price = _enc.DecodeDouble()
};
}
}
if (version >= 21)
{
order.AlgoStrategy = _enc.DecodeString();
if (!String.IsNullOrEmpty(order.AlgoStrategy))
{
var algoParamsCount = _enc.DecodeInt();
if (algoParamsCount > 0) {
order.AlgoParams = new List<IBTagValue>(algoParamsCount);
for (var i = 0; i < algoParamsCount; ++i)
order.AlgoParams.Add(new IBTagValue {
Tag = _enc.DecodeString(),
Value = _enc.DecodeString(),
});
}
}
}
var orderState = new IBOrderState();
if (version >= 16) {
order.WhatIf = _enc.DecodeBool();
orderState.Status = _enc.DecodeEnum<IBOrderStatus>();
orderState.InitMargin = _enc.DecodeString();
orderState.MaintMargin = _enc.DecodeString();
orderState.EquityWithLoan = _enc.DecodeString();
orderState.Commission = _enc.DecodeDoubleMax();
orderState.MinCommission = _enc.DecodeDoubleMax();
orderState.MaxCommission = _enc.DecodeDoubleMax();
orderState.CommissionCurrency = _enc.DecodeString();
orderState.WarningText = _enc.DecodeString();
}
OnOpenOrder(order.OrderId, order, contract, orderState);
}
