private bool HandleSpecialApiMessages(APIMessageData data)
{
var errorCode = (EtwsErrorCode)data.ErrorCode;
switch (errorCode)
{
case EtwsErrorCode.NoSecurityFound:
var requestId = (int)data.AdditionalInfo;
lock (SecurityDataDic)
{
if (SecurityDataDic.ContainsKey(requestId))
{
Logger.Alert($"Request Id({requestId}) Not found. " +
$" {SecurityDataDic[requestId].Data.GetContract()}");
}
}
return(true);
case EtwsErrorCode.EntityIdNotFound:
HandleEntityIdNotFound(data);
return(true);
case EtwsErrorCode.IbTWSConnectivityLost:
case EtwsErrorCode.ConnectivityTwsServerBroken:
if (_connectionStatus == ConnectionStatus.Connected)
{
_connectionStatus = ConnectionStatus.Disconnected;
Consumer.Enqueue(new BrokerConnectionStatusMessage(
ConnectionStatus.Disconnected, data));
Logger.Warn($"Connection status changed to disconnected: {data}");
}
Consumer.Enqueue(data);
return(true);
case EtwsErrorCode.IbTWSConnectivityRestoredDataLost:
case EtwsErrorCode.IbTWSConnectivityRestoredDataMaintained:
if (_connectionStatus == ConnectionStatus.Disconnected)
{
Consumer.Enqueue(new BrokerConnectionStatusMessage(ConnectionStatus.Connected, data));
Logger.Warn($"Connection status changed to connected: {data}");
Consumer.Enqueue(data);
}
ConnectivityIbTwsRestored?.Invoke();
return(true);
case EtwsErrorCode.MarketDataFarmConnected:
Consumer.Enqueue(new BrokerConnectionStatusMessage(ConnectionStatus.Connected, data));
ConnectivityIbTwsRestored?.Invoke();
return(true);
default:
return(false);
}
}
private void PublishSecurities()
{
lock (SecurityDataDic)
{
SecurityDataDic.Where(a => a.Value.UpdatedSinceLastPubish).
ForEach(a =>
{
Consumer.Enqueue(a.Value.Data);
a.Value.UpdatedSinceLastPubish = false;
});
}
}
private void HandleEntityIdNotFound(APIMessageData data)
{
int requestId = (int)data.AdditionalInfo;
lock (SecurityDataDic)
{
if (!SecurityDataDic.ContainsKey(requestId))
{
return;
}
Logger.Debug($"Request Id({requestId}) removed from SecurityDataDic, {data} {SecurityDataDic[requestId]}");
SecurityDataDic.Remove(requestId);
}
}
public ContractBase RegisterContract(int requestId, ContractBase contract, ContractDetails IbContract)
{
lock (SecurityDataDic)
{
var optionContract = contract as OptionContract;
BaseSecurityData securityData;
if (optionContract != null)
{
securityData = new OptionData {
Account = AccountSummary.MainAccount
};
}
else
{
securityData = new SecurityData {
Account = AccountSummary.MainAccount
}
};
securityData.SetContract(contract);
IbContract.UpdateSecurityData(contract);
SecurityDataDic.Add(requestId, new SecuirtyDataWrapper(securityData));
return(contract);
}
}