Example #1
0
 void EWrapper.tickGeneric(int tickerId, int field, double value)
 {
     TickGeneric?.Invoke(tickerId, field, value);
 }
 public virtual void tickGeneric(int tickerId, int field, double value)
 {
     TickGeneric?.Invoke(this, new TickGenericArgs(tickerId, field, value));
 }
Example #3
0
 public void tickGeneric(int tickerId, int field, double value)
 {
     TickGeneric?.Invoke(new TickGenericMessage(tickerId, field, value));
 }
Example #4
0
        void EWrapper.tickGeneric(int tickerId, int tickType, double value)
        {
            ShowDebugMessage(tickerId, TickType.getField(tickType), value);

            TickGeneric?.Invoke(tickerId, tickType, value);
        }
 public void tickGeneric(int tickerId, int field, double value)
 {
     TickGeneric.RaiseEvent(this, new TickGenericEventArgs(tickerId, field, value));
 }
Example #6
0
        private void Emit()
        {
            var code = ReadString(); // read the first string

            if (code == null)
            {
                throw new InvalidDataException($"Undefined code 'null'.");
            }

            if (code == "1")
            {
                TickPrice.Send(this);
                return;
            }

            var result = code switch
            {
                "2" => new TickSize(this) as object,
                "3" => new OrderStatusReport(this),
                "4" => Alert.Create(this),
                "5" => new OpenOrder(this),
                "6" => new AccountValue(this),
                "7" => new PortfolioValue(this),
                "8" => new AccountUpdateTime(this),
                "9" => new NextId(this),
                "10" => new ContractData(this, ContractDataType.ContractData),
                "11" => new Execution(this),
                "12" => new MarketDepth(this, false),
                "13" => new MarketDepth(this, true),
                "14" => new NewsBulletin(this),
                "15" => new ManagedAccounts(this),
                "16" => new FinancialAdvisor(this),
                "17" => new HistoricalBars(this),
                "18" => new ContractData(this, ContractDataType.BondContractData),
                "19" => new ScannerParameters(this),
                "20" => new ScannerData(this),
                "21" => new TickOptionComputation(this),

                "45" => TickGeneric.Create(this),
                "46" => TickString.Create(this),
                "47" => new TickExchangeForPhysical(this),

                "49" => new CurrentTime(this),
                "50" => new RealtimeBar(this),
                "51" => new FundamentalData(this),
                "52" => new ContractDataEnd(this),
                "53" => new OpenOrderEnd(this),
                "54" => new AccountUpdateEnd(this),
                "55" => new ExecutionEnd(this),
                "56" => new DeltaNeutralContract(this, true),
                "57" => new TickSnapshotEnd(this),
                "58" => new TickMarketDataType(this),
                "59" => new CommissionReport(this),

                "61" => new AccountPosition(this),
                "62" => new AccountPositionEnd(this),
                "63" => new AccountSummary(this),
                "64" => new AccountSummaryEnd(this),
                "65" => new VerifyMessageApi(this),
                "66" => new VerifyCompleted(this),
                "67" => new DisplayGroups(this),
                "68" => new DisplayGroupUpdate(this),
                "69" => new VerifyAndAuthorizeMessageApi(this),
                "70" => new VerifyAndAuthorizeCompleted(this),
                "71" => new AccountPositionMulti(this),
                "72" => new AccountPositionMultiEnd(this),
                "73" => new AccountUpdateMulti(this),
                "74" => new AccountUpdateMultiEnd(this),
                "75" => new SecurityDefinitionOptionParameter(this),
                "76" => new SecurityDefinitionOptionParameterEnd(this),
                "77" => new SoftDollarTiers(this),
                "78" => new FamilyCodes(this),
                "79" => new SymbolSamples(this),
                "80" => new MktDepthExchanges(this),
                "81" => new TickReqParams(this),
                "82" => new SmartComponents(this),
                "83" => new NewsArticle(this),
                "84" => new TickNews(this),
                "85" => new NewsProviders(this),
                "86" => new HistoricalNews(this),
                "87" => new HistoricalNewsEnd(this),
                "88" => new HeadTimestamp(this),
                "89" => new HistogramItems(this),
                "90" => new HistoricalData(this),
                "91" => new RerouteMktData(this),
                "92" => new RerouteMktDepth(this),
                "93" => new MarketRule(this),
                "94" => new PnL(this),
                "95" => new PnLSingle(this),
                "96" => new HistoricalTicks(this),
                "97" => new HistoricalBidAskTicks(this),
                "98" => new HistoricalLastTicks(this),
                "99" => TickByTick.Create(this),
                "100" => new OrderBound(this),
                _ => throw new InvalidDataException($"Undefined code '{code}'.")
            };

            if (result != null)
            {
                Output(result);
            }
        }