/// <summary>
/// Disconnects/Stops a client
/// </summary>
public bool Stop()
{
try
{
if (_ibClient != null)
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Sending disconnect call for IB.", _type.FullName, "Stop");
}
// Toggle Field Value
_logoutRequest = true;
foreach (var ids in _idsMap.Values)
{
// Send Unsubscription Map
_ibClient.CancelMarketData(ids);
}
_ibClient = null;
// Raised Logout Event
if (LogoutArrived != null)
{
LogoutArrived(_marketDataProviderName);
}
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Connection no longer exists.", _type.FullName, "Stop");
}
}
// Indicating calls were successfully sent
return(true);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "Stop");
return(false);
}
}
public void StopSymbol(Receiver receiver, SymbolInfo symbol)
{
if (debug)
{
log.Debug("StartSymbol");
}
client.CancelMarketData((int)symbol.BinaryIdentifier);
SymbolHandler buffer = symbolHandlers[symbol.BinaryIdentifier];
buffer.Stop();
receiver.OnEvent(symbol, (int)EventType.EndRealTime, null);
}
public List <TickData> RequestQuote(string symbol, string exchange, string primary_exchange, SecurityType type, string currency, List <ContractDetails> details)
{
// make sure we are connected
if (!Connect)
{
Connect = true;
if (!Connect)
{
return(null);
}
}
// create returned list
List <TickData> list = new List <TickData>();
// get quotes count
int count = 1;
if (details != null && details.Count > 1)
{
count = details.Count;
}
for (int i = 0; i < count; i++)
{
// get id from id queue
if (id_queue.Count == 0)
{
break;
}
int id = id_queue.Dequeue();
// get tick object
if (!tick_list.ContainsKey(id))
{
tick_list[id] = new TickData(id);
}
TickData t = tick_list[id];
t.name = symbol;
t.symbol = symbol;
t.exchange = exchange;
t.currency = currency;
// keep request rate
if (i % 24 == 0 && i != 0)
{
Thread.Sleep(500 + tws_backoff_time / 2);
}
t.pending_requests.AddRange(new TickType[]
{
TickType.BidPrice,
TickType.AskPrice,
TickType.BidSize,
TickType.AskSize,
TickType.Volume
});
if (type == SecurityType.Index)
{
t.pending_requests.Add(TickType.ClosePrice);
t.pending_requests.Add(TickType.OpenPrice);
t.pending_requests.Add(TickType.HighPrice);
t.pending_requests.Add(TickType.LowPrice);
t.pending_requests.Add(TickType.LastPrice);
t.pending_requests.Add(TickType.LastSize);
t.pending_requests.Add(TickType.LastTimestamp);
Krs.Ats.IBNet.Contracts.Index contract = new Krs.Ats.IBNet.Contracts.Index(symbol, exchange);
contract.PrimaryExchange = primary_exchange;
contract.Currency = currency;
tws.RequestMarketData(id, contract, null, false);
}
else if (type == SecurityType.Stock)
{
t.pending_requests.Add(TickType.ClosePrice);
t.pending_requests.Add(TickType.OpenPrice);
t.pending_requests.Add(TickType.HighPrice);
t.pending_requests.Add(TickType.LowPrice);
t.pending_requests.Add(TickType.LastPrice);
t.pending_requests.Add(TickType.LastSize);
t.pending_requests.Add(TickType.LastTimestamp);
Krs.Ats.IBNet.Contracts.Equity contract = new Krs.Ats.IBNet.Contracts.Equity(symbol, exchange);
contract.PrimaryExchange = primary_exchange;
contract.Currency = currency;
tws.RequestMarketData(id, contract, null, false);
}
else if (type == SecurityType.Future)
{
t.pending_requests.Add(TickType.ClosePrice);
t.pending_requests.Add(TickType.OpenPrice);
t.pending_requests.Add(TickType.HighPrice);
t.pending_requests.Add(TickType.LowPrice);
t.pending_requests.Add(TickType.LastPrice);
t.pending_requests.Add(TickType.LastSize);
t.pending_requests.Add(TickType.LastTimestamp);
Krs.Ats.IBNet.Contracts.Future contract = new Krs.Ats.IBNet.Contracts.Future(symbol, exchange, details[i].Summary.Expiry);
contract.PrimaryExchange = primary_exchange;
contract.Currency = currency;
tws.RequestMarketData(id, contract, null, false);
}
else if (type == SecurityType.Option || type == SecurityType.FutureOption)
{
Collection <GenericTickType> g = null;
if (tws_download_openint)
{
t.pending_requests.Add(TickType.OpenInterest);
g = new Collection <GenericTickType>();
g.Add(GenericTickType.OptionOpenInterest);
g.Add(GenericTickType.OptionVolume);
}
// Krs.Ats.IBNet.Contracts.Option contract = new Krs.Ats.IBNet.Contracts.Option(details[i].Summary.Symbol, details[i].Summary.LocalSymbol, details[i].Summary.Expiry, details[i].Summary.Right, (decimal)details[i].Summary.Strike);
// contract.PrimaryExchange = primary_exchange;
// contract.Currency = details[i].Summary.Currency;
// tws.RequestMarketData(id, contract, g, false);
tws.RequestMarketData(id, details[i].Summary, g, false);
}
// add tick to return list
list.Add(t);
}
// setup timeout
DateTime to = DateTime.Now.AddSeconds(tws_quote_timeout);
foreach (TickData t in list)
{
if (to > DateTime.Now)
{
// wait for result
t.ready_event.WaitOne((TimeSpan)(to - DateTime.Now), false);
}
// remove tick from list
tick_list.Remove(t.id);
// cancel market data return id to id queue
tws.CancelMarketData(t.id);
id_queue.Enqueue(t.id);
}
return(list);
}
