private void Search()
{
Instruments.Clear();
var contract = new Contract
{
Symbol = SymbolTextBox.Text,
SecurityType = TWSUtils.SecurityTypeConverter((InstrumentType)InstrumentTypeBox.SelectedItem),
Exchange = ExchangeBox.Text == "All" ? "" : ExchangeBox.Text,
IncludeExpired =
IncludeExpiredCheckBox.IsChecked != null && (bool)IncludeExpiredCheckBox.IsChecked
};
if (Expirationpicker.SelectedDate.HasValue)
{
contract.Expiry = Expirationpicker.SelectedDate.Value.ToString("yyyyMM");
}
if (StrikeTextBox.Text != "")
{
double strike;
bool success = double.TryParse(StrikeTextBox.Text, out strike);
if (success)
{
contract.Strike = strike;
}
}
_client.RequestContractDetails(_nextRequestID, contract);
}
private void SendContractDetailsRequest(string conctactSymbol)
{
var contract = new Contract
{
Symbol = conctactSymbol,
SecurityType = TwsUtils.SecurityTypeConverter(SelectedType),
Exchange = SelectedExchange == "All"
? ""
: SelectedExchange,
IncludeExpired = IncludeExpired,
Currency = Currency
};
if (ExpirationDate.HasValue)
{
contract.Expiry = ExpirationDate.Value.ToString("yyyyMM");
}
if (Strike.HasValue)
{
contract.Strike = Strike.Value;
}
SearchUnderway = true; //disables the search commands
client.RequestContractDetails(nextRequestId, contract);
}
public ContData RequestDetails(string symbol, string exchange, string primary_exchange, SecurityType type, string currency, bool cache_ok)
{
// make sure we are connected
if (!Connect)
{
Connect = true;
if (!Connect)
{
return(null);
}
}
// check cache
string cache_key = symbol + "," + exchange + "," + primary_exchange + "," + type.ToString() + "," + currency;
if (cont_cache.ContainsKey(cache_key) && cache_ok)
{
ContData c_cache = cont_cache[cache_key];
if (c_cache.contracts.Count > 0 &&
c_cache.timestamp.Date == DateTime.Now.Date)
{
return(c_cache);
}
}
// get id from id queue
if (id_queue.Count == 0)
{
return(null);
}
int id = id_queue.Dequeue();
// get tick object
if (!cont_list.ContainsKey(id))
{
cont_list[id] = new ContData(id);
}
ContData c = cont_list[id];
c.timestamp = DateTime.Now;
// request underlying contract
Contract contract = new Contract(symbol, exchange, type, currency);
contract.PrimaryExchange = primary_exchange;
tws.RequestContractDetails(id, contract);
// wait for result
c.ready_event.WaitOne(new TimeSpan(0, 0, tws_quote_timeout * 2), false);
// remove tick from list
cont_list.Remove(id);
// return id to id queue
id_queue.Enqueue(id);
// keep in cache
if (cont_cache.ContainsKey(cache_key))
{
cont_cache[cache_key] = c;
}
else
{
if (cont_cache.Count >= MAX_CACHE_SIZE)
{
cont_cache.Remove(cont_cache.Keys.GetEnumerator().Current);
}
cont_cache.Add(cache_key, c);
}
return(c);
}
