/***********************************************
*
* Constructor
*
* ********************************************/
// internal frmCloseTrade (frmPos pos, LogCtl log, AxTWSLib.AxTws axtws, List<LegData> Legs)
internal frmCloseTrade(frmPos pos, LogCtl log, /*AxTWSLib.AxTws axtws,*/ List <LegData> Legs)
{
InitializeComponent();
// m_axTws = axtws;
//m_Legs = new SortableBindingList<LegData> (Legs);
m_Legs = Legs;
m_Pos = pos;
m_Log = log;
lbMissingRemotePosition.Visible = false;
dgvCloseTrade.AutoGenerateColumns = false;
dgvCloseTrade.DataSource = m_Legs;
dgvCloseTrade.RowsDefaultCellStyle.BackColor = Color.Bisque;
dgvCloseTrade.AlternatingRowsDefaultCellStyle.BackColor = Color.Beige;
dgvCloseTrade.CellBorderStyle = DataGridViewCellBorderStyle.None;
dgvCloseTrade.DefaultCellStyle.SelectionBackColor = Color.FromArgb(252, 150, 29);
dgvCloseTrade.DefaultCellStyle.SelectionForeColor = Color.Black;
CheckForValidPositions();
FetchBidAskMarketData();
}
internal frmBestStrangle(string ticker, frmPos pos, LogCtl log /*, AxTWSLib.AxTws axtws*/)
{
InitializeComponent();
// m_axTws = axtws;
m_Pos = pos;
m_Log = log;
m_ticker = ticker;
dgvBestStrangle.RowsDefaultCellStyle.BackColor = Color.Bisque;
dgvBestStrangle.AlternatingRowsDefaultCellStyle.BackColor = Color.Beige;
dgvBestStrangle.CellBorderStyle = DataGridViewCellBorderStyle.None;
{
DataGridViewComboBoxColumn oc = (DataGridViewComboBoxColumn)dgvBestStrangle.Columns[colbsCALLPUT];
oc.DataSource = CallPutT.Choices();
oc.DisplayMember = "Name";
oc.ValueMember = "Value";
}
{
DataGridViewComboBoxColumn oc = (DataGridViewComboBoxColumn)dgvBestStrangle.Columns[colbsBUYSELL];
oc.DataSource = BuySellT.Choices();
oc.DisplayMember = "Name";
oc.ValueMember = "Value";
}
}
/***********************************************
*
* Constructor
*
* ********************************************/
internal frmOpenTrade(frmPos pos, LogCtl log, /*AxTWSLib.AxTws axtws,*/ List <LegData> Legs)
{
InitializeComponent();
//m_axTws = axtws;
/* m_Legs = Legs;
* m_Pos = pos;
* m_Log = log;
*
* dgvOpenTrade.AutoGenerateColumns = false;
* dgvOpenTrade.DataSource = m_Legs;
*
* dgvOpenTrade.RowsDefaultCellStyle.BackColor = Color.Bisque;
* dgvOpenTrade.AlternatingRowsDefaultCellStyle.BackColor = Color.Beige;
* dgvOpenTrade.CellBorderStyle = DataGridViewCellBorderStyle.None;
*
* m_axTws.tickPrice += m_axTws_tickPrice;
* m_axTws.tickSize += m_axTws_tickSize;
* m_axTws.tickOptionComputation += m_axTws_tickOptionComputation;
* m_axTws.tickGeneric +=m_axTws_tickGeneric;
* m_axTws.tickString +=m_axTws_tickString;
* m_axTws.tickEFP += m_axTws_tickEFP;
* m_axTws.tickSnapshotEnd +=m_axTws_tickSnapshotEnd;
*
*
* FetchOpenTradeMarketData ();*/
}
public StockInfoQueue(LogCtl log, EWrapperImpl Ib)
{
m_Log = log;
ib = Ib;
m_q = new Queue <StockPars> ();
cancellation = new CancellationTokenSource();
}
/****************************
*
* Constructor
*
* *************************/
public BestStrangleQueue(LogCtl log, /* AxTWSLib.AxTws axtws,*/ List <OptionInfo> options)
{
m_bAbort = false;
m_OutstandingCalls = 0;
m_Log = log;
// m_axTws = axtws;
m_Options = options;
m_Event = new AutoResetEvent(true); // make sure set to go
m_q = new Queue <int> ();
for (int index = 0; index < m_Options.Count; index++)
{
m_q.Enqueue(index);
}
m_thr = new Thread(new ThreadStart(this.FetchOptionData));
m_thr.Start();
}
/***********************************************************************
*
* Fetch Prices on LegData list
*
* ********************************************************************/
public static Task <bool> FetchLastPrice(LogCtl log, SortableBindingList <LegData> leglist)
{
/* int Cntr = leglist.Count;
*
* log.Log (ErrorLevel.logINF, "FetchLastPrice: Calling FetchLastPrice");
*
* PriceData[] prices = new PriceData[leglist.Count];
* for (int i = 0; i < leglist.Count; i++)
* {
* prices[i] = new PriceData ();
* }
*
* System.Timers.Timer timer = new System.Timers.Timer ();
*
* timer.AutoReset = false;
* timer.Interval = 5000;
* // timer.Interval = 30000;
*
* var tcs = new TaskCompletionSource<bool> ();
*
* var errhandler = default (AxTWSLib._DTwsEvents_errMsgEventHandler);
* var endhandler = default (AxTWSLib._DTwsEvents_tickSnapshotEndEventHandler);
* var pricehandler = default (AxTWSLib._DTwsEvents_tickPriceEventHandler);
* var optioncomputehandler = default (AxTWSLib._DTwsEvents_tickOptionComputationEventHandler);
* var generichandler = default (AxTWSLib._DTwsEvents_tickGenericEventHandler);
* var sizehander = default (AxTWSLib._DTwsEvents_tickSizeEventHandler);
* var timerhandler = default (System.Timers.ElapsedEventHandler);
*
* errhandler = new AxTWSLib._DTwsEvents_errMsgEventHandler ((s, e) =>
* {
* if (e.id != -1)
* {
* if ((e.id & 0xFFFF0000) == Utils.ibBETAPRICE)
* {
* e.id &= 0xFFFF;
* log.Log (ErrorLevel.logERR, string.Format ("FetchLastPrice: error {0} {1}", leglist[e.id].Ticker, e.errorMsg));
*
* axTws.errMsg -= errhandler;
* axTws.tickGeneric -= generichandler;
* axTws.tickPrice -= pricehandler;
* axTws.tickOptionComputation -= optioncomputehandler;
* axTws.tickSnapshotEnd -= endhandler;
* axTws.tickSize -= sizehander;
* timer.Elapsed -= timerhandler;
* timer.Stop ();
*
* for (int leg_no = 0; leg_no < leglist.Count; leg_no++)
* {
* axTws.cancelMktData (Utils.ibBETAPRICE | leg_no);
* }
* tcs.SetException (new Exception (e.errorMsg));
* }
* }
* else
* {
* log.Log (ErrorLevel.logERR, string.Format ("FetchLastPrice: error {0}", e.errorMsg));
* }
* });
*
* pricehandler = new AxTWSLib._DTwsEvents_tickPriceEventHandler ((s, e) =>
* {
* if ((e.id & 0xFFFF0000) != Utils.ibBETAPRICE)
* {
* return;
* }
* e.id &= 0xFFFF;
* log.Log (ErrorLevel.logINF, string.Format ("FetchLastPrice: axTws_tickPrice for {0} tickType:{1} {2} value: {3}", leglist[e.id].Ticker, e.tickType, TickType.Display (e.tickType), e.price));
*
* int leg_no = e.id;
* PriceData p = prices[leg_no];
*
* switch (e.tickType)
* {
* case TickType.CLOSE:
* p.Close = (float) e.price;
* break;
*
* case TickType.BID:
* p.Bid = (float) e.price;
* break;
*
* case TickType.LAST:
* p.Last = (float) e.price;
* break;
*
* case TickType.ASK:
* p.Ask = (float) e.price;
* break;
*
* default:
* break;
* }
* });
*
* sizehander = new AxTWSLib._DTwsEvents_tickSizeEventHandler ((s, e) =>
* {
* if ((e.id & 0xFFFF0000) != Utils.ibBETAPRICE)
* {
* return;
* }
* e.id &= 0xFFFF;
* log.Log (ErrorLevel.logINF, string.Format ("FetchLastPrice: axTws_tickSize for {0} tickType: {1} {2} value: {3}", leglist[e.id].Ticker, e.tickType, TickType.Display (e.tickType), e.size));
* //switch (e.tickType)
* //{
* // case TickType.OPTION_PUT_OPEN_INTEREST:
* // {
* // e.id &= 0xFFFF;
* // int s_no = e.id >> 8;
* // int opt_no = e.id & 0xFF;
* // StockAnal st = m_SelectedStocks[s_no];
* // OptionInfo option = st.OptionChain[opt_no];
* // if (option.Right == "P")
* // {
* // option.OpenInterest = e.size;
* // }
* // }
* // break;
* // case TickType.OPTION_CALL_OPEN_INTEREST:
* // {
* // e.id &= 0xFFFF;
* // int s_no = e.id >> 8;
* // int opt_no = e.id & 0xFF;
* // StockAnal st = m_SelectedStocks[s_no];
* // OptionInfo option = st.OptionChain[opt_no];
* // if (option.Right == "C")
* // {
* // option.OpenInterest = e.size;
* // }
* // }
* // break;
*
* // default:
* // break;
* //}
* });
*
* generichandler = new AxTWSLib._DTwsEvents_tickGenericEventHandler ((s, e) =>
* {
* if ((e.id & 0xFFFF0000) != Utils.ibBETAPRICE)
* {
* return;
* }
* e.id &= 0xFFFF;
* log.Log (ErrorLevel.logINF, string.Format ("FetchLastPrice: axTws_tickGeneric for {0} tickType: {1} {2} value: {3}", leglist[e.id].Ticker, e.tickType, TickType.Display (e.tickType), e.value));
* });
*
* optioncomputehandler = new AxTWSLib._DTwsEvents_tickOptionComputationEventHandler ((s, e) =>
* {
* if ((e.id & 0xFFFF0000) != Utils.ibBETAPRICE)
* {
* return;
* }
* e.id &= 0xFFFF;
*
* string szUndPrice = "Invalid";
* if (e.undPrice < double.MaxValue)
* {
* szUndPrice = e.undPrice.ToString ("N3");
* }
* string szOptPrice = "Invalid";
* if (e.optPrice < double.MaxValue)
* {
* szOptPrice = e.optPrice.ToString ("N3");
* }
*
* log.Log (ErrorLevel.logINF, string.Format ("FetchLastPrice: axTws_tickOptionComputation for {0} ticktype: {1} {2} optPrice {3} undPrice {4} delta {5:F5}", leglist[e.id].Ticker, e.tickType, TickType.Display (e.tickType), szOptPrice, szUndPrice, e.delta));
*
* if (e.optPrice == double.MaxValue)
* {
* return; // ignore it
* }
*
* PriceData p = prices[e.id];
*
* switch (e.tickType)
* {
* case TickType.MODEL_OPTION:
* p.OptPrice = (float) e.optPrice;
* break;
*
* case TickType.LAST_OPTION:
* p.Last = (float) e.optPrice;
* break;
*
* default:
* return;
*
* }
*
*
* p.Delta = e.delta;
* });
*
* /* This won't be called since we aren't taking a snapshot
* ------------------------------------------------------ */
/* endhandler = new AxTWSLib._DTwsEvents_tickSnapshotEndEventHandler ((s, e) =>
* {
* if ((e.reqId & 0xFFFF0000) != Utils.ibBETAPRICE)
* {
* return;
* }
* e.reqId &= 0xFFFF;
* log.Log (ErrorLevel.logINF, string.Format ("FetchLastPrice: axTws_tickSnapshotEnd for {0}", leglist[e.reqId].Ticker));
*
* if (--Cntr <= 0)
* {
* axTws.errMsg -= errhandler;
* axTws.tickGeneric -= generichandler;
* axTws.tickPrice -= pricehandler;
* axTws.tickOptionComputation -= optioncomputehandler;
* axTws.tickSnapshotEnd -= endhandler;
* axTws.tickSize -= sizehander;
* timer.Elapsed -= timerhandler;
* timer.Stop ();
*
* tcs.SetResult (true);
* }
* });
*
* timerhandler = new System.Timers.ElapsedEventHandler ((s, e) =>
* {
* log.Log (ErrorLevel.logINF, string.Format ("FetchLastPrice: timer.ElapsedEventHandler. CUTTING SHORT"));
*
* axTws.errMsg -= errhandler;
* axTws.tickGeneric -= generichandler;
* axTws.tickPrice -= pricehandler;
* axTws.tickOptionComputation -= optioncomputehandler;
* axTws.tickSnapshotEnd -= endhandler;
* axTws.tickSize -= sizehander;
* timer.Elapsed -= timerhandler;
*
* for (int no = 0; no < leglist.Count; no++)
* {
* axTws.cancelMktData (Utils.ibBETAPRICE | no);
* }
*
* for (int i = 0; i < leglist.Count; i++)
* {
* var p = prices[i];
* var l = leglist[i];
*
* if (p.Last != null)
* {
* l.LastPrice = p.Last;
* }
* else if (p.Close != null)
* {
* l.LastPrice = p.Close;
* }
* else if (p.Ask >= 0.0 && p.Bid >= 0.0)
* {
* l.LastPrice = (p.Ask + p.Bid) / 2.0;
* }
* else if (p.OptPrice != null)
* {
* l.LastPrice = p.OptPrice;
* }
* }
* tcs.SetResult (true);
* });
*
* axTws.errMsg += errhandler;
* axTws.tickGeneric += generichandler;
* axTws.tickPrice += pricehandler;
* axTws.tickOptionComputation += optioncomputehandler;
* axTws.tickSnapshotEnd += endhandler;
* timer.Elapsed += timerhandler;
* axTws.tickSize += sizehander;
*
* timer.Start ();
*
* /* Don't exceed 100
* ---------------- */
/*
* if (Cntr > 96)
* {
* log.Log (ErrorLevel.logERR, string.Format ("FetchLastPrice: No. in option chain {0} reduced to 96", Cntr));
* Cntr = 96;
* }
*
* for (int index = 0; index < Cntr; index++)
* //for (int index = 0; index < 2; index++ )
* {
* var leg = leglist[index];
*
* IContract contract = axTws.createContract ();
*
* contract.symbol = "";
*
* if (leg.Equity == EquityType.Stock)
* {
* contract.secType = "STK";
* contract.symbol = leg.Ticker;
* contract.currency = "USD";
* contract.exchange = leg.Exchange;
* //contract.conId = (int) leg.ConId;
* contract.localSymbol = leg.LocalSymbol;
* }
* else if (leg.Equity == EquityType.Option)
* {
* contract.secType = "OPT";
* contract.exchange = "SMART";
* //contract.conId = (int) leg.ConId;
* contract.localSymbol = leg.LocalSymbol;
* }
* else if (leg.Equity == EquityType.Future)
* {
* contract.secType = "FUT";
* contract.exchange = leg.Exchange;
* contract.currency = "USD";
* contract.localSymbol = leg.LocalSymbol;
* }
* else if (leg.Equity == EquityType.FutOpt)
* {
* contract.secType = "FOP";
* contract.exchange = leg.Exchange;
* contract.currency = "USD";
* contract.localSymbol = leg.LocalSymbol;
* }
* else if (leg.Equity == EquityType.Index)
* {
* contract.secType = "IND";
* contract.exchange = leg.Exchange;
* contract.currency = "USD";
* contract.localSymbol = leg.LocalSymbol;
* }
* else
* {
* throw new Exception (string.Format ("One of the legs [{0}] has a bad EquityType.", leg.Ticker));
* }
*
* //axTws.reqMktDataEx (Utils.ibDATA | index, contract, "", 1, null);
* axTws.reqMktDataEx (Utils.ibBETAPRICE | index, contract, "", 0, null);
* //axTws.reqMktDataEx (Constants.ANALYZE_OPTIONS_MARKET_DATA | ((stock_no << 8) + option_no), contract, "100, 101, 104, 106", 0, null);
* }
* return tcs.Task;*/
return(null); /*remove later*/
}
public EWrapperImpl(LogCtl l)
{
log = l;
Signal = new EReaderMonitorSignal();
clientSocket = new EClientSocket(this, Signal);
}
public frmAddFuture(LogCtl log)
{
m_Log = log;
InitializeComponent();
}