public async Task MarketDataController_Should_ReturnMarketDataType()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
MarketDataTypeEventArgs marketDataTypeEventArgs = null;
TickPriceEventArgs tickPriceEventArgs = null;
twsObjectFactory.TwsCallbackHandler.MarketDataTypeEvent +=
(sender, args) => { marketDataTypeEventArgs = args; };
twsObjectFactory.TwsCallbackHandler.TickPriceEvent +=
(sender, args) => { tickPriceEventArgs = args; };
// Only real-time data provided for this contract
var contract = new Contract()
{
Symbol = TwsCurrency.Eur,
Exchange = TwsExchange.Idealpro,
SecType = TwsContractSecType.Cash,
Currency = TwsCurrency.Usd
};
var marketDataResult = await twsObjectFactory.TwsControllerBase.RequestMarketDataAsync(contract, "233", false, false, null);
marketDataResult.Should().NotBeNull();
tickPriceEventArgs.Should().NotBeNull();
tickPriceEventArgs.TickerId.Should().IsSameOrEqualTo(marketDataResult.TickerId);
marketDataTypeEventArgs.Should().NotBeNull();
marketDataTypeEventArgs.MarketDataType.Should().Be(1);
}
public async Task MarketDataTypeController_Should_ReturnMarketDataType()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
MarketDataTypeEventArgs marketDataTypeEventArgs = null;
TickPriceEventArgs tickPriceEventArgs = null;
twsObjectFactory.TwsCallbackHandler.MarketDataTypeEvent +=
(sender, args) => { marketDataTypeEventArgs = args; };
twsObjectFactory.TwsCallbackHandler.TickPriceEvent +=
(sender, args) => { tickPriceEventArgs = args; };
// This contract provide delayed data when requested
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
// Request delayed data feed
twsObjectFactory.TwsControllerBase.RequestMarketDataType(3);
var marketDataResult = await twsObjectFactory.TwsControllerBase.RequestMarketDataAsync(contract, "233", false, false, null);
marketDataResult.Should().NotBeNull();
tickPriceEventArgs.Should().NotBeNull();
tickPriceEventArgs.TickerId.Should().IsSameOrEqualTo(marketDataResult.TickerId);
marketDataTypeEventArgs.Should().NotBeNull();
marketDataTypeEventArgs.MarketDataType.Should().Be(3);
}
public async Task MarketOptionDataController_Should_ReturnMarketDataType()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", 7497, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
MarketDataTypeEventArgs marketDataTypeEventArgs = null;
TickPriceEventArgs tickPriceEventArgs = null;
TickOptionComputationEventArgs tickOptionComputationEventArgs = null;
twsObjectFactory.TwsCallbackHandler.MarketDataTypeEvent +=
(sender, args) => { marketDataTypeEventArgs = args; };
twsObjectFactory.TwsCallbackHandler.TickPriceEvent +=
(sender, args) => { tickPriceEventArgs = args; };
twsObjectFactory.TwsCallbackHandler.TickOptionComputationEvent +=
(sender, args) => { tickOptionComputationEventArgs = args; };
Contract contract = new Contract
{
SecType = TwsContractSecType.Option,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
Multiplier = "100",
Currency = "USD",
Right = "C",
Strike = 200,
LastTradeDateOrContractMonth = "20201113"
};
twsObjectFactory.TwsControllerBase.RequestMarketDataType(1);
var marketDataResult = await twsObjectFactory.TwsControllerBase.RequestMarketDataAsync(contract, null, false, false, null);
marketDataResult.Should().NotBeNull();
tickPriceEventArgs.Should().NotBeNull();
tickPriceEventArgs.TickerId.Should().IsSameOrEqualTo(marketDataResult.TickerId);
tickOptionComputationEventArgs.Should().NotBeNull();
tickOptionComputationEventArgs.TickerId.Should().IsSameOrEqualTo(marketDataResult.TickerId);
}
/// <inheritdoc/>
public void marketDataType(int reqId, int marketDataType)
{
var eventArgs = new MarketDataTypeEventArgs(reqId, marketDataType);
this.MarketDataTypeEvent?.Invoke(this, eventArgs);
}
