private void RowSelector_4(SourceGrid.CellContext context)
{
SourceGrid.Range r1_1 = new SourceGrid.Range(new SourceGrid.Position(context.Position.Row, 4), new SourceGrid.Position(context.Position.Row, context.Grid.Columns.Count));
SourceGrid.Range r2_2 = new SourceGrid.Range(new SourceGrid.Position(0, 0), new SourceGrid.Position(context.Grid.Rows.Count, context.Grid.Columns.Count));
context.Grid.Selection.SelectRange(r2_2, false);
context.Grid.Selection.SelectRange(r1_1, true);
}
private void dataGridAccount_MouseDown(object sender, MouseEventArgs args)
{
if (args.Button == MouseButtons.Right)
{
var tmpActiveRow = this.dataGridAccount.PositionAtPoint(args.Location).Row;
if (!this.dataGridAccount.Selection.IsSelectedRow(tmpActiveRow))
{
var tmpSelectRange = new SourceGrid.Range(tmpActiveRow, 0, tmpActiveRow, this.dataGridAccount.Columns.Count);
this.dataGridAccount.Selection.FocusRow(tmpSelectRange.Start.Row);
this.dataGridAccount.Selection.SelectRange(tmpSelectRange, true);
this.dataGridAccount.Selection.Invalidate();
}
}
}
private void CellSelector(SourceGrid.CellContext context)
{
SourceGrid.Range r3 = new SourceGrid.Range(new SourceGrid.Position(0, 0), new SourceGrid.Position(context.Grid.Rows.Count, context.Grid.Columns.Count));
context.Grid.Selection.SelectRange(r3, false);
context.Grid.Selection.SelectCell(context.Position, true);
}
/// <summary>
/// 選取/取消選取指定的列
/// </summary>
/// <param name="row">列索引。</param>
/// <param name="select">是否選取。</param>
private void GridSelectRow(int row, bool select)
{
row = GetBrailleRowIndex(row);
SourceGrid.Range range = new SourceGrid.Range(row, brGrid.FixedColumns, row + 2, brGrid.ColumnsCount);
brGrid.Selection.SelectRange(range, select);
}
/// Callback passed to TWSLink
public static void EventCallback(int long1,
int long2,
int long3,
int long4,
double dvalue1,
double dvalue2,
double dvalue3,
double dvalue4,
string s1,
string s2,
string s3,
string s4,
double dvalue5,
double dvalue6,
int long5,
int long6)
{
#region Market Data Update long1=1
// market data received
if (long1 == 1)
{
bool updateRow = false;
int row = __app.UID2Row(long2);
// long2 is Contract UID
__app.ShowMarketData(long2, long3, dvalue1, long5, row);
// bid size update
if (long3 == 0)
{
__app.ShowSize(long2, long3, long5, row);
// dvalue1 = bid size
}
// bid update
else if (long3 == 1)
{
// dvalue1 = bid
// dvalue2 = size
// dvalue3 = can autoexecute flag
// dvalue4 = new runtime average
// new runtime low update
// new tickcount update
if (__app.cbStatisticTicks.Checked == true)
{
__app.UpdateTickCount(long2, row);
__app.UpdateRTLow(long2, row);
__app.UpdateRTAvg(long2, dvalue4, row);
__app.UpdateBidDepStatistic(long2, row);
updateRow = true;
}
}
// ask update
else if (long3 == 2)
{
// dvalue1 = ask
// dvalue2 = size
// dvalue3 = can autoexecute flag
// dvalue4 = new runtime average
// new runtime high update
// new tickcount update
if (__app.cbStatisticTicks.Checked == true)
{
__app.UpdateTickCount(long2, row);
__app.UpdateRTHigh(long2, row);
__app.UpdateRTAvg(long2, dvalue4, row);
__app.UpdateAskDepStatistic(long2, row);
updateRow = true;
}
}
// ask size update
else if (long3 == 3)
{
__app.ShowSize(long2, long3, long5, row);
}
// last update
else if (long3 == 4)
{
//__app.UpdateTickCount(long2);
// dvalue1 = last
// dvalue2 = size
// dvalue3 = can autoexecute flag
// new tickcount update
}
// last size update
else if (long3 == 5)
{
__app.ShowSize(long2, long3, long5, row);
}
// high update
else if (long3 == 6)
{
// dvalue1 = high
//System.Console.WriteLine("HIGH="+dvalue1.ToString());
}
// low update
else if (long3 == 7)
{
// dvalue1 = low
//System.Console.WriteLine("LOW=" + dvalue1.ToString());
}
// bid option computation
else if (long3 == 10)
{
// dvalue1 = implied volatility
// dvalue2 = delta
}
// ask option computation
else if (long3 == 11)
{
// dvalue1 = implied volatility
// dvalue2 = delta
}
// last option computation
else if (long3 == 12)
{
// dvalue1 = implied volatility
// dvalue2 = delta
}
// model option
else if (long3 == 12)
{
// dvalue1 = implied volatility
// dvalue2 = delta
// dvalue3 = model price
// dvalue4 = pv dividend
}
// option call open interest
else if (long3 == 27)
{
// dvalue1 = option call open interest
}
// option put open interest
else if (long3 == 28)
{
// dvalue1 = option put open interest
}
// option call volume
else if (long3 == 29)
{
// dvalue1 = option call volume
}
// option put volume
else if (long3 == 30)
{
// dvalue1 = option put volume
}
// index future premium
else if (long3 == 31)
{
// dvalue1 = index future premium
}
// mdata range
if (updateRow == true)
{
SourceGrid.Range range_update = new SourceGrid.Range(row, (int)ColIdx.enBid, row, (int)ColIdx.enN3_AVG);
__app._MDData.InvalidateRange(range_update);
}
}
#endregion
#region General Event long1=2
// event of general interest
else if (long1 == 2)
{
// account update sequence has finshed
if (long2 == 11)
{
__app.UpdateAllPositions();
}
// connected
else if (long2 == 1)
{
__app.SetConnected(true, s1);
}
// passive/active disconnection
else if (long2 == 2 || long2 == 3)
{
__app.SetConnected(false, "");
}
// contract status available
else if (long2 == 13)
{
// long3 = contract uid
// long4 = conid OR ZERO, in case of error (contract definition is wrong -> not accepted)
__app.ContractStatus(long3, long4, dvalue4);
}
// tick statistic update (ticks per minute for every contract: counted are bid,last,ask)
else if (long2 == 14)
{
__app.UpdateTickStat();
}
}
#endregion
#region Single Position Update long1=4
else if (long1 == 4)
{
// long2 = contract uid
// long3 = new size
__app.UpdatePositions(__app.UID2Row(long2), long3);
}
#endregion
#region Order Status long1=8
else if (long1 == 8)
{
// long2 = order uid
// long3 = contract uid
// long4 = new order status
// dvalue1 = new size as double
// dvalue2 = last fill price
// dvalue3 = avg. fill price
// dvalue4 = filled size (last fill) as double
// s1 = action (BUY,SELL)
// s2 = order snapshot
//Call ThisWorkbook.Sheets("Orders").UpdateOrderStatus(long2, long4, val2, val3, CInt(val4), s1, long3, s2)
}
#endregion
#region TWS message long1=16
else if (long1 == 16)
{
__app.AddTLMessage("note", (s1 != null ? s1 : "unkown message"));
}
#endregion
#region Realized P&L long1=64
else if (long1 == 64)
{
if (long2 == 15)
{
// this would be recent realizedly (-> trade)
//__app.UpdateRealizedPL(long5, dvalue1, dvalue2);
// this is runtime accumulated realized p&l
__app.UpdateRealizedPL(long5, dvalue5, dvalue6);
}
}
#endregion
#region Unrealized P&L long1=128
else if (long1 == 128)
{
__app.UpdateUnrealizedPL(long2, dvalue1, long3);
}
#endregion
// dump the tick
/*
* string update = "-- callback: evid=";
*
* update += long1.ToString();
* update += " obid=";
* update += long2.ToString();
* update += " primc=";
* update += long3.ToString();
* update += " secc=";
* update += long4.ToString();
* update += " d1=";
* update += dvalue1.ToString();
* update += " d2=";
* update += dvalue2.ToString();
* update += " d3=";
* update += dvalue3.ToString();
* update += " d4=";
* update += dvalue4.ToString();
* update += " s1=";
* update += s1;
* update += " s2=";
* update += s2;
* System.Console.WriteLine(update);
*/
return;
}
