private void ClientMarketData(object sender, TWSMarketDataEventArgs e)
{
if (InvokeRequired)
{
TWSMarketDataSnapshot s = e.Snapshot.Clone() as TWSMarketDataSnapshot;
BeginInvoke(_updateGridRowDelegate, s, e.TickType);
}
else
{
_updateGridRowDelegate(e.Snapshot, e.TickType);
}
}
private void UpdateGridRow(TWSMarketDataSnapshot s, IBTickType t)
{
var record = _symbolDataMap[s.Contract];
record.Snapshot = s;
// Make sure we don't crash and burn on the first invocation
if (record.PreviousSnapshot == null)
{
record.PreviousSnapshot = record.Snapshot;
}
var g = record.Grid;
var r = record.Row;
var p = record.PreviousSnapshot;
try {
UnHighlightCells(record);
if (s.LastTimeStamp != p.LastTimeStamp)
{
SetValue(record, IBGridColumn.UpdateTime, s.LastTimeStamp);
}
if (s.Last != p.Last)
{
SetValue(record, IBGridColumn.LastPrice, s.Last);
}
if (s.LastSize != p.LastSize)
{
SetValue(record, IBGridColumn.LastSize, s.LastSize);
}
if (s.Volume != p.Volume)
{
SetValue(record, IBGridColumn.Volume, s.Volume);
}
if (s.VolumeEvents != p.VolumeEvents)
{
SetValue(record, IBGridColumn.VolumeEvents, s.VolumeEvents);
}
if (s.VolumeMisses != p.VolumeMisses)
{
SetValue(record, IBGridColumn.VolumeMisses, s.VolumeMisses);
}
if (s.TradeDups != p.TradeDups)
{
SetValue(record, IBGridColumn.TradeDups, s.TradeDups);
}
if (s.BidDups != p.BidDups)
{
SetValue(record, IBGridColumn.BidDups, s.BidDups);
}
if (s.AskDups != p.AskDups)
{
SetValue(record, IBGridColumn.AskDups, s.AskDups);
}
if (s.Bid != p.Bid)
{
SetValue(record, IBGridColumn.BidPrice, s.Bid);
}
if (s.Ask != p.Ask)
{
SetValue(record, IBGridColumn.AskPrice, s.Ask);
}
if (s.BidSize != p.BidSize)
{
SetValue(record, IBGridColumn.BidSize, s.BidSize);
}
if (s.AskSize != p.AskSize)
{
SetValue(record, IBGridColumn.AskSize, s.AskSize);
}
if (s.Close != p.Close)
{
SetValue(record, IBGridColumn.Close, s.Close);
}
if (s.High != p.High)
{
SetValue(record, IBGridColumn.High, s.High);
}
if (s.Low != p.Low)
{
SetValue(record, IBGridColumn.Low, s.Low);
}
if (s.SyntheticVolume != p.SyntheticVolume)
{
SetValue(record, IBGridColumn.SyntheticVolume, s.SyntheticVolume);
}
if (s.TradeEvents != p.TradeEvents)
{
SetValue(record, IBGridColumn.TradeEvents, s.TradeEvents);
}
if (s.BidEvents != p.BidEvents)
{
SetValue(record, IBGridColumn.BidEvents, s.BidEvents);
}
if (s.AskEvents != p.AskEvents)
{
SetValue(record, IBGridColumn.AskEvents, s.AskEvents);
}
if (s.Contract.SecurityType != IBSecurityType.Option &&
s.Contract.SecurityType != IBSecurityType.FutureOption)
{
return;
}
if (s.AskImpliedVol != p.AskImpliedVol)
{
SetValue(record, IBGridColumn.AskImpVol, s.AskImpliedVol);
}
if (s.BidImpliedVol != p.BidImpliedVol)
{
SetValue(record, IBGridColumn.BidImpVol, s.BidImpliedVol);
}
if (s.AskDelta != p.AskDelta)
{
SetValue(record, IBGridColumn.AskDelta, s.AskDelta);
}
if (s.BidDelta != p.BidDelta)
{
SetValue(record, IBGridColumn.BidDelta, s.BidDelta);
}
if (s.Delta != p.Delta)
{
SetValue(record, IBGridColumn.Delta, s.Delta);
}
if (s.ImpliedVol != p.ImpliedVol)
{
SetValue(record, IBGridColumn.Volatility, s.ImpliedVol);
}
if (s.ModelPrice != p.ModelPrice)
{
SetValue(record, IBGridColumn.Price, s.ModelPrice);
}
if (s.PVDividend != p.PVDividend)
{
SetValue(record, IBGridColumn.PVDividend, s.PVDividend);
}
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
finally
{
record.PreviousSnapshot = record.Snapshot;
record.Snapshot = null;
}
}
