Exemple #1
0
        public static void AddParameter(this BinaryWriter source, List <TagValue> options)
        {
            StringBuilder tagValuesStr   = new StringBuilder();
            int           tagValuesCount = options == null ? 0 : options.Count;

            for (int i = 0; i < tagValuesCount; i++)
            {
                TagValue tagValue = options[i];
                tagValuesStr.Append(tagValue.Tag).Append("=").Append(tagValue.Value).Append(";");
            }

            source.AddParameter(tagValuesStr.ToString());
        }
Exemple #2
0
        public static string TagValueListToString(List <TagValue> options)
        {
            StringBuilder tagValuesStr   = new StringBuilder();
            int           tagValuesCount = options == null ? 0 : options.Count;

            for (int i = 0; i < tagValuesCount; i++)
            {
                TagValue tagValue = options[i];
                tagValuesStr.Append(tagValue.Tag).Append("=").Append(tagValue.Value).Append(";");
            }

            return(tagValuesStr.ToString());
        }
Exemple #3
0
 public void readSmartComboRoutingParams()
 {
     if (msgVersion >= 26)
     {
         int smartComboRoutingParamsCount = eDecoder.ReadInt();
         if (smartComboRoutingParamsCount > 0)
         {
             order.SmartComboRoutingParams = new List <TagValue>(smartComboRoutingParamsCount);
             for (int i = 0; i < smartComboRoutingParamsCount; ++i)
             {
                 TagValue tagValue = new TagValue();
                 tagValue.Tag   = eDecoder.ReadString();
                 tagValue.Value = eDecoder.ReadString();
                 order.SmartComboRoutingParams.Add(tagValue);
             }
         }
     }
 }
Exemple #4
0
        public bool Equals(Object other)
        {
            if (this == other)
            {
                return(true);
            }

            if (other == null)
            {
                return(false);
            }

            TagValue l_theOther = (TagValue)other;

            if (Util.StringCompare(Tag, l_theOther.Tag) != 0 ||
                Util.StringCompare(Value, l_theOther.Value) != 0)
            {
                return(false);
            }

            return(true);
        }
Exemple #5
0
 public void readAlgoParams()
 {
     if (msgVersion >= 21)
     {
         order.AlgoStrategy = eDecoder.ReadString();
         if (!Util.StringIsEmpty(order.AlgoStrategy))
         {
             int algoParamsCount = eDecoder.ReadInt();
             if (algoParamsCount > 0)
             {
                 order.AlgoParams = new List <TagValue>(algoParamsCount);
                 for (int i = 0; i < algoParamsCount; ++i)
                 {
                     TagValue tagValue = new TagValue();
                     tagValue.Tag   = eDecoder.ReadString();
                     tagValue.Value = eDecoder.ReadString();
                     order.AlgoParams.Add(tagValue);
                 }
             }
         }
     }
 }
Exemple #6
0
        public override bool Equals(object other)
        {
            if (this == other)
            {
                return(true);
            }

            TagValue l_theOther = other as TagValue;

            if (l_theOther == null)
            {
                return(false);
            }

            if (Util.StringCompare(Tag, l_theOther.Tag) != 0 ||
                Util.StringCompare(Value, l_theOther.Value) != 0)
            {
                return(false);
            }

            return(true);
        }
Exemple #7
0
        private void OpenOrderEvent()
        {
            int msgVersion = ReadInt();
            // read order id
            Order order = new Order();

            order.OrderId = ReadInt();

            // read contract fields
            Contract contract = new Contract();

            if (msgVersion >= 17)
            {
                contract.ConId = ReadInt();
            }
            contract.Symbol  = ReadString();
            contract.SecType = ReadString();
            contract.Expiry  = ReadString();
            contract.Strike  = ReadDouble();
            contract.Right   = ReadString();
            if (msgVersion >= 32)
            {
                contract.Multiplier = ReadString();
            }
            contract.Exchange = ReadString();
            contract.Currency = ReadString();
            if (msgVersion >= 2)
            {
                contract.LocalSymbol = ReadString();
            }
            if (msgVersion >= 32)
            {
                contract.TradingClass = ReadString();
            }

            // read order fields
            order.Action        = ReadString();
            order.TotalQuantity = ReadInt();
            order.OrderType     = ReadString();
            if (msgVersion < 29)
            {
                order.LmtPrice = ReadDouble();
            }
            else
            {
                order.LmtPrice = ReadDoubleMax();
            }
            if (msgVersion < 30)
            {
                order.AuxPrice = ReadDouble();
            }
            else
            {
                order.AuxPrice = ReadDoubleMax();
            }
            order.Tif       = ReadString();
            order.OcaGroup  = ReadString();
            order.Account   = ReadString();
            order.OpenClose = ReadString();
            order.Origin    = ReadInt();
            order.OrderRef  = ReadString();

            if (msgVersion >= 3)
            {
                order.ClientId = ReadInt();
            }

            if (msgVersion >= 4)
            {
                order.PermId = ReadInt();
                if (msgVersion < 18)
                {
                    // will never happen
                    /* order.ignoreRth = */
                    ReadBoolFromInt();
                }
                else
                {
                    order.OutsideRth = ReadBoolFromInt();
                }
                order.Hidden           = ReadInt() == 1;
                order.DiscretionaryAmt = ReadDouble();
            }

            if (msgVersion >= 5)
            {
                order.GoodAfterTime = ReadString();
            }

            if (msgVersion >= 6)
            {
                // skip deprecated sharesAllocation field
                ReadString();
            }

            if (msgVersion >= 7)
            {
                order.FaGroup      = ReadString();
                order.FaMethod     = ReadString();
                order.FaPercentage = ReadString();
                order.FaProfile    = ReadString();
            }

            if (msgVersion >= 8)
            {
                order.GoodTillDate = ReadString();
            }

            if (msgVersion >= 9)
            {
                order.Rule80A            = ReadString();
                order.PercentOffset      = ReadDoubleMax();
                order.SettlingFirm       = ReadString();
                order.ShortSaleSlot      = ReadInt();
                order.DesignatedLocation = ReadString();
                if (parent.ServerVersion == 51)
                {
                    ReadInt(); // exemptCode
                }
                else if (msgVersion >= 23)
                {
                    order.ExemptCode = ReadInt();
                }
                order.AuctionStrategy = ReadInt();
                order.StartingPrice   = ReadDoubleMax();
                order.StockRefPrice   = ReadDoubleMax();
                order.Delta           = ReadDoubleMax();
                order.StockRangeLower = ReadDoubleMax();
                order.StockRangeUpper = ReadDoubleMax();
                order.DisplaySize     = ReadInt();
                if (msgVersion < 18)
                {
                    // will never happen
                    /* order.rthOnly = */
                    ReadBoolFromInt();
                }
                order.BlockOrder    = ReadBoolFromInt();
                order.SweepToFill   = ReadBoolFromInt();
                order.AllOrNone     = ReadBoolFromInt();
                order.MinQty        = ReadIntMax();
                order.OcaType       = ReadInt();
                order.ETradeOnly    = ReadBoolFromInt();
                order.FirmQuoteOnly = ReadBoolFromInt();
                order.NbboPriceCap  = ReadDoubleMax();
            }

            if (msgVersion >= 10)
            {
                order.ParentId      = ReadInt();
                order.TriggerMethod = ReadInt();
            }

            if (msgVersion >= 11)
            {
                order.Volatility     = ReadDoubleMax();
                order.VolatilityType = ReadInt();
                if (msgVersion == 11)
                {
                    int receivedInt = ReadInt();
                    order.DeltaNeutralOrderType = ((receivedInt == 0) ? "NONE" : "MKT");
                }
                else
                { // msgVersion 12 and up
                    order.DeltaNeutralOrderType = ReadString();
                    order.DeltaNeutralAuxPrice  = ReadDoubleMax();

                    if (msgVersion >= 27 && !Util.StringIsEmpty(order.DeltaNeutralOrderType))
                    {
                        order.DeltaNeutralConId           = ReadInt();
                        order.DeltaNeutralSettlingFirm    = ReadString();
                        order.DeltaNeutralClearingAccount = ReadString();
                        order.DeltaNeutralClearingIntent  = ReadString();
                    }

                    if (msgVersion >= 31 && !Util.StringIsEmpty(order.DeltaNeutralOrderType))
                    {
                        order.DeltaNeutralOpenClose          = ReadString();
                        order.DeltaNeutralShortSale          = ReadBoolFromInt();
                        order.DeltaNeutralShortSaleSlot      = ReadInt();
                        order.DeltaNeutralDesignatedLocation = ReadString();
                    }
                }
                order.ContinuousUpdate = ReadInt();
                if (parent.ServerVersion == 26)
                {
                    order.StockRangeLower = ReadDouble();
                    order.StockRangeUpper = ReadDouble();
                }
                order.ReferencePriceType = ReadInt();
            }

            if (msgVersion >= 13)
            {
                order.TrailStopPrice = ReadDoubleMax();
            }

            if (msgVersion >= 30)
            {
                order.TrailingPercent = ReadDoubleMax();
            }

            if (msgVersion >= 14)
            {
                order.BasisPoints             = ReadDoubleMax();
                order.BasisPointsType         = ReadIntMax();
                contract.ComboLegsDescription = ReadString();
            }

            if (msgVersion >= 29)
            {
                int comboLegsCount = ReadInt();
                if (comboLegsCount > 0)
                {
                    contract.ComboLegs = new List <ComboLeg>(comboLegsCount);
                    for (int i = 0; i < comboLegsCount; ++i)
                    {
                        int    conId              = ReadInt();
                        int    ratio              = ReadInt();
                        String action             = ReadString();
                        String exchange           = ReadString();
                        int    openClose          = ReadInt();
                        int    shortSaleSlot      = ReadInt();
                        String designatedLocation = ReadString();
                        int    exemptCode         = ReadInt();

                        ComboLeg comboLeg = new ComboLeg(conId, ratio, action, exchange, openClose,
                                                         shortSaleSlot, designatedLocation, exemptCode);
                        contract.ComboLegs.Add(comboLeg);
                    }
                }

                int orderComboLegsCount = ReadInt();
                if (orderComboLegsCount > 0)
                {
                    order.OrderComboLegs = new List <OrderComboLeg>(orderComboLegsCount);
                    for (int i = 0; i < orderComboLegsCount; ++i)
                    {
                        double price = ReadDoubleMax();

                        OrderComboLeg orderComboLeg = new OrderComboLeg(price);
                        order.OrderComboLegs.Add(orderComboLeg);
                    }
                }
            }

            if (msgVersion >= 26)
            {
                int smartComboRoutingParamsCount = ReadInt();
                if (smartComboRoutingParamsCount > 0)
                {
                    order.SmartComboRoutingParams = new List <TagValue>(smartComboRoutingParamsCount);
                    for (int i = 0; i < smartComboRoutingParamsCount; ++i)
                    {
                        TagValue tagValue = new TagValue();
                        tagValue.tag   = ReadString();
                        tagValue.value = ReadString();
                        order.SmartComboRoutingParams.Add(tagValue);
                    }
                }
            }

            if (msgVersion >= 15)
            {
                if (msgVersion >= 20)
                {
                    order.ScaleInitLevelSize = ReadIntMax();
                    order.ScaleSubsLevelSize = ReadIntMax();
                }
                else
                {
                    /* int notSuppScaleNumComponents = */
                    ReadIntMax();
                    order.ScaleInitLevelSize = ReadIntMax();
                }
                order.ScalePriceIncrement = ReadDoubleMax();
            }

            if (msgVersion >= 28 && order.ScalePriceIncrement > 0.0 && order.ScalePriceIncrement != Double.MaxValue)
            {
                order.ScalePriceAdjustValue    = ReadDoubleMax();
                order.ScalePriceAdjustInterval = ReadIntMax();
                order.ScaleProfitOffset        = ReadDoubleMax();
                order.ScaleAutoReset           = ReadBoolFromInt();
                order.ScaleInitPosition        = ReadIntMax();
                order.ScaleInitFillQty         = ReadIntMax();
                order.ScaleRandomPercent       = ReadBoolFromInt();
            }

            if (msgVersion >= 24)
            {
                order.HedgeType = ReadString();
                if (!Util.StringIsEmpty(order.HedgeType))
                {
                    order.HedgeParam = ReadString();
                }
            }

            if (msgVersion >= 25)
            {
                order.OptOutSmartRouting = ReadBoolFromInt();
            }

            if (msgVersion >= 19)
            {
                order.ClearingAccount = ReadString();
                order.ClearingIntent  = ReadString();
            }

            if (msgVersion >= 22)
            {
                order.NotHeld = ReadBoolFromInt();
            }

            if (msgVersion >= 20)
            {
                if (ReadBoolFromInt())
                {
                    UnderComp underComp = new UnderComp();
                    underComp.ConId    = ReadInt();
                    underComp.Delta    = ReadDouble();
                    underComp.Price    = ReadDouble();
                    contract.UnderComp = underComp;
                }
            }

            if (msgVersion >= 21)
            {
                order.AlgoStrategy = ReadString();
                if (!Util.StringIsEmpty(order.AlgoStrategy))
                {
                    int algoParamsCount = ReadInt();
                    if (algoParamsCount > 0)
                    {
                        order.AlgoParams = new List <TagValue>(algoParamsCount);
                        for (int i = 0; i < algoParamsCount; ++i)
                        {
                            TagValue tagValue = new TagValue();
                            tagValue.tag   = ReadString();
                            tagValue.value = ReadString();
                            order.AlgoParams.Add(tagValue);
                        }
                    }
                }
            }

            OrderState orderState = new OrderState();

            if (msgVersion >= 16)
            {
                order.WhatIf                  = ReadBoolFromInt();
                orderState.Status             = ReadString();
                orderState.InitMargin         = ReadString();
                orderState.MaintMargin        = ReadString();
                orderState.EquityWithLoan     = ReadString();
                orderState.Commission         = ReadDoubleMax();
                orderState.MinCommission      = ReadDoubleMax();
                orderState.MaxCommission      = ReadDoubleMax();
                orderState.CommissionCurrency = ReadString();
                orderState.WarningText        = ReadString();
            }

            parent.Wrapper.openOrder(order.OrderId, contract, order, orderState);
        }
Exemple #8
0
        private void ContractDataEvent()
        {
            int msgVersion = ReadInt();
            int requestId  = -1;

            if (msgVersion >= 3)
            {
                requestId = ReadInt();
            }
            ContractDetails contract = new ContractDetails();

            contract.Summary.Symbol       = ReadString();
            contract.Summary.SecType      = ReadString();
            contract.Summary.Expiry       = ReadString();
            contract.Summary.Strike       = ReadDouble();
            contract.Summary.Right        = ReadString();
            contract.Summary.Exchange     = ReadString();
            contract.Summary.Currency     = ReadString();
            contract.Summary.LocalSymbol  = ReadString();
            contract.MarketName           = ReadString();
            contract.Summary.TradingClass = ReadString();
            contract.Summary.ConId        = ReadInt();
            contract.MinTick            = ReadDouble();
            contract.Summary.Multiplier = ReadString();
            contract.OrderTypes         = ReadString();
            contract.ValidExchanges     = ReadString();
            if (msgVersion >= 2)
            {
                contract.PriceMagnifier = ReadInt();
            }
            if (msgVersion >= 4)
            {
                contract.UnderConId = ReadInt();
            }
            if (msgVersion >= 5)
            {
                contract.LongName            = ReadString();
                contract.Summary.PrimaryExch = ReadString();
            }
            if (msgVersion >= 6)
            {
                contract.ContractMonth = ReadString();
                contract.Industry      = ReadString();
                contract.Category      = ReadString();
                contract.Subcategory   = ReadString();
                contract.TimeZoneId    = ReadString();
                contract.TradingHours  = ReadString();
                contract.LiquidHours   = ReadString();
            }
            if (msgVersion >= 8)
            {
                contract.EvRule       = ReadString();
                contract.EvMultiplier = ReadDouble();
            }
            if (msgVersion >= 7)
            {
                int secIdListCount = ReadInt();
                if (secIdListCount > 0)
                {
                    contract.SecIdList = new List <TagValue>(secIdListCount);
                    for (int i = 0; i < secIdListCount; ++i)
                    {
                        TagValue tagValue = new TagValue();
                        tagValue.tag   = ReadString();
                        tagValue.value = ReadString();
                        contract.SecIdList.Add(tagValue);
                    }
                }
            }

            parent.Wrapper.contractDetails(requestId, contract);
        }
Exemple #9
0
        private void OpenOrderEvent()
        {
            int msgVersion = ReadInt();
            // read order id
            Order order = new Order();
            order.OrderId = ReadInt();

            // read contract fields
            Contract contract = new Contract();
            if (msgVersion >= 17)
            {
                contract.ConId = ReadInt();
            }
            contract.Symbol = ReadString();
            contract.SecType = ReadString();
            contract.Expiry = ReadString();
            contract.Strike = ReadDouble();
            contract.Right = ReadString();
            if (msgVersion >= 32)
            {
                contract.Multiplier = ReadString();
            }
            contract.Exchange = ReadString();
            contract.Currency = ReadString();
            if (msgVersion >= 2)
            {
                contract.LocalSymbol = ReadString();
            }
            if (msgVersion >= 32)
            {
                contract.TradingClass = ReadString();
            }

            // read order fields
            order.Action = ReadString();
            order.TotalQuantity = ReadInt();
            order.OrderType = ReadString();
            if (msgVersion < 29)
            {
                order.LmtPrice = ReadDouble();
            }
            else
            {
                order.LmtPrice = ReadDoubleMax();
            }
            if (msgVersion < 30)
            {
                order.AuxPrice = ReadDouble();
            }
            else
            {
                order.AuxPrice = ReadDoubleMax();
            }
            order.Tif = ReadString();
            order.OcaGroup = ReadString();
            order.Account = ReadString();
            order.OpenClose = ReadString();
            order.Origin = ReadInt();
            order.OrderRef = ReadString();

            if (msgVersion >= 3)
            {
                order.ClientId = ReadInt();
            }

            if (msgVersion >= 4)
            {
                order.PermId = ReadInt();
                if (msgVersion < 18)
                {
                    // will never happen
                    /* order.ignoreRth = */
                    ReadBoolFromInt();
                }
                else
                {
                    order.OutsideRth = ReadBoolFromInt();
                }
                order.Hidden = ReadInt() == 1;
                order.DiscretionaryAmt = ReadDouble();
            }

            if (msgVersion >= 5)
            {
                order.GoodAfterTime = ReadString();
            }

            if (msgVersion >= 6)
            {
                // skip deprecated sharesAllocation field
                ReadString();
            }

            if (msgVersion >= 7)
            {
                order.FaGroup = ReadString();
                order.FaMethod = ReadString();
                order.FaPercentage = ReadString();
                order.FaProfile = ReadString();
            }

            if (msgVersion >= 8)
            {
                order.GoodTillDate = ReadString();
            }

            if (msgVersion >= 9)
            {
                order.Rule80A = ReadString();
                order.PercentOffset = ReadDoubleMax();
                order.SettlingFirm = ReadString();
                order.ShortSaleSlot = ReadInt();
                order.DesignatedLocation = ReadString();
                if (parent.ServerVersion == 51)
                {
                    ReadInt(); // exemptCode
                }
                else if (msgVersion >= 23)
                {
                    order.ExemptCode = ReadInt();
                }
                order.AuctionStrategy = ReadInt();
                order.StartingPrice = ReadDoubleMax();
                order.StockRefPrice = ReadDoubleMax();
                order.Delta = ReadDoubleMax();
                order.StockRangeLower = ReadDoubleMax();
                order.StockRangeUpper = ReadDoubleMax();
                order.DisplaySize = ReadInt();
                if (msgVersion < 18)
                {
                    // will never happen
                    /* order.rthOnly = */
                    ReadBoolFromInt();
                }
                order.BlockOrder = ReadBoolFromInt();
                order.SweepToFill = ReadBoolFromInt();
                order.AllOrNone = ReadBoolFromInt();
                order.MinQty = ReadIntMax();
                order.OcaType = ReadInt();
                order.ETradeOnly = ReadBoolFromInt();
                order.FirmQuoteOnly = ReadBoolFromInt();
                order.NbboPriceCap = ReadDoubleMax();
            }

            if (msgVersion >= 10)
            {
                order.ParentId = ReadInt();
                order.TriggerMethod = ReadInt();
            }

            if (msgVersion >= 11)
            {
                order.Volatility = ReadDoubleMax();
                order.VolatilityType = ReadInt();
                if (msgVersion == 11)
                {
                    int receivedInt = ReadInt();
                    order.DeltaNeutralOrderType = ((receivedInt == 0) ? "NONE" : "MKT");
                }
                else
                { // msgVersion 12 and up
                    order.DeltaNeutralOrderType = ReadString();
                    order.DeltaNeutralAuxPrice = ReadDoubleMax();

                    if (msgVersion >= 27 && !Util.StringIsEmpty(order.DeltaNeutralOrderType))
                    {
                        order.DeltaNeutralConId = ReadInt();
                        order.DeltaNeutralSettlingFirm = ReadString();
                        order.DeltaNeutralClearingAccount = ReadString();
                        order.DeltaNeutralClearingIntent = ReadString();
                    }

                    if (msgVersion >= 31 && !Util.StringIsEmpty(order.DeltaNeutralOrderType))
                    {
                        order.DeltaNeutralOpenClose = ReadString();
                        order.DeltaNeutralShortSale = ReadBoolFromInt();
                        order.DeltaNeutralShortSaleSlot = ReadInt();
                        order.DeltaNeutralDesignatedLocation = ReadString();
                    }
                }
                order.ContinuousUpdate = ReadInt();
                if (parent.ServerVersion == 26)
                {
                    order.StockRangeLower = ReadDouble();
                    order.StockRangeUpper = ReadDouble();
                }
                order.ReferencePriceType = ReadInt();
            }

            if (msgVersion >= 13)
            {
                order.TrailStopPrice = ReadDoubleMax();
            }

            if (msgVersion >= 30)
            {
                order.TrailingPercent = ReadDoubleMax();
            }

            if (msgVersion >= 14)
            {
                order.BasisPoints = ReadDoubleMax();
                order.BasisPointsType = ReadIntMax();
                contract.ComboLegsDescription = ReadString();
            }

            if (msgVersion >= 29)
            {
                int comboLegsCount = ReadInt();
                if (comboLegsCount > 0)
                {
                    contract.ComboLegs = new List<ComboLeg>(comboLegsCount);
                    for (int i = 0; i < comboLegsCount; ++i)
                    {
                        int conId = ReadInt();
                        int ratio = ReadInt();
                        String action = ReadString();
                        String exchange = ReadString();
                        int openClose = ReadInt();
                        int shortSaleSlot = ReadInt();
                        String designatedLocation = ReadString();
                        int exemptCode = ReadInt();

                        ComboLeg comboLeg = new ComboLeg(conId, ratio, action, exchange, openClose,
                                shortSaleSlot, designatedLocation, exemptCode);
                        contract.ComboLegs.Add(comboLeg);
                    }
                }

                int orderComboLegsCount = ReadInt();
                if (orderComboLegsCount > 0)
                {
                    order.OrderComboLegs = new List<OrderComboLeg>(orderComboLegsCount);
                    for (int i = 0; i < orderComboLegsCount; ++i)
                    {
                        double price = ReadDoubleMax();

                        OrderComboLeg orderComboLeg = new OrderComboLeg(price);
                        order.OrderComboLegs.Add(orderComboLeg);
                    }
                }
            }

            if (msgVersion >= 26)
            {
                int smartComboRoutingParamsCount = ReadInt();
                if (smartComboRoutingParamsCount > 0)
                {
                    order.SmartComboRoutingParams = new List<TagValue>(smartComboRoutingParamsCount);
                    for (int i = 0; i < smartComboRoutingParamsCount; ++i)
                    {
                        TagValue tagValue = new TagValue();
                        tagValue.tag = ReadString();
                        tagValue.value = ReadString();
                        order.SmartComboRoutingParams.Add(tagValue);
                    }
                }
            }

            if (msgVersion >= 15)
            {
                if (msgVersion >= 20)
                {
                    order.ScaleInitLevelSize = ReadIntMax();
                    order.ScaleSubsLevelSize = ReadIntMax();
                }
                else
                {
                    /* int notSuppScaleNumComponents = */
                    ReadIntMax();
                    order.ScaleInitLevelSize = ReadIntMax();
                }
                order.ScalePriceIncrement = ReadDoubleMax();
            }

            if (msgVersion >= 28 && order.ScalePriceIncrement > 0.0 && order.ScalePriceIncrement != Double.MaxValue)
            {
                order.ScalePriceAdjustValue = ReadDoubleMax();
                order.ScalePriceAdjustInterval = ReadIntMax();
                order.ScaleProfitOffset = ReadDoubleMax();
                order.ScaleAutoReset = ReadBoolFromInt();
                order.ScaleInitPosition = ReadIntMax();
                order.ScaleInitFillQty = ReadIntMax();
                order.ScaleRandomPercent = ReadBoolFromInt();
            }

            if (msgVersion >= 24)
            {
                order.HedgeType = ReadString();
                if (!Util.StringIsEmpty(order.HedgeType))
                {
                    order.HedgeParam = ReadString();
                }
            }

            if (msgVersion >= 25)
            {
                order.OptOutSmartRouting = ReadBoolFromInt();
            }

            if (msgVersion >= 19)
            {
                order.ClearingAccount = ReadString();
                order.ClearingIntent = ReadString();
            }

            if (msgVersion >= 22)
            {
                order.NotHeld = ReadBoolFromInt();
            }

            if (msgVersion >= 20)
            {
                if (ReadBoolFromInt())
                {
                    UnderComp underComp = new UnderComp();
                    underComp.ConId = ReadInt();
                    underComp.Delta = ReadDouble();
                    underComp.Price = ReadDouble();
                    contract.UnderComp = underComp;
                }
            }

            if (msgVersion >= 21)
            {
                order.AlgoStrategy = ReadString();
                if (!Util.StringIsEmpty(order.AlgoStrategy))
                {
                    int algoParamsCount = ReadInt();
                    if (algoParamsCount > 0)
                    {
                        order.AlgoParams = new List<TagValue>(algoParamsCount);
                        for (int i = 0; i < algoParamsCount; ++i)
                        {
                            TagValue tagValue = new TagValue();
                            tagValue.tag = ReadString();
                            tagValue.value = ReadString();
                            order.AlgoParams.Add(tagValue);
                        }
                    }
                }
            }

            OrderState orderState = new OrderState();
            if (msgVersion >= 16)
            {
                order.WhatIf = ReadBoolFromInt();
                orderState.Status = ReadString();
                orderState.InitMargin = ReadString();
                orderState.MaintMargin = ReadString();
                orderState.EquityWithLoan = ReadString();
                orderState.Commission = ReadDoubleMax();
                orderState.MinCommission = ReadDoubleMax();
                orderState.MaxCommission = ReadDoubleMax();
                orderState.CommissionCurrency = ReadString();
                orderState.WarningText = ReadString();
            }

            parent.Wrapper.openOrder(order.OrderId, contract, order, orderState);
        }
Exemple #10
0
        private void ContractDataEvent()
        {
            int msgVersion = ReadInt();
            int requestId = -1;
            if (msgVersion >= 3)
                requestId = ReadInt();
            ContractDetails contract = new ContractDetails();
            contract.Summary.Symbol = ReadString();
            contract.Summary.SecType = ReadString();
            contract.Summary.Expiry = ReadString();
            contract.Summary.Strike = ReadDouble();
            contract.Summary.Right = ReadString();
            contract.Summary.Exchange = ReadString();
            contract.Summary.Currency = ReadString();
            contract.Summary.LocalSymbol = ReadString();
            contract.MarketName = ReadString();
            contract.Summary.TradingClass = ReadString();
            contract.Summary.ConId = ReadInt();
            contract.MinTick = ReadDouble();
            contract.Summary.Multiplier = ReadString();
            contract.OrderTypes = ReadString();
            contract.ValidExchanges = ReadString();
            if (msgVersion >= 2)
            {
                contract.PriceMagnifier = ReadInt();
            }
            if (msgVersion >= 4)
            {
                contract.UnderConId = ReadInt();
            }
            if (msgVersion >= 5)
            {
                contract.LongName = ReadString();
                contract.Summary.PrimaryExch = ReadString();
            }
            if (msgVersion >= 6)
            {
                contract.ContractMonth = ReadString();
                contract.Industry = ReadString();
                contract.Category = ReadString();
                contract.Subcategory = ReadString();
                contract.TimeZoneId = ReadString();
                contract.TradingHours = ReadString();
                contract.LiquidHours = ReadString();
            }
            if (msgVersion >= 8)
            {
                contract.EvRule = ReadString();
                contract.EvMultiplier = ReadDouble();
            }
            if (msgVersion >= 7)
            {
                int secIdListCount = ReadInt();
                if (secIdListCount > 0)
                {
                    contract.SecIdList = new List<TagValue>(secIdListCount);
                    for (int i = 0; i < secIdListCount; ++i)
                    {
                        TagValue tagValue = new TagValue();
                        tagValue.tag = ReadString();
                        tagValue.value = ReadString();
                        contract.SecIdList.Add(tagValue);
                    }
                }
            }

            parent.Wrapper.contractDetails(requestId, contract);
        }
Exemple #11
0
        private void BondContractDetailsEvent()
        {
            int msgVersion = ReadInt();
            int requestId = -1;
            if (msgVersion >= 3)
            {
                requestId = ReadInt();
            }

            ContractDetails contract = new ContractDetails();

            contract.Summary.Symbol = ReadString();
            contract.Summary.SecType = ReadString();
            contract.Cusip = ReadString();
            contract.Coupon = ReadDouble();
            contract.Maturity = ReadString();
            contract.IssueDate = ReadString();
            contract.Ratings = ReadString();
            contract.BondType = ReadString();
            contract.CouponType = ReadString();
            contract.Convertible = ReadBoolFromInt();
            contract.Callable = ReadBoolFromInt();
            contract.Putable = ReadBoolFromInt();
            contract.DescAppend = ReadString();
            contract.Summary.Exchange = ReadString();
            contract.Summary.Currency = ReadString();
            contract.MarketName = ReadString();
            contract.Summary.TradingClass = ReadString();
            contract.Summary.ConId = ReadInt();
            contract.MinTick = ReadDouble();
            contract.OrderTypes = ReadString();
            contract.ValidExchanges = ReadString();
            if (msgVersion >= 2)
            {
                contract.NextOptionDate = ReadString();
                contract.NextOptionType = ReadString();
                contract.NextOptionPartial = ReadBoolFromInt();
                contract.Notes = ReadString();
            }
            if (msgVersion >= 4)
            {
                contract.LongName = ReadString();
            }
            if (msgVersion >= 6)
            {
                contract.EvRule = ReadString();
                contract.EvMultiplier = ReadDouble();
            }
            if (msgVersion >= 5)
            {
                int secIdListCount = ReadInt();
                if (secIdListCount > 0)
                {
                    contract.SecIdList = new List<TagValue>();
                    for (int i = 0; i < secIdListCount; ++i)
                    {
                        TagValue tagValue = new TagValue();
                        tagValue.Tag = ReadString();
                        tagValue.Value = ReadString();
                        contract.SecIdList.Add(tagValue);
                    }
                }
            }
            eWrapper.bondContractDetails(requestId, contract);
        }