public TwsRtdServerWrapper(TwsRtdServer server, TwsRtdServerConnection connection)
{
m_server = server;
m_connection = connection;
}
private IDictionary <string, int> m_mktDataRequestsStrToIdMapping = new Dictionary <string, int>(); // map: mktDataRequestStr(e.g. "IBM_STK_...") => twsReqId
// constructor
public TwsRtdServerConnection(TwsRtdServer twsRtdServer, string connectionStr)
{
try
{
SetError(TwsRtdServerErrors.NO_ERROR);
m_twsReqIdNext = 0;
// parse connection string to host/port
ExtractConnectionParams(connectionStr);
// check for error
if (GetErrorCode() != TwsRtdServerErrors.NO_ERROR)
{
return;
}
m_twsRtdServerWrapper = new TwsRtdServerWrapper(twsRtdServer, this);
this.m_eClientSocket = new EClientSocket(m_twsRtdServerWrapper, m_eReaderSignal);
// allow PACEAPI feature
this.m_eClientSocket.SetConnectOptions("+PACEAPI");
// connect to TWS
this.m_eClientSocket.eConnect(m_host, m_port, m_clientId, false);
if (m_eClientSocket.ServerVersion == 0)
{
SetError(TwsRtdServerErrors.CANNOT_CONNECT_TO_TWS); // TwsRtdServer: error connecting to TWS
return;
}
var reader = new EReader(m_eClientSocket, m_eReaderSignal);
reader.Start();
new Thread(() =>
{
while (m_eClientSocket.IsConnected())
{
m_eReaderSignal.waitForSignal();
reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
// wait 5 seconds till fully connected
int i = 0;
while (m_twsRtdServerWrapper.NextOrderId <= 0 && i < 50)
{
Thread.Sleep(100);
i++;
}
if (i >= 50)
{
SetError(TwsRtdServerErrors.CANNOT_CONNECT_TO_TWS); // TwsRtdServer: error connecting to TWS
}
// send request market data type
this.m_eClientSocket.reqMarketDataType(2);
this.m_eClientSocket.reqMarketDataType(4);
}
catch
{
SetError(TwsRtdServerErrors.CANNOT_CONNECT_TO_TWS); // TwsRtdServer: error connecting to TWS
}
}
