/// <summary>
/// Request Options chain for specific UNL, the request applies for several months ahead!
/// </summary>
/// <param name="optionToLoadParameters"></param>
public async void RequestOptionChain(OptionToLoadParameters optionToLoadParameters)
{
Logger.Info($"{nameof(RequestOptionChain)} was called, loading {optionToLoadParameters}");
//First: Load pivot option
OptionContract optionContract = optionToLoadParameters.OptionContractPivotToLoad;
var requestId = GenerateRequestId();
var ibContract = optionContract.ToIbContract();
var task = _handler.WaitForContractDetails(requestId);
_clientSocket.reqContractDetails(requestId, ibContract);
var contractDetailsList = await task;
contractDetailsList.Where(c =>
optionToLoadParameters.IsOptionWithinLoadBoundaries((OptionContract)c.Summary.ToContract())
).ForEach(RequestMarketData);
}
public override bool HandleMessage(IMessage message)
{
bool result = base.HandleMessage(message);
if ((RequestOptionChainDone == false) && (message.APIDataType == EapiDataTypes.SecurityData))
{
//Request detail contract only on the first time:
if ((MainSecurityData != null) && !RequestOptionChainDone)
{
RequestOptionChainDone = true;
_optionToLoadParameters = new OptionToLoadParameters(MainSecurityData);
APIWrapper.RequestOptionChain(_optionToLoadParameters);
}
}
if (result)
{
return(true);
}
//Handle only OptionData
if (message.APIDataType != EapiDataTypes.OptionData)
{
return(false);
}
var optionData = (OptionData)message;
if (Symbol == "AMZN")
{
} //for testing
//if (Symbol == "AMZN")
//{
// double vega = -1111;
// vega = optionData.Vega;
//}
if (OptionDataDic.ContainsKey(optionData.GetOptionKey()) == false)
{
OptionDataDic.Add(optionData.GetOptionKey(), optionData);
Logger.InfoFormat(
$"OptionManager({Symbol}), add OptionData: {optionData}). OptionDataDic.Contains {OptionDataDic.Count} members.");
}
else
{
OptionDataDic[optionData.GetOptionKey()] = optionData;
}
if ((OptionDataDic.Count > _lastoptionCount) &&
(OptionDataDic.Count == _optionToLoadParameters.RequestOptionMarketDataCount))
{
LogEvent();
}
Logger.Debug($"++++++ Option count = {OptionDataDic.Count} for {Symbol}");
//switch (Symbol) //For test
//{
// case "AAPL":
// break;
// case "AMZN":
// break;
// case "FB":
// break;
// case "MCD":
// break;
//}
return(true);
}
