public TWSMarketDataEventArgs(TWSClient client,
TWSMarketDataSnapshot snapshot, IBTickType tickType)
: base(client)
{
TickType = tickType;
Snapshot = snapshot;
}
public TWSTickStringEventArgs(TWSClient client, int requestId, IBTickType tickType, string value)
: base(client)
{
RequestId = requestId;
TickType = tickType;
Value = value;
}
public TWSOpenOrderEventArgs(TWSClient client, int orderId, IBOrder order, IBContract contract)
: base(client)
{
OrderId = orderId;
Order = order;
Contract = contract;
}
public TWSExecDetailsEventArgs(TWSClient client, int orderId, IBContract contract, IBExecution execution)
: base(client)
{
OrderId = orderId;
Contract = contract;
Execution = execution;
}
public TWSTickGenericEventArgs(TWSClient client, int requestId, IBTickType tickType, double value)
: base(client)
{
RequestId = requestId;
TickType = tickType;
Value = value;
}
private void ConnectToPlayback(string fileName)
{
_client = _playback = new TWSPlaybackClient(fileName);
_client.Settings = _settings;
AddGenericClientEventHandlers();
_symbolDataMap = new Dictionary <IBContract, InstrumentDataRecord>();
}
public TWSTickPriceEventArgs(TWSClient client, int requestId, IBTickType tickType,
double price, int size, int canAutoExecute)
: base(client)
{
RequestId = requestId;
TickType = tickType;
Price = price;
Size = size;
CanAutoExecute = canAutoExecute;
}
public TWSTickOptionComputationEventArgs(TWSClient client, int reqId, IBTickType tickType,
double impliedVol, double delta, double modelPrice, double pvDividend)
: base(client)
{
RequestId = reqId;
TickType = tickType;
ImpliedVol = impliedVol;
Delta = delta;
ModelPrice = modelPrice;
PVDividend = pvDividend;
}
private void ConnectToTWS(string host, int port)
{
_client = TWSSocketFactory.GetSocket(host, port);
_client.RecordForPlayback = (bool)(recordMarketDataButton.Tag ?? false);
_client.Settings = _settings;
AddGenericClientEventHandlers();
_symbolDataMap = new Dictionary <IBContract, InstrumentDataRecord>();
_client.Connect();
}
public static void ReleaseSocket(TWSClient client)
{
lock (_refCount) {
_refCount[client]--;
if (_refCount[client] == 0)
{
client.Disconnect();
_refCount.Remove(client);
_sockets.Remove(client.EndPoint);
}
}
}
public TWSMarketDepthEventArgs(TWSClient client, int requestId, int position,
string marketMaker, IBOperation operation,
IBSide side, double price, int size)
: base(client)
{
RequestId = requestId;
Position = position;
MarketMaker = marketMaker;
Operation = operation;
Side = side;
Price = price;
Size = size;
}
public TWSUpdatePortfolioEventArgs(TWSClient client, IBContract contract, int position,
double marketPrice, double marketValue, double averageCost,
double unrealizedPNL, double realizedPNL, string accountName)
: base(client)
{
Contract = contract;
Position = position;
MarketPrice = marketPrice;
MarketValue = marketValue;
AverageCost = averageCost;
UnrealizedPnL = unrealizedPNL;
RealizedPnL = realizedPNL;
AccountName = accountName;
}
public TWSOrderStatusEventArgs(TWSClient client, int orderID, string status, int filled, int remaining, double avgFillPrice,
int permID, int parentID, double lastFillPrice, int clientID, string whyHeld)
: base(client)
{
OrderID = orderID;
Status = status;
Filled = filled;
Remaining = remaining;
AvgFillPrice = avgFillPrice;
PermID = permID;
ParentID = parentID;
LastFillPrice = lastFillPrice;
ClientID = clientID;
WhyHeld = whyHeld;
}
public TWSTickEFPEventArgs(TWSClient client, int requestId, IBTickType tickType, double basisPoints,
string formattedBasisPoints, double impliedFuturesPrice, int holdDays,
string futureExpiry, double dividendImpact, double dividendsToExpiry)
: base(client)
{
RequestId = requestId;
TickType = tickType;
BasisPoints = basisPoints;
FormattedBasisPoints = formattedBasisPoints;
ImpliedFuturesPrice = impliedFuturesPrice;
HoldDays = holdDays;
FutureExpiry = futureExpiry;
DividendImpact = dividendImpact;
DividendsToExpiry = dividendsToExpiry;
}
public TWSHistoricalDataEventArgs(TWSClient client, int tickerId,
TWSHistoricState state, DateTime date,
double open, double high, double low, double close,
int volume, double wap, bool hasGaps)
: base(client)
{
TickerId = tickerId;
State = state;
Date = date;
Open = open;
High = high;
Low = low;
Close = close;
Volume = volume;
WAP = wap;
HasGaps = hasGaps;
}
public static TWSClient GetSocket(string host, int port)
{
var address = IPAddress.Loopback;
var localAddress = IPAddress.Loopback;
foreach (IPAddress a in Dns.GetHostEntry(host).AddressList)
{
if (a.AddressFamily == AddressFamily.InterNetwork)
{
address = a;
}
else
{
continue;
}
if (a == IPAddress.Loopback)
{
break;
}
}
var endPoint = new IPEndPoint(address, port);
TWSClient socket;
lock (_refCount) {
if (!_sockets.TryGetValue(endPoint, out socket))
{
_sockets.Add(endPoint, socket = new TWSClient(endPoint));
_refCount.Add(socket, 0);
}
_refCount[socket]++;
}
return(socket);
}
public TWSClientStatusEventArgs(TWSClient client, TWSClientStatus status) : base(client)
{
Status = status;
}
public TWSClientEventArgs(TWSClient client)
{
Client = client;
}
public TWSHistoricalDataEventArgs(TWSClient client) : base(client)
{
}
public TWSClientErrorEventArgs(TWSClient client) : base(client)
{
}
internal TWSScannerDataEventArgs(TWSClient client) : base(client)
{
}
public TWSMarketDepthEventArgs(TWSClient client) : base(client)
{
}
public TWSScannerParametersEventArgs(TWSClient client) : base(client)
{
}
internal TWSOrderChangedEventArgs(TWSClient client, OrderRecord or) : base(client)
{
OriginalOrder = or.Order;
OriginalContract = or.Contract;
OrderId = or.OrderId;
}
public TWSClientErrorEventArgs(TWSClient client, int tickerId, IBContract contract, TWSError error) : base(client)
{
RequestId = tickerId;
Error = error;
Contract = contract;
}
public TWSContractDetailsEventArgs(TWSClient client, IBContractDetails contractDetails) : base(client)
{
ContractDetails = contractDetails;
}
public TWSRealtimeBarEventArgs(TWSClient client) : base(client)
{
}
public TWSTickSizeEventArgs(TWSClient client, int requestId, IBTickType sizeTickType, int size) : base(client)
{
RequestId = requestId;
TickType = sizeTickType;
Size = size;
}
public TWSCurrentTimeEventArgs(TWSClient client, long time)
: base(client)
{
Time = DateTime.FromFileTimeUtc(time);
}
public TWSExecutionDetailsEventArgs(TWSClient client) : base(client)
{
}
