public static object TestGetStockPrices(string ticker)
{
Contract cc = new Contract(1, ticker, "STK", "SMART", "USD", "", 100, "", 0, "", "", "", "", new PositiveInteger(1));
Ether privateEther = new Ether(60);
IBSource tws = new IBSource(privateEther, "127.0.0.1", 7496, 1, "DU74885", false, 60);
tws.Connect();
tws.Subscribe(cc);
double[] ret = new double[6];
privateEther.AsObservable <Market>().Subscribe(m =>
{
ret[0] = m.BidSize;
ret[1] = (double)m.Bid;
ret[2] = (double)m.Mid;
ret[3] = (double)m.Ask;
ret[4] = m.AskSize;
});
return(ret);
tws.Unsubscribe(cc);
}
//public static TWSOMS OMS;
static XL_RTD()
{
IBAccountId = XL.Config.AppSettings.Settings["IBAccountId"].Value;
IBClientId = Int32.Parse(XL.Config.AppSettings.Settings["IBClientId"].Value);
IBHostname = XL.Config.AppSettings.Settings["IBHostname"].Value;
IBPort = Int32.Parse(XL.Config.AppSettings.Settings["IBPort"].Value);
Ether = new Ether(XL.EpochSecs);
HeartbeatSource = new HeartbeatDataSource(DateTimeOffset.UtcNow, DateTimeOffset.MaxValue, XL.EpochSecs, "Epoch Heartbeat");
DataSource = new IBSource(Ether, IBHostname, IBPort, IBClientId, IBAccountId, false, 86400000);
//OMS = new TWSOMS(Ether, IBHostname, IBPort, IBClientId + 1);
dynamic excel = ExcelDnaUtil.Application;
excel.RTD.ThrottleInterval = 500;
}