/// <summary> /// Event raised when new Trade Size is receieved /// </summary> private void OnTickSize(object sender, TickSizeEventArgs eventArgs) { try { if (Logger.IsDebugEnabled) { Logger.Debug("New Trade Size receieved: " + eventArgs.Size, _type.FullName, "OnTickSize"); } lock (_lock) { TickType type = eventArgs.TickType; if (type.Equals(TickType.LastSize)) { Tick tick = _tickList[eventArgs.TickerId]; tick.LastSize = (decimal)eventArgs.Size; tick.DateTime = DateTime.Now; // Raise Event if (TickArrived != null) { TickArrived(tick); } } } } catch (Exception exception) { Logger.Error(exception, _type.FullName, "OnTickSize"); } }
private void EventDispatcherOnTickSize(object o, TickSizeEventArgs tickSizeEventArgs) { if (!_lastsByRequestId.TryGetValue(tickSizeEventArgs.RequestId, out var last)) { last = new Level1MarketDataEventArgs(); _lastsByRequestId.Add(tickSizeEventArgs.RequestId, last); } last.UpdateValues(tickSizeEventArgs.Field, tickSizeEventArgs.Size); MarketData.RaiseEvent(this, last.ShallowCopy()); }
void client_TickSize(object sender, TickSizeEventArgs e) { //Console.WriteLine("Tick Size: " + e.Size + " Tick Type: " + EnumDescConverter.GetEnumDescription(e.TickType)); int millisecond = (int)(DateTime.Now.Ticks % TimeSpan.TicksPerSecond / (TimeSpan.TicksPerSecond / 256)); lock (capturingWriterLock) { capturingWriter.Write((byte)millisecond); capturingWriter.Write((byte)e.TickType); capturingWriter.Write((byte)e.TickerId); capturingWriter.Write((float)e.Size); } if ((totalCaptureEventsForDisplay & 0x3C) == 0) //only shows the first 4 for every 64 { logger.Trace("{0} : {1} : {2} : {3}", e.TickType, symbols[e.TickerId].Symbol, e.TickerId, e.Size); } totalCaptureEventsForDisplay++; }
void tws_TickSize(object sender, TickSizeEventArgs e) { // get tick object if (!tick_list.ContainsKey(e.TickerId)) { return; } TickData t = tick_list[e.TickerId]; switch (e.TickType) { case TickType.BidSize: // bid t.size.bid = e.Size; break; case TickType.AskSize: // ask t.size.ask = e.Size; break; case TickType.LastSize: // last t.size.last = e.Size; break; case TickType.Volume: // volume t.size.volume = e.Size; break; case TickType.OpenInterest: t.size.open_int = e.Size; break; default: break; } // remove from pending requests t.pending_requests.Remove(e.TickType); if (t.pending_requests.Count == 0) { t.ready_event.Set(); } }
private void client_TickSize(object sender, TickSizeEventArgs e) { if (e.Size < 65535) { SymbolHandler buffer = symbolHandlers[(ulong)e.TickerId]; if (e.TickType == TickType.AskSize) { buffer.AskSize = e.Size; buffer.SendQuote(); } else if (e.TickType == TickType.BidSize) { buffer.BidSize = e.Size; buffer.SendQuote(); } else if (e.TickType == TickType.LastSize) { buffer.LastSize = e.Size; buffer.SendTimeAndSales(); } } }
///////// Update form from the main thread //////////////////////////////////////// private void Client_TickSize(Object sender, TickSizeEventArgs e) { this.Visible = false; switch (e.TickType) { case Krs.Ats.IBNet.TickType.BidSize: m_BidQty = Convert.ToDouble(e.Size); break; case Krs.Ats.IBNet.TickType.AskSize: m_AskQty = Convert.ToDouble(e.Size); break; case Krs.Ats.IBNet.TickType.LastSize: m_LastQty = Convert.ToDouble(e.Size); Tick m_Tick = new Tick(DateTime.Now, m_Last, m_LastQty); BidAskUpdate(m_Tick); break; default: break; } }
/// <inheritdoc/> public void tickSize(int tickerId, int field, int size) { var eventArgs = new TickSizeEventArgs(tickerId, field, size); this.TickSizeEvent?.Invoke(this, eventArgs); }
static void client_TickSize(object sender, TickSizeEventArgs e) { Console.WriteLine("Tick Size: " + e.Size + " Tick Type: " + EnumDescConverter.GetEnumDescription(e.TickType)); }
private void I_OnSizeDataUpdate(Object sender, TickSizeEventArgs e) { this.BeginInvoke(OnSizeUpdateDelegate, sender, e); }
private void S_OnSizeDataUpdate(Object sender, TickSizeEventArgs e) { Instrument p = contracts[e.TickerId]; p.I_OnSizeDataUpdate(sender, e); }