private static string GetTickMessage(double bid, double ask)
{
TickString tick = new TickString();
tick.bid = bid.ToString();
tick.ask = ask.ToString();
//string msg = JsonConvert.SerializeObject(tick);
JavaScriptSerializer ser = new JavaScriptSerializer();
string msg = ser.Serialize(tick);
return(msg);
}
void EWrapper.tickString(int tickerId, int tickType, string value)
{
TickString?.Invoke(tickerId, tickType, value);
}
public virtual void tickString(int tickerId, int field, string value)
{
TickString?.Invoke(this, new TickStringArgs(tickerId, field, value));
}
public void tickString(int tickerId, int field, string value)
{
TickString?.Invoke(new TickStringMessage(tickerId, field, value));
}
void EWrapper.tickString(int tickerId, int tickType, string value)
{
ShowDebugMessage(tickerId, TickType.getField(tickType), value);
TickString?.Invoke(tickerId, tickType, value);
}
public void tickString(int tickerId, int field, string value)
{
TickString.RaiseEvent(this, new TickStringEventArgs(tickerId, field, value));
}
private void Emit()
{
var code = ReadString(); // read the first string
if (code == null)
{
throw new InvalidDataException($"Undefined code 'null'.");
}
if (code == "1")
{
TickPrice.Send(this);
return;
}
var result = code switch
{
"2" => new TickSize(this) as object,
"3" => new OrderStatusReport(this),
"4" => Alert.Create(this),
"5" => new OpenOrder(this),
"6" => new AccountValue(this),
"7" => new PortfolioValue(this),
"8" => new AccountUpdateTime(this),
"9" => new NextId(this),
"10" => new ContractData(this, ContractDataType.ContractData),
"11" => new Execution(this),
"12" => new MarketDepth(this, false),
"13" => new MarketDepth(this, true),
"14" => new NewsBulletin(this),
"15" => new ManagedAccounts(this),
"16" => new FinancialAdvisor(this),
"17" => new HistoricalBars(this),
"18" => new ContractData(this, ContractDataType.BondContractData),
"19" => new ScannerParameters(this),
"20" => new ScannerData(this),
"21" => new TickOptionComputation(this),
"45" => TickGeneric.Create(this),
"46" => TickString.Create(this),
"47" => new TickExchangeForPhysical(this),
"49" => new CurrentTime(this),
"50" => new RealtimeBar(this),
"51" => new FundamentalData(this),
"52" => new ContractDataEnd(this),
"53" => new OpenOrderEnd(this),
"54" => new AccountUpdateEnd(this),
"55" => new ExecutionEnd(this),
"56" => new DeltaNeutralContract(this, true),
"57" => new TickSnapshotEnd(this),
"58" => new TickMarketDataType(this),
"59" => new CommissionReport(this),
"61" => new AccountPosition(this),
"62" => new AccountPositionEnd(this),
"63" => new AccountSummary(this),
"64" => new AccountSummaryEnd(this),
"65" => new VerifyMessageApi(this),
"66" => new VerifyCompleted(this),
"67" => new DisplayGroups(this),
"68" => new DisplayGroupUpdate(this),
"69" => new VerifyAndAuthorizeMessageApi(this),
"70" => new VerifyAndAuthorizeCompleted(this),
"71" => new AccountPositionMulti(this),
"72" => new AccountPositionMultiEnd(this),
"73" => new AccountUpdateMulti(this),
"74" => new AccountUpdateMultiEnd(this),
"75" => new SecurityDefinitionOptionParameter(this),
"76" => new SecurityDefinitionOptionParameterEnd(this),
"77" => new SoftDollarTiers(this),
"78" => new FamilyCodes(this),
"79" => new SymbolSamples(this),
"80" => new MktDepthExchanges(this),
"81" => new TickReqParams(this),
"82" => new SmartComponents(this),
"83" => new NewsArticle(this),
"84" => new TickNews(this),
"85" => new NewsProviders(this),
"86" => new HistoricalNews(this),
"87" => new HistoricalNewsEnd(this),
"88" => new HeadTimestamp(this),
"89" => new HistogramItems(this),
"90" => new HistoricalData(this),
"91" => new RerouteMktData(this),
"92" => new RerouteMktDepth(this),
"93" => new MarketRule(this),
"94" => new PnL(this),
"95" => new PnLSingle(this),
"96" => new HistoricalTicks(this),
"97" => new HistoricalBidAskTicks(this),
"98" => new HistoricalLastTicks(this),
"99" => TickByTick.Create(this),
"100" => new OrderBound(this),
_ => throw new InvalidDataException($"Undefined code '{code}'.")
};
if (result != null)
{
Output(result);
}
}
private static string GetTickMessage(double bid, double ask)
{
TickString tick = new TickString();
tick.bid = bid.ToString();
tick.ask = ask.ToString();
//string msg = JsonConvert.SerializeObject(tick);
JavaScriptSerializer ser = new JavaScriptSerializer();
string msg = ser.Serialize(tick);
return (msg);
}
