/// <summary>
/// Send message.
/// </summary>
/// <param name="message">Message.</param>
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
{
_depths.Clear();
_secIdByTradeIds.Clear();
if (_socket != null)
{
try
{
_socket.Dispose();
}
catch (Exception ex)
{
SendOutError(ex);
}
_socket = null;
}
SendOutMessage(new ResetMessage());
break;
}
case MessageTypes.Connect:
{
if (_socket != null)
throw new InvalidOperationException(LocalizedStrings.Str1619);
_socket = new IBSocket { Parent = this };
_socket.ProcessResponse += OnProcessResponse;
_socket.Connect(Address);
_socket.Send((int)_clientVersion);
_socket.ServerVersion = (ServerVersions)_socket.ReadInt();
if (_socket.ServerVersion >= ServerVersions.V20)
{
var str = _socket.ReadStr();
ConnectedTime = str.Substring(0, str.LastIndexOf(' ')).ToDateTime("yyyyMMdd HH:mm:ss");
}
if (_socket.ServerVersion < _minimumServerVersion)
{
throw new InvalidOperationException(LocalizedStrings.Str2513Params
.Put((int)_socket.ServerVersion, (int)_minimumServerVersion));
}
if (_socket.ServerVersion >= ServerVersions.V3)
{
if (_socket.ServerVersion >= ServerVersions.V70)
{
if (!ExtraAuth)
{
_socket.Send((int)RequestMessages.StartApi);
_socket.Send((int)ServerVersions.V2);
_socket.Send(ClientId);
if (_socket.ServerVersion >= ServerVersions.V72)
{
_socket.Send(OptionalCapabilities);
}
}
}
else
_socket.Send(ClientId);
}
_socket.StartListening(error => SendOutMessage(new ConnectMessage { Error = error }));
SendOutMessage(new ConnectMessage());
// отправляется автоматически
//RequestIds(1);
SetServerLogLevel();
SetMarketDataType();
RequestCurrentTime();
break;
}
case MessageTypes.Disconnect:
{
if (_socket == null)
throw new InvalidOperationException(LocalizedStrings.Str1856);
UnSubscribePosition();
UnSubscribeAccountSummary(_pfRequests.GetAndRemove("ALL"));
_socket.Dispose();
_socket = null;
SendOutMessage(new DisconnectMessage());
break;
}
case MessageTypes.OrderRegister:
{
RegisterOrder((OrderRegisterMessage)message);
break;
}
case MessageTypes.OrderCancel:
{
var cancelMsg = (OrderCancelMessage)message;
ProcessRequest(RequestMessages.CancelOrder, 0, ServerVersions.V1, socket => socket.Send((int)cancelMsg.OrderTransactionId));
break;
}
case MessageTypes.OrderGroupCancel:
{
RequestGlobalCancel();
break;
}
case MessageTypes.SecurityLookup:
{
RequestSecurityInfo((SecurityLookupMessage)message);
break;
}
case MessageTypes.MarketData:
{
ProcessMarketDataMessage((MarketDataMessage)message);
break;
}
case MessageTypes.PortfolioLookup:
{
var pfMsg = (PortfolioLookupMessage)message;
// отправляется автоматически
//RequestPortfolios();
SubscribePosition();
_pfRequests.Add("ALL", pfMsg.TransactionId);
SubscribeAccountSummary(pfMsg.TransactionId, "ALL", Enumerator.GetValues<AccountSummaryTag>());
break;
}
case MessageTypes.Portfolio:
{
var pfMsg = (PortfolioMessage)message;
SubscribePortfolio(pfMsg.PortfolioName, pfMsg.IsSubscribe);
break;
}
case MessageTypes.OrderStatus:
{
var orderMsg = (OrderStatusMessage)message;
RequestOpenOrders();
RequestAllOpenOrders();
//RequestAutoOpenOrders(ClientId == 0);
ReqeustMyTrades(orderMsg.TransactionId, new MyTradeFilter());
break;
}
}
}
