public List <int> SetAllLiveTopicsValues(string value)
{
// set all live topic values to value (e.g. in case of error) and return list of updated topic ids
List <int> m_updatedTopicIds = new List <int>();
foreach (TwsRtdServerTopic topic in m_topics.Values)
{
if (Array.IndexOf(TwsRtdServerData.DelayedTopics(), topic.TopicStr()) < 0)
{
topic.TopicValue(value);
m_updatedTopicIds.Add(topic.TopicId());
}
}
return(m_updatedTopicIds);
}
// this method is called when new topic is requested
public object ConnectData(int topicId, ref Array strings, ref bool newValues)
{
string connectionStr, mktDataRequestStr, topicStr;
newValues = true;
try
{
// parse input strings (connection, marketDataRequest and topic)
connectionStr = TwsRtdServerConnection.ParseConnectionStrings(strings);
mktDataRequestStr = TwsRtdServerMktDataRequest.ParseMktDataRequestStrings(strings);
topicStr = TwsRtdServerTopic.ParseTopicStrings(strings);
// check that connectioStr, mktDataRequestStr and topicStr is not null
if (connectionStr == null)
{
return("TwsRtdServer: Cannot parse connection strings");
}
if (mktDataRequestStr == null)
{
return("TwsRtdServer: Cannot parse mktDataRequest strings");
}
if (topicStr == null)
{
return("TwsRtdServer: Cannot parse topic strings");
}
TwsRtdServerConnection connection = null;
// find connection from RTD server to TWS (to reuse existing connection and not to create new one)
if (!m_connections.TryGetValue(connectionStr, out connection))
{
// if connection is not found, then create new one and add it to collection
connection = new TwsRtdServerConnection(this, connectionStr);
// save connection
m_connections.Add(connectionStr, connection);
}
if (connection != null && connection.GetErrorCode() != -1)
{
// error connecting to TWS
return("TwsRtdServer error: " + connection.GetErrorText());
}
TwsRtdServerMktDataRequest mktDataRequest = connection.GetOrAddMktDataRequest(mktDataRequestStr);
string errorStr = null;
if (mktDataRequest != null)
{
// save topicId -> connection/mktDataRequest/topicStr map
m_topicIdMap.Add(topicId, new TwsRtdServerTopicIdMap(connectionStr, mktDataRequest.TwsReqId(), topicStr));
if (mktDataRequest.GetErrorCode() != -1 &&
mktDataRequest.GetErrorCode() != TwsRtdServerErrors.REQUESTED_MARKET_DATA_NOT_SUBSCRIBED)
{
// error creating market data request
return(errorStr = "TwsRtdServer error: " + mktDataRequest.GetErrorText());
}
}
else
{
// error creating market data request
return(errorStr = "TwsRtdServer error: market data request creation error");
}
TwsRtdServerTopic topic = mktDataRequest.GetOrAddTopic(topicStr, topicId);
if (topic == null)
{
// error creating topic
return(errorStr = "TwsRtdServer error: topic creation error");
}
// check if topic is delayed type
if (topic != null && Array.IndexOf(TwsRtdServerData.DelayedTopics(), topic.TopicStr()) < 0 &&
mktDataRequest.GetErrorCode() == TwsRtdServerErrors.REQUESTED_MARKET_DATA_NOT_SUBSCRIBED)
{
errorStr = "TwsRtdServer error: " + mktDataRequest.GetErrorText();
}
return((topic != null && errorStr == null) ? topic.TopicValue() : errorStr);
}
catch
{
return("RTDServer: Error connecting data");
}
}
