private static int getContractID(EClientSocket client, EWrapperImpl Allture, TradeBooks Book, int m, int leg, string sectype, string exchange)
{
Allture.checkContractEnd = false;
client.reqContractDetails(20010, ContractSamples.Contract_Options(Book.symbol[m], sectype, Book.expiration[m], Book.CallPut[m], leg, Book.multipler[m].ToString(), exchange));
//Thread.Sleep(sleep1);
while (!Allture.checkContractEnd)
{
Thread.Sleep(200);
}
Console.WriteLine("contract_ID: " + Allture.contract_ID + "\n");
return(Allture.contract_ID);
}
private static double getSpreadPremium(EClientSocket client, EWrapperImpl Allture, TradeBooks Book, int m, double LegS, double LegB, string sectype, string exchange)
{
double LegB_price, LegS_price;
client.reqMktData(3011, ContractSamples.Contract_Options(Book.symbol[m], sectype, Book.expiration[m], Book.CallPut[m], LegB, Book.multipler[m].ToString(), exchange), string.Empty, false, false, null);
Thread.Sleep(1000);
client.cancelMktData(3011);
LegB_price = Allture.ask_price;
Console.WriteLine("legB ask: " + LegB_price + "\n");
client.reqMktData(3012, ContractSamples.Contract_Options(Book.symbol[m], sectype, Book.expiration[m], Book.CallPut[m], LegS, Book.multipler[m].ToString(), exchange), string.Empty, false, false, null);
Thread.Sleep(1000);
client.cancelMktData(3012);
LegS_price = Allture.ask_price;
Console.WriteLine("legS ask: " + LegS_price + "\n");
return(LegS_price - LegB_price);
}