public static void ReadHedge(this IBSocket socket, IBOrderCondition ibCon)
{
var str = socket.ReadStr();
if (str.IsEmpty())
{
ibCon.Hedge.Type = null;
return;
}
switch (str)
{
case "D":
ibCon.Hedge.Type = IBOrderCondition.HedgeTypes.Delta;
break;
case "B":
ibCon.Hedge.Type = IBOrderCondition.HedgeTypes.Beta;
break;
case "F":
ibCon.Hedge.Type = IBOrderCondition.HedgeTypes.FX;
break;
case "P":
ibCon.Hedge.Type = IBOrderCondition.HedgeTypes.Pair;
break;
default:
throw new InvalidOperationException(LocalizedStrings.Str2508Params.Put(str));
}
ibCon.Hedge.Param = socket.ReadStr();
}
public static IBSocket SendHedge(this IBSocket socket, IBOrderCondition condition)
{
if (condition == null)
{
throw new ArgumentNullException(nameof(condition));
}
if (socket.ServerVersion < ServerVersions.V54)
{
return(socket);
}
if (condition.Hedge.Type == null)
{
return(socket.Send(string.Empty));
}
else
{
switch (condition.Hedge.Type.Value)
{
case IBOrderCondition.HedgeTypes.Delta:
socket.Send("D");
break;
case IBOrderCondition.HedgeTypes.Beta:
socket.Send("B");
break;
case IBOrderCondition.HedgeTypes.FX:
socket.Send("F");
break;
case IBOrderCondition.HedgeTypes.Pair:
socket.Send("P");
break;
default:
throw new ArgumentOutOfRangeException();
}
return(socket.Send(condition.Hedge.Param));
}
}
public static IBSocket SendDeltaNeutral(this IBSocket socket, IBOrderCondition condition)
{
if (condition == null)
{
throw new ArgumentNullException(nameof(condition));
}
var volatility = condition.Volatility;
if (socket.ServerVersion < ServerVersions.V28)
{
return(socket.Send(volatility.OrderType == OrderTypes.Market));
}
else
{
socket.SendOrderType(volatility.OrderType, volatility.ExtendedOrderType);
socket.Send(volatility.StopPrice);
if (volatility.ExtendedOrderType != IBOrderCondition.ExtendedOrderTypes.Empty)
{
if (socket.ServerVersion >= ServerVersions.V58)
{
socket
.Send(volatility.ConId)
.Send(volatility.SettlingFirm)
.SendPortfolio(volatility.ClearingPortfolio)
.Send(volatility.ClearingIntent);
}
if (socket.ServerVersion >= ServerVersions.V66)
{
socket
.Send(volatility.ShortSale.IsOpenOrClose)
.Send(volatility.IsShortSale)
.SendShortSale(volatility.ShortSale);
}
}
return(socket);
}
}
private void ReadOpenOrder(IBSocket socket, ServerVersions version)
{
var transactionId = socket.ReadInt();
var contractId = version >= ServerVersions.V17 ? socket.ReadInt() : -1;
var secCode = socket.ReadStr();
var type = socket.ReadSecurityType();
var expiryDate = socket.ReadExpiry();
var strike = socket.ReadDecimal();
var optionType = socket.ReadOptionType();
var multiplier = version >= ServerVersions.V32 ? socket.ReadMultiplier() : null;
var boardCode = socket.ReadBoardCode();
var currency = socket.ReadCurrency();
secCode = version >= ServerVersions.V2 ? socket.ReadLocalCode(secCode) : null;
var secClass = (version >= ServerVersions.V32) ? socket.ReadStr() : null;
var ibCon = new IBOrderCondition();
// read order fields
var direction = socket.ReadOrderSide();
var volume = socket.ReadDecimal();
OrderTypes orderType;
IBOrderCondition.ExtendedOrderTypes? extendedType;
socket.ReadOrderType(out orderType, out extendedType);
ibCon.ExtendedType = extendedType;
var price = socket.ReadDecimal();
ibCon.StopPrice = socket.ReadDecimal();
var expiration = socket.ReadStr();
ibCon.Oca.Group = socket.ReadStr();
var portfolio = socket.ReadStr();
ibCon.IsOpenOrClose = socket.ReadStr() == "O";
ibCon.Origin = (IBOrderCondition.OrderOrigins)socket.ReadInt();
var comment = socket.ReadStr();
var clientId = version >= ServerVersions.V3 ? socket.ReadInt() : (int?)null;
int? permId = null;
if (version >= ServerVersions.V4)
{
permId = socket.ReadInt();
if (version < ServerVersions.V18)
{
// will never happen
/* order.m_ignoreRth = */
socket.ReadBool();
}
else
ibCon.OutsideRth = socket.ReadBool();
ibCon.Hidden = socket.ReadBool();
ibCon.SmartRouting.DiscretionaryAmount = socket.ReadDecimal();
}
if (version >= ServerVersions.V5)
ibCon.GoodAfterTime = socket.ReadNullDateTime(IBSocketHelper.TimeFormat);
if (version >= ServerVersions.V6)
{
// skip deprecated sharesAllocation field
socket.ReadStr();
}
if (version >= ServerVersions.V7)
{
ibCon.FinancialAdvisor.Group = socket.ReadStr();
ibCon.FinancialAdvisor.Allocation = socket.ReadFinancialAdvisor();
ibCon.FinancialAdvisor.Percentage = socket.ReadStr();
ibCon.FinancialAdvisor.Profile = socket.ReadStr();
}
var orderExpiryDate = version >= ServerVersions.V8 ? socket.ReadNullDateTime(IBSocketHelper.TimeFormat) : null;
var visibleVolume = volume;
if (version >= ServerVersions.V9)
{
ibCon.Agent = socket.ReadAgent();
ibCon.PercentOffset = socket.ReadDecimal();
ibCon.Clearing.SettlingFirm = socket.ReadStr();
ibCon.ShortSale.Slot = (IBOrderCondition.ShortSaleSlots)socket.ReadInt();
ibCon.ShortSale.Location = socket.ReadStr();
if (socket.ServerVersion == ServerVersions.V51)
socket.ReadInt(); //exempt code
else if (version >= ServerVersions.V23)
ibCon.ShortSale.ExemptCode = socket.ReadInt();
ibCon.AuctionStrategy = (IBOrderCondition.AuctionStrategies)socket.ReadInt();
ibCon.StartingPrice = socket.ReadDecimal();
ibCon.StockRefPrice = socket.ReadDecimal();
ibCon.Delta = socket.ReadDecimal();
ibCon.StockRangeLower = socket.ReadDecimal();
ibCon.StockRangeUpper = socket.ReadDecimal();
visibleVolume = socket.ReadInt();
if (version < ServerVersions.V18)
{
// will never happen
/* order.m_rthOnly = */
socket.ReadBool();
}
ibCon.BlockOrder = socket.ReadBool();
ibCon.SweepToFill = socket.ReadBool();
ibCon.AllOrNone = socket.ReadBool();
ibCon.MinVolume = socket.ReadInt();
ibCon.Oca.Type = (IBOrderCondition.OcaTypes)socket.ReadInt();
ibCon.SmartRouting.ETradeOnly = socket.ReadBool();
ibCon.SmartRouting.FirmQuoteOnly = socket.ReadBool();
ibCon.SmartRouting.NbboPriceCap = socket.ReadDecimal();
}
if (version >= ServerVersions.V10)
{
ibCon.ParentId = socket.ReadInt();
ibCon.TriggerMethod = (IBOrderCondition.TriggerMethods)socket.ReadInt();
}
if (version >= ServerVersions.V11)
{
ibCon.Volatility.Volatility = socket.ReadDecimal();
ibCon.Volatility.VolatilityTimeFrame = socket.ReadVolatilityType();
if (version == ServerVersions.V11)
{
if (!socket.ReadBool())
ibCon.Volatility.ExtendedOrderType = IBOrderCondition.ExtendedOrderTypes.Empty;
else
ibCon.Volatility.OrderType = OrderTypes.Market;
}
else
{
OrderTypes volOrdertype;
IBOrderCondition.ExtendedOrderTypes? volExtendedType;
socket.ReadOrderType(out volOrdertype, out volExtendedType);
ibCon.Volatility.OrderType = volOrdertype;
ibCon.Volatility.ExtendedOrderType = volExtendedType;
ibCon.Volatility.StopPrice = socket.ReadDecimal();
if (volExtendedType != IBOrderCondition.ExtendedOrderTypes.Empty)
{
if (version >= ServerVersions.V27)
{
ibCon.Volatility.ConId = socket.ReadInt();
ibCon.Volatility.SettlingFirm = socket.ReadStr();
var portfolioName = socket.ReadStr();
if (!portfolioName.IsEmpty())
ibCon.Volatility.ClearingPortfolio = portfolioName;
ibCon.Volatility.ClearingIntent = socket.ReadStr();
}
if (version >= ServerVersions.V31)
{
var isOpenOrCloseStr = socket.ReadStr();
ibCon.Volatility.ShortSale.IsOpenOrClose = isOpenOrCloseStr == "?" ? (bool?)null : isOpenOrCloseStr.To<int>() == 1;
ibCon.Volatility.IsShortSale = socket.ReadBool();
ibCon.Volatility.ShortSale.Slot = (IBOrderCondition.ShortSaleSlots)socket.ReadInt();
ibCon.Volatility.ShortSale.Location = socket.ReadStr();
}
}
}
ibCon.Volatility.ContinuousUpdate = socket.ReadBool();
if (socket.ServerVersion == ServerVersions.V26)
{
ibCon.StockRangeLower = socket.ReadDecimal();
ibCon.StockRangeUpper = socket.ReadDecimal();
}
ibCon.Volatility.IsAverageBestPrice = socket.ReadBool();
}
if (version >= ServerVersions.V13)
ibCon.TrailStopPrice = socket.ReadDecimal();
if (version >= ServerVersions.V30)
ibCon.TrailStopVolumePercentage = socket.ReadNullDecimal();
if (version >= ServerVersions.V14)
{
ibCon.Combo.BasisPoints = socket.ReadDecimal();
ibCon.Combo.BasisPointsType = socket.ReadInt();
ibCon.Combo.LegsDescription = socket.ReadStr();
}
if (version >= ServerVersions.V29)
{
var comboLegsCount = socket.ReadInt();
if (comboLegsCount > 0)
{
//contract.m_comboLegs = new Vector(comboLegsCount);
for (var i = 0; i < comboLegsCount; ++i)
{
//int conId =
socket.ReadInt();
//int ratio =
socket.ReadInt();
//String action =
socket.ReadStr();
//String exchange =
socket.ReadStr();
//int openClose =
socket.ReadInt();
//int shortSaleSlot =
socket.ReadInt();
//String designatedLocation =
socket.ReadStr();
//int exemptCode =
socket.ReadInt();
//ComboLeg comboLeg = new ComboLeg(conId, ratio, action, exchange, openClose,
// shortSaleSlot, designatedLocation, exemptCode);
//contract.m_comboLegs.add(comboLeg);
}
}
var orderComboLegsCount = socket.ReadInt();
if (orderComboLegsCount > 0)
{
//order.m_orderComboLegs = new Vector(orderComboLegsCount);
for (var i = 0; i < orderComboLegsCount; ++i)
{
//var comboPrice =
socket.ReadNullDecimal();
//OrderComboLeg orderComboLeg = new OrderComboLeg(comboPrice);
//order.m_orderComboLegs.add(orderComboLeg);
}
}
}
if (version >= ServerVersions.V26)
{
var smartComboRoutingParamsCount = socket.ReadInt();
if (smartComboRoutingParamsCount > 0)
{
var @params = new List<Tuple<string, string>>();
for (var i = 0; i < smartComboRoutingParamsCount; ++i)
@params.Add(Tuple.Create(socket.ReadStr(), socket.ReadStr()));
ibCon.SmartRouting.ComboParams = @params;
}
}
if (version >= ServerVersions.V15)
{
if (version >= ServerVersions.V20)
{
ibCon.Scale.InitLevelSize = socket.ReadNullInt();
ibCon.Scale.SubsLevelSize = socket.ReadNullInt();
}
else
{
/* int notSuppScaleNumComponents = */
socket.ReadNullInt();
ibCon.Scale.InitLevelSize = socket.ReadNullInt();
}
ibCon.Scale.PriceIncrement = socket.ReadNullDecimal();
}
if (version >= ServerVersions.V28 && ibCon.Scale.PriceIncrement > 0)
{
ibCon.Scale.PriceAdjustValue = socket.ReadNullDecimal();
ibCon.Scale.PriceAdjustInterval = socket.ReadInt();
ibCon.Scale.ProfitOffset = socket.ReadNullDecimal();
ibCon.Scale.AutoReset = socket.ReadBool();
ibCon.Scale.InitPosition = socket.ReadNullInt();
ibCon.Scale.InitFillQty = socket.ReadNullInt();
ibCon.Scale.RandomPercent = socket.ReadBool();
}
if (version >= ServerVersions.V24)
socket.ReadHedge(ibCon);
if (version >= ServerVersions.V25)
ibCon.SmartRouting.OptOutSmartRouting = socket.ReadBool();
if (version >= ServerVersions.V19)
{
var portfolioName = socket.ReadStr();
if (!portfolioName.IsEmpty())
ibCon.Clearing.ClearingPortfolio = portfolioName;
ibCon.Clearing.Intent = socket.ReadIntent();
}
if (version >= ServerVersions.V22)
ibCon.SmartRouting.NotHeld = socket.ReadBool();
if (version >= ServerVersions.V20)
{
if (socket.ReadBool())
{
//UnderlyingComponent underComp = new UnderlyingComponent();
//underComp.ContractId =
socket.ReadInt();
//underComp.Delta =
socket.ReadDecimal();
//underComp.Price =
socket.ReadDecimal();
//contract.UnderlyingComponent = underComp;
}
}
if (version >= ServerVersions.V21)
{
ibCon.Algo.Strategy = socket.ReadStr();
if (!ibCon.Algo.Strategy.IsEmpty())
{
var algoParamsCount = socket.ReadInt();
if (algoParamsCount > 0)
{
var algoParams = new List<Tuple<string, string>>();
for (var i = 0; i < algoParamsCount; i++)
algoParams.Add(Tuple.Create(socket.ReadStr(), socket.ReadStr()));
ibCon.Algo.Params = algoParams;
}
}
}
//OrderState orderState = new OrderState();
OrderStatus? status = null;
if (version >= ServerVersions.V16)
{
socket.ReadStr();
//order.WhatIf = !(string.IsNullOrEmpty(rstr) || rstr == "0");
status = socket.ReadOrderStatus();
//orderState.InitMargin =
socket.ReadStr();
//orderState.MaintMargin =
socket.ReadStr();
//orderState.EquityWithLoan =
socket.ReadStr();
//orderState.IbCommission =
socket.ReadNullDecimal();
//orderState.MinCommission =
socket.ReadNullDecimal();
//orderState.MaxCommission =
socket.ReadNullDecimal();
//orderState.CommissionCurrency =
socket.ReadStr();
//orderState.WarningText =
socket.ReadStr();
}
var secId = new SecurityId
{
SecurityCode = secCode,
BoardCode = GetBoardCode(boardCode),
InteractiveBrokers = contractId,
};
SendOutMessage(new SecurityMessage
{
SecurityId = secId,
ExpiryDate = expiryDate,
Strike = strike,
OptionType = optionType,
Class = secClass,
SecurityType = type,
Currency = currency,
Multiplier = multiplier ?? 0,
});
var orderMsg = new ExecutionMessage
{
ExecutionType = ExecutionTypes.Transaction,
SecurityId = secId,
OriginalTransactionId = transactionId,
OrderType = orderType,
Side = direction,
OrderVolume = volume,
OrderPrice = price,
Condition = ibCon,
ExpiryDate = orderExpiryDate,
VisibleVolume = visibleVolume,
PortfolioName = portfolio,
Comment = comment,
OrderStatus = status,
OrderState = status?.ToOrderState(),
HasOrderInfo = true,
};
if (orderMsg.OrderState == OrderStates.Active || orderMsg.OrderState == OrderStates.Done)
orderMsg.OrderId = transactionId;
switch (expiration)
{
case "DAY":
orderMsg.TimeInForce = TimeInForce.PutInQueue;
break;
case "GTC":
//orderMsg.ExpiryDate = DateTimeOffset.MaxValue;
break;
case "IOC":
orderMsg.TimeInForce = TimeInForce.CancelBalance;
break;
case "FOK":
orderMsg.TimeInForce = TimeInForce.MatchOrCancel;
break;
case "GTD":
break;
case "OPG":
ibCon.IsMarketOnOpen = true;
break;
default:
throw new InvalidOperationException(LocalizedStrings.Str2515Params.Put(expiration));
}
if (clientId != null)
orderMsg.SetClientId(clientId.Value);
if (permId != null)
orderMsg.SetPermId(permId.Value);
SendOutMessage(orderMsg);
}
public static IBSocket SendCombo(this IBSocket socket, WeightedIndexSecurity security, IBOrderCondition condition = null)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
var innerSecurities = security.InnerSecurities.ToArray();
socket.Send(innerSecurities.Length);
foreach (var innerSecurity in innerSecurities)
{
var weight = security.Weights[innerSecurity];
socket
.SendContractId(innerSecurity.ToSecurityId())
.Send((int)weight.Abs())
.SendSide(weight >= 0 ? Sides.Buy : Sides.Sell)
.SendBoardCode(innerSecurity.Board.Code);
if (condition == null)
{
continue;
}
var shortSale = condition.Combo.ShortSales[innerSecurity.ToSecurityId()];
socket
.Send(shortSale.IsOpenOrClose)
.SendShortSale(shortSale, true);
}
return(socket);
}
public static void ReadHedge(this IBSocket socket, IBOrderCondition ibCon)
{
var str = socket.ReadStr();
if (str.IsEmpty())
{
ibCon.Hedge.Type = null;
return;
}
switch (str)
{
case "D":
ibCon.Hedge.Type = IBOrderCondition.HedgeTypes.Delta;
break;
case "B":
ibCon.Hedge.Type = IBOrderCondition.HedgeTypes.Beta;
break;
case "F":
ibCon.Hedge.Type = IBOrderCondition.HedgeTypes.FX;
break;
case "P":
ibCon.Hedge.Type = IBOrderCondition.HedgeTypes.Pair;
break;
default:
throw new InvalidOperationException(LocalizedStrings.Str2508Params.Put(str));
}
ibCon.Hedge.Param = socket.ReadStr();
}
public static IBSocket SendCombo(this IBSocket socket, WeightedIndexSecurity security, IBOrderCondition condition = null)
{
if (security == null)
throw new ArgumentNullException("security");
var innerSecurities = security.InnerSecurities.ToArray();
socket.Send(innerSecurities.Length);
foreach (var innerSecurity in innerSecurities)
{
var weight = security.Weights[innerSecurity];
socket
.SendContractId(innerSecurity.ToSecurityId())
.Send((int)weight.Abs())
.SendSide(weight >= 0 ? Sides.Buy : Sides.Sell)
.SendBoardCode(innerSecurity.Board.Code);
if (condition == null)
continue;
var shortSale = condition.Combo.ShortSales[innerSecurity.ToSecurityId()];
socket
.Send(shortSale.IsOpenOrClose)
.SendShortSale(shortSale, true);
}
return socket;
}
public static void ReadOrderType(this IBSocket socket, out OrderTypes type, out IBOrderCondition.ExtendedOrderTypes? extendedType)
{
var str = socket.ReadStr();
switch (str.ToUpperInvariant())
{
case "LMT":
type = OrderTypes.Limit;
extendedType = IBOrderCondition.ExtendedOrderTypes.Empty;
break;
case "MKT":
type = OrderTypes.Market;
extendedType = IBOrderCondition.ExtendedOrderTypes.Empty;
break;
case "MOC":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.MarketOnClose;
break;
case "LMTCLS":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.LimitOnClose;
break;
case "PEGMKT":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.PeggedToMarket;
break;
case "STP":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.Stop;
break;
case "STP LMT":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.StopLimit;
break;
case "TRAIL":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.TrailingStop;
break;
case "REL":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.Relative;
break;
case "VWAP":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.VolumeWeightedAveragePrice;
break;
case "TRAILLIMIT":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.TrailingStopLimit;
break;
case "VOL":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.Volatility;
break;
case "NONE":
type = OrderTypes.Conditional;
extendedType = null;
break;
case "":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.Empty;
break;
case "Default":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.Default;
break;
case "SCALE":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.Scale;
break;
case "MIT":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.MarketIfTouched;
break;
case "LIT":
type = OrderTypes.Conditional;
extendedType = IBOrderCondition.ExtendedOrderTypes.LimitIfTouched;
break;
default:
throw new InvalidOperationException(LocalizedStrings.Str2504Params.Put(str));
}
}
public static IBSocket SendHedge(this IBSocket socket, IBOrderCondition condition)
{
if (condition == null)
throw new ArgumentNullException("condition");
if (socket.ServerVersion < ServerVersions.V54)
return socket;
if (condition.Hedge.Type == null)
return socket.Send(string.Empty);
else
{
switch (condition.Hedge.Type.Value)
{
case IBOrderCondition.HedgeTypes.Delta:
socket.Send("D");
break;
case IBOrderCondition.HedgeTypes.Beta:
socket.Send("B");
break;
case IBOrderCondition.HedgeTypes.FX:
socket.Send("F");
break;
case IBOrderCondition.HedgeTypes.Pair:
socket.Send("P");
break;
default:
throw new ArgumentOutOfRangeException();
}
return socket.Send(condition.Hedge.Param);
}
}
public static IBSocket SendShortSale(this IBSocket socket, IBOrderCondition.ShortSaleCondition shortSale, bool extendCode = false)
{
socket.Send((int)shortSale.Slot);
socket.Send(shortSale.Location);
if (extendCode)
{
if (socket.ServerVersion >= ServerVersions.V51)
socket.Send(shortSale.ExemptCode);
}
return socket;
}
public static IBSocket SendIntent(this IBSocket socket, IBOrderCondition.ClearingIntents? intent)
{
if (intent == null)
return socket;
switch (intent.Value)
{
case IBOrderCondition.ClearingIntents.Broker:
return socket.Send("IB");
case IBOrderCondition.ClearingIntents.Away:
return socket.Send("Away");
case IBOrderCondition.ClearingIntents.PostTradeAllocation:
return socket.Send("PTA");
default:
throw new ArgumentOutOfRangeException();
}
}
public static IBSocket SendDeltaNeutral(this IBSocket socket, IBOrderCondition condition)
{
if (condition == null)
throw new ArgumentNullException("condition");
var volatility = condition.Volatility;
if (socket.ServerVersion < ServerVersions.V28)
{
return socket.Send(volatility.OrderType == OrderTypes.Market);
}
else
{
socket.SendOrderType(volatility.OrderType, volatility.ExtendedOrderType);
socket.Send(volatility.StopPrice);
if (volatility.ExtendedOrderType != IBOrderCondition.ExtendedOrderTypes.Empty)
{
if (socket.ServerVersion >= ServerVersions.V58)
{
socket
.Send(volatility.ConId)
.Send(volatility.SettlingFirm)
.SendPortfolio(volatility.ClearingPortfolio)
.Send(volatility.ClearingIntent);
}
if (socket.ServerVersion >= ServerVersions.V66)
{
socket
.Send(volatility.ShortSale.IsOpenOrClose)
.Send(volatility.IsShortSale)
.SendShortSale(volatility.ShortSale);
}
}
return socket;
}
}
public static IBSocket SendAgent(this IBSocket socket, IBOrderCondition.AgentDescriptions? description)
{
if (description == null)
return socket.Send(string.Empty);
switch (description.Value)
{
case IBOrderCondition.AgentDescriptions.Individual:
return socket.Send("I");
case IBOrderCondition.AgentDescriptions.Agency:
return socket.Send("A");
case IBOrderCondition.AgentDescriptions.AgentOtherMember:
return socket.Send("W");
case IBOrderCondition.AgentDescriptions.IndividualPTIA:
return socket.Send("J");
case IBOrderCondition.AgentDescriptions.AgencyPTIA:
return socket.Send("U");
case IBOrderCondition.AgentDescriptions.AgentOtherMemberPTIA:
return socket.Send("M");
case IBOrderCondition.AgentDescriptions.IndividualPT:
return socket.Send("K");
case IBOrderCondition.AgentDescriptions.AgencyPT:
return socket.Send("Y");
case IBOrderCondition.AgentDescriptions.AgentOtherMemberPT:
return socket.Send("N");
default:
throw new ArgumentOutOfRangeException();
}
}
public static IBSocket SendFinancialAdvisor(this IBSocket socket, IBOrderCondition.FinancialAdvisorAllocations? allocation)
{
if (allocation == null)
return socket.Send(string.Empty);
switch (allocation.Value)
{
case IBOrderCondition.FinancialAdvisorAllocations.PercentChange:
return socket.Send("PctChange");
case IBOrderCondition.FinancialAdvisorAllocations.AvailableEquity:
return socket.Send("AvailableEquity");
case IBOrderCondition.FinancialAdvisorAllocations.NetLiquidity:
return socket.Send("NetLiq");
case IBOrderCondition.FinancialAdvisorAllocations.EqualQuantity:
return socket.Send("EqualQuantity");
default:
throw new ArgumentOutOfRangeException();
}
}
public static IBSocket SendOrderType(this IBSocket socket, OrderTypes orderType, IBOrderCondition.ExtendedOrderTypes? extendedOrderType)
{
switch (orderType)
{
case OrderTypes.Limit:
return socket.Send("LMT");
case OrderTypes.Market:
return socket.Send("MKT");
case OrderTypes.Conditional:
{
if (extendedOrderType == null)
return socket.Send("NONE");
switch (extendedOrderType)
{
case IBOrderCondition.ExtendedOrderTypes.MarketOnClose:
return socket.Send("MOC");
case IBOrderCondition.ExtendedOrderTypes.LimitOnClose:
return socket.Send("LMTCLS");
case IBOrderCondition.ExtendedOrderTypes.PeggedToMarket:
return socket.Send("PEGMKT");
case IBOrderCondition.ExtendedOrderTypes.Stop:
return socket.Send("STP");
case IBOrderCondition.ExtendedOrderTypes.StopLimit:
return socket.Send("STP LMT");
case IBOrderCondition.ExtendedOrderTypes.TrailingStop:
return socket.Send("TRAIL");
case IBOrderCondition.ExtendedOrderTypes.Relative:
return socket.Send("REL");
case IBOrderCondition.ExtendedOrderTypes.VolumeWeightedAveragePrice:
return socket.Send("VWAP");
case IBOrderCondition.ExtendedOrderTypes.TrailingStopLimit:
return socket.Send("TRAILLIMIT");
case IBOrderCondition.ExtendedOrderTypes.Volatility:
return socket.Send("VOL");
case IBOrderCondition.ExtendedOrderTypes.Empty:
return socket.Send("");
case IBOrderCondition.ExtendedOrderTypes.Default:
return socket.Send("Default");
case IBOrderCondition.ExtendedOrderTypes.Scale:
return socket.Send("SCALE");
case IBOrderCondition.ExtendedOrderTypes.MarketIfTouched:
return socket.Send("MIT");
case IBOrderCondition.ExtendedOrderTypes.LimitIfTouched:
return socket.Send("LIT");
default:
throw new ArgumentOutOfRangeException("extendedOrderType", extendedOrderType, LocalizedStrings.Str2500);
}
}
default:
throw new ArgumentOutOfRangeException("orderType", orderType, LocalizedStrings.Str1600);
}
}
