public static string ParseTopicStrings(Array strings)
{
string topicStr = null;
if (strings != null)
{
foreach (string s in strings)
{
if (topicStr == null && s.ToLower().IndexOf(TwsRtdServerData.QT) >= 0)
{
// parse string like "qt=Bid"
// "qt" string should have priority than topic specified at other places
topicStr = s.Substring(TwsRtdServerData.QT.Length, s.Length - TwsRtdServerData.QT.Length).ToUpper();
if (Array.IndexOf(TwsRtdServerData.AllowedTopics(), topicStr) >= 0)
{
return(topicStr);
}
else
{
// if invalid "qt" is specified
return(null);
}
}
if (topicStr == null && !s.ToLower().Contains(TwsRtdServerData.LOCALSYMBOL_STR) && s.ToLower().Contains(TwsRtdServerData.CHAR_SPACE.ToString()))
{
// pasre string like "IBM Bid" or "BRK B Bid"
topicStr = s.Substring(s.LastIndexOf(TwsRtdServerData.CHAR_SPACE) + 1, s.Length - 1 - s.LastIndexOf(TwsRtdServerData.CHAR_SPACE)).ToUpper();
if (Array.IndexOf(TwsRtdServerData.AllowedTopics(), topicStr) >= 0)
{
return(topicStr);
}
else
{
topicStr = null;
continue;
}
}
if (topicStr == null)
{
// pasre string like "Bid"
topicStr = s.ToUpper();
if (Array.IndexOf(TwsRtdServerData.AllowedTopics(), topicStr) >= 0)
{
return(topicStr);
}
else
{
topicStr = null;
continue;
}
}
}
}
if (topicStr == null)
{
// topic not found, use default
topicStr = TwsRtdServerData.LAST;
}
return(topicStr);
}
public static string ParseMktDataRequestStrings(Array strings)
{
string mktDataRequestStr = null;
// contract
string symbolStr = null;
string exchStr = null;
string primExchStr = null;
string secTypeStr = null;
string expirationStr = null;
string rightStr = null;
string strikeStr = null;
string currencyStr = null;
string multiplierStr = null;
string localSymbolStr = null;
string conIdStr = null;
string tradingClassStr = null;
string comboStr = null;
string deltaNeutralContractStr = null;
string optionsStr = null;
string genTicksStr = null;
if (strings != null)
{
// simple syntax: first string should represent ticker
if (strings.Length > 0)
{
string tickerStr = (string)strings.GetValue(0);
if (tickerStr.IndexOf(TwsRtdServerData.CHAR_EQUAL) < 0)
{
if (tickerStr.IndexOf(TwsRtdServerData.CHAR_SPACE) >= 0)
{
// parse ticker string like IBM@SMART Bid, BRK B@SMART Bid, where the topic is specified within the ticker string itself
string lastStr = tickerStr.Substring(tickerStr.LastIndexOf(TwsRtdServerData.CHAR_SPACE) + 1, tickerStr.Length - 1 - tickerStr.LastIndexOf(TwsRtdServerData.CHAR_SPACE)).ToUpper();
if (Array.IndexOf(TwsRtdServerData.AllowedTopics(), lastStr) >= 0)
{
tickerStr = tickerStr.ToUpper().Substring(0, tickerStr.LastIndexOf(TwsRtdServerData.CHAR_SPACE));
}
}
if (tickerStr.IndexOf(TwsRtdServerData.CHAR_DOT) >= 0 && tickerStr.ToLower().IndexOf(TwsRtdServerData.HOST_STR) < 0 &&
tickerStr.ToLower().IndexOf(TwsRtdServerData.DELTANEUTRALCONTRACT_STR) < 0 && tickerStr.ToUpper().IndexOf(TwsRtdServerData.CHAR_SLASH + TwsRtdServerData.CASH_STR) >= 0)
{
// parse string like "EUR.USD/CASH"
string[] contractStrings = tickerStr.ToUpper().Split(TwsRtdServerData.CHAR_SLASH);
if (contractStrings.Length >= 2)
{
secTypeStr = contractStrings[1].ToUpper();
}
// "EUR.USD"
string symbolAndCashStr = contractStrings[0].ToUpper();
symbolStr = symbolAndCashStr.Substring(0, symbolAndCashStr.IndexOf(TwsRtdServerData.CHAR_DOT));
currencyStr = symbolAndCashStr.Substring(symbolAndCashStr.IndexOf(TwsRtdServerData.CHAR_DOT) + 1, symbolAndCashStr.Length - symbolAndCashStr.IndexOf(TwsRtdServerData.CHAR_DOT) - 1);
exchStr = TwsRtdServerData.DEFAULT_CASH_EXCHANGE;
//break;
}
else if (tickerStr.IndexOf(TwsRtdServerData.CHAR_SLASH) >= 0)
{
// parse string like "IBM@SMART/NYSE/OPT/201701/C/90/USD"
string[] contractStrings = tickerStr.ToUpper().Split(TwsRtdServerData.CHAR_SLASH);
if (contractStrings.Length >= 7)
{
currencyStr = contractStrings[6].ToUpper();
}
if (contractStrings.Length >= 6)
{
strikeStr = contractStrings[5].ToUpper();
}
if (contractStrings.Length >= 5)
{
rightStr = contractStrings[4].ToUpper();
}
if (contractStrings.Length >= 4)
{
expirationStr = contractStrings[3].ToUpper();
}
if (contractStrings.Length >= 3)
{
secTypeStr = contractStrings[2].ToUpper();
}
if (contractStrings.Length >= 2)
{
primExchStr = contractStrings[1].ToUpper();
}
string symbolAndExchStr = contractStrings[0].ToUpper();
if (symbolAndExchStr.IndexOf(TwsRtdServerData.CHAR_AT) >= 0)
{
// symbol can contain dot (".") and case sensitive
symbolStr = symbolAndExchStr.Substring(0, symbolAndExchStr.IndexOf(TwsRtdServerData.CHAR_AT));
exchStr = symbolAndExchStr.Substring(symbolAndExchStr.IndexOf(TwsRtdServerData.CHAR_AT) + 1, symbolAndExchStr.Length - symbolAndExchStr.IndexOf(TwsRtdServerData.CHAR_AT) - 1);
}
else
{
symbolStr = symbolAndExchStr;
exchStr = TwsRtdServerData.DEFAULT_EXCHANGE;
}
//break;
}
else if (tickerStr.IndexOf(TwsRtdServerData.CHAR_AT) >= 0)
{
// parse string like "IBM@ARCA"
symbolStr = tickerStr.ToUpper().Substring(0, tickerStr.IndexOf(TwsRtdServerData.CHAR_AT));
exchStr = tickerStr.ToUpper().Substring(tickerStr.IndexOf(TwsRtdServerData.CHAR_AT) + 1, tickerStr.Length - tickerStr.IndexOf(TwsRtdServerData.CHAR_AT) - 1);
//break;
}
else
{
// parse string like "IBM"
symbolStr = tickerStr.ToUpper();
}
}
}
// complex syntax
foreach (string s in strings)
{
if (symbolStr == null && s.ToLower().IndexOf(TwsRtdServerData.SYMBOL_STR) >= 0)
{
// parse string like "sym=IBM"
symbolStr = s.Substring(TwsRtdServerData.SYMBOL_STR.Length, s.Length - TwsRtdServerData.SYMBOL_STR.Length);
}
if (secTypeStr == null && s.ToLower().IndexOf(TwsRtdServerData.SECTYPE_STR) >= 0)
{
// parse string like "sec=OPT"
secTypeStr = s.Substring(TwsRtdServerData.SECTYPE_STR.Length, s.Length - TwsRtdServerData.SECTYPE_STR.Length).ToUpper();
}
if (expirationStr == null && s.ToLower().IndexOf(TwsRtdServerData.EXPIRATION_STR) >= 0)
{
// parse string like "exp=20170101"
expirationStr = s.Substring(TwsRtdServerData.EXPIRATION_STR.Length, s.Length - TwsRtdServerData.EXPIRATION_STR.Length).ToUpper();
}
if (strikeStr == null && s.ToLower().IndexOf(TwsRtdServerData.STRIKE_STR) >= 0)
{
// parse string like "strike=90"
strikeStr = s.Substring(TwsRtdServerData.STRIKE_STR.Length, s.Length - TwsRtdServerData.STRIKE_STR.Length).ToUpper();
}
if (rightStr == null && s.ToLower().IndexOf(TwsRtdServerData.RIGHT_STR) >= 0)
{
// parse string like "right=C"
rightStr = s.Substring(TwsRtdServerData.RIGHT_STR.Length, s.Length - TwsRtdServerData.RIGHT_STR.Length).ToUpper();
}
if (multiplierStr == null && s.ToLower().IndexOf(TwsRtdServerData.MULTIPLIER_STR) >= 0)
{
// parse string like "mult=100"
multiplierStr = s.Substring(TwsRtdServerData.MULTIPLIER_STR.Length, s.Length - TwsRtdServerData.MULTIPLIER_STR.Length).ToUpper();
}
if (exchStr == null && s.ToLower().IndexOf(TwsRtdServerData.EXCHANGE_STR) >= 0)
{
// parse string like "exch=SMART"
exchStr = s.Substring(TwsRtdServerData.EXCHANGE_STR.Length, s.Length - TwsRtdServerData.EXCHANGE_STR.Length).ToUpper();
}
if (primExchStr == null && s.ToLower().IndexOf(TwsRtdServerData.PRIMARYEXCH_STR) >= 0)
{
// parse string like "prim=NYSE"
primExchStr = s.Substring(TwsRtdServerData.PRIMARYEXCH_STR.Length, s.Length - TwsRtdServerData.PRIMARYEXCH_STR.Length).ToUpper();
}
if (currencyStr == null && s.ToLower().IndexOf(TwsRtdServerData.CURRENCY_STR) >= 0)
{
// parse string like "cur=USD"
currencyStr = s.Substring(TwsRtdServerData.CURRENCY_STR.Length, s.Length - TwsRtdServerData.CURRENCY_STR.Length).ToUpper();
}
if (conIdStr == null && s.ToLower().IndexOf(TwsRtdServerData.CONID_STR) >= 0)
{
// parse string like "conid=8314"
conIdStr = s.Substring(TwsRtdServerData.CONID_STR.Length, s.Length - TwsRtdServerData.CONID_STR.Length).ToUpper();
}
if (localSymbolStr == null && s.ToLower().IndexOf(TwsRtdServerData.LOCALSYMBOL_STR) >= 0)
{
// parse string like "loc=IBM1DM7"
localSymbolStr = s.Substring(TwsRtdServerData.LOCALSYMBOL_STR.Length, s.Length - TwsRtdServerData.LOCALSYMBOL_STR.Length);
}
if (tradingClassStr == null && s.ToLower().IndexOf(TwsRtdServerData.TRADINGCLASS_STR) >= 0)
{
// parse string like "tc=IBM1D"
tradingClassStr = s.Substring(TwsRtdServerData.TRADINGCLASS_STR.Length, s.Length - TwsRtdServerData.TRADINGCLASS_STR.Length).ToUpper();
}
if (comboStr == null && s.ToLower().IndexOf(TwsRtdServerData.COMBO_STR) >= 0)
{
// parse string like "cmb=..."
comboStr = s.Substring(TwsRtdServerData.COMBO_STR.Length, s.Length - TwsRtdServerData.COMBO_STR.Length).ToUpper();
}
if (deltaNeutralContractStr == null && s.ToLower().IndexOf(TwsRtdServerData.DELTANEUTRALCONTRACT_STR) >= 0)
{
// parse string like "und=..."
deltaNeutralContractStr = s.Substring(TwsRtdServerData.DELTANEUTRALCONTRACT_STR.Length, s.Length - TwsRtdServerData.DELTANEUTRALCONTRACT_STR.Length).ToUpper();
}
if (optionsStr == null && s.ToLower().IndexOf(TwsRtdServerData.OPTIONS_STR) >= 0)
{
// parse string like "opt=..."
optionsStr = s.Substring(TwsRtdServerData.OPTIONS_STR.Length, s.Length - TwsRtdServerData.OPTIONS_STR.Length).ToUpper();
}
if (genTicksStr == null && s.ToLower().IndexOf(TwsRtdServerData.GENTICKS_STR) >= 0)
{
// parse string like "genticks=..."
genTicksStr = s.Substring(TwsRtdServerData.GENTICKS_STR.Length, s.Length - TwsRtdServerData.GENTICKS_STR.Length).ToUpper();
}
}
}
// defaults
if (localSymbolStr == null || localSymbolStr.Length <= 0)
{
if ((secTypeStr == null || secTypeStr.Length <= 0) && conIdStr == null)
{
secTypeStr = TwsRtdServerData.DEFAULT_SECTYPE;
}
if (exchStr == null || exchStr.Length <= 0)
{
exchStr = TwsRtdServerData.DEFAULT_EXCHANGE;
}
if ((currencyStr == null || currencyStr.Length <= 0) && conIdStr == null)
{
currencyStr = TwsRtdServerData.DEFAULT_CURRENCY;
}
}
mktDataRequestStr = conIdStr + TwsRtdServerData.CHAR_UNDERSCORE +
symbolStr + TwsRtdServerData.CHAR_UNDERSCORE +
secTypeStr + TwsRtdServerData.CHAR_UNDERSCORE +
expirationStr + TwsRtdServerData.CHAR_UNDERSCORE +
strikeStr + TwsRtdServerData.CHAR_UNDERSCORE +
rightStr + TwsRtdServerData.CHAR_UNDERSCORE +
multiplierStr + TwsRtdServerData.CHAR_UNDERSCORE +
exchStr + TwsRtdServerData.CHAR_UNDERSCORE +
primExchStr + TwsRtdServerData.CHAR_UNDERSCORE +
currencyStr + TwsRtdServerData.CHAR_UNDERSCORE +
localSymbolStr + TwsRtdServerData.CHAR_UNDERSCORE +
tradingClassStr + TwsRtdServerData.CHAR_UNDERSCORE +
comboStr + TwsRtdServerData.CHAR_UNDERSCORE +
deltaNeutralContractStr + TwsRtdServerData.CHAR_UNDERSCORE +
optionsStr + TwsRtdServerData.CHAR_UNDERSCORE +
genTicksStr;
return(mktDataRequestStr);
}
