private void ProcessMarketDepthRequest()
{
try {
var reqVersion = _enc.DecodeInt();
var reqId = _enc.DecodeInt();
int numRows = 0;
var contract = new IBContract();
contract.Symbol = _enc.DecodeString();
contract.SecType = _enc.DecodeSecType();
contract.Expiry = _enc.DecodeExpiryDate();
contract.Strike = _enc.DecodeDouble();
contract.Right = _enc.DecodeString();
if (ServerInfo.Version >= 15)
{
contract.Multiplier = _enc.DecodeInt();
}
contract.Exchange = _enc.DecodeString();
contract.Currency = _enc.DecodeString();
contract.LocalSymbol = _enc.DecodeString();
if (ServerInfo.Version >= 19)
{
numRows = _enc.DecodeInt();
}
OnMarketDepthRequest(reqId, contract, numRows);
}
catch (Exception e) {
OnError(TWSErrors.FAIL_SEND_REQMKTDEPTH);
OnError(e.Message);
Disconnect();
}
}
private static DateTime? DecodeIBExpiry(ITWSEncoding enc)
{
var v = enc.DecodeString();
return String.IsNullOrEmpty(v)
? (DateTime?) null
: DateTime.ParseExact(v, IB_EXPIRY_DATE_FORMAT, CultureInfo.InvariantCulture);
}
