internal ContractData(ResponseComposer c, ContractDataType type) { switch (type) { case ContractDataType.ContractData: c.RequireVersion(8); RequestId = c.ReadInt(); Contract.Symbol = c.ReadString(); Contract.SecurityType = c.ReadStringEnum <SecurityType>(); ReadLastTradeDate(c.ReadString(), false); Contract.Strike = c.ReadDouble(); Contract.Right = c.ReadStringEnum <RightType>(); Contract.Exchange = c.ReadString(); Contract.Currency = c.ReadString(); Contract.LocalSymbol = c.ReadString(); MarketName = c.ReadString(); Contract.TradingClass = c.ReadString(); Contract.ContractId = c.ReadInt(); MinimumTick = c.ReadDouble(); if (c.Config.SupportsServerVersion(ServerVersion.MdSizeMultiplier)) { MdSizeMultiplier = c.ReadInt(); } Contract.Multiplier = c.ReadString(); OrderTypes = c.ReadString(); ValidExchanges = c.ReadString(); PriceMagnifier = c.ReadInt(); UnderlyingContractId = c.ReadInt(); LongName = c.ReadString(); Contract.PrimaryExchange = c.ReadString(); ContractMonth = c.ReadString(); Industry = c.ReadString(); Category = c.ReadString(); Subcategory = c.ReadString(); TimeZoneId = c.ReadString(); TradingHours = c.ReadString(); LiquidHours = c.ReadString(); EconomicValueRule = c.ReadString(); EconomicValueMultiplier = c.ReadDouble(); c.AddTagsToList(SecurityIds); if (c.Config.SupportsServerVersion(ServerVersion.AggGroup)) { AggGroup = c.ReadInt(); } if (c.Config.SupportsServerVersion(ServerVersion.UnderlyingInfo)) { UnderSymbol = c.ReadString(); UnderSecType = c.ReadString(); } if (c.Config.SupportsServerVersion(ServerVersion.MarketRules)) { MarketRuleIds = c.ReadString(); } if (c.Config.SupportsServerVersion(ServerVersion.RealExpirationDate)) { RealExpirationDate = c.ReadString(); } break; case ContractDataType.BondContractData: var version = c.RequireVersion(6); RequestId = c.ReadInt(); Contract.Symbol = c.ReadString(); Contract.SecurityType = c.ReadStringEnum <SecurityType>(); Cusip = c.ReadString(); Coupon = c.ReadDouble(); ReadLastTradeDate(c.ReadString(), true); IssueDate = c.ReadString(); CreditRatings = c.ReadString(); BondType = c.ReadString(); CouponType = c.ReadString(); Convertible = c.ReadBool(); Callable = c.ReadBool(); Putable = c.ReadBool(); DescriptionAppend = c.ReadString(); Contract.Exchange = c.ReadString(); Contract.Currency = c.ReadString(); MarketName = c.ReadString(); Contract.TradingClass = c.ReadString(); Contract.ContractId = c.ReadInt(); MinimumTick = c.ReadDouble(); if (c.Config.SupportsServerVersion(ServerVersion.MdSizeMultiplier)) { MdSizeMultiplier = c.ReadInt(); } OrderTypes = c.ReadString(); ValidExchanges = c.ReadString(); NextOptionDate = c.ReadString(); NextOptionType = c.ReadString(); NextOptionPartial = c.ReadBool(); Notes = c.ReadString(); LongName = c.ReadString(); if (version >= 6) { EconomicValueRule = c.ReadString(); EconomicValueMultiplier = c.ReadDouble(); } if (version >= 5) { c.AddTagsToList(SecurityIds); } if (c.Config.SupportsServerVersion(ServerVersion.AggGroup)) { AggGroup = c.ReadInt(); } if (c.Config.SupportsServerVersion(ServerVersion.MarketRules)) { MarketRuleIds = c.ReadString(); } break; case ContractDataType.ScannerContractData: Contract.ContractId = c.ReadInt(); Contract.Symbol = c.ReadString(); Contract.SecurityType = c.ReadStringEnum <SecurityType>(); Contract.LastTradeDateOrContractMonth = c.ReadString(); Contract.Strike = c.ReadDouble(); Contract.Right = c.ReadStringEnum <RightType>(); Contract.Exchange = c.ReadString(); Contract.Currency = c.ReadString(); Contract.LocalSymbol = c.ReadString(); MarketName = c.ReadString(); Contract.TradingClass = c.ReadString(); break; } }
internal OpenOrder(ResponseComposer c) // the monster { var serverVersion = c.Config.ServerVersionCurrent; var messageVersion = serverVersion < ServerVersion.OrderContainer ? c.RequireVersion(17) : (int)serverVersion; var orderId = c.ReadInt(); Contract = new Contract { ContractId = c.ReadInt(), Symbol = c.ReadString(), SecurityType = c.ReadStringEnum <SecurityType>(), LastTradeDateOrContractMonth = c.ReadString(), Strike = c.ReadDouble(), Right = c.ReadStringEnum <RightType>(), Multiplier = messageVersion >= 32 ? c.ReadString() : string.Empty, Exchange = c.ReadString(), Currency = c.ReadString(), LocalSymbol = c.ReadString(), TradingClass = messageVersion >= 32 ? c.ReadString() : string.Empty }; Order = new Order { OrderId = orderId, TradeAction = c.ReadStringEnum <TradeAction>(), TotalQuantity = c.ReadDouble(), OrderType = c.ReadStringEnum <OrderType>(), LimitPrice = messageVersion < 29 ? c.ReadDouble() : c.ReadDoubleNullable(), AuxPrice = messageVersion < 30 ? c.ReadDouble() : c.ReadDoubleNullable(), TimeInForce = c.ReadStringEnum <TimeInForce>(), OcaGroup = c.ReadString(), Account = c.ReadString(), OpenClose = c.ReadStringEnum <OrderOpenClose>(), Origin = c.ReadEnum <OrderOrigin>(), OrderRef = c.ReadString(), ClientId = c.ReadInt(), PermanentId = c.ReadInt(), OutsideRegularTradingHours = c.ReadBool(), Hidden = c.ReadBool(), DiscretionaryAmount = c.ReadDouble(), GoodAfterTime = c.ReadString() }; OrderId = Order.OrderId; c.ReadString(); // skip deprecated sharesAllocation field Order.FinancialAdvisorGroup = c.ReadString(); Order.FinancialAdvisorMethod = c.ReadStringEnum <FinancialAdvisorAllocationMethod>(); Order.FinancialAdvisorPercentage = c.ReadString(); Order.FinancialAdvisorProfile = c.ReadString(); if (c.Config.SupportsServerVersion(ServerVersion.ModelsSupport)) { Order.ModelCode = c.ReadString(); } Order.GoodUntilDate = c.ReadString(); Order.Rule80A = c.ReadStringEnum <AgentDescription>(); Order.PercentOffset = c.ReadDoubleNullable(); Order.SettlingFirm = c.ReadString(); Order.ShortSaleSlot = c.ReadEnum <ShortSaleSlot>(); Order.DesignatedLocation = c.ReadString(); Order.ExemptCode = c.ReadInt(); Order.AuctionStrategy = c.ReadEnum <AuctionStrategy>(); Order.StartingPrice = c.ReadDoubleNullable(); Order.StockReferencePrice = c.ReadDoubleNullable(); Order.Delta = c.ReadDoubleNullable(); Order.StockRangeLower = c.ReadDoubleNullable(); Order.StockRangeUpper = c.ReadDoubleNullable(); Order.DisplaySize = c.ReadInt(); Order.BlockOrder = c.ReadBool(); Order.SweepToFill = c.ReadBool(); Order.AllOrNone = c.ReadBool(); Order.MinimumQuantity = c.ReadIntNullable(); Order.OcaType = c.ReadEnum <OcaType>(); Order.ElectronicTradeOnly = c.ReadBool(); Order.FirmQuoteOnly = c.ReadBool(); Order.NbboPriceCap = c.ReadDoubleNullable(); Order.ParentId = c.ReadInt(); Order.TriggerMethod = c.ReadEnum <TriggerMethod>(); Order.Volatility = c.ReadDoubleNullable(); Order.VolatilityType = c.ReadEnum <VolatilityType>(); Order.DeltaNeutralOrderType = c.ReadString(); Order.DeltaNeutralAuxPrice = c.ReadDoubleNullable(); if (!string.IsNullOrEmpty(Order.DeltaNeutralOrderType)) { if (messageVersion >= 27) { Order.DeltaNeutralContractId = c.ReadInt(); Order.DeltaNeutralSettlingFirm = c.ReadString(); Order.DeltaNeutralClearingAccount = c.ReadString(); Order.DeltaNeutralClearingIntent = c.ReadString(); } if (messageVersion >= 31) { Order.DeltaNeutralOpenClose = c.ReadString(); Order.DeltaNeutralShortSale = c.ReadBool(); Order.DeltaNeutralShortSaleSlot = c.ReadInt(); Order.DeltaNeutralDesignatedLocation = c.ReadString(); } } Order.ContinuousUpdate = c.ReadInt(); Order.ReferencePriceType = c.ReadEnum <ReferencePriceType>(); Order.TrailingStopPrice = c.ReadDoubleNullable(); if (messageVersion >= 30) { Order.TrailingStopPercent = c.ReadDoubleNullable(); } Order.BasisPoints = c.ReadDoubleNullable(); Order.BasisPointsType = c.ReadIntNullable(); Contract.ComboLegsDescription = c.ReadString(); if (messageVersion >= 29) { var n = c.ReadInt(); for (var i = 0; i < n; i++) { Contract.ComboLegs.Add(new ContractComboLeg(c)); } n = c.ReadInt(); for (var i = 0; i < n; i++) { Order.ComboLegs.Add(new OrderComboLeg(c.ReadDoubleNullable())); } } if (messageVersion >= 26) { c.AddTagsToList(Order.SmartComboRoutingParams); } if (messageVersion >= 15) { if (messageVersion >= 20) { Order.ScaleInitLevelSize = c.ReadIntNullable(); Order.ScaleSubsLevelSize = c.ReadIntNullable(); } else { c.ReadString(); Order.ScaleInitLevelSize = c.ReadIntNullable(); } Order.ScalePriceIncrement = c.ReadDoubleNullable(); } if (messageVersion >= 28 && Order.ScalePriceIncrement > 0) { Order.ScalePriceAdjustValue = c.ReadDoubleNullable(); Order.ScalePriceAdjustInterval = c.ReadIntNullable(); Order.ScaleProfitOffset = c.ReadDoubleNullable(); Order.ScaleAutoReset = c.ReadBool(); Order.ScaleInitPosition = c.ReadIntNullable(); Order.ScaleInitFillQty = c.ReadIntNullable(); Order.ScaleRandomPercent = c.ReadBool(); } if (messageVersion >= 24) { Order.HedgeType = c.ReadStringEnum <HedgeType>(); if (Order.HedgeType != HedgeType.Undefined) { Order.HedgeParam = c.ReadString(); } } if (messageVersion >= 25) { Order.OptOutSmartRouting = c.ReadBool(); } if (messageVersion >= 19) { Order.ClearingAccount = c.ReadString(); Order.ClearingIntent = c.ReadStringEnum <ClearingIntent>(); } if (messageVersion >= 22) { Order.NotHeld = c.ReadBool(); } if (messageVersion >= 20 && c.ReadBool()) { Contract.DeltaNeutralContract = new DeltaNeutralContract(c, false); } if (messageVersion >= 21) { Order.AlgoStrategy = c.ReadString(); if (!string.IsNullOrEmpty(Order.AlgoStrategy)) { c.AddTagsToList(Order.AlgoParams); } } if (messageVersion >= 33) { Order.Solicited = c.ReadBool(); } Order.WhatIf = c.ReadBool(); Status = c.ReadStringEnum <OrderStatus>(); if (serverVersion >= ServerVersion.WhatIfExtFields) { InitialMarginBefore = c.ReadString(); MaintenanceMarginBefore = c.ReadString(); EquityWithLoanBefore = c.ReadString(); InitMarginChange = c.ReadString(); MaintMarginChange = c.ReadString(); EquityWithLoanChange = c.ReadString(); } InitMarginAfter = c.ReadString(); MaintMarginAfter = c.ReadString(); EquityWithLoanBefore = c.ReadString(); Commission = c.ReadDoubleNullable(); MinimumCommission = c.ReadDoubleNullable(); MaximumCommission = c.ReadDoubleNullable(); CommissionCurrency = c.ReadString(); WarningText = c.ReadString(); if (messageVersion >= 34) { Order.RandomizeSize = c.ReadBool(); Order.RandomizePrice = c.ReadBool(); } if (c.Config.SupportsServerVersion(ServerVersion.PeggedToBenchmark)) { if (Order.OrderType == OrderType.PeggedToBenchmark) { Order.ReferenceContractId = c.ReadInt(); Order.IsPeggedChangeAmountDecrease = c.ReadBool(); Order.PeggedChangeAmount = c.ReadDoubleNullable(); Order.ReferenceChangeAmount = c.ReadDoubleNullable(); Order.ReferenceExchange = c.ReadString(); } var n = c.ReadInt(); if (n > 0) { for (var i = 0; i < n; i++) { var orderConditionType = c.ReadEnum <OrderConditionType>(); var condition = OrderCondition.Create(orderConditionType); condition.Deserialize(c); Order.Conditions.Add(condition); } Order.ConditionsIgnoreRegularTradingHours = c.ReadBool(); Order.ConditionsCancelOrder = c.ReadBool(); } Order.AdjustedOrderType = c.ReadString(); Order.TriggerPrice = c.ReadDoubleNullable(); Order.TrailingStopPrice = c.ReadDoubleNullable(); Order.LmtPriceOffset = c.ReadDoubleNullable(); Order.AdjustedStopPrice = c.ReadDoubleNullable(); Order.AdjustedStopLimitPrice = c.ReadDoubleNullable(); Order.AdjustedTrailingAmount = c.ReadDoubleNullable(); Order.AdjustableTrailingUnit = c.ReadInt(); } if (c.Config.SupportsServerVersion(ServerVersion.SoftDollarTier)) { Order.SoftDollarTier = new SoftDollarTier(c); } if (c.Config.SupportsServerVersion(ServerVersion.CashQty)) { Order.CashQty = c.ReadDoubleNullable(); } if (c.Config.SupportsServerVersion(ServerVersion.AutoPriceForHedge)) { Order.DontUseAutoPriceForHedge = c.ReadBool(); } if (c.Config.SupportsServerVersion(ServerVersion.OrderContainer)) { Order.IsOmsContainer = c.ReadBool(); } if (c.Config.SupportsServerVersion(ServerVersion.DPegOrders)) { Order.DiscretionaryUpToLimitPrice = c.ReadBool(); } }