/// <summary>
/// Event raised when new Trade Size is receieved
/// </summary>
private void OnTickSize(object sender, TickSizeEventArgs eventArgs)
{
try
{
if (Logger.IsDebugEnabled)
{
Logger.Debug("New Trade Size receieved: " + eventArgs.Size, _type.FullName, "OnTickSize");
}
lock (_lock)
{
TickType type = eventArgs.TickType;
if (type.Equals(TickType.LastSize))
{
Tick tick = _tickList[eventArgs.TickerId];
tick.LastSize = (decimal)eventArgs.Size;
tick.DateTime = DateTime.Now;
// Raise Event
if (TickArrived != null)
{
TickArrived(tick);
}
}
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "OnTickSize");
}
}
private void EventDispatcherOnTickSize(object o, TickSizeEventArgs tickSizeEventArgs)
{
if (!_lastsByRequestId.TryGetValue(tickSizeEventArgs.RequestId, out var last))
{
last = new Level1MarketDataEventArgs();
_lastsByRequestId.Add(tickSizeEventArgs.RequestId, last);
}
last.UpdateValues(tickSizeEventArgs.Field, tickSizeEventArgs.Size);
MarketData.RaiseEvent(this, last.ShallowCopy());
}
void client_TickSize(object sender, TickSizeEventArgs e)
{
//Console.WriteLine("Tick Size: " + e.Size + " Tick Type: " + EnumDescConverter.GetEnumDescription(e.TickType));
int millisecond = (int)(DateTime.Now.Ticks % TimeSpan.TicksPerSecond / (TimeSpan.TicksPerSecond / 256));
lock (capturingWriterLock)
{
capturingWriter.Write((byte)millisecond);
capturingWriter.Write((byte)e.TickType);
capturingWriter.Write((byte)e.TickerId);
capturingWriter.Write((float)e.Size);
}
if ((totalCaptureEventsForDisplay & 0x3C) == 0) //only shows the first 4 for every 64
{
logger.Trace("{0} : {1} : {2} : {3}", e.TickType, symbols[e.TickerId].Symbol, e.TickerId, e.Size);
}
totalCaptureEventsForDisplay++;
}
void tws_TickSize(object sender, TickSizeEventArgs e)
{
// get tick object
if (!tick_list.ContainsKey(e.TickerId))
{
return;
}
TickData t = tick_list[e.TickerId];
switch (e.TickType)
{
case TickType.BidSize: // bid
t.size.bid = e.Size;
break;
case TickType.AskSize: // ask
t.size.ask = e.Size;
break;
case TickType.LastSize: // last
t.size.last = e.Size;
break;
case TickType.Volume: // volume
t.size.volume = e.Size;
break;
case TickType.OpenInterest:
t.size.open_int = e.Size;
break;
default:
break;
}
// remove from pending requests
t.pending_requests.Remove(e.TickType);
if (t.pending_requests.Count == 0)
{
t.ready_event.Set();
}
}
private void client_TickSize(object sender, TickSizeEventArgs e)
{
if (e.Size < 65535)
{
SymbolHandler buffer = symbolHandlers[(ulong)e.TickerId];
if (e.TickType == TickType.AskSize)
{
buffer.AskSize = e.Size;
buffer.SendQuote();
}
else if (e.TickType == TickType.BidSize)
{
buffer.BidSize = e.Size;
buffer.SendQuote();
}
else if (e.TickType == TickType.LastSize)
{
buffer.LastSize = e.Size;
buffer.SendTimeAndSales();
}
}
}
///////// Update form from the main thread ////////////////////////////////////////
private void Client_TickSize(Object sender, TickSizeEventArgs e)
{
this.Visible = false;
switch (e.TickType)
{
case Krs.Ats.IBNet.TickType.BidSize:
m_BidQty = Convert.ToDouble(e.Size);
break;
case Krs.Ats.IBNet.TickType.AskSize:
m_AskQty = Convert.ToDouble(e.Size);
break;
case Krs.Ats.IBNet.TickType.LastSize:
m_LastQty = Convert.ToDouble(e.Size);
Tick m_Tick = new Tick(DateTime.Now, m_Last, m_LastQty);
BidAskUpdate(m_Tick);
break;
default:
break;
}
}
/// <inheritdoc/>
public void tickSize(int tickerId, int field, int size)
{
var eventArgs = new TickSizeEventArgs(tickerId, field, size);
this.TickSizeEvent?.Invoke(this, eventArgs);
}
static void client_TickSize(object sender, TickSizeEventArgs e)
{
Console.WriteLine("Tick Size: " + e.Size + " Tick Type: " + EnumDescConverter.GetEnumDescription(e.TickType));
}
private void I_OnSizeDataUpdate(Object sender, TickSizeEventArgs e)
{
this.BeginInvoke(OnSizeUpdateDelegate, sender, e);
}
private void S_OnSizeDataUpdate(Object sender, TickSizeEventArgs e)
{
Instrument p = contracts[e.TickerId];
p.I_OnSizeDataUpdate(sender, e);
}
