void TickSizeHandler(TickSizeMessage message)
{
int contractId = message.RequestId;
IBTickType type = (IBTickType)message.Field;
dynamic size = message.Size;
//Debug.WriteLine("ZEUS - TickSizeHandler: " + contractId + ", " + type + ", " + size);
Market currentMarket = Contracts[contractId].Item2;
currentMarket.Timestamp = Now;
bool send = false;
if (type == IBTickType.BidSize)
{
currentMarket.BidSize = size;
send = true;
}
else if (type == IBTickType.AskSize)
{
currentMarket.AskSize = size;
send = true;
}
if (send)
{
Ether.Send(currentMarket);
}
}
public void UpdateUI(TickSizeMessage dataMessage)
{
DataGridView grid = (DataGridView)uiControl;
if ((grid[MARKET_DATA_TYPE_INDEX, GetIndex(dataMessage.RequestId)].Value.Equals(MarketDataType.Real_Time.Name)) &&
(dataMessage.Field == 69 ||
dataMessage.Field == 70 ||
dataMessage.Field == 71 ||
dataMessage.Field == 74))
{
grid[MARKET_DATA_TYPE_INDEX, GetIndex(dataMessage.RequestId)].Value = MarketDataType.Delayed.Name;
}
switch (dataMessage.Field)
{
case 0:
case 69:
{
//BID SIZE, DELAYED_BID_SIZE
grid[BID_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case 3:
case 70:
{
//ASK SIZE, DELAYED_ASK_SIZE
grid[ASK_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case 5:
case 71:
{
//LAST_SIZE, DELAYED_LAST_SIZE
grid[LAST_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case 8:
case 74:
{
//VOLUME, DELAYED_VOLUME
grid[VOLUME_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case 86:
{
//FUTURES_OPEN_INTEREST
grid[FUTURES_OPEN_INTEREST_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
}
}
private void ibClient_Tick(TickSizeMessage msg)
{
if (isDebug)
{
Console.WriteLine("Tick Size. Ticker Id:" + msg.RequestId + ", Symbol: " + dicAssets[msg.RequestId].Con.Symbol + ", Type: " + TickType.getField(msg.Field) + ", Size: " + msg.Size);
}
switch (msg.Field)
{
case TickType.ASK_SIZE:
dicAssets[msg.RequestId].AskSize = msg.Size;
break;
case TickType.BID_SIZE:
dicAssets[msg.RequestId].BidSize = msg.Size;
break;
}
}
public void tickSize(int tickerId, int field, int size)
{
var message = new TickSizeMessage(tickerId,field,size);
MessageHandler.messageBox.Enqueue(message);
}
public void UpdateUI(TickSizeMessage dataMessage)
{
DataGridView grid = (DataGridView)uiControl;
if ((grid[MARKET_DATA_TYPE_INDEX, GetIndex(dataMessage.RequestId)].Value.Equals(MarketDataType.Real_Time.Name)) &&
(dataMessage.Field == TickType.DELAYED_BID_SIZE ||
dataMessage.Field == TickType.DELAYED_ASK_SIZE ||
dataMessage.Field == TickType.DELAYED_LAST_SIZE ||
dataMessage.Field == TickType.DELAYED_VOLUME))
{
grid[MARKET_DATA_TYPE_INDEX, GetIndex(dataMessage.RequestId)].Value = MarketDataType.Delayed.Name;
}
switch (dataMessage.Field)
{
case TickType.BID_SIZE:
case TickType.DELAYED_BID_SIZE:
{
//BID SIZE, DELAYED_BID_SIZE
grid[BID_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case TickType.ASK_SIZE:
case TickType.DELAYED_ASK_SIZE:
{
//ASK SIZE, DELAYED_ASK_SIZE
grid[ASK_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case TickType.LAST_SIZE:
case TickType.DELAYED_LAST_SIZE:
{
//LAST_SIZE, DELAYED_LAST_SIZE
grid[LAST_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case TickType.VOLUME:
case TickType.DELAYED_VOLUME:
{
//VOLUME, DELAYED_VOLUME
grid[VOLUME_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case TickType.FUTURES_OPEN_INTEREST:
{
//FUTURES_OPEN_INTEREST
grid[FUTURES_OPEN_INTEREST_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case TickType.AVG_OPT_VOLUME:
{
//AVG_OPT_VOLUME
grid[AVG_OPT_VOLUME_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
case TickType.SHORTABLE_SHARES:
{
//SHORTABLE_SHARES
grid[SHORTABLE_SHARES_INDEX, GetIndex(dataMessage.RequestId)].Value = dataMessage.Size;
break;
}
}
}
public override void UpdateUI(IBMessage message)
{
MarketDataMessage dataMessage = (MarketDataMessage)message;
checkToAddRow(dataMessage.RequestId);
DataGridView grid = (DataGridView)uiControl;
if (grid.Rows.Count >= dataMessage.RequestId - TICK_ID_BASE)
{
if (message is TickPriceMessage)
{
TickPriceMessage priceMessage = (TickPriceMessage)message;
switch (dataMessage.Field)
{
case 1:
{
//BID
grid[BID_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 2:
{
//ASK
grid[ASK_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 9:
{
//CLOSE
grid[CLOSE_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
}
}
else if (dataMessage is TickSizeMessage)
{
TickSizeMessage sizeMessage = (TickSizeMessage)message;
switch (dataMessage.Field)
{
case 0:
{
//BID SIZE
grid[BID_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 3:
{
//ASK SIZE
grid[ASK_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 5:
{
//LAST SIZE
grid[LAST_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 8:
{
//VOLUME
grid[VOLUME_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
}
}
}
}
public override void UpdateUI(IBMessage message)
{
IAppMDManager appMDMManager = appStrategyManager.getAppMDManager();
IAppEventManager appEventManager = appStrategyManager.getAppEventManager();
MarketDataMessage dataMessage = (MarketDataMessage)message;
checkToAddRow(dataMessage.RequestId);
DataGridView grid = (DataGridView)uiControl;
if (grid.Rows.Count >= dataMessage.RequestId - TICK_ID_BASE)
{
if (message is TickPriceMessage)
{
TickPriceMessage priceMessage = (TickPriceMessage)message;
switch (dataMessage.Field)
{
case 1:
{
//BID
appEventManager.putTickPriceEvents(priceMessage, dataMessage);
//stgManager.handleTickMessage(message);
grid[BID_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 2:
{
//ASK
appEventManager.putTickPriceEvents(priceMessage, dataMessage);
//stgManager.handleTickMessage(message);
grid[ASK_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 4:
{
//LAST
appEventManager.putTickPriceEvents(priceMessage, dataMessage);
//stgManager.handleTickMessage(message);
grid[LAST_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 6:
{
//HIGH
grid[HIGH_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 7:
{
//LOW
grid[LOW_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
case 9:
{
//CLOSE
grid[CLOSE_PRICE_INDEX, GetIndex(dataMessage.RequestId)].Value = priceMessage.Price;
break;
}
}
}
else if (dataMessage is TickSizeMessage)
{
TickSizeMessage sizeMessage = (TickSizeMessage)message;
switch (dataMessage.Field)
{
case 0:
{
//BID SIZE
grid[BID_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 3:
{
//ASK SIZE
grid[ASK_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 5:
{
//LAST SIZE
grid[LAST_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
case 8:
{
//VOLUME
//stgManager.handleTickMessage(message);
grid[VOLUME_SIZE_INDEX, GetIndex(dataMessage.RequestId)].Value = sizeMessage.Size;
break;
}
}
}
}
}
static void client_TickSize(TickSizeMessage e)
{
Console.WriteLine("Tick Size: " + e.Size + " Tick Type: " + e.Field);
}
