Пример #1
0
 public IBContractDetails()
 {
     Summary        = new IBContract();
     ValidExchanges = OrderTypes = Multiplier = TradingClass = MarketName = null;
     PriceMagnifier = Conid = 0;
     MinTick        = 0;
 }
Пример #2
0
        public override bool Equals(object obj)
        {
            if ((obj == null) ||
                !(obj is IBContract))
            {
                return(false);
            }


            IBContract other = obj as IBContract;

            if (other.ComboLegs.Count != this.ComboLegs.Count)
            {
                return(false);
            }

            return((other.Exchange == Exchange) &&
                   (other.Symbol == Symbol) &&
                   (other.Currency == Currency) &&
                   (other.Expiry == Expiry) &&
                   (other.SecType == SecType) &&
                   (other.Strike == Strike) &&
                   (other.Multiplier == Multiplier));
        }
Пример #3
0
        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();
            }
        }
Пример #4
0
 public IBContractDetails()
 {
     Summary = new IBContract();
     ValidExchanges = OrderTypes = Multiplier = TradingClass = MarketName = null;
     PriceMagnifier = Conid = 0;
     MinTick = 0;
 }
Пример #5
0
        private void ProcessMarketDataRequest()
        {
            int reqId = -1;
            try {
                int reqVersion = _enc.DecodeInt();
                reqId = _enc.DecodeInt();

                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();
                if (ServerInfo.Version >= 14)
                    contract.PrimaryExch = _enc.DecodeString();
                contract.Currency = _enc.DecodeString();
                if (ServerInfo.Version >= 2)
                    contract.LocalSymbol = _enc.DecodeString();
                if (ServerInfo.Version >= 8 && (contract.SecType == IBSecType.BAG)) {
                    int comboLegCount = _enc.DecodeInt();
                    for (var i = 0; i < comboLegCount; i++) {
                        IBComboLeg leg = new IBComboLeg();
                        leg.ConId = _enc.DecodeInt();
                        leg.Ratio = _enc.DecodeInt();
                        leg.Action = _enc.DecodeAction();
                        leg.Exchange = _enc.DecodeString();
                        contract.ComboLegs.Add(leg);
                    }
                }

                if (ServerInfo.Version >= 31) {
                    string genericTickList = _enc.DecodeString();
                    if (genericTickList != null && genericTickList.Length > 0) {
                        var list = new List<IBGenericTickType>();
                        foreach (var s in genericTickList.Split(','))
                            list.Add((IBGenericTickType)Enum.Parse(typeof(IBGenericTickType), s));
                    }
                }

                OnMarketDataRequest(reqId, contract);
            }
            catch (Exception e) {
                OnError(reqId, TWSErrors.FAIL_SEND_REQMKT);
                OnError(e.Message);
                Disconnect();
            }
        }
Пример #6
0
        private void ProcessContractDataRequest()
        {
            try {
                // send req mkt data msg
                var reqVersion = _enc.DecodeInt();

                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 >= 31) {
                    contract.IncludeExpired = _enc.DecodeBool();
                }
                OnContractDataRequest(contract);
            }
            catch (Exception e) {
                OnError(TWSErrors.FAIL_SEND_REQCONTRACT);
                OnError(e.Message);
                Disconnect();
            }
        }
Пример #7
0
        private void OnMarketDepthRequest(int reqId, IBContract contract, int numRows)
        {
            if (Server != null)
                Server.OnMarketDepthRequest(this, reqId, contract, numRows);

            if (MarketDepthRequest != null)
                MarketDepthRequest(this, new TWSMarketDepthRequestEventArgs(this, reqId, contract, numRows));
        }
Пример #8
0
        private void OnMarketDataRequest(int reqId, IBContract contract)
        {
            if (Server != null)
                Server.OnMarketDataRequest(this, reqId, contract);

            if (MarketDataRequest != null)
                MarketDataRequest(this, new TWSMarketDataRequestEventArgs(this, reqId, contract));

            _marketDataSubscriptions.Add(reqId, contract);
        }
Пример #9
0
 private void OnContractDataRequest(IBContract contract)
 {
     if (Server != null)
         Server.OnContractDetailsRequest(this, contract);
 }