public static bool InstrumentTypeToSecurityType(OQ.InstrumentType instrType, out IB.SecurityType secType)
{
secType = SecurityType.Undefined;
switch (instrType)
{
case InstrumentType.Bond:
secType = SecurityType.Bond;
break;
case InstrumentType.ETF:
secType = SecurityType.Stock;
break;
case InstrumentType.FX:
secType = SecurityType.Cash;
break;
case InstrumentType.FutOpt:
secType = SecurityType.FutureOption;
break;
case InstrumentType.Futures:
secType = SecurityType.Future;
break;
case InstrumentType.Index:
secType = SecurityType.Index;
break;
case InstrumentType.Option:
secType = SecurityType.Option;
break;
case InstrumentType.Stock:
secType = SecurityType.Stock;
break;
case InstrumentType.MultiLeg:
default:
return(false);
}
return(true);
}
public static string Convert(OpenQuant.API.InstrumentType value)
{
switch (value)
{
case OpenQuant.API.InstrumentType.Stock:
return("CS");
case OpenQuant.API.InstrumentType.Futures:
return("FUT");
case OpenQuant.API.InstrumentType.Option:
return("OPT");
case OpenQuant.API.InstrumentType.FutOpt:
return("FOP");
case OpenQuant.API.InstrumentType.Bond:
return("TBOND");
case OpenQuant.API.InstrumentType.Index:
return("IDX");
case OpenQuant.API.InstrumentType.ETF:
return("ETF");
case OpenQuant.API.InstrumentType.FX:
return("FOR");
case OpenQuant.API.InstrumentType.MultiLeg:
return("MLEG");
case OpenQuant.API.InstrumentType.Commodity:
return("CMDTY");
default:
throw new ArgumentException(string.Format("Unknown InstrumentType - {0}", value));
}
}
