示例#1
0
        /// <summary>
        /// Converts Blackwood BarType to TradeHub BarType
        /// </summary>
        /// <param name="dbartype">Blackwood BarType</param>
        /// <returns></returns>
        public static string GetBarType(DBARTYPE dbartype)
        {
            switch (dbartype)
            {
            case DBARTYPE.DAILY:
                return(BarType.DAILY);

            case DBARTYPE.WEEKLY:
                return(BarType.WEEKLY);

            case DBARTYPE.MONTHLY:
                return(BarType.MONTHLY);

            case DBARTYPE.TICK:
                return(BarType.TICK);

            default:
                return(BarType.INTRADAY);
            }
        }
示例#2
0
        long ServerBlackwood_newUnknownRequest(MessageTypes t, string msg)
        {
            int          _depth = 0;
            MessageTypes ret    = MessageTypes.UNKNOWN_MESSAGE;

            switch (t)
            {
            case MessageTypes.DOMREQUEST:

                _depth = Convert.ToInt32(msg);
                v("received DOM request for depth: " + _depth);
                ret = MessageTypes.OK;
                break;

            case MessageTypes.ISSHORTABLE:
                return((long)(m_Session.GetStock(msg).IsHardToBorrow() ? 0 : 1));

            case MessageTypes.BARREQUEST:
                v("received bar request: " + msg);
                string[] r       = msg.Split(',');
                DBARTYPE barType = getBarTypeFromBW(r[(int)BarRequestField.BarInt]);
                int      tlDateS = int.Parse(r[(int)BarRequestField.StartDate]);
                int      tlTimeS = int.Parse(r[(int)BarRequestField.StartTime]);
                DateTime dtStart = TradeLink.Common.Util.ToDateTime(tlDateS, tlTimeS);
                int      tlDateE = int.Parse(r[(int)BarRequestField.StartDate]);
                int      tlTimeE = int.Parse(r[(int)BarRequestField.StartTime]);
                DateTime dtEnd   = TradeLink.Common.Util.ToDateTime(tlDateE, tlTimeE);
                uint     custInt = 1;
                if (!uint.TryParse(r[(int)BarRequestField.CustomInterval], out custInt))
                {
                    custInt = 1;
                }

                m_Session.RequestHistoricData(r[(int)BarRequestField.Symbol], barType, dtStart, dtEnd, custInt, ++bwHistReqID);
                ret = MessageTypes.OK;
                break;
            }
            return((long)ret);
        }