public override void RefData(RefDataInfo oInfo)
{
StringBuilder sb = new StringBuilder();
oInfo.Dump(sb);
Console.Out.Write(sb);
}
/* ----------------------------------------------------------- */
public override void RefData(RefDataInfo oInfo)
{
StringBuilder sb = new StringBuilder();
oInfo.Dump(sb);
debug(sb);
}
private void SessionHolderOnSecurityRefData(RefDataInfo info)
{
//ProcessErrorCode(info.RpCode);
if (!ProcessErrorCode(info.RpCode))
{
return;
}
ProcessRefData(info, (long?)info.Context);
}
private void ProcessRefData(RefDataInfo info, long?originalTransactionId)
{
SendOutMessage(new SecurityMessage
{
SecurityId = new SecurityId
{
SecurityCode = info.Symbol,
BoardCode = info.Exchange,
},
ExpiryDate = RithmicUtils.ToDateTime(info.Expiration, info.ExpirationTime),
Currency = info.Currency.To <CurrencyTypes?>(),
Strike = info.StrikePrice.ToDecimal(),
OptionType = RithmicUtils.ToOptionType(info.PutCallIndicator),
BinaryOptionType = info.BinaryContractType,
Name = info.Description,
SecurityType = RithmicUtils.ToSecurityType(info.InstrumentType),
UnderlyingSecurityCode = info.Underlying,
LocalTime = RithmicUtils.ToTime(info.Ssboe),
Class = info.ProductCode,
PriceStep = info.SinglePointValue.ToDecimal(),
OriginalTransactionId = originalTransactionId ?? 0,
});
}
public override void RefData(RefDataInfo info)
{
_client.SecurityRefData.WithDump(_receiver).WithError(MarketDataError).SafeInvoke(info);
}
private void SessionHolderOnSecurityRefData(RefDataInfo info)
{
//ProcessErrorCode(info.RpCode);
if (!ProcessErrorCode(info.RpCode))
return;
ProcessRefData(info, (long?)info.Context);
}
private void ProcessRefData(RefDataInfo info, long? originalTransactionId)
{
SendOutMessage(new SecurityMessage
{
SecurityId = new SecurityId
{
SecurityCode = info.Symbol,
BoardCode = info.Exchange,
},
ExpiryDate = RithmicUtils.ToDateTime(info.Expiration, info.ExpirationTime),
Currency = info.Currency.To<CurrencyTypes?>(),
Strike = info.StrikePrice.ToDecimal(),
OptionType = RithmicUtils.ToOptionType(info.PutCallIndicator),
BinaryOptionType = info.BinaryContractType,
Name = info.Description,
SecurityType = RithmicUtils.ToSecurityType(info.InstrumentType),
UnderlyingSecurityCode = info.Underlying,
LocalTime = RithmicUtils.ToTime(info.Ssboe),
Class = info.ProductCode,
PriceStep = info.SinglePointValue.ToDecimal(),
OriginalTransactionId = originalTransactionId ?? 0,
});
}
public override void RefData(RefDataInfo oInfo)
{
}
public override void RefData(RefDataInfo oInfo)
{
StringBuilder sb = new StringBuilder();
oInfo.Dump(sb);
Console.Out.Write(sb);
}
public override void RefData(RefDataInfo oInfo)
{
}
public override void RefData(RefDataInfo info)
{
_client.SecurityRefData.WithDump(_receiver).WithError(MarketDataError).SafeInvoke(info);
}
/* ----------------------------------------------------------- */
public override void RefData(RefDataInfo oInfo)
{
StringBuilder sb = new StringBuilder();
oInfo.Dump(sb);
debug(sb);
}
