public IBContractDetails()
{
Summary = new IBContract();
ValidExchanges = OrderTypes = Multiplier = TradingClass = MarketName = null;
PriceMagnifier = Conid = 0;
MinTick = 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));
}
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();
}
}
public IBContractDetails()
{
Summary = new IBContract();
ValidExchanges = OrderTypes = Multiplier = TradingClass = MarketName = null;
PriceMagnifier = Conid = 0;
MinTick = 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();
}
}
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();
}
}
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));
}
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);
}
private void OnContractDataRequest(IBContract contract)
{
if (Server != null)
Server.OnContractDetailsRequest(this, contract);
}
