private void SessionOnSymbolLookupReceived(OEC.API.SymbolLookupCriteria criteria, ContractList contracts)
{
foreach (var contract in contracts)
{
ProcessContract(contract, contract.CurrentPrice, 0);
}
SendOutMessage(new SecurityLookupResultMessage());
}
private void SessionOnSymbolLookupReceived(OEC.API.SymbolLookupCriteria criteria, ContractList contracts)
{
var transId = _lookups.TryGetValue(criteria);
foreach (var contract in contracts)
{
ProcessContract(contract, contract.CurrentPrice, transId);
}
SendOutMessage(new SecurityLookupResultMessage {
OriginalTransactionId = transId
});
}
private void ProcessSecurityLookup(SecurityLookupMessage message)
{
var criteria = new OEC.API.SymbolLookupCriteria
{
SearchText = message.SecurityId.SecurityCode,
ContractType = ContractType.Electronic,
Mode = SymbolLookupMode.AnyInclusion,
};
if (!message.SecurityId.BoardCode.IsEmpty())
{
var exchange = _client.Exchanges[message.SecurityId.BoardCode];
if (exchange != null)
criteria.Exchange = exchange;
}
if (!message.UnderlyingSecurityCode.IsEmpty())
{
var contract = _client.BaseContracts[message.UnderlyingSecurityCode];
if (contract != null)
criteria.BaseContract = contract;
}
switch (message.SecurityType)
{
case SecurityTypes.Index:
criteria.ContractKinds.AddRange(new[] { ContractKind.EquityIndex, ContractKind.Continuous, ContractKind.CustomCompound, ContractKind.FutureCompound, ContractKind.GenericCompound, ContractKind.OptionsCompound });
break;
case SecurityTypes.Stock:
criteria.ContractKinds.AddRange(new[] { ContractKind.Equity });
break;
case SecurityTypes.Bond:
criteria.ContractKinds.AddRange(new[] { ContractKind.Bond });
break;
case SecurityTypes.Forward:
criteria.ContractKinds.AddRange(new[] { ContractKind.ForexForward });
break;
case SecurityTypes.Currency:
criteria.ContractKinds.AddRange(new[] { ContractKind.Forex, ContractKind.ForexForward });
break;
case SecurityTypes.Future:
criteria.ContractKinds.AddRange(new[] { ContractKind.Future, ContractKind.Continuous, ContractKind.FutureCompound });
break;
case SecurityTypes.Option:
criteria.OptionsRequired = true;
switch (message.OptionType)
{
case OptionTypes.Call:
criteria.OptionType = SymbolLookupCriteriaOptionType.Call;
break;
case OptionTypes.Put:
criteria.OptionType = SymbolLookupCriteriaOptionType.Put;
break;
case null:
criteria.OptionType = SymbolLookupCriteriaOptionType.All;
break;
default:
throw new ArgumentOutOfRangeException();
}
criteria.ContractKinds.AddRange(new[] { ContractKind.Option, ContractKind.EquityOption, ContractKind.OptionsCompound });
break;
case SecurityTypes.Fund:
criteria.ContractKinds.AddRange(new[] { ContractKind.MutualFund });
break;
case null:
criteria.OptionType = SymbolLookupCriteriaOptionType.All;
break;
default:
throw new ArgumentOutOfRangeException("message", message.SecurityType, LocalizedStrings.Str2117);
}
_client.SymbolLookup(criteria);
}
private void ProcessSecurityLookup(SecurityLookupMessage message)
{
var criteria = new OEC.API.SymbolLookupCriteria
{
SearchText = message.SecurityId.SecurityCode,
ContractType = ContractType.Electronic,
Mode = SymbolLookupMode.AnyInclusion,
};
if (!message.SecurityId.BoardCode.IsEmpty())
{
var exchange = _client.Exchanges[message.SecurityId.BoardCode];
if (exchange != null)
{
criteria.Exchange = exchange;
}
}
if (!message.UnderlyingSecurityCode.IsEmpty())
{
var contract = _client.BaseContracts[message.UnderlyingSecurityCode];
if (contract != null)
{
criteria.BaseContract = contract;
}
}
switch (message.SecurityType)
{
case SecurityTypes.Index:
criteria.ContractKinds.AddRange(new[] { ContractKind.EquityIndex, ContractKind.Continuous, ContractKind.CustomCompound, ContractKind.FutureCompound, ContractKind.GenericCompound, ContractKind.OptionsCompound });
break;
case SecurityTypes.Stock:
criteria.ContractKinds.AddRange(new[] { ContractKind.Equity });
break;
case SecurityTypes.Bond:
criteria.ContractKinds.AddRange(new[] { ContractKind.Bond });
break;
case SecurityTypes.Forward:
criteria.ContractKinds.AddRange(new[] { ContractKind.ForexForward });
break;
case SecurityTypes.Currency:
criteria.ContractKinds.AddRange(new[] { ContractKind.Forex, ContractKind.ForexForward });
break;
case SecurityTypes.Future:
criteria.ContractKinds.AddRange(new[] { ContractKind.Future, ContractKind.Continuous, ContractKind.FutureCompound });
break;
case SecurityTypes.Option:
criteria.OptionsRequired = true;
switch (message.OptionType)
{
case OptionTypes.Call:
criteria.OptionType = SymbolLookupCriteriaOptionType.Call;
break;
case OptionTypes.Put:
criteria.OptionType = SymbolLookupCriteriaOptionType.Put;
break;
case null:
criteria.OptionType = SymbolLookupCriteriaOptionType.All;
break;
default:
throw new ArgumentOutOfRangeException();
}
criteria.ContractKinds.AddRange(new[] { ContractKind.Option, ContractKind.EquityOption, ContractKind.OptionsCompound });
break;
case SecurityTypes.Fund:
criteria.ContractKinds.AddRange(new[] { ContractKind.MutualFund });
break;
case null:
criteria.OptionType = SymbolLookupCriteriaOptionType.All;
break;
default:
throw new ArgumentOutOfRangeException(nameof(message), message.SecurityType, LocalizedStrings.Str2117);
}
_client.SymbolLookup(criteria);
}
