C# IBSocket.ReadBoardCode方法代码示例

		private void ReadPortfolioPosition(IBSocket socket, ServerVersions version)
		{
			var contractId = version >= ServerVersions.V6 ? socket.ReadInt() : -1;

			var secName = socket.ReadStr();
			var type = socket.ReadSecurityType();
			var expiryDate = socket.ReadExpiry();
			var strike = socket.ReadDecimal();
			var optionType = socket.ReadOptionType();
			var multiplier = version >= ServerVersions.V7 ? socket.ReadMultiplier() : null;
			var boardCode = version >= ServerVersions.V7 ? socket.ReadBoardCode() : null;
			var currency = socket.ReadCurrency();

			var secCode = (version >= ServerVersions.V2) ? socket.ReadStr() : secName;

			var secClass = (version >= ServerVersions.V8) ? socket.ReadStr() : null;

			var position = socket.ReadDecimal();
			var marketPrice = socket.ReadDecimal();
			var marketValue = socket.ReadDecimal();

			var averagePrice = 0m;
			var unrealizedPnL = 0m;
			var realizedPnL = 0m;
			if (version >= ServerVersions.V3)
			{
				averagePrice = socket.ReadDecimal();
				unrealizedPnL = socket.ReadDecimal();
				realizedPnL = socket.ReadDecimal();
			}

			var portfolio = version >= ServerVersions.V4 ? socket.ReadStr() : null;

			if (version == ServerVersions.V6 && socket.ServerVersion == ServerVersions.V39)
				boardCode = socket.ReadBoardCode();

			var secId = new SecurityId
			{
				SecurityCode = secCode,
				BoardCode = GetBoardCode(boardCode),
				InteractiveBrokers = contractId,
			};

			SendOutMessage(new SecurityMessage
			{
				SecurityId = secId,
				Name = secName,
				SecurityType = type,
				ExpiryDate = expiryDate,
				Strike = strike,
				OptionType = optionType,
				Currency = currency,
				Multiplier = multiplier ?? 0,
				Class = secClass
			});

			if (portfolio.IsEmpty())
				return;

			SendOutMessage(
				this
					.CreatePositionChangeMessage(portfolio, secId)
						.Add(PositionChangeTypes.CurrentValue, position)
						.Add(PositionChangeTypes.CurrentPrice, marketPrice)
						.Add(PositionChangeTypes.AveragePrice, averagePrice)
						.Add(PositionChangeTypes.UnrealizedPnL, unrealizedPnL)
						.Add(PositionChangeTypes.RealizedPnL, realizedPnL));

			// TODO
			//pos.SetMarketValue(marketValue);
		}

		private void ReadOpenOrder(IBSocket socket, ServerVersions version)
		{
			var transactionId = socket.ReadInt();

			var contractId = version >= ServerVersions.V17 ? socket.ReadInt() : -1;

			var secCode = socket.ReadStr();
			var type = socket.ReadSecurityType();
			var expiryDate = socket.ReadExpiry();
			var strike = socket.ReadDecimal();
			var optionType = socket.ReadOptionType();
			var multiplier = version >= ServerVersions.V32 ? socket.ReadMultiplier() : null;
			var boardCode = socket.ReadBoardCode();
			var currency = socket.ReadCurrency();
			secCode = version >= ServerVersions.V2 ? socket.ReadLocalCode(secCode) : null;
			var secClass = (version >= ServerVersions.V32) ? socket.ReadStr() : null;

			var ibCon = new IBOrderCondition();

			// read order fields
			var direction = socket.ReadOrderSide();
			var volume = socket.ReadDecimal();

			OrderTypes orderType;
			IBOrderCondition.ExtendedOrderTypes? extendedType;
			socket.ReadOrderType(out orderType, out extendedType);
			ibCon.ExtendedType = extendedType;

			var price = socket.ReadDecimal();
			ibCon.StopPrice = socket.ReadDecimal();
			var expiration = socket.ReadStr();
			ibCon.Oca.Group = socket.ReadStr();
			var portfolio = socket.ReadStr();
			ibCon.IsOpenOrClose = socket.ReadStr() == "O";
			ibCon.Origin = (IBOrderCondition.OrderOrigins)socket.ReadInt();
			var comment = socket.ReadStr();

			var clientId = version >= ServerVersions.V3 ? socket.ReadInt() : (int?)null;
			int? permId = null;

			if (version >= ServerVersions.V4)
			{
				permId = socket.ReadInt();

				if (version < ServerVersions.V18)
				{
					// will never happen
					/* order.m_ignoreRth = */
					socket.ReadBool();
				}
				else
					ibCon.OutsideRth = socket.ReadBool();

				ibCon.Hidden = socket.ReadBool();
				ibCon.SmartRouting.DiscretionaryAmount = socket.ReadDecimal();
			}

			if (version >= ServerVersions.V5)
				ibCon.GoodAfterTime = socket.ReadNullDateTime(IBSocketHelper.TimeFormat);

			if (version >= ServerVersions.V6)
			{
				// skip deprecated sharesAllocation field
				socket.ReadStr();
			}

			if (version >= ServerVersions.V7)
			{
				ibCon.FinancialAdvisor.Group = socket.ReadStr();
				ibCon.FinancialAdvisor.Allocation = socket.ReadFinancialAdvisor();
				ibCon.FinancialAdvisor.Percentage = socket.ReadStr();
				ibCon.FinancialAdvisor.Profile = socket.ReadStr();
			}

			var orderExpiryDate = version >= ServerVersions.V8 ? socket.ReadNullDateTime(IBSocketHelper.TimeFormat) : null;
			var visibleVolume = volume;

			if (version >= ServerVersions.V9)
			{
				ibCon.Agent = socket.ReadAgent();
				ibCon.PercentOffset = socket.ReadDecimal();
				ibCon.Clearing.SettlingFirm = socket.ReadStr();
				ibCon.ShortSale.Slot = (IBOrderCondition.ShortSaleSlots)socket.ReadInt();
				ibCon.ShortSale.Location = socket.ReadStr();

				if (socket.ServerVersion == ServerVersions.V51)
					socket.ReadInt(); //exempt code
				else if (version >= ServerVersions.V23)
					ibCon.ShortSale.ExemptCode = socket.ReadInt();

				ibCon.AuctionStrategy = (IBOrderCondition.AuctionStrategies)socket.ReadInt();
				ibCon.StartingPrice = socket.ReadDecimal();
				ibCon.StockRefPrice = socket.ReadDecimal();
				ibCon.Delta = socket.ReadDecimal();
				ibCon.StockRangeLower = socket.ReadDecimal();
				ibCon.StockRangeUpper = socket.ReadDecimal();
				visibleVolume = socket.ReadInt();

				if (version < ServerVersions.V18)
				{
//.........这里部分代码省略.........

		private void ReadMyTrade(IBSocket socket, ServerVersions version)
		{
			/* requestId */
			if (version >= ServerVersions.V7)
				socket.ReadInt();

			// http://www.interactivebrokers.com/en/software/api/apiguide/java/execution.htm

			var transactionId = socket.ReadInt();

			//Handle the 2^31-1 == 0 bug
			if (transactionId == int.MaxValue)
				transactionId = 0;

			//Read Contract Fields
			var contractId = version >= ServerVersions.V5 ? socket.ReadInt() : -1;

			var secName = socket.ReadStr();
			var type = socket.ReadSecurityType();
			var expiryDate = socket.ReadExpiry();
			var strike = socket.ReadDecimal();
			var optionType = socket.ReadOptionType();
			var multiplier = version >= ServerVersions.V9 ? socket.ReadMultiplier() : null;
			var boardCode = socket.ReadBoardCode();
			var currency = socket.ReadCurrency();
			var secCode = socket.ReadLocalCode(secName);
			var secClass = (version >= ServerVersions.V10) ? socket.ReadStr() : null;

			var tradeId = socket.ReadStr();
			var time = socket.ReadDateTime("yyyyMMdd  HH:mm:ss");
			var portfolio = socket.ReadStr();
			/* exchange */
			socket.ReadStr();
			var side = socket.ReadTradeSide();
			var volume = socket.ReadDecimal();
			var price = socket.ReadDecimal();
			var permId = version >= ServerVersions.V2 ? socket.ReadInt() : (int?)null;
			var clientId = version >= ServerVersions.V3 ? socket.ReadInt() : (int?)null;
			var liquidation = version >= ServerVersions.V4 ? socket.ReadInt() : (int?)null;
			var cumulativeQuantity = version >= ServerVersions.V6 ? socket.ReadInt() : (int?)null;
			var averagePrice = version >= ServerVersions.V6 ? socket.ReadDecimal() : (decimal?)null;
			var orderRef = version >= ServerVersions.V8 ? socket.ReadStr() : null;
			var evRule = version >= ServerVersions.V9 ? socket.ReadStr() : null;
			var evMultiplier = version >= ServerVersions.V9 ? socket.ReadDecimal() : (decimal?)null;

			var secId = new SecurityId
			{
				SecurityCode = secCode,
				BoardCode = GetBoardCode(boardCode),
				InteractiveBrokers = contractId,
			};

			SendOutMessage(new SecurityMessage
			{
				SecurityId = secId,
				Name = secName,
				SecurityType = type,
				ExpiryDate = expiryDate,
				Strike = strike,
				OptionType = optionType,
				Currency = currency,
				Multiplier = multiplier ?? 0,
				Class = secClass
			});

			// заявка была создана руками
			if (transactionId == 0)
				return;

			_secIdByTradeIds[tradeId] = secId;

			var execMsg = new ExecutionMessage
			{
				ExecutionType = ExecutionTypes.Transaction,
				OriginalTransactionId = transactionId,
				TradeStringId = tradeId,
				OriginSide = side,
				TradePrice = price,
				TradeVolume = volume,
				PortfolioName = portfolio,
				ServerTime = time,
				SecurityId = secId,
				HasTradeInfo = true,
			};

			if (permId != null)
				execMsg.SetPermId(permId.Value);

			if (clientId != null)
				execMsg.SetClientId(clientId.Value);

			if (liquidation != null)
				execMsg.SetLiquidation(liquidation.Value);

			if (cumulativeQuantity != null)
				execMsg.SetCumulativeQuantity(cumulativeQuantity.Value);

			if (averagePrice != null)
				execMsg.SetAveragePrice(averagePrice.Value);

//.........这里部分代码省略.........

		private void ReadPosition(IBSocket socket, ServerVersions version)
		{
			var account = socket.ReadStr();

			var contractId = socket.ReadInt();
			var secName = socket.ReadStr();
			var type = socket.ReadSecurityType();
			var expiryDate = socket.ReadExpiry();
			var strike = socket.ReadDecimal();
			var optionType = socket.ReadOptionType();
			var multiplier = socket.ReadMultiplier();
			var boardCode = socket.ReadBoardCode();
			var currency = socket.ReadCurrency();
			var secCode = socket.ReadLocalCode(secName);
			var secClass = (version >= ServerVersions.V2) ? socket.ReadStr() : null;

			var pos = socket.ReadDecimal();

			var avgCost = 0m;
			if (version >= ServerVersions.V3)
				avgCost = socket.ReadDecimal();

			var secId = new SecurityId
			{
				SecurityCode = secCode,
				BoardCode = GetBoardCode(boardCode),
				InteractiveBrokers = contractId,
			};

			SendOutMessage(new SecurityMessage
			{
				SecurityId = secId,
				Name = secName,
				SecurityType = type,
				ExpiryDate = expiryDate,
				Strike = strike,
				OptionType = optionType,
				Currency = currency,
				Multiplier = multiplier ?? 0,
				Class = secClass
			});

			SendOutMessage(this
				.CreatePositionChangeMessage(account, secId)
					.Add(PositionChangeTypes.CurrentValue, pos)
					.Add(PositionChangeTypes.AveragePrice, avgCost));
		}

		private void ReadNewsBulletins(IBSocket socket)
		{
			var newsId = socket.ReadInt();
			var newsType = (ExchangeNewsTypes)socket.ReadInt();
			var newsMessage = socket.ReadStr();
			var originatingExch = socket.ReadBoardCode();

			SendOutMessage(new NewsMessage
			{
				Id = newsId.To<string>(),
				BoardCode = originatingExch,
				Headline = newsMessage,
				ExtensionInfo = new Dictionary<object, object> { { "Type", newsType } },
				ServerTime = this.CurrentTime.Convert(TimeHelper.Est)
			});
		}

		private void ReadMarketDepth(IBSocket socket, ResponseMessages message)
		{
			var requestId = socket.ReadInt();

			var secId = GetSecurityId(requestId);

			/* position */
			var pos = socket.ReadInt();

			if (message == ResponseMessages.MarketDepthL2)
			{
				/* marketMaker */
				secId.BoardCode = socket.ReadBoardCode();
			}

			var operation = socket.ReadInt();

			var side = socket.ReadBool() ? Sides.Buy : Sides.Sell;
			var price = socket.ReadDecimal();
			var volume = socket.ReadInt();

			var prevQuotes = _depths.SafeAdd(secId, key =>
				Tuple.Create(new SortedDictionary<decimal, decimal>(new BackwardComparer<decimal>()), new SortedDictionary<decimal, decimal>()));

			var quotes = side == Sides.Buy ? prevQuotes.Item1 : prevQuotes.Item2;

			this.AddDebugLog("MD {0} {1} POS {2} PRICE {3} VOL {4}", secId, operation, pos, price, volume);

			switch (operation)
			{
				case 0: // insert
				{
					if (!CollectionHelper.TryAdd(quotes, price, volume))
						quotes[price] += volume;

					break;
				}
				case 1: // update
				{
					if (quotes.Count > (pos + 1))
					{
						var sign = side == Sides.Buy ? 1 : -1;

						if (quotes[pos + 1] * sign >= price * sign)
						{
							for (var i = quotes.Count - 1; i >= pos + 1; i--)
								quotes.Remove(quotes[quotes.Keys.ElementAt(i)]);
						}
					}

					if (quotes.Count > pos)
					{
						//if (quotes[quotes.Keys.ElementAt(pos)] == price)
						//	quotes[price] = volume;
						//else
						//{
						//	depth.Remove(quotes[pos]);
						//	depth.AddQuote(quote);
						//}

						quotes[price] = volume;
					}
					else
					{
						if (!CollectionHelper.TryAdd(quotes, price, volume))
							quotes[price] += volume;
					}

					break;
				}
				case 2: // delete
				{
					if (quotes.Count > pos)
						quotes.Remove(quotes.Keys.ElementAt(pos));

					break;
				}
			}

			SendOutMessage(new QuoteChangeMessage
			{
				SecurityId = secId,
				Bids = prevQuotes.Item1.Select(p => new QuoteChange(Sides.Buy, p.Key, p.Value)).ToArray(),
				Asks = prevQuotes.Item2.Select(p => new QuoteChange(Sides.Sell, p.Key, p.Value)).ToArray(),
				ServerTime = this.CurrentTime.Convert(TimeZoneInfo.Utc),
			});
		}

		private void ReadBondInfo(IBSocket socket, ServerVersions version)
		{
			var requestId = version >= ServerVersions.V3 ? socket.ReadInt() : -1;

			var secCode = socket.ReadStr();
			var type = socket.ReadSecurityType();
			var cusip = socket.ReadStr();
			var coupon = socket.ReadDecimal();
			var maturity = socket.ReadStr();
			var issueDate = socket.ReadStr();
			var ratings = socket.ReadStr();
			var bondType = socket.ReadStr();
			var couponType = socket.ReadStr();
			var convertible = socket.ReadBool();
			var callable = socket.ReadBool();
			var putable = socket.ReadBool();
			var description = socket.ReadStr();
			var boardCode = socket.ReadBoardCode();
			var currency = socket.ReadCurrency();
			var marketName = socket.ReadStr();
			var secClass = socket.ReadStr();
			var contractId = socket.ReadInt();
			var priceStep = socket.ReadDecimal();
			var orderTypes = socket.ReadStr();
			var validExchanges = socket.ReadStr();

			var nextOptionDate = version >= ServerVersions.V2 ? socket.ReadStr() : null;
			var nextOptionType = version >= ServerVersions.V2 ? socket.ReadStr() : null;
			var nextOptionPartial = version >= ServerVersions.V2 ? socket.ReadBool() : (bool?)null;
			var notes = version >= ServerVersions.V2 ? socket.ReadStr() : null;

			var name = version >= ServerVersions.V4 ? socket.ReadStr() : null;
			var evRule = version >= ServerVersions.V6 ? socket.ReadStr() : null;
			var evMultiplier = version >= ServerVersions.V6 ? socket.ReadDecimal() : (decimal?)null;
			
			var secId = new SecurityId
			{
				SecurityCode = secCode,
				BoardCode = GetBoardCode(boardCode),
				InteractiveBrokers = contractId,
			};

			if (version >= ServerVersions.V5)
				socket.ReadSecurityId(secId);

			var secMsg = new SecurityMessage
			{
				SecurityId = secId,
				//Name = secName,
				SecurityType = type,
				Currency = currency,
				Class = secClass,
				PriceStep = priceStep,
			};

			secMsg.SetMarketName(marketName);
			secMsg.SetOrderTypes(orderTypes);
			secMsg.SetValidExchanges(validExchanges);

			// TODO
			//s.SetBondCusip(cusip);
			//s.SetCoupon(coupon);
			//s.SetMaturity(maturity);
			//s.SetIssueDate(issueDate);
			//s.SetRatings(ratings);
			//s.SetBondType(bondType);
			//s.SetCouponType(couponType);
			//s.SetConvertible(convertible);
			//s.SetCallable(callable);
			//s.SetPutable(putable);
			//s.SetDescription(description);

			//if (nextOptionDate != null)
			//	s.SetNextOptionDate(nextOptionDate);

			//if (nextOptionType != null)
			//	s.SetNextOptionType(nextOptionType);

			//if (nextOptionPartial != null)
			//	s.SetNextOptionPartial(nextOptionPartial.Value);

			//if (notes != null)
			//	s.SetNotes(notes);

			if (evRule != null)
				secMsg.SetEvRule(evRule);

			if (evMultiplier != null)
				secMsg.SetEvMultiplier(evMultiplier.Value);

			SendOutMessage(secMsg);
		}

		private void ReadSecurityInfo(IBSocket socket, ServerVersions version)
		{
			var requestId = version >= ServerVersions.V3 ? socket.ReadInt() : -1;

			var secName = socket.ReadStr();
			var type = socket.ReadSecurityType();
			var expiryDate = socket.ReadExpiry();
			var strike = socket.ReadDecimal();
			var optionType = socket.ReadOptionType();
			var boardCode = socket.ReadBoardCode();
			var currency = socket.ReadCurrency();
			var secCode = version >= ServerVersions.V2 ? socket.ReadLocalCode(secName) : null;
			var marketName = socket.ReadStr();
			var secClass = socket.ReadStr();
			var contractId = socket.ReadInt();
			var priceStep = socket.ReadDecimal();
			var multiplier = socket.ReadMultiplier();
			var orderTypes = socket.ReadStr();
			var validExchanges = socket.ReadStr();
			var priceMagnifier = version >= ServerVersions.V2 ? socket.ReadInt() : (int?)null;
			var underlyingSecurityNativeId = version >= ServerVersions.V4 ? socket.ReadInt() : (int?)null;
			var name = version >= ServerVersions.V4 ? socket.ReadStr() : null;
			var routingExchange = version >= ServerVersions.V4 ? socket.ReadBoardCode() : null;
			var contractMonth = version >= ServerVersions.V6 ? socket.ReadStr() : null;
			var industry = version >= ServerVersions.V6 ? socket.ReadStr() : null;
			var category = version >= ServerVersions.V6 ? socket.ReadStr() : null;
			var subCategory = version >= ServerVersions.V6 ? socket.ReadStr() : null;
			var timeZoneId = version >= ServerVersions.V6 ? socket.ReadStr() : null;
			var tradingHours = version >= ServerVersions.V6 ? socket.ReadStr() : null;
			var liquidHours = version >= ServerVersions.V6 ? socket.ReadStr() : null;
			var evRule = version >= ServerVersions.V8 ? socket.ReadStr() : null;
			var evMultiplier = version >= ServerVersions.V8 ? socket.ReadDecimal() : (decimal?)null;

			var secId = new SecurityId
			{
				SecurityCode = secCode,
				BoardCode = GetBoardCode(boardCode),
				InteractiveBrokers = contractId,
			};

			if (version >= ServerVersions.V7)
				socket.ReadSecurityId(secId);

			var secMsg = new SecurityMessage
			{
				SecurityId = secId,
				Name = secName,
				SecurityType = type,
				ExpiryDate = expiryDate,
				Strike = strike,
				OptionType = optionType,
				Currency = currency,
				Multiplier = multiplier ?? 0,
				Class = secClass,
				OriginalTransactionId = requestId,
				PriceStep = priceStep,
			};

			secMsg.SetMarketName(marketName);
			secMsg.SetOrderTypes(orderTypes);
			secMsg.SetValidExchanges(validExchanges);

			if (priceMagnifier != null)
				secMsg.SetPriceMagnifier(priceMagnifier.Value);

			if (!routingExchange.IsEmpty())
				secMsg.SetRoutingBoard(routingExchange);

			if (contractMonth != null)
				secMsg.SetContractMonth(contractMonth);

			if (industry != null)
				secMsg.SetIndustry(industry);

			if (category != null)
				secMsg.SetCategory(category);

			if (subCategory != null)
				secMsg.SetSubCategory(subCategory);

			if (timeZoneId != null)
				secMsg.SetTimeZoneId(timeZoneId);

			if (tradingHours != null)
				secMsg.SetTradingHours(tradingHours);

			if (liquidHours != null)
				secMsg.SetLiquidHours(liquidHours);

			if (evRule != null)
				secMsg.SetEvRule(evRule);

			if (evMultiplier != null)
				secMsg.SetEvMultiplier(evMultiplier.Value);

			// TODO
			//if (underlyingSecurityNativeId != null)
			//	ProcessSecurityAction(null, SecurityIdGenerator.GenerateId(underlyingSecurityNativeId.Value.To<string>(), exchangeBoard), underSec => security.UnderlyingSecurityId = underSec.Id);

			SendOutMessage(secMsg);
//.........这里部分代码省略.........

		private void ReadScannerData(IBSocket socket, ServerVersions version)
		{
			var requestId = socket.ReadInt();
			var count = socket.ReadInt();

			var tmp = Enumerable
				.Range(0, count)
				.Select(s =>
				{
					var rank = socket.ReadInt();
					var contractId = version >= ServerVersions.V3 ? socket.ReadInt() : -1;

					var secName = socket.ReadStr();
					var type = socket.ReadSecurityType();
					var expiryDate = socket.ReadExpiry();
					var strike = socket.ReadDecimal();
					var optionType = socket.ReadOptionType();
					var boardCode = socket.ReadBoardCode();
					var currency = socket.ReadCurrency();
					var secCode = socket.ReadLocalCode(secName);
					var marketName = socket.ReadStr();
					var secClass = socket.ReadStr();

					var distance = socket.ReadStr();
					var benchmark = socket.ReadStr();
					var projection = socket.ReadStr();
					var legs = version >= ServerVersions.V2 ? socket.ReadStr() : null;

					return new
					{
						Rank = rank,
						ContractId = contractId,
						SecName = secName,
						SecCode = secCode,
						Type = type,
						ExpiryDate = expiryDate,
						Strike = strike,
						OptionType = optionType,
						BoardCode = boardCode,
						Currency = currency,
						MarketName = marketName,
						SecClass = secClass,
						Distance = distance,
						Benchmark = benchmark,
						Projection = projection,
						Legs = legs,
					};
				})
				.ToArray();

			var results = tmp.Select(t =>
			{
				var secId = new SecurityId
				{
					SecurityCode = t.SecCode,
					BoardCode = GetBoardCode(t.BoardCode),
					InteractiveBrokers = t.ContractId,
				};

				SendOutMessage(new SecurityMessage
				{
					SecurityId = secId,
					Name = t.SecName,
					SecurityType = t.Type,
					ExpiryDate = t.ExpiryDate,
					Strike = t.Strike,
					OptionType = t.OptionType,
					Currency = t.Currency,
					Class = t.SecClass
				});

				var result = new ScannerResult
				{
					Rank = t.Rank,
					SecurityId = secId,
					Distance = t.Distance,
					Benchmark = t.Benchmark,
					Projection = t.Projection,
					Legs = t.Legs
				};

				return result;
			}).ToArray();

			SendOutMessage(new ScannerResultMessage
			{
				Results = results,
				OriginalTransactionId = requestId,
			});
		}