C# IBSocket.ReadBool方法代码示例

		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 ReadTickPrice(IBSocket socket, ServerVersions version)
		{
			var requestId = socket.ReadInt();
			var priceField = (FieldTypes)socket.ReadInt();
			var price = socket.ReadDecimal();
			var volume = version >= ServerVersions.V2 ? socket.ReadInt() : (decimal?)null;
			var canAutoExecute = version >= ServerVersions.V3 ? socket.ReadBool() : (bool?)null;

			ProcessTick(requestId, priceField, price, volume);
		}

		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 ReadMarketDataType(IBSocket socket)
		{
			/* requestId */
			socket.ReadInt();

			IsRealTimeMarketData = socket.ReadBool();

			//marketDataType(reqId, mdt);
		}

		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);
		}