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C# IBSocket.ReadDateTime方法代码示例

本文整理汇总了C#中StockSharp.InteractiveBrokers.Native.IBSocket.ReadDateTime方法的典型用法代码示例。如果您正苦于以下问题:C# IBSocket.ReadDateTime方法的具体用法?C# IBSocket.ReadDateTime怎么用?C# IBSocket.ReadDateTime使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在StockSharp.InteractiveBrokers.Native.IBSocket的用法示例。


在下文中一共展示了IBSocket.ReadDateTime方法的1个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的C#代码示例。

示例1: ReadMyTrade

		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.........
开发者ID:xyicheng,项目名称:StockSharp,代码行数:101,代码来源:InteractiveBrokersMessageAdapter_Transaction.cs


注:本文中的StockSharp.InteractiveBrokers.Native.IBSocket.ReadDateTime方法示例由纯净天空整理自Github/MSDocs等开源代码及文档管理平台,相关代码片段筛选自各路编程大神贡献的开源项目,源码版权归原作者所有,传播和使用请参考对应项目的License;未经允许,请勿转载。