C# IBSocket.ReadDecimal方法代碼示例

本文整理匯總了C#中StockSharp.InteractiveBrokers.Native.IBSocket.ReadDecimal方法的典型用法代碼示例。如果您正苦於以下問題：C# IBSocket.ReadDecimal方法的具體用法？C# IBSocket.ReadDecimal怎麽用？C# IBSocket.ReadDecimal使用的例子？那麽, 這裏精選的方法代碼示例或許可以為您提供幫助。您也可以進一步了解該方法所在類StockSharp.InteractiveBrokers.Native.IBSocket的用法示例。

在下文中一共展示了IBSocket.ReadDecimal方法的15個代碼示例，這些例子默認根據受歡迎程度排序。您可以為喜歡或者感覺有用的代碼點讚，您的評價將有助於係統推薦出更棒的C#代碼示例。

示例1: ReadPosition

		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));
		}

開發者ID:xyicheng，項目名稱:StockSharp，代碼行數:47，代碼來源:InteractiveBrokersMessageAdapter_Transaction.cs

示例2: ReadOrderStatus

		private void ReadOrderStatus(IBSocket socket, ServerVersions version)
		{
			var id = socket.ReadInt();

			var status = socket.ReadOrderStatus();
			/* filled */
			socket.ReadInt();
			var balance = socket.ReadDecimal();
			var avgPrice = socket.ReadDecimal();
			var permId = version >= ServerVersions.V2 ? socket.ReadInt() : (int?)null;
			var parentId = version >= ServerVersions.V3 ? socket.ReadInt() : (int?)null;
			var lastTradePrice = version >= ServerVersions.V4 ? socket.ReadDecimal() : (decimal?)null;
			var clientId = version >= ServerVersions.V5 ? socket.ReadInt() : (int?)null;
			var whyHeld = version >= ServerVersions.V6 ? socket.ReadStr() : null;

			var execMsg = new ExecutionMessage
			{
				ExecutionType = ExecutionTypes.Transaction,
				OriginalTransactionId = id,
				Balance = balance,
				OrderStatus = status,
				OrderState = status.ToOrderState(),
				HasOrderInfo = true,
			};

			execMsg.SetAveragePrice(avgPrice);

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

			if (parentId != null)
				execMsg.Condition = new IBOrderCondition { ParentId = parentId.Value };

			if (lastTradePrice != null)
				execMsg.SetLastTradePrice(lastTradePrice.Value);

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

			if (whyHeld != null)
				execMsg.SetWhyHeld(whyHeld);

			SendOutMessage(execMsg);
		}

開發者ID:xyicheng，項目名稱:StockSharp，代碼行數:44，代碼來源:InteractiveBrokersMessageAdapter_Transaction.cs

示例3: 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);

//.........這裏部分代碼省略.........

開發者ID:xyicheng，項目名稱:StockSharp，代碼行數:101，代碼來源:InteractiveBrokersMessageAdapter_Transaction.cs

示例4: ReadCommissionReport

		private void ReadCommissionReport(IBSocket socket)
		{
			var tradeId = socket.ReadStr();
			var value = socket.ReadDecimal();
			var currency = socket.ReadCurrency();
			var pnl = socket.ReadNullDecimal();
			var yield = socket.ReadNullDecimal();
			var redemptionDate = socket.ReadNullDateTime("yyyyMMdd");

			var secId = _secIdByTradeIds.TryGetValue2(tradeId);

			if (secId == null)
				return;

			// TODO
			//SendOutMessage(new ExecutionMessage
			//{
			//	ExecutionType = ExecutionTypes.Trade,
			//	TradeStringId = tradeId,
			//	Commission = value,
			//	SecurityId = secId.Value,
			//});
		}

開發者ID:xyicheng，項目名稱:StockSharp，代碼行數:23，代碼來源:InteractiveBrokersMessageAdapter_Transaction.cs

示例5: ReadTickOptionComputation

		private void ReadTickOptionComputation(IBSocket socket, ServerVersions version)
		{
			var requestId = socket.ReadInt();
			var fieldType = (FieldTypes)socket.ReadInt();

			decimal? impliedVol = socket.ReadDecimal();
			if (impliedVol < 0)
			{
				// -1 is the "not yet computed" indicator
				impliedVol = null;
			}

			decimal? delta = socket.ReadDecimal();
			if (Math.Abs(delta.Value) > 1)
			{
				// -2 is the "not yet computed" indicator
				delta = null;
			}

			decimal? optPrice = null;
			decimal? pvDividend = null;
			decimal? gamma = null;
			decimal? vega = null;
			decimal? theta = null;
			decimal? undPrice;

			if (version >= ServerVersions.V6 || fieldType == FieldTypes.ModelOption)
			{
				// introduced in version == 5
				optPrice = socket.ReadDecimal();
				if (optPrice < 0)
				{
					// -1 is the "not yet computed" indicator
					optPrice = null;
				}

				pvDividend = socket.ReadDecimal();
				if (pvDividend < 0)
				{
					// -1 is the "not yet computed" indicator
					pvDividend = null;
				}
			}

			if (version >= ServerVersions.V6)
			{
				gamma = socket.ReadDecimal();
				if (Math.Abs(gamma.Value) > 1)
				{
					// -2 is the "not yet computed" indicator
					gamma = null;
				}

				vega = socket.ReadDecimal();
				if (Math.Abs(vega.Value) > 1)
				{
					// -2 is the "not yet computed" indicator
					vega = null;
				}

				theta = socket.ReadDecimal();
				if (Math.Abs(theta.Value) > 1)
				{
					// -2 is the "not yet computed" indicator
					theta = null;
				}

				undPrice = socket.ReadDecimal();
				if (undPrice < 0)
				{
					// -1 is the "not yet computed" indicator
					undPrice = null;
				}
			}

			var l1Msg = GetLevel1Message(requestId)
				.TryAdd(Level1Fields.Delta, delta)
				.TryAdd(Level1Fields.Gamma, gamma)
				.TryAdd(Level1Fields.Vega, vega)
				.TryAdd(Level1Fields.Theta, theta)
				.TryAdd(Level1Fields.ImpliedVolatility, impliedVol)
				.TryAdd(Level1Fields.TheorPrice, optPrice)
				.TryAdd(Level1Fields.Yield, pvDividend);

			SendOutMessage(l1Msg);

			//tickOptionComputation(tickerId, tickType, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta,
			//                      undPrice);
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:89，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例6: ReadTickGeneric

		private void ReadTickGeneric(IBSocket socket)
		{
			var requestId = socket.ReadInt();
			var field = (FieldTypes)socket.ReadInt();
			var valueRenamed = socket.ReadDecimal();

			ProcessTick(requestId, field, valueRenamed, null);

			//tickGeneric(tickerId, (FieldTypes) tickType, valueRenamed);
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:10，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例7: ReadDeltaNuetralValidation

		private void ReadDeltaNuetralValidation(IBSocket socket)
		{
			/* requestId */
			socket.ReadInt();

			//UnderComp underComp = new UnderComp();
			//underComp.ConId = 
			socket.ReadInt();
			//underComp.Delta = 
			socket.ReadDecimal();
			//underComp.Price = 
			socket.ReadDecimal();

			//deltaNuetralValidation(reqId, underComp);
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:15，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例8: ReadScannerData

		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,
			});
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:90，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例9: ReadHistoricalData

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

			if (version >= ServerVersions.V2)
			{
				//Read Start Date String
				/*String startDateStr = */
				socket.ReadStr();
				/*String endDateStr   = */
				socket.ReadStr();
				//completedIndicator += ("-" + startDateStr + "-" + endDateStr);
			}

			var secId = GetSecurityId(requestId);

			var itemCount = socket.ReadInt();
			for (var i = 0; i < itemCount; i++)
			{
				//Comes in as seconds
				//2 - dates are returned as a long integer specifying the number of seconds since 1/1/1970 GMT.
				var time = socket.ReadLongDateTime();

				var open = socket.ReadDecimal();
				var high = socket.ReadDecimal();
				var low = socket.ReadDecimal();
				var close = socket.ReadDecimal();
				var volume = socket.ReadInt();
				var wap = socket.ReadDecimal();
				/* hasGaps */
				socket.ReadStr().To<bool>();

				var barCount = -1;

				if (version >= ServerVersions.V3)
					barCount = socket.ReadInt();

				SendOutMessage(new TimeFrameCandleMessage
				{
					OpenPrice = open,
					HighPrice = high,
					LowPrice = low,
					ClosePrice = close,
					TotalVolume = volume,
					OpenTime = time,
					TotalTicks = barCount,
					SecurityId = secId,
					OriginalTransactionId = requestId,
					State = CandleStates.Finished,
					IsFinished = i == (itemCount - 1)
				});
			}
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:53，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例10: ReadRealTimeBars

		private void ReadRealTimeBars(IBSocket socket)
		{
			var requestId = socket.ReadInt();
			var time = socket.ReadLongDateTime();
			var open = socket.ReadDecimal();
			var high = socket.ReadDecimal();
			var low = socket.ReadDecimal();
			var close = socket.ReadDecimal();
			var volume = socket.ReadLong();
			var wap = socket.ReadDecimal();
			var count = socket.ReadInt();

			SendOutMessage(new TimeFrameCandleMessage
			{
				OpenPrice = open,
				HighPrice = high,
				LowPrice = low,
				ClosePrice = close,
				TotalVolume = volume,
				OpenTime = time,
				CloseVolume = count,
				SecurityId = GetSecurityId(requestId),
				OriginalTransactionId = requestId,
			});

			//realTimeBar(reqId, time, open, high, low, close, volume, wap, count);
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:27，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例11: ReadMarketDepth

		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),
			});
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:87，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例12: ReadBondInfo

		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);
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:92，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例13: ReadSecurityInfo

		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);
//.........這裏部分代碼省略.........

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:101，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例14: ReadPortfolioPosition

		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);
		}

開發者ID:xyicheng，項目名稱:StockSharp，代碼行數:71，代碼來源:InteractiveBrokersMessageAdapter_Transaction.cs

示例15: ReadTickPrice

		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);
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:10，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

注：本文中的StockSharp.InteractiveBrokers.Native.IBSocket.ReadDecimal方法示例由純淨天空整理自Github/MSDocs等開源代碼及文檔管理平台，相關代碼片段篩選自各路編程大神貢獻的開源項目，源碼版權歸原作者所有，傳播和使用請參考對應項目的License；未經允許，請勿轉載。