C# IBSocket.ReadStr方法代碼示例

本文整理匯總了C#中StockSharp.InteractiveBrokers.Native.IBSocket.ReadStr方法的典型用法代碼示例。如果您正苦於以下問題：C# IBSocket.ReadStr方法的具體用法？C# IBSocket.ReadStr怎麽用？C# IBSocket.ReadStr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.ReadStr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: 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2: 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3: OnProcessResponse

		private bool OnProcessResponse(IBSocket socket)
		{
			var str = socket.ReadStr(false);

			if (str.IsEmpty())
			{
				socket.AddErrorLog(LocalizedStrings.Str2524);
				return false;
			}

			var message = (ResponseMessages)str.To<int>();

			socket.AddDebugLog("Msg: {0}", message);

			if (message == ResponseMessages.Error)
				return false;

			var version = (ServerVersions)socket.ReadInt();

			switch (message)
			{
				case ResponseMessages.CurrentTime:
				{
					// http://www.interactivebrokers.com/en/software/api/apiguide/java/currenttime.htm

					var time = socket.ReadLongDateTime();
					OnProcessTimeShift(TimeHelper.NowWithOffset - time);

					break;
				}
				case ResponseMessages.ErrorMessage:
				{
					if (version < ServerVersions.V2)
					{
						OnProcessMarketDataError(socket.ReadStr());
					}
					else
					{
						var id = socket.ReadInt();
						var code = socket.ReadInt();
						var msg = socket.ReadStr();

						socket.AddInfoLog(() => msg);

						if (id == -1)
							break;

						switch ((NotifyCodes)code)
						{
							case NotifyCodes.OrderCancelled:
							{
								OnProcessOrderCancelled(id);
								break;
							}
							case NotifyCodes.OrderCannotTransmit:
							case NotifyCodes.OrderCannotTransmitId:
							case NotifyCodes.OrderCannotTransmitIncomplete:
							case NotifyCodes.OrderDuplicateId:
							case NotifyCodes.OrderFilled:
							case NotifyCodes.OrderNotMatchPrev:
							case NotifyCodes.OrderPriceOutOfRange:
							case NotifyCodes.OrderSubmitFailed:
							case NotifyCodes.OrderVolumeTooSmall:
							case NotifyCodes.Rejected:
							{
								OnProcessOrderError(id, msg);
								break;
							}
							case NotifyCodes.SecurityNoDefinition:
								OnProcessSecurityLookupNoFound(id);
								break;
							default:
								OnProcessMarketDataError(LocalizedStrings.Str2525Params.Put(msg, id, code));
								break;
						}
					}

					break;
				}
				case ResponseMessages.VerifyMessageApi:
				{
					/*int version =*/
					socket.ReadInt();
					/*var apiData = */
					socket.ReadStr();

					//eWrapper().verifyMessageAPI(apiData);
					break;
				}
				case ResponseMessages.VerifyCompleted:
				{
					/*int version =*/
					socket.ReadInt();
					var isSuccessfulStr = socket.ReadStr();
					var isSuccessful = "true".CompareIgnoreCase(isSuccessfulStr);
					/*var errorText = */
					socket.ReadStr();

					if (isSuccessful)
					{
//.........這裏部分代碼省略.........

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

示例4: ReadManagedAccounts

		private void ReadManagedAccounts(IBSocket socket)
		{
			var names = socket.ReadStr().Split(',');
			//managedAccounts(accountsList);

			names.ForEach(pf => SendOutMessage(new PortfolioMessage { PortfolioName = pf }));
		}

開發者ID:xyicheng，項目名稱:StockSharp，代碼行數:7，代碼來源:InteractiveBrokersMessageAdapter_Transaction.cs

示例5: ReadPortfolio

		private void ReadPortfolio(IBSocket socket, ServerVersions version)
		{
			var name = socket.ReadStr();
			var value = socket.ReadStr();
			var currency = socket.ReadStr();
			var port = version >= ServerVersions.V2 ? socket.ReadStr() : null;

			if (port == null || currency == "BASE")
				return;

			var pfMsg = this.CreatePortfolioChangeMessage(port);

			switch (name)
			{
				case "CashBalance":
					pfMsg.Add(PositionChangeTypes.CurrentValue, value.To<decimal>());
					break;
				case "Currency":
					pfMsg.Add(PositionChangeTypes.Currency, currency.To<CurrencyTypes>());
					break;
				case "RealizedPnL":
					pfMsg.Add(PositionChangeTypes.RealizedPnL, value.To<decimal>());
					break;
				case "UnrealizedPnL":
					pfMsg.Add(PositionChangeTypes.UnrealizedPnL, value.To<decimal>());
					break;
				case "NetLiquidation":
					pfMsg.Add(PositionChangeTypes.CurrentPrice, value.To<decimal>());
					break;
				case "Leverage-S":
					pfMsg.Add(PositionChangeTypes.Leverage, value.To<decimal>());
					break;
				default:
					var info = pfMsg.ExtensionInfo = new Dictionary<object, object>();

					if (currency.IsEmpty())
						info[name] = value;
					else
					{
						info[name] = new Currency
						{
							Type = currency.To<CurrencyTypes>(),
							Value = value.To<decimal>(),
						};
					}

					break;
			}

			SendOutMessage(pfMsg);
		}

開發者ID:xyicheng，項目名稱:StockSharp，代碼行數:51，代碼來源:InteractiveBrokersMessageAdapter_Transaction.cs

示例6: ReadPortfolioUpdateTime

		private void ReadPortfolioUpdateTime(IBSocket socket)
		{
			/*var timeStamp = */socket.ReadStr();
			//updateAccountTime(timeStamp);
		}

開發者ID:xyicheng，項目名稱:StockSharp，代碼行數:5，代碼來源:InteractiveBrokersMessageAdapter_Transaction.cs

示例7: ReadNewsBulletins

		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)
			});
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:16，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例8: ReadPortfolioName

		private void ReadPortfolioName(IBSocket socket)
		{
			/*var str = */socket.ReadStr();

			//return str.IsEmpty() ? null : str;
		}

開發者ID:xyicheng，項目名稱:StockSharp，代碼行數:6，代碼來源:InteractiveBrokersMessageAdapter_Transaction.cs

示例9: 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10: 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11: 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12: ReadTickEfp

		private void ReadTickEfp(IBSocket socket)
		{
			var requestId = socket.ReadInt();
			var fieldType = (FieldTypes)socket.ReadInt();
			var basisPoints = socket.ReadDecimal();
			var formattedBasisPoints = socket.ReadStr();
			var impliedFuturesPrice = socket.ReadDecimal();
			var holdDays = socket.ReadInt();
			var futureExpiry = socket.ReadStr();
			var dividendImpact = socket.ReadDecimal();
			var dividendsToExpiry = socket.ReadDecimal();
			//tickEfp(requestId, fieldType, basisPoints, formattedBasisPoints, impliedFuturesPrice,
			//        holdDays, futureExpiry, dividendImpact, dividendsToExpiry);

			var l1Msg = GetLevel1Message(requestId)
				.TryAdd(Level1Fields.StepPrice, basisPoints)
				.TryAdd(Level1Fields.Yield, dividendsToExpiry);

			SendOutMessage(l1Msg);
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:20，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例13: ReadTickString

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

			//GetLevel1Message(requestId);
			//tickString(requestId, fieldType, valueRenamed);
		}

開發者ID:EricGarrison，項目名稱:StockSharp，代碼行數:9，代碼來源:InteractiveBrokersMessageAdapter_MarketData.cs

示例14: 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15: 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

注：本文中的StockSharp.InteractiveBrokers.Native.IBSocket.ReadStr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。