InteractiveBrokersMessageAdapter
StockSharp.InteractiveBrokers
InteractiveBrokers 的电文适配器 。
继承自: MessageAdapter
实现: IAddressAdapter<EndPoint>
构造函数
InteractiveBrokersMessageAdapter
public InteractiveBrokersMessageAdapter(IdGenerator transactionIdGenerator)interactiveBrokersMessageAdapter = InteractiveBrokersMessageAdapter(transactionIdGenerator)初始化了 & ##InteractiveBrokersMessageAdapter+#的新实例.
- transactionIdGenerator
- 交易ID生成器。
属性
Address
public EndPoint Address { get; set; }value = interactiveBrokersMessageAdapter.Address
interactiveBrokersMessageAdapter.Address = value地址 地址是... 地址是... 地址是...
AllTimeFrames
public static IEnumerable<TimeSpan> AllTimeFrames { get; }value = InteractiveBrokersMessageAdapter.AllTimeFrames可能的时限。
CandlesBuildFrom
public override IEnumerable<Level1Fields> CandlesBuildFrom { get; }value = interactiveBrokersMessageAdapter.CandlesBuildFrom蜡烛的建造可能的选择.
CheckCertificateRevocation
public bool CheckCertificateRevocation { get; set; }value = interactiveBrokersMessageAdapter.CheckCertificateRevocation
interactiveBrokersMessageAdapter.CheckCertificateRevocation = value检查证书的撤销 。
ClientId
public int ClientId { get; set; }value = interactiveBrokersMessageAdapter.ClientId
interactiveBrokersMessageAdapter.ClientId = value独有的ID。 当多个客户端连接到一个终端或网关时使用 。
ConnectedTime
public DateTime? ConnectedTime { get; private set; }value = interactiveBrokersMessageAdapter.ConnectedTime
interactiveBrokersMessageAdapter.ConnectedTime = value连接时间。
ExtraAuth
public bool ExtraAuth { get; set; }value = interactiveBrokersMessageAdapter.ExtraAuth
interactiveBrokersMessageAdapter.ExtraAuth = value额外认证。
ExtraSetup
public override bool ExtraSetup { get; }value = interactiveBrokersMessageAdapter.ExtraSetup适配器需要额外的设置.
FeatureName
public override string FeatureName { get; }value = interactiveBrokersMessageAdapter.FeatureName地物名相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相相
IsAutoReplyOnTransactonalUnsubscription
public override bool IsAutoReplyOnTransactonalUnsubscription { get; }value = interactiveBrokersMessageAdapter.IsAutoReplyOnTransactonalUnsubscription发送OrderStatusMessage和PortfolioLookupMessage未订阅的自动响应.
MarketDataType
public InteractiveBrokersMarketDataTypes MarketDataType { get; set; }value = interactiveBrokersMessageAdapter.MarketDataType
interactiveBrokersMessageAdapter.MarketDataType = value无论是在代理服务器上使用 RealTime 数据还是被冻结。默认情况下,会使用 RealTime 数据 。
MaxVersion
public ServerVersions MaxVersion { get; set; }value = interactiveBrokersMessageAdapter.MaxVersion
interactiveBrokersMessageAdapter.MaxVersion = valueMax支持版本.
OptionalCapabilities
public string OptionalCapabilities { get; set; }value = interactiveBrokersMessageAdapter.OptionalCapabilities
interactiveBrokersMessageAdapter.OptionalCapabilities = value选取能力.
ServerLogLevel
public ServerLogLevels ServerLogLevel { get; set; }value = interactiveBrokersMessageAdapter.ServerLogLevel
interactiveBrokersMessageAdapter.ServerLogLevel = value服务器信件记录级别。 默认为信息 。
SslCertificate
public string SslCertificate { get; set; }value = interactiveBrokersMessageAdapter.SslCertificate
interactiveBrokersMessageAdapter.SslCertificate = valueSSL 证书 。
SslCertificatePassword
public SecureString SslCertificatePassword { get; set; }value = interactiveBrokersMessageAdapter.SslCertificatePassword
interactiveBrokersMessageAdapter.SslCertificatePassword = valueSSL 证书密码 。
SslProtocol
public SslProtocols SslProtocol { get; set; }value = interactiveBrokersMessageAdapter.SslProtocol
interactiveBrokersMessageAdapter.SslProtocol = valueSSL 协议建立连接 。
SupportedOrderBookDepths
public override IEnumerable<int> SupportedOrderBookDepths { get; }value = interactiveBrokersMessageAdapter.SupportedOrderBookDepthsAvailable options for MaxDepth.
TargetHost
public string TargetHost { get; set; }value = interactiveBrokersMessageAdapter.TargetHost
interactiveBrokersMessageAdapter.TargetHost = value共享 SSL 连接的服务器名称 。
UseV100Plus
public bool UseV100Plus { get; set; }value = interactiveBrokersMessageAdapter.UseV100Plus
interactiveBrokersMessageAdapter.UseV100Plus = value在连接时间使用 V100 + 版本.
ValidateRemoteCertificates
public bool ValidateRemoteCertificates { get; set; }value = interactiveBrokersMessageAdapter.ValidateRemoteCertificates
interactiveBrokersMessageAdapter.ValidateRemoteCertificates = value验证删除证书 。
方法
CancelHistogramData
private ValueTask CancelHistogramData(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.CancelHistogramData(requestId, cancellationToken)取消一个活动的数据直方图请求。
- requestId
- CancellationToken 所指定的标识符 。
- cancellationToken
- CancellationToken
CancelOrderAsync
protected override ValueTask CancelOrderAsync(OrderCancelMessage cancelMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.CancelOrderAsync(cancelMsg, cancellationToken)
CancelOrderGroupAsync
protected override ValueTask CancelOrderGroupAsync(OrderGroupCancelMessage cancelMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.CancelOrderGroupAsync(cancelMsg, cancellationToken)
CancelTickByTickData
private ValueTask CancelTickByTickData(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.CancelTickByTickData(requestId, cancellationToken)取消勾选数据 。
CancelWshEventData
private ValueTask CancelWshEventData(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.CancelWshEventData(requestId, cancellationToken)取消未处理的 SSH 事件数据请求 。
CancelWshMetaData
private ValueTask CancelWshMetaData(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.CancelWshMetaData(requestId, cancellationToken)取消对 SSH 元数据的请求。
ConnectAsync
protected override ValueTask ConnectAsync(ConnectMessage connectMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.ConnectAsync(connectMsg, cancellationToken)
ConvertPeriod
private static string ConvertPeriod(DateTime startTime, DateTime endTime)result = InteractiveBrokersMessageAdapter.ConvertPeriod(startTime, endTime)used for reqHistoricalData.
DisconnectAsync
protected override ValueTask DisconnectAsync(DisconnectMessage disconnectMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.DisconnectAsync(disconnectMsg, cancellationToken)
ExerciseOptions
private ValueTask ExerciseOptions(OrderRegisterMessage message, bool isExercise, decimal volume, string portfolioName, bool isOverride, DateTime? manualOrderTime, string customerAccount, bool? professionalCustomer, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.ExerciseOptions(message, isExercise, volume, portfolioName, isOverride, manualOrderTime, customerAccount, professionalCustomer, cancellationToken)执行选项合同。 此功能受到 TWS 设置的影响, 该设置指定了是否必须完成练习请求 。
- message
- 此结构包含要执行的合同描述。如果没有指定乘数,则假定默认为100。
- isExercise
- 它可以有两个值: 1 = 指定活性 2 = 指定失效 。
- volume
- 合同数目。
- portfolioName
- 指定您的设置是否将覆盖系统的自然动作。例如,如果您的动作是“练习”的,且选项不是钱,那么通过自然动作,选项将无法运行。如果您已经设置“是”的功能,则自然动作将被推翻,而货币外出选项将被执行。数值为:0 = no 1 = 是。
- isOverride
- 指定您的设置是否将覆盖系统的自然动作。例如,如果您的动作是“练习”的,且选项不是钱,那么通过自然动作,选项将无法运行。如果您已经设置“是”的功能,则自然动作将被推翻,而货币外出选项将被执行。数值为:0 = no 1 = 是。
- manualOrderTime
- 手动顺序时间 。
- customerAccount
- 客户账户。
- professionalCustomer
- 专业客户。
- cancellationToken
- CancellationToken
IsAllDownloadingSupported
public override bool IsAllDownloadingSupported(DataType dataType)result = interactiveBrokersMessageAdapter.IsAllDownloadingSupported(dataType)用于指定的所有金融工具下载启用。
- dataType
- 数据类型信息.
返回值: 检查结果。
IsSupportCandlesUpdates
public override bool IsSupportCandlesUpdates(MarketDataMessage subscription)result = interactiveBrokersMessageAdapter.IsSupportCandlesUpdates(subscription)支持订阅蜡烛和现场更新。
- subscription
- MarketDataMessage
返回值: 检查结果。
Load
public override void Load(SettingsStorage storage)interactiveBrokersMessageAdapter.Load(storage)装入设置 。
- storage
- 设置存储 。
MarketDataAsync
protected override ValueTask MarketDataAsync(MarketDataMessage mdMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.MarketDataAsync(mdMsg, cancellationToken)
OrderStatusAsync
protected override ValueTask OrderStatusAsync(OrderStatusMessage statusMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.OrderStatusAsync(statusMsg, cancellationToken)
QueryDisplayGroups
private ValueTask QueryDisplayGroups(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.QueryDisplayGroups(requestId, cancellationToken)请求 TWS 中所有可用的显示组 。
- requestId
- 请求的识别码 。
- cancellationToken
- CancellationToken
RegisterOrderAsync
protected override ValueTask RegisterOrderAsync(OrderRegisterMessage regMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RegisterOrderAsync(regMsg, cancellationToken)
ReplaceFinancialAdvisor
private ValueTask ReplaceFinancialAdvisor(long requestId, string dataType, string config, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.ReplaceFinancialAdvisor(requestId, dataType, config, cancellationToken)替换财务顾问的设置。
- requestId
- dataType
- 指定所请求的财务顾问配置数据类型。有效值包括: 组配置账户异名
- config
- 包含新 FA 配置信息的 XML 字符串 。
- cancellationToken
- CancellationToken
ReplaceOrderAsync
protected override ValueTask ReplaceOrderAsync(OrderReplaceMessage replaceMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.ReplaceOrderAsync(replaceMsg, cancellationToken)
RequestAllOpenOrders
private ValueTask RequestAllOpenOrders(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestAllOpenOrders(cancellationToken)调用这种方法来请求所有客户端以及 TWS 的开放命令。 每个开放命令都会通过 EWrapper 上的 openOrder () 和 orderStatus () 功能反馈到您。 返回的命令和请求的客户端之间没有关联 。
RequestAutoOpenOrders
private ValueTask RequestAutoOpenOrders(bool autoBind, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestAutoOpenOrders(autoBind, cancellationToken)调用这种方法要求将新创建的 TWS 命令与客户端默示关联。 当创建新的 TWS 命令时, 命令会与客户端关联, 并通过 EWrapper 上的 openOrder () 和 orderStatus () 方法反馈给客户。 TWS 命令只能被绑定给使用 clientId 的“ 0 ” 客户端 。
- autoBind
- 如果设置为 , 新建的 TWS 命令将默认与客户端相关。 如果设置为 , 则不会建立关联 。
- cancellationToken
- CancellationToken
RequestCompletedOrders
private ValueTask RequestCompletedOrders(bool apiOnly, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestCompletedOrders(apiOnly, cancellationToken)请求完成订单。
- apiOnly
- 只要求API命令.
- cancellationToken
- CancellationToken
RequestCurrentTime
private ValueTask RequestCurrentTime(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestCurrentTime(cancellationToken)返回服务器侧当前系统时间 。
RequestFamilyCodes
private ValueTask RequestFamilyCodes(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestFamilyCodes(cancellationToken)请求一个账户的家族代码,例如如果它是一个FA,IBroker,或者相关账户.
RequestFinancialAdvisor
private ValueTask RequestFinancialAdvisor(string dataType, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestFinancialAdvisor(dataType, cancellationToken)请使用 FA 配置 。
- dataType
- 指定所请求的财务顾问配置数据类型。有效值包括: 组配置账户异名
- cancellationToken
- CancellationToken
RequestHeadTimestamp
private ValueTask RequestHeadTimestamp(long requestId, SecurityMessage security, string whatToShow, int useRth, int formatDate, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestHeadTimestamp(requestId, security, whatToShow, useRth, formatDate, cancellationToken)返回合同和数据类型的现有最早历史数据的时间戳。
- requestId
- 请求的识别符 。
- security
- 要求标出头部时间戳的合同对象。
- whatToShow
- 头部时间戳的数据类型 - "BID","ASK","TRADES"等.
- useRth
- 只使用正常交易时间.
- formatDate
- 设定为 1 以 yyyyMMdd HH:mm:s 获得条的时间,设定为 2 以秒计的系统时间格式获取条的时间 。
- cancellationToken
- CancellationToken
RequestHistogramData
private ValueTask RequestHistogramData(long requestId, SecurityMessage security, bool useRth, string period, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestHistogramData(requestId, security, useRth, period, cancellationToken)返回特定合同的数据直方图。
- requestId
- 请求的识别符 。
- security
- 需要直方图的合同对象。
- useRth
- 只使用正常交易时间.
- period
- 需要数据的时间,请提供“3天”。
- cancellationToken
- CancellationToken
RequestHistoricalNews
private ValueTask RequestHistoricalNews(long requestId, int? contractId, string providerCodes, DateTime startDateTime, DateTime endDateTime, long totalResults, Tuple<string, string>[] tags, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestHistoricalNews(requestId, contractId, providerCodes, startDateTime, endDateTime, totalResults, tags, cancellationToken)请提供历史新闻头条
- requestId
- contractId
- 合同编号 滴答。
- providerCodes
- 由"+"分隔的提供者代码列表.
- startDateTime
- 标记日期范围的( 专属) 起始。 格式为 yyyy- MM- dd HH: mm: s. 0 。
- endDateTime
- 标记日期范围的(包含)结束。格式为yyy-MM-dd HH:mm:s.0.
- totalResults
- 获取头条的最大数量(1-300) 。
- tags
- 预留用于内部使用,应被定义为空.
- cancellationToken
- CancellationToken
RequestHistoricalTicks
private ValueTask RequestHistoricalTicks(MarketDataMessage message, bool useRth, bool ignoreSize, Tuple<string, string>[] miscOptions, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestHistoricalTicks(message, useRth, ignoreSize, miscOptions, cancellationToken)请求为某个仪器提供历史时间和销售数据。
- message
- useRth
- 正常交易时间或所有可用时间的数据。
- ignoreSize
- miscOptions
- 应被定义为空的,保留给内部使用.
- cancellationToken
- CancellationToken
RequestIds
private ValueTask RequestIds(int numberOfIds, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestIds(numberOfIds, cancellationToken)返回下一个有效的 Id 。
- numberOfIds
- 毫无效果
- cancellationToken
- CancellationToken
RequestMarketDataType
private ValueTask RequestMarketDataType(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestMarketDataType(cancellationToken)表示 TWS 启用“ 冻结 ” 、 “ 延迟” 或 “ 延迟- 冻结” 市场数据。 需要 TWS/ IBG v963+. API 可以从 Trade Workstation 接收冻结的市场数据。 冻结的市场数据是我们系统中记录的最后数据。 在正常交易时间, API 接收实时市场 data.Invoking 此函数时, 参数2 要求立即或关闭后切换为冻结数据。 当市场重新打开下一个数据时, 如果有可用的市场数据类型, 将自动切换为实时数据 。
RequestMarketDepthExchanges
private ValueTask RequestMarketDepthExchanges(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestMarketDepthExchanges(cancellationToken)请将市场数据返回updateMktDepthL2(与市场制造者联系的场所)。
RequestMarketRule
private ValueTask RequestMarketRule(int marketRuleId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestMarketRule(marketRuleId, cancellationToken)请求特定市场规则的细节 特定交易所的票据市场规则提供了价格最低增量变化的细节, 可以通过在特定合同上引用 reqContractDetails 来获取市场规则标识。 返回的市场规则标识列表将在 contractDetails 中对应的有效交易所列表中提供该票据的市场规则标识 。
RequestMatchingSymbols
private ValueTask RequestMatchingSymbols(long requestId, string pattern, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestMatchingSymbols(requestId, pattern, cancellationToken)请求匹配的符号( 执行“ 类似 Google- system ” 的建议, 即用户开始打符号或合同名称) 。
- requestId
- pattern
- 用户输入的字符串模式 。
- cancellationToken
- CancellationToken
RequestMyTrades
private ValueTask RequestMyTrades(long requestId, MyTradeFilter filter, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestMyTrades(requestId, filter, cancellationToken)当调用这种方法时,符合过滤标准的执行报告会通过execDetails()方法下载给客户端.
- requestId
- filter
- 用于确定哪些执行报告被返回的过滤标准。
- cancellationToken
- CancellationToken
RequestNewsArticle
private ValueTask RequestNewsArticle(long requestId, string providerCode, string articleId, Tuple<string, string>[] tags, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestNewsArticle(requestId, providerCode, articleId, tags, cancellationToken)Requests news article body given articleId.
- requestId
- 请求的ID。
- providerCode
- 表示新闻提供者的短码,e.g. FLY.
- articleId
- 具体条款的编号。
- tags
- 预留用于内部使用,应被定义为空.
- cancellationToken
- CancellationToken
RequestNewsProviders
private ValueTask RequestNewsProviders(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestNewsProviders(cancellationToken)请用户订阅的新闻提供者。
RequestOpenOrders
private ValueTask RequestOpenOrders(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestOpenOrders(cancellationToken)调用此方法请求从此客户端发出的打开命令。 每个打开的命令都会通过 EWrapper 上的 openOrder () 和 orderStatus () 函数反馈。 拥有 clientId 的客户端也会收到 TWS 的打开命令 。 这些命令将与客户端相关联, 并生成一个新的 orderId 。 这个关联会持续到多个 API 和 TWS 会话上 。
RequestPortfolios
private ValueTask RequestPortfolios(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestPortfolios(cancellationToken)调用此方法以请求管理账户列表。 列表将由 EWrapper 上的 managedAccounts () 函数返回。 只有在连接到财务顾问账户时才能请求 。
RequestScannerParameters
private ValueTask RequestScannerParameters(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestScannerParameters(cancellationToken)呼叫 reqScannerParameters () 方法来接收 XML 文档, 描述扫描器订阅可以拥有的有效参数 。
RequestSecurityDefinitionOptionParams
private ValueTask RequestSecurityDefinitionOptionParams(long requestId, string underlyingSymbol, string futFopExchange, SecurityTypes? underlyingSecType, int? underlyingContractId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestSecurityDefinitionOptionParams(requestId, underlyingSymbol, futFopExchange, underlyingSecType, underlyingContractId, cancellationToken)请为查看合同的选项链提供金融工具定义选项参数。
- requestId
- 请求所选的ID 。
- underlyingSymbol
- futFopExchange
- 返回的选项正在交易的交换。 可以设置为空字符串“ ” , 用于所有交换 。
- underlyingSecType
- 基础金融工具的种类.
- underlyingContractId
- 基础金融工具的合同标识.
- cancellationToken
- CancellationToken
RequestSecurityInfo
private ValueTask RequestSecurityInfo(SecurityLookupMessage criteria, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestSecurityInfo(criteria, cancellationToken)调用此功能可以下载特定基础的所有细节。 合同细节将通过EWrapper上的contractDetails()功能接收 。
- criteria
- 正在查阅合同的简要说明。
- cancellationToken
- CancellationToken
RequestSmartComponents
private ValueTask RequestSmartComponents(long requestId, string bboExchange, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestSmartComponents(requestId, bboExchange, cancellationToken)返回用于交换名称的单字母代码的映射,以给出映射标识符。
- requestId
- bboExchange
- cancellationToken
- CancellationToken
RequestSoftDollarTiers
private ValueTask RequestSoftDollarTiers(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestSoftDollarTiers(requestId, cancellationToken)请求预定义的软元级。 仅支持已配置账户管理软元级的注册专业顾问和对冲基金及共同基金。 请参考: https://www.interactivebrokers.com/en/software/am/am/manageaccount/requestsoftdollars.htm?Highlight=soft%20dollar%20tier
RequestTickByTickData
private ValueTask RequestTickByTickData(long requestId, SecurityMessage security, Level1Fields tickType, int numberOfTicks, bool ignoreSize, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestTickByTickData(requestId, security, tickType, numberOfTicks, ignoreSize, cancellationToken)请求逐一输入数据 。
- requestId
- 请求中唯一的标识符。
- security
- 需要逐一输入数据的合同。
- tickType
- 勾选相接数据类型 : “ 上个”、“ ++AllLast++ ”、“ ++BidAsk++ ” 或 “ ++MidPoint++ ” 。
- numberOfTicks
- 滴滴数.
- ignoreSize
- 忽略大小 。
- cancellationToken
- CancellationToken
RequestWshEventData
private ValueTask RequestWshEventData(MarketDataMessage message, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestWshEventData(message, cancellationToken)请从 WPH 日历中请求事件数据 。
RequestWshMetaData
private ValueTask RequestWshMetaData(MarketDataMessage message, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.RequestWshMetaData(message, cancellationToken)请求从 WPH 日历中获取元数据 。
ResetAsync
protected override ValueTask ResetAsync(ResetMessage resetMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.ResetAsync(resetMsg, cancellationToken)
Save
public override void Save(SettingsStorage storage)interactiveBrokersMessageAdapter.Save(storage)保存设置 。
- storage
- 设置存储 。
SecurityLookupAsync
protected override ValueTask SecurityLookupAsync(SecurityLookupMessage lookupMsg, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SecurityLookupAsync(lookupMsg, cancellationToken)
SendInMessageAsync
public override ValueTask SendInMessageAsync(Message message, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SendInMessageAsync(message, cancellationToken)同步处理一个通用消息。
- message
- 处理的信息。
- cancellationToken
- CancellationToken
SetServerLogLevel
private ValueTask SetServerLogLevel(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SetServerLogLevel(cancellationToken)更改 TWS/ GW 日志级别。 默认为错误 。
SubscribeCalculateImpliedVolatility
private ValueTask SubscribeCalculateImpliedVolatility(OptionCalcMarketDataMessage message, Tuple<string, string>[] tags, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribeCalculateImpliedVolatility(message, tags, cancellationToken)签署接受特定文书的隐含波动性。
- message
- tags
- 预留供将来使用,必须空白.
- cancellationToken
- CancellationToken
SubscribeCalculateOptionPrice
private ValueTask SubscribeCalculateOptionPrice(OptionCalcMarketDataMessage message, Tuple<string, string>[] tags, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribeCalculateOptionPrice(message, tags, cancellationToken)用于订阅希腊人获取指定乐器的用户。
- message
- 金融工具。
- tags
- 预留供将来使用,必须空白.
- cancellationToken
- CancellationToken
SubscribeHistoricalCandles
private ValueTask SubscribeHistoricalCandles(MarketDataMessage message, TimeSpan timeFrame, Level1Fields field, bool useRth, Tuple<string, string>[] tags, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribeHistoricalCandles(message, timeFrame, field, useRth, tags, cancellationToken)订阅在指定间隔时间获取的仪器历史值。
- message
- 关于订阅或未订阅市场数据的信息.
- timeFrame
- field
- 市场数据字段。 支持以下值: 交易 。 标注 。 询问 。 中间点 。 BidAsk. ImpliedVolatility. HistoricalVolatility.
- useRth
- 只有在交易时间之前才能获取数据。默认情况下,交易时间是使用的。
- tags
- cancellationToken
- CancellationToken
SubscribeMarketData
private ValueTask SubscribeMarketData(MarketDataMessage message, IEnumerable<Level1Fields> genericFields, bool snapshot, bool regulatorySnaphsot, IEnumerable<Tuple<string, string>> mktDataOptions, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribeMarketData(message, genericFields, snapshot, regulatorySnaphsot, mktDataOptions, cancellationToken)调用此方法请求市场数据。 市场数据将按 tickPrice 、 tickSize 、 tickOptionComputation ()、 tickGeneric ()、 tickString () 和 tickEFP () 的方法返回 。
- message
- 这一结构载有一份合同说明,要求提供市场数据。
- genericFields
- 逗号 已划定的通用勾选类型列表。 此处可找到勾选类型 :( 新的通用勾选类型页) 。
- snapshot
- 允许客户端请求快照市场数据.
- regulatorySnaphsot
- 管理快照要求为拥有"美国金融工具快照包"订阅但并不对应的网络A,B,或C订阅的用户提供NBBO快照,用于流出时所需的用户.
- mktDataOptions
- 市场数据关闭 - 与RTVolume通用勾选类型一起使用,只导致发送量数据。
- cancellationToken
- CancellationToken
SubscribeMarketDepth
private ValueTask SubscribeMarketDepth(MarketDataMessage message, bool isSmartDepth, Tuple<string, string>[] tags, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribeMarketDepth(message, isSmartDepth, tags, cancellationToken)调用此方法以请求特定合同的市场深度。 市场深度将通过 & > updateMktDepth+ () 和 & > updateMktDepthL2+ () 方法返回 。
- message
- 这一结构载有一份合同说明,要求获得市场深度数据。
- isSmartDepth
- 旗帜表示这是智能深度请求.
- tags
- cancellationToken
- CancellationToken
SubscribeNewsBulletins
private ValueTask SubscribeNewsBulletins(bool allMessages, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribeNewsBulletins(allMessages, cancellationToken)调用此方法开始接收新闻公告。 每条公告会用 updateNewsBulletin () 方法返回 。
- allMessages
- 如果设置为 ,则返回当前所有已有的公告和任何新的公告。如果设置为 ,则只返回新的公告。
- cancellationToken
- CancellationToken
SubscribePnL
private ValueTask SubscribePnL(long requestId, string account, string modelCode, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribePnL(requestId, account, modelCode, cancellationToken)创建每天实时的PnL订阅和未实现的PnL更新.
- requestId
- account
- 接收 PnL 更新的账户 。
- modelCode
- 指定请求 PnL 更新特定模型。
- cancellationToken
- CancellationToken
SubscribePnLSingle
private ValueTask SubscribePnLSingle(long requestId, string account, string modelCode, long contractId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribePnLSingle(requestId, account, modelCode, contractId, cancellationToken)要求每天对PnL个人职位进行实时更新。
- requestId
- account
- 接收 PnL 更新的账户 。
- modelCode
- 指定请求 PnL 更新特定模型。
- contractId
- 合同编号(conId),每天接收PnL的更新。
- cancellationToken
- CancellationToken
SubscribePortfolio
private ValueTask SubscribePortfolio(string portfolioName, bool isSubscribe, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribePortfolio(portfolioName, isSubscribe, cancellationToken)调用此函数以开始获取账户值, 组合, 以及上次更新时间信息 。
- isSubscribe
- 如果设定为 , 客户端将开始接收账户和组合更新。 如果设定为 , 客户端将停止接收此信息 。
- portfolioName
- 用于接收账户和组合更新的账户代码。
- cancellationToken
- CancellationToken
SubscribePositionMulti
private ValueTask SubscribePositionMulti(long requestId, string account, string modelCode, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribePositionMulti(requestId, account, modelCode, cancellationToken)要求设立账户和/或模式职位。
- requestId
- 请求的识别码。
- account
- 如果提供了账户ID,则只交付属于指定模式的账户的状态。
- modelCode
- 我们感兴趣的模型位置代码
- cancellationToken
- CancellationToken
SubscribePotfrolioMulti
private ValueTask SubscribePotfrolioMulti(long requestId, string account, string modelCode, bool ledgerAndNlv, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribePotfrolioMulti(requestId, account, modelCode, ledgerAndNlv, cancellationToken)请为账户和/或模式更新账户。
- requestId
- 标记请求的标识符 。
- account
- 可以要求账户对特定账户进行账面价值。
- modelCode
- 也可以为模型请求值.
- ledgerAndNlv
- 返回轻量级请求;只返回货币头寸,而不是账户价值和货币头寸。
- cancellationToken
- CancellationToken
SubscribeRealTimeCandles
private ValueTask SubscribeRealTimeCandles(MarketDataMessage message, Level1Fields field, bool useRth, Tuple<string, string>[] tags, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribeRealTimeCandles(message, field, useRth, tags, cancellationToken)订阅实时蜡烛接收。
- message
- field
- 将创建蜡烛的市场数据字段。支持以下值: 交易 ; 标牌 ; 问; 中点 。
- useRth
- 只有在交易时间之前才能创建蜡烛。默认交易时间会被使用 。
- tags
- cancellationToken
- CancellationToken
SubscribeScanner
private ValueTask SubscribeScanner(ScannerMarketDataMessage message, Tuple<string, string>[] tags, Tuple<string, string>[] filterOptions, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribeScanner(message, tags, filterOptions, cancellationToken)要根据指定的参数启动仪器扫描仪 。
- message
- 仪器扫描器过滤器设置 。
- tags
- filterOptions
- cancellationToken
- CancellationToken
SubscribeToGroupEvents
private ValueTask SubscribeToGroupEvents(long requestId, int groupId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.SubscribeToGroupEvents(requestId, groupId, cancellationToken)整合API客户端和TWS窗口分组.
- requestId
- ID为这个订阅请求所选择.
- groupId
- 集成的显示组.
- cancellationToken
- CancellationToken
ToString
public override string ToString()result = interactiveBrokersMessageAdapter.ToString()转换为行代表.
返回值: 弦乐表演.
UnSubscribeCalculateImpliedVolatility
private ValueTask UnSubscribeCalculateImpliedVolatility(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribeCalculateImpliedVolatility(requestId, cancellationToken)停止订阅接收先前通过CancellationToken创建的所指定仪器的所隐含的起伏性。
- requestId
- cancellationToken
- CancellationToken
UnSubscribeCalculateOptionPrice
private ValueTask UnSubscribeCalculateOptionPrice(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribeCalculateOptionPrice(requestId, cancellationToken)停止订阅接收希腊人特定仪器, 更早通过 CancellationToken 创建 。
- requestId
- cancellationToken
- CancellationToken
UnSubscribeFromGroupEvents
private ValueTask UnSubscribeFromGroupEvents(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribeFromGroupEvents(requestId, cancellationToken)取消 TWS 窗口组订阅 。
- requestId
- cancellationToken
- CancellationToken
UnSubscribeMarketData
private ValueTask UnSubscribeMarketData(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribeMarketData(requestId, cancellationToken)在调用这种方法后,特定ID的市场数据会停止流出.
UnSubscribeMarketDepth
private ValueTask UnSubscribeMarketDepth(long requestId, bool isSmartDepth, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribeMarketDepth(requestId, isSmartDepth, cancellationToken)在调用这种方法后,特定ID的市场深度数据会停止流出.
UnSubscribeNewsBulletins
private ValueTask UnSubscribeNewsBulletins(CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribeNewsBulletins(cancellationToken)称此方法为停止接收新闻公告.
UnSubscribePnL
private ValueTask UnSubscribePnL(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribePnL(requestId, cancellationToken)取消每天更新的 PnL 实时订阅 。
- requestId
- cancellationToken
- CancellationToken
UnSubscribePnLSingle
private ValueTask UnSubscribePnLSingle(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribePnLSingle(requestId, cancellationToken)取消每天PnL信息的实时订阅。
- requestId
- cancellationToken
- CancellationToken
UnSubscribePositionMulti
private ValueTask UnSubscribePositionMulti(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribePositionMulti(requestId, cancellationToken)取消对账户和(或)模型申请的职位。
- requestId
- 要取消的请求的标识符 。
- cancellationToken
- CancellationToken
UnSubscribePotfrolioMulti
private ValueTask UnSubscribePotfrolioMulti(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribePotfrolioMulti(requestId, cancellationToken)取消账户更新账户和/或模型请求。
- requestId
- cancellationToken
- CancellationToken
UnSubscribeRealTimeCandles
private ValueTask UnSubscribeRealTimeCandles(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribeRealTimeCandles(requestId, cancellationToken)停止接受订阅的蜡烛,
- requestId
- cancellationToken
- CancellationToken
UnSubscribeScanner
private ValueTask UnSubscribeScanner(long requestId, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UnSubscribeScanner(requestId, cancellationToken)停止先前通过CancellationToken启动的仪器扫描仪。
UpdateDisplayGroup
private ValueTask UpdateDisplayGroup(long requestId, string contractInfo, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.UpdateDisplayGroup(requestId, contractInfo, cancellationToken)更新在 TWS 窗口组中显示的合同 。
- requestId
- 为此请求选择的ID 。
- contractInfo
- 是一个编码值, 指定一个独特的 IB 合同。 可能的值包括: 无 = 空选择 = * contractID= 交换 - 任何非组合 = * contract.Examples= 8314@ SMART for IBM SMART; 8314@ ARCA for IBM ARCA compo = 如果选中任何组合
- cancellationToken
- CancellationToken
VerifyAndAuthMessage
private ValueTask VerifyAndAuthMessage(string apiData, string xyzResponse, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.VerifyAndAuthMessage(apiData, xyzResponse, cancellationToken)为了IB的内部目的,允许提供TWS和第三方方案之间的核查手段.
VerifyVerifyAndAuthRequest
private ValueTask VerifyVerifyAndAuthRequest(string apiName, string apiVersion, string opaqueIsvKey, CancellationToken cancellationToken)result = interactiveBrokersMessageAdapter.VerifyVerifyAndAuthRequest(apiName, apiVersion, opaqueIsvKey, cancellationToken)为了IB的内部目的,允许提供TWS和第三方方案之间的核查手段.
字段
DefaultAddress
public static readonly EndPoint DefaultAddressvalue = InteractiveBrokersMessageAdapter.DefaultAddress默认地址 。
DefaultGatewayAddress
public static readonly EndPoint DefaultGatewayAddressvalue = InteractiveBrokersMessageAdapter.DefaultGatewayAddress默认地址 。