FoxPro and .NET Interop
Difficulties w/loadassembly()
Gravatar is a globally recognized avatar based on your email address. Difficulties w/loadassembly()
  Terry Y
  All
  Jun 14, 2020 @ 07:42am

When I run this code:

CLEAR
SET DEFAULT TO c:\trident\

run regasm wwDotnetBridge.DLL

run regasm TWSlib.DLL

*DO wwclient

SET PROCEDURE TO wwUtils ADDITIVE
SET PROCEDURE TO wwAPI ADDITIVE
SET PROCEDURE TO wwEval ADDITIVE
SET PROCEDURE TO wwHTTP ADDITIVE   
SET PROCEDURE TO wwSMTP ADDITIVE
*SET PROCEDURE TO WWPOP3 ADDITIVE
SET PROCEDURE TO wwDotnetBridge ADDITIVE

DO wwDotNetBridge

loHttp = CREATEOBJECT("wwHttp")
*lcHtml = loHttp.HttpGet("https://microsoft.com")
*? "Got this =", lcHtml
*?
*? "End of HttpGet"
*?

loBridge = CREATEOBJECT("wwDotnetBridge")
? "DotNet version =", loBridge.GetDotnetVersion()
?

*** Load an assembly 
loadTWS = loBridge.LoadAssembly("TWSLib")  && Trader's Workstation API opened
? "LoadAssembly('TWSLib') =", loadTWS
IF LEN(loBridge.cErrorMsg) == 0
	? "TWSLib loading error = <none>"
ELSE
	? "TWSLib loading error =",loBridge.cErrorMsg
ENDIF
?

**** Access a .NET component from the new assembly
loTWS = loBridge.CreateInstance("TWSLib.Tws")
? "loTWS =", loTWS
IF LEN(loBridge.cErrorMsg) != 0
	? "loTWS loading error =",loBridge.cErrorMsg
ELSE
	? "LoTWS Loading error = <none>"
endif

TWSChannel = loTWS.connect("127.0.0.1", 7497)
? "TWSChannel =", TWSChannel
IF LEN(loTWS.cErrorMsg) != 0
	? "loTWS loading error =",loTWS.cErrorMsg
ELSE
	? "LoTWS Loading error = <none>"
endif


return

the code fails on line: TWSChannel = loTWS.connect("127.0.0.1", 7497)

and here is the object browser displaying Tws.connect: I fail to see the error of my ways .... what's wrong here?

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Rick Strahl
  Terry Y
  Jun 14, 2020 @ 06:24pm

You need the DLL at the end of the assembly and you need to make sure the assembly is in the FoxPro path. What is the error message on the LoadAssembly() call?

? loBridge.LoadAssembly("TWSLib.dll")   && .t. or .f.
? loBridge.cErrorMsg

If you are indeed failing on the connect() call, the problem is that Long is not a valid type that can pass over COM. If you're using a recent version use this instead:

// this might work depending on your version
TWSChannel = loBridge.InvokeMethod(loTWS,"127.0.0.1", 7497, lnClientId, .T.)

If that doesn't work (older versions) you have to pass the long value as a COMValue object:

loPort = loBridge.CreateValue(0)
loPort.SetLong(7497)

loId = loBridge.CreateValue(0)
loId.SetLong(lnClientID)

TWSChannel = loBridge.InvokeMethod(loTWS,"127.0.0.1", loPort, loId, .T.)

ComValue Docs

You're also not passing all the parameters required for that method - all parameters are required even if the C# docs show them as optional. Optional parameters are a C# language thing, and don't work over COM so all the parameters have to be specified to match the signature.

+++ Rick ---

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Terry Y
  Rick Strahl
  Jun 15, 2020 @ 07:04am

here is VFP9 after running the code (disp memory like *: was added)

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Terry Y
  Terry Y
  Jun 15, 2020 @ 08:04am

fixing my code with your 1st suggestion. My code now is:


lnClientId = 0
// this might work depending on your version
TWSChannel = loBridge.InvokeMethod(loTWS,"127.0.0.1", 7497, lnClientId, .T.)
*TWSChannel = loTWS.connect("http://127.0.0.1", 7497,0,.f.)
? "TWSChannel =", TWSChannel
list memory like *
wait

return

and below is the VFP9 screenshot showing the Program Error dialog

... and I should do what, now ??

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Rick Strahl
  Terry Y
  Jun 15, 2020 @ 02:59pm

You need to use the code I showed using the ComValue.

+++ rick ---

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Terry Y
  Rick Strahl
  Jun 16, 2020 @ 07:46am

Having done so, when it is run the result is:

... and did not open the .prg file to show where error occurred, so I assume this occurs in the first line of code:

loPortLong = loBridge.CreateComValue(0)
loPortLong.SetLong(7497) 

loClientIDLong = loBridge.CreateComValue(0)
loClientIDLong.SetLong(10) 

TWSChannel = loBridge.InvokeMethod(loTWS,'127.0.0.1', loPortLong, loClientIDLong, .T.)

I know not where the error is occuring.

Your oneline docs show: https://client-tools.west-wind.com/docs/_24o04pa5v.htm

So I changed to invokeMethod to read

TWSChannel = loBridge.InvokeMethod(loTWS, 'connect', '127.0.0.1', loPortLong, loClientIDLong, .T.)

and got this for an error message:

I do not understand this error. I can easily see 'connect' as a member of class 'TWS' in the Object Broswer: What do I do now?

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Rick Strahl
  Terry Y
  Jun 16, 2020 @ 12:31pm

That error iS a COM error, and it might be coming from the method you're calling. Certainly doesn't look like an error in the method signature...

No way to know without looking at the code that's being called.

+++ Rick ---

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Terry Y
  Terry Y
  Jun 17, 2020 @ 06:30am

here is the source code for method TWS:

/* Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
 * and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */

using IBApi;
using Microsoft.Win32;
using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Reflection;
using System.Runtime.InteropServices;
using System.Text;
using System.Windows.Forms;
using System.Linq;
using System.Threading;
using System.Collections;

namespace TWSLib
{
    [ProgId("Tws.TwsCtrl")]
    [Guid("0A77CCF8-052C-11D6-B0EC-00B0D074179C")]
    [ComVisible(true), ClassInterface(ClassInterfaceType.None)]
    [ComSourceInterfaces(typeof(ITwsEvents))]
    public class Tws : EWrapper, ITws, IDisposable
    {
        static T GetCustomAtribute<T>(ICustomAttributeProvider t) where T : Attribute
        {
            var cas = t.GetCustomAttributes(typeof(T), false);

            if (cas.Length < 0)
                throw new KeyNotFoundException();

            return cas[0] as T;
        }

        [ComRegisterFunction]
        public static void Register(Type t)
        {
            var clsidSubKey = Registry.ClassesRoot.OpenSubKey("CLSID", true).CreateSubKey("{" + GetCustomAtribute<GuidAttribute>(typeof(Tws)).Value + "}");
            var typelibguid = "{" + GetCustomAtribute<GuidAttribute>(Assembly.GetExecutingAssembly()).Value + "}";

            clsidSubKey.CreateSubKey("Control");
            clsidSubKey.CreateSubKey("TypeLib").SetValue("", typelibguid);
            clsidSubKey.CreateSubKey("Version").SetValue("", "1.0");
        }

        EClientSocket socket;
        EReaderSignal eReaderSignal = new EReaderMonitorSignal();
        SynchronizationContext sc;

        public Tws()
        {
            sc = new WindowsFormsSynchronizationContext();
            socket = new EClientSocket(this, eReaderSignal);

            (this as ITws).resetAllProperties();
        }


        #region properties

        string ITws.account { get; set; }

        string ITws.tif { get; set; }

        string ITws.oca { get; set; }

        string ITws.orderRef { get; set; }

        int ITws.origin { get; set; }

        bool ITws.transmit { get; set; }

        string ITws.openClose { get; set; }

        int ITws.parentId { get; set; }

        bool ITws.blockOrder { get; set; }

        bool ITws.sweepToFill { get; set; }

        int ITws.displaySize { get; set; }

        int ITws.triggerMethod { get; set; }

        bool ITws.outsideRth { get; set; }

        bool ITws.hidden { get; set; }

        int ITws.clientIdFilter { get; set; }

        string ITws.acctCodeFilter { get; set; }

        string ITws.timeFilter { get; set; }

        string ITws.symbolFilter { get; set; }

        string ITws.secTypeFilter { get; set; }

        string ITws.exchangeFilter { get; set; }

        string ITws.sideFilter { get; set; }

        double ITws.discretionaryAmt { get; set; }

        int ITws.shortSaleSlot { get; set; }

        string ITws.designatedLocation { get; set; }

        int ITws.ocaType { get; set; }

        int ITws.exemptCode { get; set; }

        string ITws.rule80A { get; set; }

        string ITws.settlingFirm { get; set; }

        bool ITws.allOrNone { get; set; }

        int ITws.minQty { get; set; }

        double ITws.percentOffset { get; set; }

        bool ITws.eTradeOnly { get; set; }

        bool ITws.firmQuoteOnly { get; set; }

        double ITws.nbboPriceCap { get; set; }

        int ITws.auctionStrategy { get; set; }

        double ITws.startingPrice { get; set; }

        double ITws.stockRefPrice { get; set; }

        double ITws.delta { get; set; }

        double ITws.stockRangeLower { get; set; }

        double ITws.stockRangeUpper { get; set; }

        string ITws.TwsConnectionTime { get { return socket.ServerTime; } }

        int ITws.serverVersion { get; set; }

        bool ITws.overridePercentageConstraints { get; set; }

        double ITws.volatility { get; set; }

        int ITws.volatilityType { get; set; }

        string ITws.deltaNeutralOrderType { get; set; }

        double ITws.deltaNeutralAuxPrice { get; set; }

        int ITws.continuousUpdate { get; set; }

        int ITws.referencePriceType { get; set; }

        double ITws.trailStopPrice { get; set; }

        int ITws.scaleInitLevelSize { get; set; }

        int ITws.scaleSubsLevelSize { get; set; }

        double ITws.scalePriceIncrement { get; set; }
        #endregion

        #region methods

        void ITws.cancelMktData(int id)
        {
            socket.cancelMktData(id);
        }


        void ITws.cancelOrder(int id)
        {
            socket.cancelOrder(id);
        }


        void ITws.placeOrder(int id, string action, double quantity, string localSymbol, string secType,
                   string lastTradeDateOrContractMonth, double strike, string right, string multiplier,
                   string exchange, string primaryExchange, string curency, string orderType,
                   double lmtPrice, double auxPrice, string goodAfterTime, string faGroup,
                   string faMethod, string faPercentage, string faProfile, string goodTillDate)
        {
            var order = new Order()
            {
                Action = action,
                TotalQuantity = quantity,
                OrderType = orderType,
                LmtPrice = lmtPrice,
                AuxPrice = auxPrice,
                FaGroup = faGroup,
                FaProfile = faProfile,
                FaMethod = faMethod,
                FaPercentage = faPercentage,
                GoodAfterTime = goodAfterTime,
                GoodTillDate = goodTillDate
            };

            socket.placeOrder(id, new Contract()
            {
                LocalSymbol = localSymbol,
                SecType = secType,
                Exchange = exchange,
                PrimaryExch = primaryExchange,
                Currency = curency,
                ComboLegs = this.comboLegs,
                LastTradeDateOrContractMonth = lastTradeDateOrContractMonth,
                Strike = strike,
                Right = right,
                Multiplier = multiplier
            }, order);


            setExtendedOrderAttributes(order);
        }

        void ITws.disconnect()
        {
            this.socket.eDisconnect();
        }


**        void ITws.connect(string host, int port, int clientId, bool extraAuth)
        {
            this.socket.eConnect(host, port, clientId, extraAuth);

            if (socket.ServerVersion == 0)
                return;

            var reader = new EReader(socket, eReaderSignal);

            reader.Start();

            new Thread(() =>
            {
                while (socket.IsConnected())
                {
                    eReaderSignal.waitForSignal();
                    reader.processMsgs();
                }
            }) { IsBackground = true }.Start();
        }

**
        void ITws.reqMktData(int id, string symbol, string secType, string lastTradeDateOrContractMonth, double strike,
                   string right, string multiplier, string exchange, string primaryExchange,
                   string currency, string genericTicks, bool snapshot, bool regulatorySnapshot, ITagValueList options)
        {
            // set contract fields
            Contract contract = new Contract();

            contract.Symbol = symbol;
            contract.SecType = secType;
            contract.LastTradeDateOrContractMonth = lastTradeDateOrContractMonth;
            contract.Strike = strike;
            contract.Right = right;
            contract.Multiplier = multiplier;
            contract.Exchange = exchange;
            contract.PrimaryExch = primaryExchange;
            contract.Currency = currency;

            // add the combo order legs, if any
            contract.ComboLegs = this.comboLegs;

            // request market data
            this.socket.reqMktData(id, contract, genericTicks, snapshot, regulatorySnapshot, ITagValueListToListTagValue(options));
        }


        void ITws.reqOpenOrders()
        {
            this.socket.reqOpenOrders();
        }


        void ITws.reqAccountUpdates(bool subscribe, string acctCode)
        {
            this.socket.reqAccountUpdates(subscribe, acctCode);
        }


        void ITws.reqExecutions()
        {
            ExecutionFilter filter = new ExecutionFilter();
            var iThis = this as ITws;

            filter.ClientId = iThis.clientIdFilter;
            filter.AcctCode = iThis.acctCodeFilter;
            filter.Time = iThis.timeFilter;
            filter.Symbol = iThis.symbolFilter;
            filter.SecType = iThis.secTypeFilter;
            filter.Exchange = iThis.exchangeFilter;
            filter.Side = iThis.sideFilter;

            this.socket.reqExecutions(-1, filter);
        }


        void ITws.reqIds(int numIds)
        {
            this.socket.reqIds(numIds);
        }


        void ITws.reqMktData2(int id, string localSymbol, string secType, string exchange,
                   string primaryExchange, string currency, string genericTicks,
                   bool snapshot, bool regulatorySnapshot, ITagValueList options)
        {
            // set contract fields
            Contract contract = new Contract();

            contract.LocalSymbol = localSymbol;
            contract.SecType = secType;
            contract.Exchange = exchange;
            contract.PrimaryExch = primaryExchange;
            contract.Currency = currency;

            // add the combo order legs, if any
            contract.ComboLegs = this.comboLegs;

            // request market data
            this.socket.reqMktData(id, contract, genericTicks, snapshot, regulatorySnapshot, ITagValueListToListTagValue(options));
        }


        void ITws.placeOrder2(int id, string action, double quantity, string localSymbol,
                   string secType, string exchange, string primaryExchange, string curency,
                   string orderType, double lmtPrice, double auxPrice,
                   string goodAfterTime, string faGroup,
                   string faMethod, string faPercentage, string faProfile, string goodTillDate)
        {
            // set contract fields
            Contract contract = new Contract();

            contract.LocalSymbol = localSymbol;
            contract.SecType = secType;
            contract.Exchange = exchange;
            contract.PrimaryExch = primaryExchange;
            contract.Currency = curency;

            // add the combo order legs, if any
            contract.ComboLegs = this.comboLegs;

            // set parameterized order fields
            Order order = new Order();

            order.Action = action;
            order.TotalQuantity = quantity;
            order.OrderType = orderType;
            order.LmtPrice = lmtPrice;
            order.AuxPrice = auxPrice;
            order.FaGroup = faGroup;
            order.FaProfile = faProfile;
            order.FaMethod = faMethod;
            order.FaPercentage = faPercentage;
            order.GoodAfterTime = goodAfterTime;
            order.GoodTillDate = goodTillDate;

            // set extended order fields from properties
            setExtendedOrderAttributes(order);

            // place or modify order
            this.socket.placeOrder(id, contract, order);
        }


        void ITws.reqContractDetails(string symbol, string secType, string lastTradeDateOrContractMonth, double strike,
                   string right, string multiplier, string exchange, string curency, int includeExpired)
        {
            // set contract fields
            Contract contract = new Contract();

            contract.Symbol = symbol;
            contract.SecType = secType;
            contract.LastTradeDateOrContractMonth = lastTradeDateOrContractMonth;
            contract.Strike = strike;
            contract.Right = right;
            contract.Multiplier = multiplier;
            contract.Exchange = exchange;
            contract.Currency = curency;
            contract.IncludeExpired = includeExpired != 0;

            // request contract details
            this.socket.reqContractDetails(-1, contract);
        }


        void ITws.reqContractDetails2(string localSymbol, string secType, string exchange, string curency, int includeExpired)
        {
            // set contract fields
            Contract contract = new Contract();

            contract.LocalSymbol = localSymbol;
            contract.SecType = secType;
            contract.Exchange = exchange;
            contract.Currency = curency;
            contract.IncludeExpired = includeExpired != 0;

            // request contract details
            this.socket.reqContractDetails(-1, contract);
        }


        void ITws.reqMktDepth(int id, string symbol, string secType, string lastTradeDateOrContractMonth, double strike,
                   string right, string multiplier, string exchange, string curency, int numRows, bool isSmartDepth, ITagValueList options)
        {
            // set contract fields
            Contract contract = new Contract();

            contract.Symbol = symbol;
            contract.SecType = secType;
            contract.LastTradeDateOrContractMonth = lastTradeDateOrContractMonth;
            contract.Strike = strike;
            contract.Right = right;
            contract.Multiplier = multiplier;
            contract.Exchange = exchange;
            contract.Currency = curency;

            // request market depth
            this.socket.reqMarketDepth(id, contract, numRows, isSmartDepth, ITagValueListToListTagValue(options));
        }


        void ITws.reqMktDepth2(int id, string localSymbol, string secType, string exchange, string curency, int numRows, bool isSmartDepth, ITagValueList options)
        {

            Contract contract = new Contract();

            contract.LocalSymbol = localSymbol;
            contract.SecType = secType;
            contract.Exchange = exchange;
            contract.Currency = curency;

            // request market depth
            this.socket.reqMarketDepth(id, contract, numRows, isSmartDepth, ITagValueListToListTagValue(options));
        }


        void ITws.cancelMktDepth(int id, bool isSmartDepth)
        {
            this.socket.cancelMktDepth(id, isSmartDepth);
        }


        void ITws.addComboLeg(int conid, string action, int ratio, string exchange, int openClose, int shortSaleSlot, string designatedLocation, int exemptCode)
        {
            ComboLeg comboLeg = new ComboLeg();

            comboLeg.ConId = conid;
            comboLeg.Ratio = ratio;
            comboLeg.Action = action;
            comboLeg.Exchange = exchange;
            comboLeg.OpenClose = openClose;
            comboLeg.ShortSaleSlot = shortSaleSlot;
            comboLeg.DesignatedLocation = designatedLocation;
            comboLeg.ExemptCode = exemptCode;

            this.comboLegs.Add(comboLeg);
        }


        void ITws.clearComboLegs()
        {
            this.comboLegs.Clear();
        }


        void ITws.cancelNewsBulletins()
        {
            this.socket.cancelNewsBulletin();
        }


        void ITws.reqNewsBulletins(bool allDaysMsgs)
        {
            this.socket.reqNewsBulletins(allDaysMsgs);
        }


        void ITws.setServerLogLevel(int logLevel)
        {
            this.socket.setServerLogLevel(logLevel);
        }


        void ITws.reqAutoOpenOrders(bool bAutoBind)
        {
            this.socket.reqAutoOpenOrders(bAutoBind);
        }


        void ITws.reqAllOpenOrders()
        {
            this.socket.reqAllOpenOrders();
        }


        void ITws.reqManagedAccts()
        {
            this.socket.reqManagedAccts();
        }


        void ITws.requestFA(int faDataType)
        {
            this.socket.requestFA(faDataType);
        }


        void ITws.replaceFA(int faDataType, string cxml)
        {
            this.socket.replaceFA(faDataType, cxml);
        }


        void ITws.reqHistoricalData(int id, string symbol, string secType, string lastTradeDateOrContractMonth, double strike,
                   string right, string multiplier, string exchange, string curency, int isExpired,
                   string endDateTime, string durationStr, string barSizeSetting, string whatToShow,
                   int useRTH, int formatDate, bool keepUpToDate, ITagValueList options)
        {
            Contract contract = new Contract();

            contract.Symbol = symbol;
            contract.SecType = secType;
            contract.LastTradeDateOrContractMonth = lastTradeDateOrContractMonth;
            contract.Strike = strike;
            contract.Right = right;
            contract.Multiplier = multiplier;
            contract.Exchange = exchange;
            contract.Currency = curency;
            contract.IncludeExpired = isExpired != 0;

            // add the combo order legs, if any
            contract.ComboLegs = this.comboLegs;

            // request historical data
            this.socket.reqHistoricalData(id, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate, ITagValueListToListTagValue(options));
        }


        void ITws.exerciseOptions(int id, string symbol, string secType, string lastTradeDateOrContractMonth, double strike,
                   string right, string multiplier, string exchange, string curency,
                   int exerciseAction, int exerciseQuantity, int @override)
        {
            Contract contract = new Contract();

            contract.Symbol = symbol;
            contract.SecType = secType;
            contract.LastTradeDateOrContractMonth = lastTradeDateOrContractMonth;
            contract.Strike = strike;
            contract.Right = right;
            contract.Multiplier = multiplier;
            contract.Exchange = exchange;
            contract.Currency = curency;

            this.socket.exerciseOptions(id, contract, exerciseAction, exerciseQuantity, (this as ITws).account, @override);
        }


        void ITws.reqScannerParameters()
        {
            this.socket.reqScannerParameters();
        }


        void ITws.reqScannerSubscription(int tickerId, int numberOfRows, string instrument,
            string locationCode, string scanCode, double abovePrice, double belowPrice,
            int aboveVolume, double marketCapAbove, double marketCapBelow, string moodyRatingAbove,
            string moodyRatingBelow, string spRatingAbove, string spRatingBelow,
            string maturityDateAbove, string maturityDateBelow, double couponRateAbove,
            double couponRateBelow, int excludeConvertible, int averageOptionVolumeAbove,
            string scannerSettingPairs, string stockTypeFilter, string options, string scannerSubscriptionFilterOptions)
        {
            ScannerSubscription subscription = new ScannerSubscription();

            subscription.NumberOfRows = numberOfRows;
            subscription.Instrument = instrument;
            subscription.LocationCode = locationCode;
            subscription.ScanCode = scanCode;
            subscription.AbovePrice = abovePrice;
            subscription.BelowPrice = belowPrice;
            subscription.AboveVolume = aboveVolume;
            subscription.MarketCapAbove = marketCapAbove;
            subscription.MarketCapBelow = marketCapBelow;
            subscription.MoodyRatingAbove = moodyRatingAbove;
            subscription.MoodyRatingBelow = moodyRatingBelow;
            subscription.SpRatingAbove = spRatingAbove;
            subscription.SpRatingBelow = spRatingBelow;
            subscription.MaturityDateAbove = maturityDateAbove;
            subscription.MaturityDateBelow = maturityDateBelow;
            subscription.CouponRateAbove = couponRateAbove;
            subscription.CouponRateBelow = couponRateBelow;
            subscription.ExcludeConvertible = excludeConvertible != 0;
            subscription.AverageOptionVolumeAbove = averageOptionVolumeAbove;
            subscription.ScannerSettingPairs = scannerSettingPairs;
            subscription.StockTypeFilter = stockTypeFilter;

            this.socket.reqScannerSubscription(tickerId, subscription, options, scannerSubscriptionFilterOptions);
        }


        void ITws.cancelHistoricalData(int tickerId)
        {
            this.socket.cancelHistoricalData(tickerId);
        }


        void ITws.cancelScannerSubscription(int tickerId)
        {
            this.socket.cancelScannerSubscription(tickerId);
        }


        void ITws.resetAllProperties()
        {
            var iThis = this as ITws;

            iThis.openClose = "O";
            iThis.origin = 0;
            iThis.transmit = true;
            iThis.parentId = 0;
            iThis.blockOrder = false;
            iThis.sweepToFill = false;
            iThis.displaySize = 0;
            iThis.triggerMethod = 0;
            iThis.outsideRth = false;
            iThis.hidden = false;
            iThis.shortSaleSlot = 0;
            iThis.exemptCode = -1;
            iThis.clientIdFilter = 0;
            iThis.discretionaryAmt = 0;
            iThis.ocaType = 0;
            iThis.allOrNone = false;
            iThis.minQty = int.MaxValue;
            iThis.percentOffset = double.MaxValue;
            iThis.eTradeOnly = false;
            iThis.firmQuoteOnly = false;
            iThis.nbboPriceCap = double.MaxValue;
            iThis.auctionStrategy = 0;
            iThis.startingPrice = double.MaxValue;
            iThis.stockRefPrice = double.MaxValue;
            iThis.delta = double.MaxValue;
            iThis.stockRangeLower = double.MaxValue;
            iThis.stockRangeUpper = double.MaxValue;
            iThis.serverVersion = 0;
            iThis.overridePercentageConstraints = false;
            iThis.volatility = double.MaxValue;
            iThis.volatilityType = int.MaxValue;
            iThis.deltaNeutralAuxPrice = double.MaxValue;
            iThis.continuousUpdate = 0;
            iThis.referencePriceType = int.MaxValue;
            iThis.account = "";
            iThis.tif = "";
            iThis.oca = "";
            iThis.orderRef = "";
            iThis.openClose = "";
            iThis.acctCodeFilter = "";
            iThis.timeFilter = "";
            iThis.symbolFilter = "";
            iThis.secTypeFilter = "";
            iThis.exchangeFilter = "";
            iThis.sideFilter = "";
            iThis.designatedLocation = "";
            iThis.rule80A = "";
            iThis.settlingFirm = "";
            iThis.deltaNeutralOrderType = "";
            iThis.trailStopPrice = double.MaxValue;
            iThis.scaleInitLevelSize = int.MaxValue;
            iThis.scaleSubsLevelSize = int.MaxValue;
            iThis.scalePriceIncrement = double.MaxValue;
        }


        void ITws.reqRealTimeBars(int tickerId, string symbol, string secType, string lastTradeDateOrContractMonth, double strike,
            string right, string multiplier, string exchange, string primaryExchange, string currency,
            int isExpired, int barSize, string whatToShow, int useRTH, ITagValueList options)
        {
            Contract contract = new Contract();

            contract.Symbol = symbol;
            contract.SecType = secType;
            contract.LastTradeDateOrContractMonth = lastTradeDateOrContractMonth;
            contract.Strike = strike;
            contract.Right = right;
            contract.Multiplier = multiplier;
            contract.Exchange = exchange;
            contract.PrimaryExch = primaryExchange;
            contract.Currency = currency;
            contract.IncludeExpired = (isExpired != 0);

            // request real time bars
            this.socket.reqRealTimeBars(tickerId, contract, barSize, whatToShow, useRTH != 0, ITagValueListToListTagValue(options));
        }


        void ITws.cancelRealTimeBars(int tickerId)
        {
            this.socket.cancelRealTimeBars(tickerId);
        }


        void ITws.reqCurrentTime()
        {
            this.socket.reqCurrentTime();
        }


        void ITws.reqFundamentalData(int reqId, IContract contract, string reportType)
        {
            if (!(contract is ComContract))
                throw new ArgumentException("Invalid argument type", "contract");
            //X - CHANGED
            this.socket.reqFundamentalData(reqId, (Contract)(contract as ComContract), reportType, null);
        }


        void ITws.cancelFundamentalData(int reqId)
        {
            this.socket.cancelFundamentalData(reqId);
        }


        void ITws.calculateImpliedVolatility(int reqId, IContract contract, double optionPrice, double underPrice)
        {
            //X - CHANGED
            this.socket.calculateImpliedVolatility(reqId, (Contract)(contract as ComContract), optionPrice, underPrice, null);
        }


        void ITws.calculateOptionPrice(int reqId, IContract contract, double volatility, double underPrice)
        {
            //X - CHANGED
            this.socket.calculateOptionPrice(reqId, (Contract)(contract as ComContract), volatility, underPrice, null);
        }


        void ITws.cancelCalculateImpliedVolatility(int reqId)
        {
            this.socket.cancelCalculateImpliedVolatility(reqId);
        }


        void ITws.cancelCalculateOptionPrice(int reqId)
        {
            this.socket.cancelCalculateOptionPrice(reqId);
        }


        void ITws.reqGlobalCancel()
        {
            this.socket.reqGlobalCancel();
        }


        void ITws.reqMarketDataType(int marketDataType)
        {
            this.socket.reqMarketDataType(marketDataType);
        }


        void ITws.reqContractDetailsEx(int reqId, IContract contract)
        {
            this.socket.reqContractDetails(reqId, (Contract)(contract as ComContract));
        }


        void ITws.reqMktDataEx(int tickerId, IContract contract, string genericTicks, bool snapshot, bool regulatorySnapshot, ITagValueList options)
        {
            this.socket.reqMktData(tickerId, (Contract)(contract as ComContract), genericTicks, snapshot, regulatorySnapshot, ITagValueListToListTagValue(options));
        }

        private static List<TagValue> ITagValueListToListTagValue(ITagValueList v)
        {
            if (v == null)
                return null;

            return (v as ComTagValueList);
        }


        void ITws.reqMktDepthEx(int tickerId, IContract contract, int numRows, bool isSmartDepth, ITagValueList options)
        {
            this.socket.reqMarketDepth(tickerId, (Contract)(contract as ComContract), numRows, isSmartDepth, ITagValueListToListTagValue(options));
        }


        void ITws.placeOrderEx(int orderId, IContract contract, IOrder order)
        {
            this.socket.placeOrder(orderId, (Contract)(contract as ComContract), (Order)(order as ComOrder));
        }


        void ITws.reqExecutionsEx(int reqId, IExecutionFilter filter)
        {
            this.socket.reqExecutions(reqId, (ExecutionFilter)(filter as ComExecutionFilter));
        }


        void ITws.exerciseOptionsEx(int tickerId, IContract contract, int exerciseAction,
            int exerciseQuantity, string account, int @override)
        {
            this.socket.exerciseOptions(tickerId, (Contract)(contract as ComContract), exerciseAction, exerciseQuantity, account, @override);
        }


        void ITws.reqHistoricalDataEx(int tickerId, IContract contract, string endDateTime,
            string duration, string barSize, string whatToShow, bool useRTH, int formatDate, bool keepUpToDate, ITagValueList options)
        {
            this.socket.reqHistoricalData(tickerId, (Contract)(contract as ComContract), endDateTime, duration, barSize, whatToShow, useRTH ? 1 : 0, formatDate, keepUpToDate, ITagValueListToListTagValue(options));
        }


        void ITws.reqRealTimeBarsEx(int tickerId, IContract contract, int barSize, string whatToShow, bool useRTH, ITagValueList options)
        {
            this.socket.reqRealTimeBars(tickerId, (Contract)(contract as ComContract), barSize, whatToShow, useRTH, ITagValueListToListTagValue(options));
        }


        void ITws.reqScannerSubscriptionEx(int tickerId, IScannerSubscription subscription, string options, string scannerSubscriptionFilterOptions)
        {
            this.socket.reqScannerSubscription(tickerId,
                (ScannerSubscription)(subscription as ComScannerSubscription),
                options,
                scannerSubscriptionFilterOptions);
        }


        void ITws.addOrderComboLeg(double price)
        {
            this.orderComboLegs.Add(new OrderComboLeg() { Price = price });
        }


        void ITws.clearOrderComboLegs()
        {
            this.orderComboLegs.Clear();
        }


        void ITws.reqPositions()
        {
            this.socket.reqPositions();
        }


        void ITws.cancelPositions()
        {
            this.socket.cancelPositions();
        }


        void ITws.reqAccountSummary(int reqId, string groupName, string tags)
        {
            this.socket.reqAccountSummary(reqId, groupName, tags);
        }


        void ITws.cancelAccountSummary(int reqId)
        {
            this.socket.cancelAccountSummary(reqId);
        }

        void ITws.reqPositionsMulti(int requestId, string account, string modelCode)
        {
            this.socket.reqPositionsMulti(requestId, account, modelCode);
        }

        void ITws.cancelPositionsMulti(int requestId)
        {
            this.socket.cancelPositionsMulti(requestId);
        }

        void ITws.reqAccountUpdatesMulti(int requestId, string account, string modelCode, bool ledgerAndNLV)
        {
            this.socket.reqAccountUpdatesMulti(requestId, account, modelCode, ledgerAndNLV);
        }

        void ITws.cancelAccountUpdatesMulti(int requestId)
        {
            this.socket.cancelAccountUpdatesMulti(requestId);
        }


        IContract ITws.createContract() { return new ComContract(); }

        IComboLegList ITws.createComboLegList() { return new ComComboLegList(); }

        IOrder ITws.createOrder() { return new ComOrder(); }

        IExecutionFilter ITws.createExecutionFilter() { return new ComExecutionFilter(); }

        IScannerSubscription ITws.createScannerSubscription() { return new ComScannerSubscription(); }

        IDeltaNeutralContract ITws.createDeltaNeutralContract() { return new ComDeltaNeutralContract(); }

        ITagValueList ITws.createTagValueList() { return new ComTagValueList(); }

        IOrderComboLegList ITws.createOrderComboLegList() { return new ComOrderComboLegList(); }


        void ITws.verifyRequest(string apiName, string apiVersion)
        {
            socket.verifyRequest(apiName, apiVersion);
        }

        void ITws.verifyMessage(string apiData)
        {
            socket.verifyMessage(apiData);
        }

        void ITws.verifyAndAuthRequest(string apiName, string apiVersion, string opaqueIsvKey)
        {
            socket.verifyAndAuthRequest(apiName, apiVersion, opaqueIsvKey);
        }

        void ITws.verifyAndAuthMessage(string apiData, string xyzResponse)
        {
            socket.verifyAndAuthMessage(apiData, xyzResponse);
        }

        void ITws.queryDisplayGroups(int reqId)
        {
            socket.queryDisplayGroups(reqId);
        }

        void ITws.subscribeToGroupEvents(int reqId, int groupId)
        {
            socket.subscribeToGroupEvents(reqId, groupId);
        }

        void ITws.updateDisplayGroup(int reqId, string contractInfo)
        {
            socket.updateDisplayGroup(reqId, contractInfo);
        }

        void ITws.unsubscribeFromGroupEvents(int reqId)
        {
            socket.unsubscribeFromGroupEvents(reqId);
        }

        void ITws.setConnectOptions(string connectOptions)
        {
            socket.SetConnectOptions(connectOptions);
        }

        void ITws.disableUseV100Plus()
        {
            socket.DisableUseV100Plus();
        }

        void ITws.startApi()
        {
            socket.startApi();
        }

        void ITws.reqSecDefOptParams(int reqId, string underlyingSymbol, string futFopExchange, string underlyingSecType, int underlyingConId)
        {
            socket.reqSecDefOptParams(reqId, underlyingSymbol, futFopExchange, underlyingSecType, underlyingConId);
        }

        void ITws.reqSoftDollarTiers(int reqId)
        {
            socket.reqSoftDollarTiers(reqId);
        }

        void ITws.reqFamilyCodes()
        {
            socket.reqFamilyCodes();
        }

        void ITws.reqMatchingSymbols(int reqId, string pattern)
        {
            socket.reqMatchingSymbols(reqId, pattern);
        }

        void ITws.reqMktDepthExchanges()
        {
            socket.reqMktDepthExchanges();
        }

        void ITws.reqSmartComponents(int reqId, string bboExchange)
        {
            socket.reqSmartComponents(reqId, bboExchange);
        }

        void ITws.reqNewsProviders()
        {
            socket.reqNewsProviders();
        }

        void ITws.reqNewsArticle(int requestId, string providerCode, string articleId, ITagValueList options)
        {
            socket.reqNewsArticle(requestId, providerCode, articleId, ITagValueListToListTagValue(options));
        }

        void ITws.reqHistoricalNews(int requestId, int conId, string providerCodes, string startDateTime, string endDateTime, int totalResults, ITagValueList options)
        {
            socket.reqHistoricalNews(requestId, conId, providerCodes, startDateTime, endDateTime, totalResults, ITagValueListToListTagValue(options));
        }

        void ITws.reqHeadTimestamp(int tickerId, IContract contract, string whatToShow, int useRTH, int formatDate)
        {
            this.socket.reqHeadTimestamp(tickerId, (Contract)(contract as ComContract), whatToShow, useRTH, formatDate);
        }

        void ITws.cancelHeadTimestamp(int tickerId)
        {
            this.socket.cancelHeadTimestamp(tickerId);
        }

        void ITws.reqHistogramData(int tickerId, IContract contract, bool useRTH, string period)
        {
            this.socket.reqHistogramData(tickerId, (Contract)(contract as ComContract), useRTH, period);
        }

        void ITws.cancelHistogramData(int tickerId)
        {
            this.socket.cancelHistogramData(tickerId);
        }

        void ITws.reqMarketRule(int marketRuleId)
        {
            socket.reqMarketRule(marketRuleId);
        }
        void ITws.reqPnL(int reqId, string account, string modelCode)
        {
            this.socket.reqPnL(reqId, account, modelCode);
        }

        void ITws.cancelPnL(int reqId)
        {
            this.socket.cancelPnL(reqId);
        }

        void ITws.reqPnLSingle(int reqId, string account, string modelCode, int conId)
        {
            this.socket.reqPnLSingle(reqId, account, modelCode, conId);
        }

        void ITws.cancelPnLSingle(int reqId)
        {
            this.socket.cancelPnLSingle(reqId);
        }

        void ITws.reqTickByTickData(int reqId, IContract contract, string tickType, int numberOfTicks, bool ignoreSize)
        {
            this.socket.reqTickByTickData(reqId, (Contract)(contract as ComContract), tickType, numberOfTicks, ignoreSize);
        }

        void ITws.cancelTickByTickData(int reqId)
        {
            this.socket.cancelTickByTickData(reqId);
        }

        void ITws.reqHistoricalTicks(int reqId, IContract contract, string startDateTime, string endDateTime, int numberOfTicks, string whatToShow, int useRth, bool ignoreSize, ITagValueList options)
        {
            this.socket.reqHistoricalTicks(reqId, (Contract)(contract as ComContract), startDateTime, endDateTime, numberOfTicks, whatToShow, useRth, ignoreSize, ITagValueListToListTagValue(options));
        }

        void ITws.reqCompletedOrders(bool apiOnly)
        {
            this.socket.reqCompletedOrders(apiOnly);
        }

        #endregion

        #region events

        public delegate void tickPriceDelegate(int id, int tickType, double price, bool canAutoExecute, bool pastLimit, bool preOpen);
        public event tickPriceDelegate tickPrice;
        void EWrapper.tickPrice(int tickerId, int field, double price, TickAttrib attribs)
        {
            var t_tickPrice = this.tickPrice;
            if (t_tickPrice != null)
                sc.Post(state => t_tickPrice(tickerId, field, price, attribs.CanAutoExecute, attribs.PastLimit, attribs.PreOpen), null);
        }

        public delegate void tickSizeDelegate(int id, int tickType, int size);
        public event tickSizeDelegate tickSize;
        void EWrapper.tickSize(int tickerId, int field, int size)
        {
            var t_tickSize = this.tickSize;
            if (t_tickSize != null)
                sc.Post(state => t_tickSize(tickerId, field, size), null);
        }

        public delegate void connectionClosedDelegate();
        public event connectionClosedDelegate connectionClosed;
        void EWrapper.connectionClosed()
        {
            (this as ITws).serverVersion = socket.ServerVersion;

            var t_connectionClosed = this.connectionClosed;
            if (t_connectionClosed != null)
                sc.Post(state => t_connectionClosed(), null);
        }


        public delegate void openOrder1Delegate(int id, string symbol, string secType, string lastTradeDate, double strike, string right, string exchange, string curency, string localSymbol);
        public event openOrder1Delegate openOrder1;

        public delegate void openOrder2Delegate(int id, string action, double quantity, string orderType, double lmtPrice, double auxPrice, string tif, string ocaGroup, string account, string openClose, int origin, string orderRef, int clientId);
        public event openOrder2Delegate openOrder2;

        public delegate void openOrder3Delegate(int id, string symbol, string secType, string lastTradeDate, double strike, string right, string exchange, string curency, string localSymbol, string action, double quantity, string orderType, double lmtPrice, double auxPrice, string tif, string ocaGroup, string account, string openClose, int origin, string orderRef, int clientId, int permId, string sharesAllocation, string faGroup, string faMethod, string faPercentage, string faProfile, string goodAfterTime, string goodTillDate);
        public event openOrder3Delegate openOrder3;

        public delegate void openOrder4Delegate(int id, string symbol, string secType, string lastTradeDate, double strike, string right, string exchange, string curency, string localSymbol, string action, double quantity, string orderType, double lmtPrice, double auxPrice, string tif, string ocaGroup, string account, string openClose, int origin, string orderRef, int clientId, int permId, string sharesAllocation, string faGroup, string faMethod, string faPercentage, string faProfile, string goodAfterTime, string goodTillDate, int ocaType, string rule80A, string settlingFirm, int allOrNone, int minQty, double percentOffset, int eTradeOnly, int firmQuoteOnly, double nbboPriceCap, int auctionStrategy, double startingPrice, double stockRefPrice, double delta, double stockRangeLower, double stockRangeUpper, int blockOrder, int sweepToFill, int ignoreRth, int hidden, double discretionaryAmt, int displaySize, int parentId, int triggerMethod, int shortSaleSlot, string designatedLocation, double volatility, int volatilityType, string deltaNeutralOrderType, double deltaNeutralAuxPrice, int continuousUpdate, int referencePriceType, double trailStopPrice, double basisPoints, int basisPointsType, string legsStr, int scaleInitLevelSize, int scaleSubsLevelSize, double scalePriceIncrement);
        public event openOrder4Delegate openOrder4;

        public delegate void openOrderExDelegate(int orderId, IContract contract, IOrder order, IOrderState orderState);
        public event openOrderExDelegate openOrderEx;
        void EWrapper.openOrder(int orderId, Contract contract, Order order, OrderState orderState)
        {
            var t_openOrder1 = this.openOrder1;
            if (t_openOrder1 != null)
                sc.Post(state => t_openOrder1(
                    orderId,
                    contract.Symbol,
                    contract.SecType,
                    contract.LastTradeDateOrContractMonth,
                    contract.Strike,
                    contract.Right,
                    contract.Exchange,
                    contract.Currency,
                    contract.LocalSymbol), null);

            // send order fields
            var t_openOrder2 = this.openOrder2;
            if (t_openOrder2 != null)
                sc.Post(state => t_openOrder2(
                                orderId,
                                order.Action,
                                order.TotalQuantity,
                                order.OrderType,
                                order.LmtPrice,
                                order.AuxPrice,
                                order.Tif,
                                order.OcaGroup,
                                order.Account,
                                order.OpenClose,
                                order.Origin,
                                order.OrderRef,
                                order.ClientId), null);

            // send order and contract fields
            var t_openOrder3 = this.openOrder3;
            if (t_openOrder3 != null)
                sc.Post(state => t_openOrder3(
                                orderId,
                                contract.Symbol,
                                contract.SecType,
                                contract.LastTradeDateOrContractMonth,
                                contract.Strike,
                                contract.Right,
                                contract.Exchange,
                                contract.Currency,
                                contract.LocalSymbol,
                                order.Action,
                                order.TotalQuantity,
                                order.OrderType,
                                order.LmtPrice,
                                order.AuxPrice,
                                order.Tif,
                                order.OcaGroup,
                                order.Account,
                                order.OpenClose,
                                order.Origin,
                                order.OrderRef,
                                order.ClientId,
                                order.PermId,
                                "", // deprecated sharesAllocation
                                order.FaGroup,
                                order.FaMethod,
                                order.FaPercentage,
                                order.FaProfile,
                                order.GoodAfterTime,
                                order.GoodTillDate), null);

            // send order and contract fields, and etended order attributes
            var t_openOrder4 = this.openOrder4;
            if (t_openOrder4 != null)
                sc.Post(state => t_openOrder4(
                                orderId,
                                contract.Symbol,
                                contract.SecType,
                                contract.LastTradeDateOrContractMonth,
                                contract.Strike,
                                contract.Right,
                                contract.Exchange,
                                contract.Currency,
                                contract.LocalSymbol,
                                order.Action,
                                order.TotalQuantity,
                                order.OrderType,
                                order.LmtPrice,
                                order.AuxPrice,
                                order.Tif,
                                order.OcaGroup,
                                order.Account,
                                order.OpenClose,
                                order.Origin,
                                order.OrderRef,
                                order.ClientId,
                                order.PermId,
                                "", // deprecated sharesAllocation
                                order.FaGroup,
                                order.FaMethod,
                                order.FaPercentage,
                                order.FaProfile,
                                order.GoodAfterTime,
                                order.GoodTillDate,
                                order.OcaType,
                                order.Rule80A,
                                order.SettlingFirm,
                                order.AllOrNone ? 1 : 0,
                                order.MinQty,
                                order.PercentOffset,
                                order.ETradeOnly ? 1 : 0,
                                order.FirmQuoteOnly ? 1 : 0,
                                order.NbboPriceCap,
                                order.AuctionStrategy,
                                order.StartingPrice,
                                order.StockRefPrice,
                                order.Delta,
                                order.StockRangeLower,
                                order.StockRangeUpper,
                                order.BlockOrder ? 1 : 0,
                                order.SweepToFill ? 1 : 0,
                                order.OutsideRth ? 1 : 0,
                                order.Hidden ? 1 : 0,
                                order.DiscretionaryAmt,
                                order.DisplaySize,
                                order.ParentId,
                                order.TriggerMethod,
                                order.ShortSaleSlot,
                                order.DesignatedLocation,
                                order.Volatility,
                                order.VolatilityType,
                                order.DeltaNeutralOrderType,
                                order.DeltaNeutralAuxPrice,
                                order.ContinuousUpdate,
                                order.ReferencePriceType,
                                order.TrailStopPrice,
                                order.BasisPoints,
                                order.BasisPointsType,
                                contract.ComboLegsDescription,
                                order.ScaleInitLevelSize,
                                order.ScaleSubsLevelSize,
                                order.ScalePriceIncrement), null);

            /*
             * Note: all of the above events are deprecated
             *       let's fire a real one
             */


            var t_openOrderEx = this.openOrderEx;
            if (t_openOrderEx != null)
                sc.Post(state => t_openOrderEx(orderId, (ComContract)contract, (ComOrder)order, (ComOrderState)orderState), null);
        }

        public delegate void updateAccountTimeDelegate(string timeStamp);
        public event updateAccountTimeDelegate updateAccountTime;
        void EWrapper.updateAccountTime(string timestamp)
        {
            var t_updateAccountTime = this.updateAccountTime;
            if (t_updateAccountTime != null)
                sc.Post(state => t_updateAccountTime(timestamp), null);
        }

        public delegate void updateAccountValueDelegate(string key, string value, string curency, string accountName);
        public event updateAccountValueDelegate updateAccountValue;
        void EWrapper.updateAccountValue(string key, string value, string currency, string accountName)
        {
            var t_updateAccountValue = this.updateAccountValue;
            if (t_updateAccountValue != null)
                sc.Post(state => t_updateAccountValue(key, value, currency, accountName), null);
        }

        public delegate void nextValidIdDelegate(int id);
        public event nextValidIdDelegate nextValidId;
        void EWrapper.nextValidId(int orderId)
        {
            var t_nextValidId = this.nextValidId;
            if (t_nextValidId != null)
                sc.Post(state => t_nextValidId(orderId), null);
        }

        public delegate void permIdDelegate(int id, int permId);
        public event permIdDelegate permId;

        public delegate void errMsgDelegate(int id, int errorCode, string errorMsg);
        public event errMsgDelegate errMsg;
        void EWrapper.error(Exception e)
        {
            var t_errMsg = this.errMsg;
            if (t_errMsg != null)
                sc.Post(state => t_errMsg(-1, -1, e.Message), null);
        }

        void EWrapper.error(string str)
        {
            var t_errMsg = this.errMsg;
            if (t_errMsg != null)
                sc.Post(state => t_errMsg(-1, -1, str), null);
        }

        void EWrapper.error(int id, int errorCode, string errorMsg)
        {
            var t_errMsg = this.errMsg;
            if (t_errMsg != null)
                sc.Post(state => t_errMsg(id, errorCode, errorMsg), null);
        }


        public delegate void updatePortfolioDelegate(string symbol, string secType, string lastTradeDate, double strike, string right, string curency, string localSymbol, double position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, string accountName);
        public event updatePortfolioDelegate updatePortfolio;

        public delegate void updatePortfolioExDelegate(IContract contract, double position, double marketPrice,
            double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, string accountName);
        public event updatePortfolioExDelegate updatePortfolioEx;
        void EWrapper.updatePortfolio(Contract contract, double position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, string accountName)
        {
            var t_updatePortfolio = this.updatePortfolio;
            if (t_updatePortfolio != null)
                sc.Post(state => t_updatePortfolio(
                                contract.Symbol,
                                contract.SecType,
                                contract.LastTradeDateOrContractMonth,
                                contract.Strike,
                                contract.Right,
                                contract.Currency,
                                contract.LocalSymbol,
                                position,
                                marketPrice,
                                marketValue,
                                averageCost,
                                unrealizedPNL,
                                realizedPNL,
                                accountName), null);

            var t_updatePortfolioEx = this.updatePortfolioEx;
            if (t_updatePortfolioEx != null)
                sc.Post(state => t_updatePortfolioEx((ComContract)contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName), null);
        }

        public delegate void orderStatusDelegate(int id, string status, double filled, double remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, string whyHeld, double mktCapPrice);
        public event orderStatusDelegate orderStatus;
        void EWrapper.orderStatus(int orderId, string status, double filled, double remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, string whyHeld, double mktCapPrice)
        {
            var t_orderStatus = this.orderStatus;
            if (t_orderStatus != null)
                sc.Post(state => t_orderStatus(orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld, mktCapPrice), null);
        }

        public delegate void contractDetailsDelegate(string symbol, string secType, string lastTradeDate, double strike, string right, string exchange, string curency, string localSymbol, string marketName, string tradingClass, int conId, double minTick, int priceMagnifier, string multiplier, string orderTypes, string validExchanges);
        public event contractDetailsDelegate contractDetails;

        public delegate void contractDetailsExDelegate(int reqId, IContractDetails contractDetails);
        public event contractDetailsExDelegate contractDetailsEx;
        void EWrapper.contractDetails(int reqId, ContractDetails contractDetails)
        {
            var t_contractDetails = this.contractDetails;
            if (t_contractDetails != null)
                sc.Post(state => t_contractDetails(
                                contractDetails.Contract.Symbol,
                                contractDetails.Contract.SecIdType,
                                contractDetails.Contract.LastTradeDateOrContractMonth,
                                contractDetails.Contract.Strike,
                                contractDetails.Contract.Right,
                                contractDetails.Contract.Exchange,
                                contractDetails.Contract.Currency,
                                contractDetails.Contract.LocalSymbol,
                                contractDetails.MarketName,
                                contractDetails.Contract.TradingClass,
                                contractDetails.Contract.ConId,
                                contractDetails.MinTick,
                                contractDetails.PriceMagnifier,
                                contractDetails.Contract.Multiplier,
                                contractDetails.OrderTypes,
                                contractDetails.ValidExchanges), null);

            var t_contractDetailsEx = this.contractDetailsEx;
            if (t_contractDetailsEx != null)
                sc.Post(state => t_contractDetailsEx(reqId, (ComContractDetails)contractDetails), null);
        }

        public delegate void execDetailsDelegate(int id, string symbol, string secType, string lastTradeDate, double strike, string right, string cExchange, string curency, string localSymbol, string execId, string time, string acctNumber, string eExchange, string side, double shares, double price, int permId, int clientId, int isLiquidation, string lastLiquidity);
        public event execDetailsDelegate execDetails;

        public delegate void execDetailsExDelegate(int reqId, IContract contract, IExecution execution);
        public event execDetailsExDelegate execDetailsEx;
        void EWrapper.execDetails(int reqId, Contract contract, Execution execution)
        {
            var t_execDetails = this.execDetails;
            if (t_execDetails != null)
                sc.Post(state => t_execDetails(
                                reqId,
                                contract.Symbol,
                                contract.SecType,
                                contract.LastTradeDateOrContractMonth,
                                contract.Strike,
                                contract.Right,
                                contract.Exchange,
                                contract.Currency,
                                contract.LocalSymbol,
                                execution.ExecId,
                                execution.Time,
                                execution.AcctNumber,
                                execution.Exchange,
                                execution.Side,
                                execution.Shares,
                                execution.Price,
                                execution.PermId,
                                execution.ClientId,
                                execution.Liquidation,
                                execution.LastLiquidity.ToString()), null);

            var t_execDetailsEx = this.execDetailsEx;
            if (t_execDetailsEx != null)
                sc.Post(state => t_execDetailsEx(reqId, (ComContract)contract, (ComExecution)execution), null);
        }

        public delegate void updateMktDepthDelegate(int id, int position, int operation, int side, double price, int size);
        public event updateMktDepthDelegate updateMktDepth;
        void EWrapper.updateMktDepth(int tickerId, int position, int operation, int side, double price, int size)
        {
            var t_updateMktDepth = this.updateMktDepth;
            if (t_updateMktDepth != null)
                sc.Post(state => t_updateMktDepth(tickerId, position, operation, side, price, size), null);
        }

        public delegate void updateMktDepthL2Delegate(int id, int position, string marketMaker, int operation, int side, double price, int size, bool isSmartDepth);
        public event updateMktDepthL2Delegate updateMktDepthL2;
        void EWrapper.updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size, bool isSmartDepth)
        {
            var t_updateMktDepthL2 = this.updateMktDepthL2;
            if (t_updateMktDepthL2 != null)
                sc.Post(state => t_updateMktDepthL2(tickerId, position, marketMaker, operation, side, price, size, isSmartDepth), null);
        }

        public delegate void updateNewsBulletinDelegate(short msgId, short msgType, string message, string origExchange);
        public event updateNewsBulletinDelegate updateNewsBulletin;
        void EWrapper.updateNewsBulletin(int msgId, int msgType, string message, string origExchange)
        {
            var t_updateNewsBulletin = this.updateNewsBulletin;
            if (t_updateNewsBulletin != null)
                sc.Post(state => t_updateNewsBulletin((short)msgId, (short)msgType, message, origExchange), null);
        }

        public delegate void managedAccountsDelegate(string accountsList);
        public event managedAccountsDelegate managedAccounts;
        void EWrapper.managedAccounts(string accountsList)
        {
            var t_managedAccounts = this.managedAccounts;
            if (t_managedAccounts != null)
                sc.Post(state => t_managedAccounts(accountsList), null);
        }

        public delegate void receiveFADelegate(int faDataType, string cxml);
        public event receiveFADelegate receiveFA;
        void EWrapper.receiveFA(int faDataType, string faXmlData)
        {
            var t_receiveFA = this.receiveFA;
            if (t_receiveFA != null)
                sc.Post(state => t_receiveFA(faDataType, faXmlData), null);
        }

        public delegate void historicalDataDelegate(int reqId, string date, double open, double high, double low, double close, int volume, int barCount, double WAP, int hasGaps);
        public event historicalDataDelegate historicalData;
        void EWrapper.historicalData(int reqId, Bar bar)
        {
            var t_historicalData = this.historicalData;
            if (t_historicalData != null)
                sc.Post(state => t_historicalData(reqId, bar.Time, bar.Open, bar.High, bar.Low, bar.Close, (int)bar.Volume, bar.Count, bar.WAP, 0), null);
        }

        public delegate void historicalDataEndDelegate(int reqId, string startDate, string endDate);
        public event historicalDataEndDelegate historicalDataEnd;
        void EWrapper.historicalDataEnd(int reqId, string start, string end)
        {
            var t_historicalDataEnd = this.historicalDataEnd;
            if (t_historicalDataEnd != null)
                sc.Post(state => t_historicalDataEnd(reqId, start, end), null);
        }

        public event historicalDataDelegate historicalDataUpdate;
        void EWrapper.historicalDataUpdate(int reqId, Bar bar)
        {
            var t_historicalUpdateData = this.historicalDataUpdate;
            if (t_historicalUpdateData != null)
                sc.Post(state => t_historicalUpdateData(reqId, bar.Time, bar.Open, bar.High, bar.Low, bar.Close, (int)bar.Volume, bar.Count, bar.WAP, 0), null);
        }

        public delegate void bondContractDetailsDelegate(string symbol, string secType, string cusip, double coupon, string maturity, string issueDate, string ratings, string bondType, string couponType, int convertible, int callable, int putable, string descAppend, string exchange, string curency, string marketName, string tradingClass, int conId, double minTick, string orderTypes, string validExchanges, string nextOptionDate, string nextOptionType, int nextOptionPartial, string notes);
        public event bondContractDetailsDelegate bondContractDetails;

        public delegate void bondContractDetailsExDelegate(int reqId, IContractDetails contractDetails);
        public event bondContractDetailsExDelegate bondContractDetailsEx;
        void EWrapper.bondContractDetails(int reqId, ContractDetails contractDetails)
        {
            var t_bondContractDetailsEx = this.bondContractDetailsEx;
            if (t_bondContractDetailsEx != null)
                sc.Post(state => t_bondContractDetailsEx(reqId, (ComContractDetails)contractDetails), null);

            var t_bondContractDetails = this.bondContractDetails;

            if (t_bondContractDetails != null)
                sc.Post(state => t_bondContractDetails(contractDetails.Contract.Symbol,
                                      contractDetails.Contract.SecType,
                                      contractDetails.Cusip,
                                      contractDetails.Coupon,
                                      contractDetails.Maturity,
                                      contractDetails.IssueDate,
                                      contractDetails.Ratings,
                                      contractDetails.BondType,
                                      contractDetails.CouponType,
                                      contractDetails.Convertible ? 1 : 0,
                                      contractDetails.Callable ? 1 : 0,
                                      contractDetails.Putable ? 1 : 0,
                                      contractDetails.DescAppend,
                                      contractDetails.Contract.Exchange,
                                      contractDetails.Contract.Currency,
                                      contractDetails.MarketName,
                                      contractDetails.Contract.TradingClass,
                                      contractDetails.Contract.ConId,
                                      contractDetails.MinTick,
                                      contractDetails.OrderTypes,
                                      contractDetails.ValidExchanges,
                                      contractDetails.NextOptionDate,
                                      contractDetails.NextOptionType,
                                      contractDetails.NextOptionPartial ? 1 : 0,
                                      contractDetails.Notes), null);
        }


        public delegate void scannerDataDelegate(int reqId, int rank, string symbol, string secType, string lastTradeDate, double strike, string right, string exchange, string curency, string localSymbol, string marketName, string tradingClass, string distance, string benchmark, string projection, string legsStr);
        public event scannerDataDelegate scannerData;

        public delegate void tickGenericDelegate(int id, int tickType, double value);
        public event tickGenericDelegate tickGeneric;
        void EWrapper.tickGeneric(int tickerId, int field, double value)
        {
            var t_tickGeneric = this.tickGeneric;
            if (t_tickGeneric != null)
                sc.Post(state => t_tickGeneric(tickerId, field, value), null);
        }

        public delegate void tickStringDelegate(int id, int tickType, string value);
        public event tickStringDelegate tickString;
        void EWrapper.tickString(int tickerId, int field, string value)
        {
            var t_tickString = this.tickString;
            if (t_tickString != null)
                sc.Post(state => t_tickString(tickerId, field, value), null);
        }

        public delegate void tickEFPDelegate(int tickerId, int field, double basisPoints, string formattedBasisPoints,
                     double totalDividends, int holdDays, string futureLastTradeDate, double dividendImpact,
                     double dividendsToLastTradeDate);
        public event tickEFPDelegate tickEFP;
        void EWrapper.tickEFP(int tickerId, int tickType, double basisPoints, string formattedBasisPoints, double impliedFuture, int holdDays, string futureLastTradeDate, double dividendImpact, double dividendsToLastTradeDate)
        {
            var t_tickEFP = this.tickEFP;
            if (t_tickEFP != null)
                sc.Post(state => t_tickEFP(tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureLastTradeDate, dividendImpact, dividendsToLastTradeDate), null);
        }

        public delegate void currentTimeDelegate(int time);
        public event currentTimeDelegate currentTime;
        void EWrapper.currentTime(long time)
        {
            var t_currentTime = this.currentTime;
            if (t_currentTime != null)
                sc.Post(state => t_currentTime((int)time), null);
        }

        public delegate void scannerDataEndDelegate(int reqId);
        public event scannerDataEndDelegate scannerDataEnd;
        void EWrapper.scannerDataEnd(int reqId)
        {
            var t_scannerDataEnd = this.scannerDataEnd;
            if (t_scannerDataEnd != null)
                sc.Post(state => t_scannerDataEnd(reqId), null);
        }

        public delegate void fundamentalDataDelegate(int reqId, string data);
        public event fundamentalDataDelegate fundamentalData;
        void EWrapper.fundamentalData(int reqId, string data)
        {
            var t_fundamentalData = this.fundamentalData;
            if (t_fundamentalData != null)
                sc.Post(state => t_fundamentalData(reqId, data), null);
        }

        public delegate void contractDetailsEndDelegate(int reqId);
        public event contractDetailsEndDelegate contractDetailsEnd;
        void EWrapper.contractDetailsEnd(int reqId)
        {
            var t_contractDetailsEnd = this.contractDetailsEnd;
            if (t_contractDetailsEnd != null)
                sc.Post(state => t_contractDetailsEnd(reqId), null);
        }

        public delegate void openOrderEndDelegate();
        public event openOrderEndDelegate openOrderEnd;
        void EWrapper.openOrderEnd()
        {
            var t_openOrderEnd = this.openOrderEnd;
            if (t_openOrderEnd != null)
                sc.Post(state => t_openOrderEnd(), null);
        }

        public delegate void accountDownloadEndDelegate(string accountName);
        public event accountDownloadEndDelegate accountDownloadEnd;
        void EWrapper.accountDownloadEnd(string account)
        {
            var t_accountDownloadEnd = this.accountDownloadEnd;
            if (t_accountDownloadEnd != null)
                sc.Post(state => t_accountDownloadEnd(account), null);
        }

        public delegate void execDetailsEndDelegate(int reqId);
        public event execDetailsEndDelegate execDetailsEnd;
        void EWrapper.execDetailsEnd(int reqId)
        {
            var t_execDetailsEnd = this.execDetailsEnd;
            if (t_execDetailsEnd != null)
                sc.Post(state => t_execDetailsEnd(reqId), null);
        }

        public delegate void deltaNeutralValidationDelegate(int reqId, IDeltaNeutralContract deltaNeutralContract);
        public event deltaNeutralValidationDelegate deltaNeutralValidation;
        void EWrapper.deltaNeutralValidation(int reqId, DeltaNeutralContract deltaNeutralContract)
        {
            var t_deltaNeutralValidation = this.deltaNeutralValidation;
            if (t_deltaNeutralValidation != null)
                sc.Post(state => t_deltaNeutralValidation(reqId, (ComDeltaNeutralContract)deltaNeutralContract), null);
        }

        public delegate void tickSnapshotEndDelegate(int reqId);
        public event tickSnapshotEndDelegate tickSnapshotEnd;
        void EWrapper.tickSnapshotEnd(int tickerId)
        {
            var t_tickSnapshotEnd = this.tickSnapshotEnd;
            if (t_tickSnapshotEnd != null)
                sc.Post(state => t_tickSnapshotEnd(tickerId), null);
        }

        public delegate void marketDataTypeDelegate(int reqId, int marketDataType);
        public event marketDataTypeDelegate marketDataType;
        void EWrapper.marketDataType(int reqId, int marketDataType)
        {
            var t_marketDataType = this.marketDataType;
            if (t_marketDataType != null)
                sc.Post(state => t_marketDataType(reqId, marketDataType), null);
        }

        public delegate void scannerDataExDelegate(int reqId, int rank, IContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr);
        public event scannerDataExDelegate scannerDataEx;
        void EWrapper.scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
        {
            var t_scannerData = this.scannerData;
            if (t_scannerData != null)
                sc.Post(state => t_scannerData(
                                reqId,
                                rank,
                                contractDetails.Contract.Symbol,
                                distance,
                                contractDetails.Contract.LastTradeDateOrContractMonth,
                                contractDetails.Contract.Strike,
                                contractDetails.Contract.Right,
                                contractDetails.Contract.Exchange,
                                contractDetails.Contract.Currency,
                                contractDetails.Contract.LocalSymbol,
                                contractDetails.MarketName,
                                contractDetails.Contract.TradingClass,
                                distance,
                                benchmark,
                                projection,
                                legsStr), null);

            var t_scannerDataEx = this.scannerDataEx;
            if (t_scannerDataEx != null)
                sc.Post(state => t_scannerDataEx(reqId, rank, (ComContractDetails)contractDetails, distance, benchmark, projection, legsStr), null);
        }

        public delegate void commissionReportDelegate(ICommissionReport commissionReport);
        public event commissionReportDelegate commissionReport;
        void EWrapper.commissionReport(CommissionReport commissionReport)
        {
            var t_commissionReport = this.commissionReport;
            if (t_commissionReport != null)
                sc.Post(state => t_commissionReport((ComCommissionReport)commissionReport), null);
        }

        public delegate void positionDelegate(string account, IContract contract, double position, double avgCost);
        public event positionDelegate position;
        void EWrapper.position(string account, Contract contract, double pos, double avgCost)
        {
            var t_position = this.position;
            if (t_position != null)
                sc.Post(state => t_position(account, (ComContract)contract, pos, avgCost), null);
        }

        public delegate void positionEndDelegate();
        public event positionEndDelegate positionEnd;
        void EWrapper.positionEnd()
        {
            var t_positionEnd = this.positionEnd;
            if (t_positionEnd != null)
                sc.Post(state => t_positionEnd(), null);
        }

        public delegate void accountSummaryDelegate(int reqId, string account, string tag, string value, string curency);
        public event accountSummaryDelegate accountSummary;
        void EWrapper.accountSummary(int reqId, string account, string tag, string value, string currency)
        {
            var t_accountSummary = this.accountSummary;
            if (t_accountSummary != null)
                sc.Post(state => t_accountSummary(reqId, account, tag, value, currency), null);
        }

        public delegate void accountSummaryEndDelegate(int reqId);
        public event accountSummaryEndDelegate accountSummaryEnd;
        void EWrapper.accountSummaryEnd(int reqId)
        {
            var t_accountSummaryEnd = this.accountSummaryEnd;
            if (t_accountSummaryEnd != null)
                sc.Post(state => t_accountSummaryEnd(reqId), null);
        }

        public delegate void verifyMessageAPIDelegate(string apiData);
        public event verifyMessageAPIDelegate verifyMessageAPI;
        void EWrapper.verifyMessageAPI(string apiData)
        {
            var t_verifyMessageAPI = this.verifyMessageAPI;
            if (t_verifyMessageAPI != null)
                sc.Post(state => t_verifyMessageAPI(apiData), null);
        }

        public delegate void verifyCompletedDelegate(bool isSuccessful, string errorText);
        public event verifyCompletedDelegate verifyCompleted;
        void EWrapper.verifyCompleted(bool isSuccessful, string errorText)
        {
            var t_verifyCompleted = this.verifyCompleted;
            if (t_verifyCompleted != null)
                sc.Post(state => t_verifyCompleted(isSuccessful, errorText), null);
        }

        public delegate void verifyAndAuthMessageAPIDelegate(string apiData, string xyzChallenge);
        public event verifyAndAuthMessageAPIDelegate verifyAndAuthMessageAPI;
        void EWrapper.verifyAndAuthMessageAPI(string apiData, string xyzChallenge)
        {
            var t_verifyAndAuthMessageAPI = this.verifyAndAuthMessageAPI;
            if (t_verifyAndAuthMessageAPI != null)
                sc.Post(state => t_verifyAndAuthMessageAPI(apiData, xyzChallenge), null);
        }

        public delegate void verifyAndAuthCompletedDelegate(bool isSuccessful, string errorText);
        public event verifyAndAuthCompletedDelegate verifyAndAuthCompleted;
        void EWrapper.verifyAndAuthCompleted(bool isSuccessful, string errorText)
        {
            var t_verifyAndAuthCompleted = this.verifyAndAuthCompleted;
            if (t_verifyAndAuthCompleted != null)
                sc.Post(state => t_verifyAndAuthCompleted(isSuccessful, errorText), null);
        }

        public delegate void displayGroupListDelegate(int reqId, string groups);
        public event displayGroupListDelegate displayGroupList;
        void EWrapper.displayGroupList(int reqId, string groups)
        {
            var t_displayGroupList = this.displayGroupList;
            if (t_displayGroupList != null)
                sc.Post(state => t_displayGroupList(reqId, groups), null);
        }

        public delegate void displayGroupUpdatedDelegate(int reqId, string contractInfo);
        public event displayGroupUpdatedDelegate displayGroupUpdated;
        void EWrapper.displayGroupUpdated(int reqId, string contractInfo)
        {
            var t_displayGroupUpdated = this.displayGroupUpdated;
            if (t_displayGroupUpdated != null)
                sc.Post(state => t_displayGroupUpdated(reqId, contractInfo), null);
        }

        public delegate void connectAckDelegate();
        public event connectAckDelegate connectAck;
        void EWrapper.connectAck()
        {
            var t_connectAck = this.connectAck;
            if (t_connectAck != null)
                sc.Post(state => t_connectAck(), null);
        }

        public delegate void positionMultiDelegate(int requestId, string account, string modelCode, IContract contract, double position, double avgCost);
        public event positionMultiDelegate positionMulti;
        void EWrapper.positionMulti(int requestId, string account, string modelCode, Contract contract, double pos, double avgCost)
        {
            var t_positionMulti = this.positionMulti;
            if (t_positionMulti != null)
                sc.Post(state => t_positionMulti(requestId, account, modelCode, (ComContract)contract, pos, avgCost), null);
        }

        public delegate void positionMultiEndDelegate(int requestId);
        public event positionMultiEndDelegate positionMultiEnd;
        void EWrapper.positionMultiEnd(int requestId)
        {
            var t_positionMultiEnd = this.positionMultiEnd;
            if (t_positionMultiEnd != null)
                sc.Post(state => t_positionMultiEnd(requestId), null);
        }

        public delegate void accountUpdateMultiDelegate(int requestId, string account, string modelCode, string key, string value, string currency);
        public event accountUpdateMultiDelegate accountUpdateMulti;
        void EWrapper.accountUpdateMulti(int requestId, string account, string modelCode, string key, string value, string currency)
        {
            var t_accountUpdateMulti = this.accountUpdateMulti;
            if (t_accountUpdateMulti != null)
                sc.Post(state => t_accountUpdateMulti(requestId, account, modelCode, key, value, currency), null);
        }

        public delegate void accountUpdateMultiEndDelegate(int requestId);
        public event accountUpdateMultiEndDelegate accountUpdateMultiEnd;
        void EWrapper.accountUpdateMultiEnd(int requestId)
        {
            var t_accountUpdateMultiEnd = this.accountUpdateMultiEnd;
            if (t_accountUpdateMultiEnd != null)
                sc.Post(state => t_accountUpdateMultiEnd(requestId), null);
        }

        public delegate void securityDefinitionOptionParameterDelegate(int reqId, string exchange, int underlyingConId, string tradingClass, string multiplier, string expirations, string strikes);
        public event securityDefinitionOptionParameterDelegate securityDefinitionOptionParameter;
        void EWrapper.securityDefinitionOptionParameter(int reqId, string exchange, int underlyingConId, string tradingClass, string multiplier, HashSet<string> expirations, HashSet<double> strikes)
        {
            var t_securityDefinitionOptionParameter = this.securityDefinitionOptionParameter;
            if (t_securityDefinitionOptionParameter != null)
                sc.Post(state => t_securityDefinitionOptionParameter(reqId, exchange, underlyingConId, tradingClass, multiplier, string.Join(";", expirations.ToArray()), string.Join(";", strikes.Select(s => s.ToString()).ToArray())), null);
        }

        public delegate void securityDefinitionOptionParameterEndDelegate(int reqId);
        public event securityDefinitionOptionParameterEndDelegate securityDefinitionOptionParameterEnd;
        void EWrapper.securityDefinitionOptionParameterEnd(int reqId)
        {
            var t_securityDefinitionOptionParameterEnd = this.securityDefinitionOptionParameterEnd;
            if (t_securityDefinitionOptionParameterEnd != null)
                sc.Post(state => t_securityDefinitionOptionParameterEnd(reqId), null);
        }

        public delegate void softDollarTiersDelegate(int reqId, IComList tiers);
        public event softDollarTiersDelegate softDollarTiers;
        void EWrapper.softDollarTiers(int reqId, SoftDollarTier[] tiers)
        {
            var t_softdollarTiers = this.softDollarTiers;

            if (t_softdollarTiers != null)
                sc.Post(state => t_softdollarTiers(reqId, new ComSoftDollarTierList(tiers.ToList())), null);
        }

        public delegate void familyCodesDelegate(IFamilyCodeList familyCodes);
        public event familyCodesDelegate familyCodes;
        void EWrapper.familyCodes(FamilyCode[] familyCodes)
        {
            var t_familyCodes = this.familyCodes;

            if (t_familyCodes != null)
                sc.Post(state => t_familyCodes(familyCodes.Length > 0 ? new ComFamilyCodeList(familyCodes) : null), null);
        }

        public delegate void symbolSamplesDelegate(int reqId, IContractDescriptionList contractDescriptions);
        public event symbolSamplesDelegate symbolSamples;
        void EWrapper.symbolSamples(int reqId, ContractDescription[] contractDescriptions)
        {
            var t_symbolSamples = this.symbolSamples;

            if (t_symbolSamples != null)
                sc.Post(state => t_symbolSamples(reqId, ContractDescriptionsArrayToIContractDescriptionList(contractDescriptions)), null);
        }

        private static IContractDescriptionList ContractDescriptionsArrayToIContractDescriptionList(ContractDescription[] contractDescriptions)
        {
            if (contractDescriptions.Length <= 0)
                return null;

            return new ComContractDescriptionList(contractDescriptions);
        }

        public delegate void mktDepthExchangesDelegate(IDepthMktDataDescriptionList depthMktDataDescriptions);
        public event mktDepthExchangesDelegate mktDepthExchanges;
        void EWrapper.mktDepthExchanges(DepthMktDataDescription[] depthMktDataDescriptions)
        {
            var t_mktDepthExchanges = this.mktDepthExchanges;

            if (t_mktDepthExchanges != null)
                sc.Post(state => t_mktDepthExchanges(depthMktDataDescriptions.Length > 0 ? new ComDepthMktDataDescriptionList(depthMktDataDescriptions) : null), null);
        }

        public delegate void tickOptionComputationDelegate(int id, int tickType, double impliedVol, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice);
        public event tickOptionComputationDelegate tickOptionComputation;
        void EWrapper.tickOptionComputation(int tickerId, int field, double impliedVolatility, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice)
        {
            var t_tickOptionComputation = this.tickOptionComputation;
            if (t_tickOptionComputation != null)
                sc.Post(state => t_tickOptionComputation(tickerId, field, impliedVolatility, delta, optPrice, pvDividend, gamma, vega, theta, undPrice), null);
        }

        public delegate void tickNewsDelegate(int tickerId, string timeStamp, string providerCode, string articleId, string headline, string extraData);
        public event tickNewsDelegate tickNews;
        void EWrapper.tickNews(int tickerId, long timeStamp, string providerCode, string articleId, string headline, string extraData)
        {
            var t_tickNews = this.tickNews;

            if (t_tickNews != null)
                sc.Post(state => t_tickNews(tickerId, timeStamp.ToString("G"), providerCode, articleId, headline, extraData), null);
        }

        public delegate void realtimeBarDelegate(int tickerId, int time, double open, double high, double low, double close,
                int volume, double WAP, int count);
        public event realtimeBarDelegate realtimeBar;
        void EWrapper.realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double WAP, int count)
        {
            var t_realtimeBar = this.realtimeBar;
            if (t_realtimeBar != null)
                sc.Post(state => t_realtimeBar(reqId, (int)time, open, high, low, close, (int)volume, WAP, count), null);
        }

        public delegate void scannerParametersDelegate(string xml);
        public event scannerParametersDelegate scannerParameters;
        void EWrapper.scannerParameters(string xml)
        {
            var t_scannerParameters = this.scannerParameters;
            if (t_scannerParameters != null)
                sc.Post(state => t_scannerParameters(xml), null);
        }

        public delegate void smartComponentsDelegate(int reqId, IComList theMap);
        public event smartComponentsDelegate smartComponents;
        void EWrapper.smartComponents(int reqId, Dictionary<int, KeyValuePair<string, char>> theMap)
        {
            var tmp = this.smartComponents;

            if (tmp != null)
                sc.Post(state => tmp(reqId, new ComSmartComponentList(theMap)), null);
        }

        public delegate void tickReqParamsDelegate(int tickerId, double minTick, string bboExchange, int snapshotPermissions);
        public event tickReqParamsDelegate tickReqParams;
        void EWrapper.tickReqParams(int tickerId, double minTick, string bboExchange, int snapshotPermissions)
        {
            var tmp = this.tickReqParams;

            if (tmp != null)
                sc.Post(state => tmp(tickerId, minTick, bboExchange, snapshotPermissions), null);
        }

        public delegate void newsProvidersDelegate(INewsProviderList newsProviders);
        public event newsProvidersDelegate newsProviders;
        void EWrapper.newsProviders(NewsProvider[] newsProviders)
        {
            var t_newsProviders = this.newsProviders;

            if (t_newsProviders != null)
                sc.Post(state => t_newsProviders(newsProviders.Length > 0 ? new ComNewsProviderList(newsProviders) : null), null);
        }

        public delegate void newsArticleDelegate(int requestId, int articleType, string articleText);
        public event newsArticleDelegate newsArticle;
        void EWrapper.newsArticle(int requestId, int articleType, string articleText)
        {
            var t_newsArticle = this.newsArticle;

            if (t_newsArticle != null)
                sc.Post(state => t_newsArticle(requestId, articleType, articleText), null);
        }

        public delegate void historicalNewsDelegate(int requestId, string time, string providerCode, string articleId, string headline);
        public event historicalNewsDelegate historicalNews;
        void EWrapper.historicalNews(int requestId, string time, string providerCode, string articleId, string headline)
        {
            var t_historicalNews = this.historicalNews;

            if (t_historicalNews != null)
                sc.Post(state => t_historicalNews(requestId, time, providerCode, articleId, headline), null);
        }

        public delegate void historicalNewsEndDelegate(int requestId, bool hasMore);
        public event historicalNewsEndDelegate historicalNewsEnd;
        void EWrapper.historicalNewsEnd(int requestId, bool hasMore)
        {
            var t_historicalNewsEnd = this.historicalNewsEnd;

            if (t_historicalNewsEnd != null)
                sc.Post(state => t_historicalNewsEnd(requestId, hasMore), null);
        }

        public delegate void headTimestampDelegate(int reqId, string timestamp);
        public event headTimestampDelegate headTimestamp;
        void EWrapper.headTimestamp(int reqId, string headTimestamp)
        {
            var tmp = this.headTimestamp;

            if (tmp != null)
                sc.Post(state => tmp(reqId, headTimestamp), null);
        }

        public delegate void histogramDataDelegate(int reqId, IHistogramEntry data);
        public delegate void histogramDataEndDelegate(int reqId);
        public event histogramDataDelegate histogramData;
        public event histogramDataEndDelegate histogramDataEnd;
        void EWrapper.histogramData(int reqId, HistogramEntry[] data)
        {
            System.Threading.Tasks.Task task = null;
            var tmp = this.histogramData;

            if (tmp != null)
                task = System.Threading.Tasks.Task.Factory.StartNew(() =>
                    data.ToList().ForEach(entry =>
                        sc.Post(state => tmp(reqId, (ComHistogramEntry)entry), null)));

            var tmpEnd = this.histogramDataEnd;

            if (tmpEnd != null && task != null)
                task.ContinueWith(t => sc.Post(state => tmpEnd(reqId), null));
        }

        public delegate void rerouteMktDataReqDelegate(int reqId, int conId, string exchange);
        public event rerouteMktDataReqDelegate rerouteMktDataReq;
        void EWrapper.rerouteMktDataReq(int reqId, int conId, string exchange)
        {
            var tmp = this.rerouteMktDataReq;

            if (tmp != null)
                sc.Post(state => tmp(reqId, conId, exchange), null);
        }

        public delegate void rerouteMktDepthReqDelegate(int reqId, int conId, string exchange);
        public event rerouteMktDepthReqDelegate rerouteMktDepthReq;
        void EWrapper.rerouteMktDepthReq(int reqId, int conId, string exchange)
        {
            var tmp = this.rerouteMktDepthReq;

            if (tmp != null)
                sc.Post(state => tmp(reqId, conId, exchange), null);
        }

        public delegate void marketRuleDelegate(int marketRuleId, IPriceIncrementList priceIncrements);
        public event marketRuleDelegate marketRule;
        void EWrapper.marketRule(int marketRuleId, PriceIncrement[] priceIncrements)
        {
            var t_marketRule = this.marketRule;

            if (t_marketRule != null)
                sc.Post(state => t_marketRule(marketRuleId, priceIncrements.Length > 0 ? new ComPriceIncrementList(priceIncrements) : null), null);
        }

        public delegate void PnLDelegate(int reqId, double dailyPnL, double unrealizedPnL, double realizedPnL);
        public event PnLDelegate pnl;
        void EWrapper.pnl(int reqId, double dailyPnL, double unrealizedPnL, double realizedPnL)
        {
            var tmp = this.pnl;

            if (tmp != null)
                sc.Post(state => tmp(reqId, dailyPnL, unrealizedPnL, realizedPnL), null);
        }

        public delegate void PnLSingleDelegate(int reqId, int pos, double dailyPnL, double unrealizedPnL, double realizedPnL, double value);
        public event PnLSingleDelegate pnlSingle;
        void EWrapper.pnlSingle(int reqId, int pos, double dailyPnL, double unrealizedPnL, double realizedPnL, double value)
        {
            var tmp = this.pnlSingle;

            if (tmp != null)
                sc.Post(state => tmp(reqId, pos, dailyPnL, unrealizedPnL, realizedPnL, value), null);
        }

        public delegate void HistoricalTicksDelegate(int reqId, IHistoricalTickList ticks, bool done);
        public event HistoricalTicksDelegate historicalTicks;
        void EWrapper.historicalTicks(int reqId, HistoricalTick[] ticks, bool done)
        {
            var tmp = this.historicalTicks;

            if (tmp != null)
                sc.Post(state => tmp(reqId, ticks.Length > 0 ? new ComHistoricalTickList(ticks) : null, done), null);
        }


        public delegate void HistoricalTicksBidAskDelegate(int reqId, IHistoricalTickBidAskList ticks, bool done);
        public event HistoricalTicksBidAskDelegate historicalTicksBidAsk;
        void EWrapper.historicalTicksBidAsk(int reqId, HistoricalTickBidAsk[] ticks, bool done)
        {
            var tmp = this.historicalTicksBidAsk;

            if (tmp != null)
                sc.Post(state => tmp(reqId, ticks.Length > 0 ? new ComHistoricalTickBidAskList(ticks) : null, done), null);
        }

        public delegate void HistoricalTicksLastDelegate(int reqId, IHistoricalTickLastList ticks, bool done);
        public event HistoricalTicksLastDelegate historicalTicksLast;
        void EWrapper.historicalTicksLast(int reqId, HistoricalTickLast[] ticks, bool done)
        {
            var tmp = this.historicalTicksLast;

            if (tmp != null)
                sc.Post(state => tmp(reqId, ticks.Length > 0 ? new ComHistoricalTickLastList(ticks) : null, done), null);
        }

        public delegate void TickByTickAllLastDelegate(int reqId, int tickType, string time, double price, int size, ITickAttribLast tickAttribLast, string exchange, string specialConditions);
        public event TickByTickAllLastDelegate tickByTickAllLast;
        void EWrapper.tickByTickAllLast(int reqId, int tickType, long time, double price, int size, TickAttribLast tickAttribLast, string exchange, string specialConditions)
        {
            var tmp = this.tickByTickAllLast;

            if (tmp != null)
                sc.Post(state => tmp(reqId, tickType, time.ToString("G"), price, size, (ComTickAttribLast)tickAttribLast, exchange, specialConditions), null);
        }

        public delegate void TickByTickBidAskDelegate(int reqId, string time, double bidPrice, double askPrice, int bidSize, int askSize, ITickAttribBidAsk tickAttribBidAsk);
        public event TickByTickBidAskDelegate tickByTickBidAsk;
        void EWrapper.tickByTickBidAsk(int reqId, long time, double bidPrice, double askPrice, int bidSize, int askSize, TickAttribBidAsk tickAttribBidAsk)
        {
            var tmp = this.tickByTickBidAsk;

            if (tmp != null)
                sc.Post(state => tmp(reqId, time.ToString("G"), bidPrice, askPrice, bidSize, askSize, (ComTickAttribBidAsk)tickAttribBidAsk), null);
        }

        public delegate void TickByTickMidPointDelegate(int reqId, string time, double midPoint);
        public event TickByTickMidPointDelegate tickByTickMidPoint;
        void EWrapper.tickByTickMidPoint(int reqId, long time, double midPoint)
        {
            var tmp = this.tickByTickMidPoint;

            if (tmp != null)
                sc.Post(state => tmp(reqId, time.ToString("G"), midPoint), null);
        }

        public delegate void OrderBoundDelegate(string orderId, int apiClientId, int apiOrderId);
        public event OrderBoundDelegate orderBound;
        void EWrapper.orderBound(long orderId, int apiClientId, int apiOrderId)
        {
            var tmp = this.orderBound;

            if (tmp != null)
                sc.Post(state => tmp(orderId.ToString(), apiClientId, apiOrderId), null);
        }

        public delegate void completedOrderDelegate(IContract contract, IOrder order, IOrderState orderState);
        public event completedOrderDelegate completedOrder;
        void EWrapper.completedOrder(Contract contract, Order order, OrderState orderState)
        {
            var t_completedOrder = this.completedOrder;
            if (t_completedOrder != null)
                sc.Post(state => t_completedOrder((ComContract)contract, (ComOrder)order, (ComOrderState)orderState), null);
        }

        public delegate void completedOrdersEndDelegate();
        public event completedOrdersEndDelegate completedOrdersEnd;
        void EWrapper.completedOrdersEnd()
        {
            var t_completedOrdersEnd = this.completedOrdersEnd;
            if (t_completedOrdersEnd != null)
                sc.Post(state => t_completedOrdersEnd(), null);
        }

        #endregion

        List<ComboLeg> comboLegs = new List<ComboLeg>();
        List<OrderComboLeg> orderComboLegs = new List<OrderComboLeg>();

        void setExtendedOrderAttributes(Order order)
        {
            var iThis = this as ITws;

            order.Tif = iThis.tif;
            order.OcaGroup = iThis.oca;
            order.Account = iThis.account;
            order.OpenClose = iThis.openClose;
            order.Origin = iThis.origin;
            order.OrderRef = iThis.orderRef;
            order.Transmit = iThis.transmit;
            order.ParentId = iThis.parentId;
            order.BlockOrder = iThis.blockOrder;
            order.SweepToFill = iThis.sweepToFill;
            order.DisplaySize = iThis.displaySize;
            order.TriggerMethod = iThis.triggerMethod;
            order.OutsideRth = iThis.outsideRth;
            order.Hidden = iThis.hidden;
            order.DiscretionaryAmt = iThis.discretionaryAmt;
            order.ShortSaleSlot = iThis.shortSaleSlot;
            order.DesignatedLocation = iThis.designatedLocation;
            order.ExemptCode = iThis.exemptCode;
            order.OcaType = iThis.ocaType;
            order.Rule80A = iThis.rule80A;
            order.SettlingFirm = iThis.settlingFirm;
            order.AllOrNone = iThis.allOrNone;
            order.MinQty = iThis.minQty;
            order.PercentOffset = iThis.percentOffset;
            order.ETradeOnly = iThis.eTradeOnly;
            order.FirmQuoteOnly = iThis.firmQuoteOnly;
            order.NbboPriceCap = iThis.nbboPriceCap;
            order.AuctionStrategy = iThis.auctionStrategy;
            order.StartingPrice = iThis.startingPrice;
            order.StockRefPrice = iThis.stockRefPrice;
            order.Delta = iThis.delta;
            order.StockRangeLower = iThis.stockRangeLower;
            order.StockRangeUpper = iThis.stockRangeUpper;
            order.OverridePercentageConstraints = iThis.overridePercentageConstraints;
            // VOLATILITY ORDERS ONLY
            order.Volatility = iThis.volatility;
            order.VolatilityType = iThis.volatilityType;     // 1=daily, 2=annual
            order.DeltaNeutralOrderType = iThis.deltaNeutralOrderType;
            order.DeltaNeutralAuxPrice = iThis.deltaNeutralAuxPrice;
            order.ContinuousUpdate = iThis.continuousUpdate;
            order.ReferencePriceType = iThis.referencePriceType; // 1=Average, 2 = BidOrAsk
            order.TrailStopPrice = iThis.trailStopPrice;
            order.ScaleInitLevelSize = iThis.scaleInitLevelSize;
            order.ScaleSubsLevelSize = iThis.scaleSubsLevelSize;
            order.ScalePriceIncrement = iThis.scalePriceIncrement;
        }

        void IDisposable.Dispose()
        {
            this.socket.Close();
        }

        public ArrayList ParseConditions(string str)
        {
            var strConditions = new List<string>();

            while (str.Length > 0)
            {
                var strCondition = str.Substring(0, IndexOfConditionEdge(str));

                strConditions.Add(strCondition);
                str = str.Replace(strCondition, "").Trim();
            }

            var conditions = strConditions.Select(c => OrderCondition.Parse(c)).ToArray();

            return new ArrayList(conditions);
        }

        private static int IndexOfConditionEdge(string str)
        {
            var indexOfAnd = str.IndexOf(" and");
            var indexOfOr = str.IndexOf(" or");

            CheckEdge(str, ref indexOfAnd, " and");
            CheckEdge(str, ref indexOfOr, " or");

            return Math.Min(indexOfAnd, indexOfOr);
        }

        private static void CheckEdge(string str, ref int index, string tag)
        {
            while (index > 0 && index + tag.Length != str.Length && str[index + tag.Length] != ' ')
                index = str.IndexOf(tag, index + 1);

            if (index > 0) index += tag.Length;
            else index = str.Length;
        }

        public string ConditionsToString(object oConditions)
        {
            var conditions = (oConditions as ArrayList);
            var rval = "";

            if (conditions.Count > 0)
                rval = string.Join(" ", conditions.OfType<OrderCondition>().Take(conditions.Count - 1).Select(o => o + (o.IsConjunctionConnection ? " and" : " or")));

            if (conditions.Count > 1)
                rval += " " + conditions.OfType<OrderCondition>().Last();

            return rval;
        }
    }
}

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Rick Strahl
  Terry Y
  Jun 17, 2020 @ 02:56pm

Hey man, stop posting these massive code blocks here, please. Nobody's going to read all that - certainly not me. Please trim it down into the essentials that somebody can actually follow without spending an hour looking through irrelevant code.

As to your problem without actually looking at running code I don't think I can help you. You're working with a proprietary library so not much we can do to help you on this public forum.

+++ Rick ---

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Terry Y
  Rick Strahl
  Jun 18, 2020 @ 05:16am

There are all kinds of exmaples for this library, in C#, CPP,Java, Python ... pick one.

As to the source code, that is what I provided. Sorry to anger you! Didn't mean to 😃.

If you just want to see the function call, then from that posting, here is the function call only:

        void ITws.connect(string host, int port, int clientId, bool extraAuth)
        {
            this.socket.eConnect(host, port, clientId, extraAuth);

            if (socket.ServerVersion == 0)
                return;

            var reader = new EReader(socket, eReaderSignal);

            reader.Start();

            new Thread(() =>
            {
                while (socket.IsConnected())
                {
                    eReaderSignal.waitForSignal();
                    reader.processMsgs();
                }
            }) { IsBackground = true }.Start();
        }

as you can see, connect calls econnect, and here is the source code for econnect:

        public void eConnect(string host, int port, int clientId, bool extraAuth)
        {
            if (isConnected)
            {
                wrapper.error(IncomingMessage.NotValid, EClientErrors.AlreadyConnected.Code, EClientErrors.AlreadyConnected.Message);
                return;
            }
            try
            {
                tcpStream = createClientStream(host, port);
                this.port = port;
                socketTransport = new ESocket(tcpStream);

                this.clientId = clientId;
                this.extraAuth = extraAuth;

                sendConnectRequest();

                if (!AsyncEConnect)
                {
                    var eReader = new EReader(this, eReaderSignal);

                    while (serverVersion == 0 && eReader.putMessageToQueue())
                    {
                        eReaderSignal.waitForSignal();
                        eReader.processMsgs();
                    }
                }
            }
            catch (ArgumentNullException ane)
            {
                wrapper.error(ane);
            }
            catch (SocketException se)
            {
                wrapper.error(se);
            }
            catch (EClientException e)
            {
                var cmp = (e as EClientException).Err;

                wrapper.error(-1, cmp.Code, cmp.Message);
            }
            catch (Exception e)
            {
                wrapper.error(e);
            }
        }

as mentioned, there are lots of working example samples, what would you like?

There doesn't seem to me to be any 'gotcha's in the code provided, but I could be wrong.

I am really trying to get this to srk, and your library seems to be the only one available to do such things as required by this Interactive Brokers API Library, and I have code that I wrote in VFP9 and would like to be able to make use of it, if there is any possibility.

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Rick Strahl
  Terry Y
  Jun 18, 2020 @ 01:35pm

Hi Terry,

I can't help you with this without having actual code to run because you never posted a link to the library if it's public. I can only give you the information from what you've provided here which isn't enough apparently to solve your issue.

This support is not here to solve all your interface problems - but to help you with general issues. This is sort of borderline in this example, but I've helped you as best as I can without having your specific scenario in front of me. To me it looks like this should work without a problem, but clearly there's something else going on here that hasn't been shared.

If you have a specific business use case as you do, there's support you can use and we can work through this one on one with your code:

https://west-wind.com/contact

+++ Rick ---

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Tore Bleken
  Rick Strahl
  Jun 18, 2020 @ 11:08pm

Rick, the link is wrong.

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Rick Strahl
  Tore Bleken
  Jun 19, 2020 @ 12:42am

Thanks... fixed.

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Terry Y
  Rick Strahl
  Jun 19, 2020 @ 07:26am

Actually, to get to the Interactive Brokers API, the link I use is: http://interactivebrokers.github.io/tws-api/index.html I have worked on a private trading software for years, and have had to at different times change how I connect to data. I have changed data suppliers 4 times over the decades and this is my 5 change, and the best solution I have found is the one available from IB. All their source code is available free for downloading/using.

I created my software in VFP9 and it was performing great for around a decade, but the portal owner changed business models and I could not agree to continue with them. When I saw wwClient, and saw that you created this .NET bridge for foxpro, it seems a lead-pipe-cinch to create my interface using your library.

All the code you think you need about TWSApi is available at their site.

All the code I am using is in your hands.

The last error we got ... specifically states that the error is generated from your function: InvokeMethod

TWSChannel = loBridge.InvokeMethod(loTWS, "connect", Host, Port, ClientID, Extra)

It would drive me nuts not knowing. How do I look at: loTWS? I know we can look at the master Library and see in TWSLib that the class TWS exists and has a member CONNECT. How can I find out what is the member list for loTWS?

Gravatar is a globally recognized avatar based on your email address. re: Difficulties w/loadassembly()
  Rick Strahl
  Terry Y
  Jun 19, 2020 @ 01:13pm

You can't look at .NET COM objects directly because - they're COM objects and FoxPro doesn't show the properties/methods in the debugger unless you already accessed them.

The best way to figure out what you got is to use:

loBridge.GetTypeName(loTWS)

which will give you the full .NET typename that you can then look up in Reflector. From there you can match the method. My guess is though once you get an object you already know what it is...

The method not found error most likely means your parameters don't match the signature exactly. We've been through this...

+++ Rick ---

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