internal HistoricalDataManager(IBController Controller, IBClient ibClient)
: base(Controller, ibClient)
{
_ibClient.HistoricalData += this.AppendPendingRequestData;
_ibClient.HistoricalDataEnd += this.HandleEndMessage;
_ibClient.HeadTimestamp += this.AppendPendingRequestData;
_ibClient.HeadTimestamp += this.HandleEndMessage;
}
public async void Connect()
{
var controller = new IBController();
Assert.True(controller.Connect(), "Connection setup failed!");
var contracts = await controller.ContractManager.GetContracts(SecurityType.STK, "SPY");
Assert.True(contracts.Count > 0, "No contracts found!");
var result = await controller.HistoricalDataManager.GetPriceRange(contracts[0], 1);
Assert.True(result.Item1 > 1 && result.Item2 < 1000, "SPY quote not quite right...");
}
public async void ImportCsvData()
{
var controller = new IBController();
Assert.True(controller.Connect(), "Connection setup failed!");
var taskHandler = new IBDTaskHandler(controller);
var instruction = new IBDTaskInstruction("ImportCsv");
instruction.parameters["FilePathName"] = "/Users/jason/Downloads/cboe";
taskHandler.AddTask(instruction);
ElasticsearchStorage es = new ElasticsearchStorage(new DataStorage.Processors.StockOptionQuoteProcessor());
taskHandler.OnTaskResult += es.ProcessTaskResult;
await taskHandler.BeginAsync();
await es.FlushAsync();
}
public async void ProcessStockAndOptionQuote()
{
var controller = new IBController();
Assert.True(controller.Connect(), "Connection setup failed!");
var taskHandler = new IBDTaskHandler(controller);
//try getting data for a VIX option contract
taskHandler.AddTask(new IBDTaskInstruction("DownloadStockAndOptionHistoricalData")
{
ConId = 308395806
});
var storage = new Stdout(new DataStorage.Processors.StockOptionQuoteProcessor());
taskHandler.OnTaskResult += storage.ProcessTaskResult;
await taskHandler.BeginAsync();
await storage.FlushAsync();
}
public async void GenerateOptionHistoricalDataTasks()
{
var controller = new IBController();
Assert.True(controller.Connect(), "Connection setup failed!");
var taskHandler = new IBDTaskHandler(controller);
var instruction = new IBDTaskInstruction("BuildOptionDownloadTasks")
{
Symbol = "VIX", SecType = "OPT"
};
instruction.parameters["filter.expirytype"] = OptionChain.Expiration.Type.any.ToString();
taskHandler.AddTask(instruction);
var storage = new JSONFile();
taskHandler.OnTaskResult += storage.ProcessTaskResult;
await taskHandler.BeginAsync();
await storage.FlushAsync();
}
public async void DownloadHistoricalData()
{
var controller = new IBController();
Assert.True(controller.Connect(), "Connection setup failed!");
var taskHandler = new IBDTaskHandler(controller);
taskHandler.AddTask(new IBDTaskInstruction("DownloadHistoricalData")
{
contract = new IBApi.Contract()
{
Symbol = "VIX", SecType = "IND", Exchange = "CBOE"
}
});
var storage = new JSONFile();
taskHandler.OnTaskResult += storage.ProcessTaskResult;
await taskHandler.BeginAsync();
await storage.FlushAsync();
}
public BaseTask(IBDTaskHandler TaskHandler)
{
_TaskHandler = TaskHandler;
_Controller = _TaskHandler.Controller;
}
internal AccountManager(IBController Controller, IBClient ibClient)
: base(Controller, ibClient)
{
_ibClient.AccountSummary += this.AppendPendingRequestData;
_ibClient.AccountSummaryEnd += this.HandleEndMessage;
}
internal ContractManager(IBController Controller, IBClient ibClient)
: base(Controller, ibClient)
{
_ibClient.ContractDetails += this.AppendPendingRequestData;
_ibClient.ContractDetailsEnd += this.HandleEndMessage;
}
internal OptionManager(IBController Controller, IBClient ibClient)
: base(Controller, ibClient)
{
_ibClient.SecurityDefinitionOptionParameter += this.AppendPendingRequestData;
_ibClient.SecurityDefinitionOptionParameterEnd += this.HandleEndMessage;
}
internal BaseManager(IBController Controller, IBClient ibClient)
{
_Controller = Controller;
_ibClient = ibClient;
_ibClient.Error += _ibClient_Error;
}
