TWSConnection()
{
_client = new EClientSocket(this);
_mktDataPrices = new Dictionary<string, TimeSeries>();
_mktDataVolumes = new Dictionary<string, TimeSeries>();
_tickers = new List<string>();
}
public IBConnectionTestForm()
{
InitializeComponent();
orderDlg = new ContractOrderDlg();
//contractStk = new Contract("SPY", SecurityType.Stock, "SMART");
// new Contract("ES", SecurityType.Future, "GLOBEX","USD", "201306");
//contractCrncy = new Contract("EUR", SecurityType.Cash, "IDEALPRO");
ibClient = new EClientSocket(this);
}
public IBClient(string host, int port, int clientId = 0)
{
Host = host;
Port = port;
ClientId = clientId;
_marketDataRequests = new List<Tick>();
_marketDepthRequests = new List<string>();
_historicalBarRequests = new List<BarRequest>();
_symbolToPosition = new Dictionary<string, Position>();
_iborderIdToOrderInfo = new Dictionary<int, OrderInfo>();
_duplicateIBIdToDeferredTrade = new List<KeyValuePair<int, Trade>>();
_nextValidIBID = 1;
_ibSocket = new EClientSocket(this);
}
Dictionary<int, PairPos> pairPosDict; // key, stkID, recording all positions in pair.
#endregion Fields
#region Constructors
private EWrapperImpl()
{
//this.MAX_QUOTE_LIST = maxQuote;
this.clientSocket = new EClientSocket(this);
this.equityDict = new Dictionary<int, Equities>();
this.PairPosDict = new Dictionary<int, PairPos>();
try
{
File.Copy("mylogger.txt", "backup_logger.txt", true);
}
catch (Exception)
{
Console.WriteLine("Skip backing up and created a new logger file");
}
MyLogger.Instance.Open("mylogger.txt", false); // create/open logger file
this.readSymbols(SYMBOL_FILE_DIR);
}
//String etfDir, String stkDir
public EWrapperImpl(string symbolFileDir, string quoteFolderDir, int maxQuote)
{
//this.MAX_QUOTE_LIST = maxQuote;
this.SYMBOL_FILE_DIR = symbolFileDir;
this.QUOTE_FOLDER_DIR = quoteFolderDir;
this.clientSocket = new EClientSocket(this);
this.tickerSymbolDict = new Dictionary<int, string>();
this.etfSymbolLst = new List<string>();
// quote dict has been moved
//this.quoteDict = new Dictionary<int, List<QuoteTick>>();
this.PairPosDict = new Dictionary<int, PairPos>();
MyLogger.Instance.Open("mylogger.txt", true); // create/open logger file
this.CSVReader(SYMBOL_FILE_DIR);
this.CreatePairObjs();
}
public BrokerWrapperIb()
{
clientSocket = new EClientSocket(this, Signal);
}
public EReader(EClientSocket clientSocket, EReaderSignal signal)
{
eClientSocket = clientSocket;
eReaderSignal = signal;
processMsgsDecoder = new EDecoder(eClientSocket.ServerVersion, eClientSocket.Wrapper, eClientSocket);
}
public EWrapperImpl(MessageHandler messageHandler)
{
clientSocket = new EClientSocket(this);
MessageHandler.messageBox = messageHandler.messageBox;
IsConnected = false;
}
public EWrapperImpl()
{
clientSocket = new EClientSocket(this);
}
public EReader(EClientSocket parent, BinaryReader reader)
{
this.parent = parent;
this.tcpReader = reader;
}
public EReader(EClientSocket parent, BinaryReader reader)
{
this.parent = parent;
this.tcpReader = reader;
}
public IBClient(IBSampleApp parent)
{
parentUI = parent;
clientSocket = new EClientSocket(this);
}
public EWrapperImplementation()
{
EClientSocket = new EClientSocket(this);
}
public EReader(EClientSocket clientSocket, EReaderSignal signal)
{
eClientSocket = clientSocket;
eReaderSignal = signal;
processMsgsDecoder = new EDecoder(eClientSocket.ServerVersion, eClientSocket.Wrapper, eClientSocket);
}
/// <summary>
/// Initializes a new instance of the <see cref="InteractiveBrokersClient"/> class
/// </summary>
public InteractiveBrokersClient()
{
ClientSocket = new EClientSocket(this, new EReaderMonitorSignal());
}
//! [socket_declare]
//! [socket_init]
public EWrapperImpl()
{
Signal = new EReaderMonitorSignal();
clientSocket = new EClientSocket(this, Signal);
}