public StrategyLauncher(IbClient wrapper, MyAppSettings settings, bool useMatlab = false)
{
if (useMatlab)
{
//InitMatlabStrategy();
}
else
{
InitNetStrategy(wrapper, settings);
}
}
private static void ConnectToIb()
{
RequestsClient client = new RequestsClient(
MyAppSettings.PushSocketPort, MyAppSettings.RequestSocketPort);
client.Connect();
wrapper = new IbClient(client, MyAppSettings);
EClientSocket clientSocket = wrapper.ClientSocket;
EReaderSignal readerSignal = wrapper.Signal;
clientSocket.eConnect(MyAppSettings.InteractiveBrokersIP, MyAppSettings.InteractiveBrokersPort, 0);
//Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
var reader = new EReader(clientSocket, readerSignal);
reader.Start();
//Once the messages are in the queue, an additional thread need to fetch them
new Thread(() =>
{
while (clientSocket.IsConnected())
{
readerSignal.waitForSignal();
reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
while (wrapper.NextOrderId <= 0)
{
}
}
private void InitNetStrategy(IbClient wrapper, MyAppSettings settings)
{
strategy = new SimplestNetStrategy(wrapper, settings);
strategy.StartTrading();
}