/// <summary>
/// Creates a new InteractiveBrokersBrokerage from the specified values
/// </summary>
/// <param name="orderMapping">An instance of IOrderIDMapping used to fetch Order objects by brokerage ID</param>
/// <param name="account">The Interactive Brokers account name</param>
/// <param name="host">host name or IP address of the machine where TWS is running. Leave blank to connect to the local host.</param>
/// <param name="port">must match the port specified in TWS on the Configure>API>Socket Port field.</param>
/// <param name="agentDescription">Used for Rule 80A describes the type of trader.</param>
public InteractiveBrokersBrokerage(IOrderIDMapping orderMapping, string account, string host, int port, IB.AgentDescription agentDescription = IB.AgentDescription.Individual)
: base("Interactive Brokers Brokerage")
{
_orderMapping = orderMapping;
_account = account;
_host = host;
_port = port;
_clientID = IncrementClientID();
_agentDescription = agentDescription;
_client = new IB.IBClient();
// set up event handlers
_client.UpdatePortfolio += HandlePortfolioUpdates;
_client.OrderStatus += HandleOrderStatusUpdates;
_client.UpdateAccountValue += HandleUpdateAccountValue;
_client.Error += HandleError;
// we need to wait until we receive the next valid id from the server
_client.NextValidId += (sender, e) =>
{
// only grab this id when we initialize, and we'll manually increment it here to avoid threading issues
if (_nextValidID == 0)
{
_nextValidID = e.OrderId;
_waitForNextValidID.Set();
}
Log.Trace("InteractiveBrokersBrokerage.HandleNextValidID(): " + e.OrderId);
};
}
/// <summary>
/// Creates a new InteractiveBrokeragBrokerage for the specified account
/// </summary>
/// <param name="orderMapping">An instance of IOrderIDMapping used to fetch Order objects by brokerage ID</param>
/// <param name="account">The account used to connect to IB</param>
public InteractiveBrokersBrokerage(IOrderIDMapping orderMapping, string account)
: this(orderMapping,
account,
Config.Get("ib-host", "LOCALHOST"),
Config.GetInt("ib-port", 4001),
Config.GetValue("ib-agent-description", IB.AgentDescription.Individual)
)
{
}
