/// <summary>
/// Creates a new IBrokerage instance and set ups the environment for the brokerage
/// </summary>
/// <param name="brokerageData">Brokerage data containing necessary parameters for initialization</param>
/// <param name="orderMapping">IOrderMapping instance to maintain IB -> QC order id mapping</param>
/// <returns>A new brokerage instance</returns>
public IBrokerage CreateBrokerage(Dictionary <string, string> brokerageData, IOrderMapping orderMapping)
{
var errors = new List <string>();
// read values from the brokerage datas
var useTws = Config.GetBool("ib-use-tws");
var port = Config.GetInt("ib-port", 4001);
var host = Config.Get("ib-host", "127.0.0.1");
var twsDirectory = Config.Get("ib-tws-dir", "C:\\Jts");
var ibControllerDirectory = Config.Get("ib-controller-dir", "C:\\IBController");
var account = Read <string>(brokerageData, "ib-account", errors);
var userID = Read <string>(brokerageData, "ib-user-name", errors);
var password = Read <string>(brokerageData, "ib-password", errors);
var agentDescription = Read <AgentDescription>(brokerageData, "ib-agent-description", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
// launch the IB gateway
InteractiveBrokersGatewayRunner.Start(ibControllerDirectory, twsDirectory, userID, password, useTws);
return(new InteractiveBrokersBrokerage(orderMapping, account, host, port, agentDescription));
}
protected override IBrokerage CreateBrokerage(IOrderMapping orderMapping, IHoldingsProvider holdingsProvider)
{
if (!_gatewayLaunched)
{
_gatewayLaunched = true;
InteractiveBrokersGatewayRunner.Start(Config.Get("ib-controller-dir"),
Config.Get("ib-tws-dir"),
Config.Get("ib-user-name"),
Config.Get("ib-password"),
Config.GetBool("ib-use-tws")
);
}
return(new InteractiveBrokersBrokerage(orderMapping));
}
protected override IBrokerage CreateBrokerage(IOrderMapping orderMapping, IHoldingsProvider holdingsProvider)
{
if (!_gatewayLaunched)
{
_gatewayLaunched = true;
InteractiveBrokersGatewayRunner.Start(Config.Get("ib-controller-dir"),
Config.Get("ib-tws-dir"),
Config.Get("ib-user-name"),
Config.Get("ib-password"),
Config.GetBool("ib-use-tws")
);
}
return new InteractiveBrokersBrokerage(orderMapping);
}
/// <summary>
/// Creates the brokerage under test
/// </summary>
/// <returns>A connected brokerage instance</returns>
protected override IBrokerage CreateBrokerage(IOrderMapping orderMapping, IHoldingsProvider holdingsProvider)
{
var accountID = TradierBrokerageFactory.Configuration.AccountID;
var tradier = new TradierBrokerage(orderMapping, holdingsProvider, accountID);
var qcUserID = TradierBrokerageFactory.Configuration.QuantConnectUserID;
var tokens = TradierBrokerageFactory.GetTokens();
tradier.SetTokens(qcUserID, tokens.AccessToken, tokens.RefreshToken, tokens.IssuedAt, TimeSpan.FromSeconds(tokens.ExpiresIn));
// keep the tokens up to date in the event of a refresh
tradier.SessionRefreshed += (sender, args) =>
{
File.WriteAllText(TradierBrokerageFactory.TokensFile, JsonConvert.SerializeObject(args, Formatting.Indented));
};
return(tradier);
}
/// <summary> /// Creates the brokerage under test and connects it /// </summary> /// <returns>A connected brokerage instance</returns> protected abstract IBrokerage CreateBrokerage(IOrderMapping orderMapping, IHoldingsProvider holdingsProvider);
/// <summary>
/// Creates the brokerage under test
/// </summary>
/// <returns>A connected brokerage instance</returns>
protected override IBrokerage CreateBrokerage(IOrderMapping orderMapping, IHoldingsProvider holdingsProvider)
{
var accountID = TradierBrokerageFactory.Configuration.AccountID;
var tradier = new TradierBrokerage(orderMapping, holdingsProvider, accountID);
var qcUserID = TradierBrokerageFactory.Configuration.QuantConnectUserID;
var tokens = TradierBrokerageFactory.GetTokens();
tradier.SetTokens(qcUserID, tokens.AccessToken, tokens.RefreshToken, tokens.IssuedAt, TimeSpan.FromSeconds(tokens.ExpiresIn));
// keep the tokens up to date in the event of a refresh
tradier.SessionRefreshed += (sender, args) =>
{
File.WriteAllText(TradierBrokerageFactory.TokensFile, JsonConvert.SerializeObject(args, Formatting.Indented));
};
return tradier;
}
/// <summary>
/// Creates a new IBrokerage instance and set ups the environment for the brokerage
/// </summary>
/// <param name="brokerageData">Brokerage data containing necessary parameters for initialization</param>
/// <param name="orderMapping">IOrderMapping instance to maintain IB -> QC order id mapping</param>
/// <returns>A new brokerage instance</returns>
public IBrokerage CreateBrokerage(Dictionary<string, string> brokerageData, IOrderMapping orderMapping)
{
var errors = new List<string>();
// read values from the brokerage datas
var useTws = Config.GetBool("ib-use-tws");
var port = Config.GetInt("ib-port", 4001);
var host = Config.Get("ib-host", "127.0.0.1");
var twsDirectory = Config.Get("ib-tws-dir", "C:\\Jts");
var ibControllerDirectory = Config.Get("ib-controller-dir", "C:\\IBController");
var account = Read<string>(brokerageData, "ib-account", errors);
var userID = Read<string>(brokerageData, "ib-user-name", errors);
var password = Read<string>(brokerageData, "ib-password", errors);
var agentDescription = Read<AgentDescription>(brokerageData, "ib-agent-description", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
// launch the IB gateway
InteractiveBrokersGatewayRunner.Start(ibControllerDirectory, twsDirectory, userID, password, useTws);
return new InteractiveBrokersBrokerage(orderMapping, account, host, port, agentDescription);
}
/// <summary> /// Creates the brokerage under test and connects it /// </summary> /// <returns>A connected brokerage instance</returns> protected abstract IBrokerage CreateBrokerage(IOrderMapping orderMapping, IHoldingsProvider holdingsProvider);
/// <summary>
/// Creates a new InteractiveBrokersBrokerage from the specified values
/// </summary>
/// <param name="orderMapping">An instance of IOrderMapping 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(IOrderMapping 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;
_client.TickPrice += HandleTickPrice;
_client.TickSize += HandleTickSize;
_client.CurrentTime += HandleBrokerTime;
// 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 IOrderMapping used to fetch Order objects by brokerage ID</param>
/// <param name="account">The account used to connect to IB</param>
public InteractiveBrokersBrokerage(IOrderMapping orderMapping, string account)
: this(orderMapping,
account,
Config.Get("ib-host", "LOCALHOST"),
Config.GetInt("ib-port", 4001),
Config.GetValue("ib-agent-description", IB.AgentDescription.Individual))
{
}
