public async Task MarketDataTypeController_Should_ReturnMarketDataType()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
MarketDataTypeEventArgs marketDataTypeEventArgs = null;
TickPriceEventArgs tickPriceEventArgs = null;
twsObjectFactory.TwsCallbackHandler.MarketDataTypeEvent +=
(sender, args) => { marketDataTypeEventArgs = args; };
twsObjectFactory.TwsCallbackHandler.TickPriceEvent +=
(sender, args) => { tickPriceEventArgs = args; };
// This contract provide delayed data when requested
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
// Request delayed data feed
twsObjectFactory.TwsControllerBase.RequestMarketDataType(3);
var marketDataResult = await twsObjectFactory.TwsControllerBase.RequestMarketDataAsync(contract, "233", false, false, null);
marketDataResult.Should().NotBeNull();
tickPriceEventArgs.Should().NotBeNull();
tickPriceEventArgs.TickerId.Should().IsSameOrEqualTo(marketDataResult.TickerId);
marketDataTypeEventArgs.Should().NotBeNull();
marketDataTypeEventArgs.MarketDataType.Should().Be(3);
}
public async Task HistoricalDataController_Should_RetrieveHistoricalData()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
var queryTime = DateTime.Now.AddMonths(-6);
// Call
List <HistoricalDataEventArgs> historicalDataEvents = await twsController.GetHistoricalDataAsync(contract, queryTime, TwsDuration.OneMonth, TwsBarSizeSetting.OneDay, TwsHistoricalDataRequestType.Midpoint);
// Assert
historicalDataEvents.Count.Should().BeGreaterThan(0);
await twsController.DisconnectAsync();
}
public async Task CancelPnLController_Should_StopPnLEvent()
{
int waitDelayInMs = 5000;
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
PnLEventArgs pnlEventArgs = null;
DateTime pnlEventTriggerDateTime = DateTime.MaxValue;
twsObjectFactory.TwsCallbackHandler.PnLEvent +=
(sender, args) => { pnlEventArgs = args; pnlEventTriggerDateTime = DateTime.Now; };
var pnlResult = await twsObjectFactory.TwsControllerBase.RequestPnL("DU1052488", "");
pnlEventArgs.Should().NotBeNull();
pnlResult.Should().NotBeNull();
pnlEventArgs.RequestId.Should().IsSameOrEqualTo(pnlResult.RequestId);
twsObjectFactory.TwsControllerBase.CancelPnL(pnlResult.RequestId);
await Task.Delay(waitDelayInMs);
pnlEventTriggerDateTime.Ticks.Should().BeLessThan(DateTime.Now.AddMilliseconds(-waitDelayInMs).Ticks);
}
public async Task MarketDataController_Should_ReturnMarketDataType()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
MarketDataTypeEventArgs marketDataTypeEventArgs = null;
TickPriceEventArgs tickPriceEventArgs = null;
twsObjectFactory.TwsCallbackHandler.MarketDataTypeEvent +=
(sender, args) => { marketDataTypeEventArgs = args; };
twsObjectFactory.TwsCallbackHandler.TickPriceEvent +=
(sender, args) => { tickPriceEventArgs = args; };
// Only real-time data provided for this contract
var contract = new Contract()
{
Symbol = TwsCurrency.Eur,
Exchange = TwsExchange.Idealpro,
SecType = TwsContractSecType.Cash,
Currency = TwsCurrency.Usd
};
var marketDataResult = await twsObjectFactory.TwsControllerBase.RequestMarketDataAsync(contract, "233", false, false, null);
marketDataResult.Should().NotBeNull();
tickPriceEventArgs.Should().NotBeNull();
tickPriceEventArgs.TickerId.Should().IsSameOrEqualTo(marketDataResult.TickerId);
marketDataTypeEventArgs.Should().NotBeNull();
marketDataTypeEventArgs.MarketDataType.Should().Be(1);
}
public async Task ContractDetailsController_Should_ReturnValidContractAsync()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
// Call
List <ContractDetails> contractDetails = await twsController.GetContractAsync(contract);
// Assert
contractDetails.Should().NotBeNull();
// Tear down
await twsController.DisconnectAsync();
}
public async Task CancelPnLSingleController_Should_StopPnLEventSingle()
{
int waitDelayInMs = 5000;
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
PnLSingleEventArgs pnlSingleEventArgs = null;
DateTime pnlEventTriggerDateTime = DateTime.MaxValue;
twsObjectFactory.TwsCallbackHandler.PnLSingleEvent +=
(sender, args) => { pnlSingleEventArgs = args; pnlEventTriggerDateTime = DateTime.Now; };
// Create a position
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1,
};
int orderId = await twsController.GetNextValidIdAsync();
bool successfullyPlaced = twsController.PlaceOrderAsync(orderId, contract, order).ConfigureAwait(false).GetAwaiter().GetResult();
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Call
List <ExecutionDetailsEventArgs> executionDetailEvents = twsController.RequestExecutions().ConfigureAwait(false).GetAwaiter().GetResult();
// Assert
executionDetailEvents.Count.Should().BeGreaterOrEqualTo(0);
var pnlSingleResult = twsObjectFactory.TwsControllerBase.RequestPnLSingle(
"DU1052488",
"",
executionDetailEvents.First().Contract.ConId).ConfigureAwait(false).GetAwaiter().GetResult();
pnlSingleEventArgs.Should().NotBeNull();
pnlSingleResult.Should().NotBeNull();
pnlSingleEventArgs.RequestId.Should().IsSameOrEqualTo(pnlSingleResult.RequestId);
twsObjectFactory.TwsControllerBase.CancelPnLSingle(pnlSingleResult.RequestId);
await Task.Delay(waitDelayInMs);
pnlEventTriggerDateTime.Ticks.Should().BeLessThan(DateTime.Now.AddMilliseconds(-waitDelayInMs).Ticks);
}
/// <summary>
/// Checks that a connection to IB is established.
/// </summary>
/// <param name="tws">The instance to check the connection for.</param>
/// <param name="token">The token to check to cancel the task.</param>
/// <exception cref="ConnectionException">If a connection cannot be
/// established.</exception>
/// <exception cref="TaskCanceledException">If the task is canceled before
/// completion.</exception>
private static async Task CheckConnection(
ITwsControllerBase tws, CancellationToken token)
{
try
{
await tws.EnsureConnectedAsync(token);
}
catch (TimeoutException e)
{
if (tws.Connected)
{
await tws.DisconnectAsync();
}
throw new ConnectionException(
"Timed out waiting for connection to establish", e);
}
catch (TaskCanceledException)
{
if (tws.Connected)
{
await tws.DisconnectAsync();
}
throw;
}
catch (Exception e)
{
if (tws.Connected)
{
await tws.DisconnectAsync();
}
throw new ConnectionException(e.Message, e);
}
try
{
await tws.RequestPositions();
}
catch (TaskCanceledException e)
{
if (tws.Connected)
{
await tws.DisconnectAsync();
}
throw new ConnectionException(
"Timed out waiting for response from establish", e);
}
catch (Exception e)
{
if (tws.Connected)
{
await tws.DisconnectAsync();
}
throw new ConnectionException(e.Message, e);
}
}
public async Task PnLSingleController_Should_ReturnPnLSingle()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
PnLSingleEventArgs pnlSingleEventArgs = null;
twsObjectFactory.TwsCallbackHandler.PnLSingleEvent +=
(sender, args) => { pnlSingleEventArgs = args; };
// Create a position
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1,
};
int orderId = await twsController.GetNextValidIdAsync();
bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Call
List <ExecutionDetailsEventArgs> executionDetailEvents = await twsController.RequestExecutions();
// Assert
executionDetailEvents.Count.Should().BeGreaterOrEqualTo(0);
var pnlSingleResult = await twsObjectFactory.TwsControllerBase.RequestPnLSingle(
"DU1052488",
"",
executionDetailEvents.First().Contract.ConId);
pnlSingleEventArgs.Should().NotBeNull();
pnlSingleResult.Should().NotBeNull();
pnlSingleEventArgs.RequestId.Should().IsSameOrEqualTo(pnlSingleResult.RequestId);
}
/// <summary>
/// Ensures the connection is active.
/// </summary>
/// <param name="tws">The TwsController instance to use to check if the connection
/// is active.</param>
/// <param name="token">The token to check for canceling the connection.</param>
/// <exception cref="TimeoutException">If the task times out before a connection
/// is established.</exception>
/// <exception cref="TaskCanceledException">If the task is canceled via
/// <paramref name="token"/>.</exception>
public static async Task EnsureConnectedAsync(
this ITwsControllerBase tws, CancellationToken token)
{
token.ThrowIfCancellationRequested();
try
{
await tws.EnsureConnectedAsync().WaitAsync(token);
token.ThrowIfCancellationRequested();
}
catch (TaskCanceledException e) when(!token.IsCancellationRequested)
{
throw new TimeoutException("Connection timed out", e);
}
}
public async Task PnLController_Should_ReturnPnL()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
PnLEventArgs pnlEventArgs = null;
twsObjectFactory.TwsCallbackHandler.PnLEvent +=
(sender, args) => { pnlEventArgs = args; };
var pnlResult = await twsObjectFactory.TwsControllerBase.RequestPnL("DU1052488", "");
pnlEventArgs.Should().NotBeNull();
pnlResult.Should().NotBeNull();
pnlEventArgs.RequestId.Should().IsSameOrEqualTo(pnlResult.RequestId);
}
public async Task AccountUpdatesController_Should_ReturnInformation()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Call
string accountId = "DU1052488";
ConcurrentDictionary <string, string> accountUpdates = twsController.GetAccountDetailsAsync(accountId).ConfigureAwait(false).GetAwaiter().GetResult();
// Assert
accountUpdates.Count.Should().BeGreaterThan(0);
// Tear down
await twsController.DisconnectAsync();
}
public async Task OrderPlacementController_Should_PlaceTwoOrdersSuccessfully()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
// Initialize the order
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
// Call the API
int orderId = await twsController.GetNextValidIdAsync();
var firstOrderAcknowledgedTask = twsController.PlaceOrderAsync(orderId, contract, order);
orderId = await twsController.GetNextValidIdAsync();
var secondOrderAcknowledgedTask = twsController.PlaceOrderAsync(orderId, contract, order);
Task.WaitAll(firstOrderAcknowledgedTask, secondOrderAcknowledgedTask);
// Assert
firstOrderAcknowledgedTask.Result.Should().BeTrue();
secondOrderAcknowledgedTask.Result.Should().BeTrue();
// Tear down
await twsController.DisconnectAsync();
}
public async Task PositionsController_Should_ReturnAListOfPositions()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
int orderId = await twsController.GetNextValidIdAsync();
bool successfullyPlaced = twsController.PlaceOrderAsync(orderId, contract, order).ConfigureAwait(false).GetAwaiter().GetResult();
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Call
List <PositionStatusEventArgs> positionStatusEvents = twsController.RequestPositions().ConfigureAwait(false).GetAwaiter().GetResult();
// Assert
positionStatusEvents.Count.Should().BeGreaterOrEqualTo(0);
PositionStatusEventArgs searchedPositions = positionStatusEvents.Where(eventArgs => eventArgs.Contract.Symbol == contract.Symbol).FirstOrDefault();
searchedPositions.Position.Should().BeGreaterOrEqualTo(order.TotalQuantity);
// Tear down
await twsController.DisconnectAsync();
}
public async Task TwsExecutionController_Should_ReturnOpenOrdersTwice()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.Currency = TwsCurrency.Usd;
contract.PrimaryExch = TwsExchange.Island;
Order order = new Order
{
Action = "BUY",
OrderType = "LMT",
TotalQuantity = 1,
LmtPrice = 1,
};
int orderId = await twsController.GetNextValidIdAsync();
bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
var openOrders = await twsController.RequestOpenOrders();
openOrders.Count.Should().BeGreaterOrEqualTo(1);
Thread.Sleep(5005);
var openOrders2 = await twsController.RequestOpenOrders();
openOrders2.Count.Should().BeGreaterOrEqualTo(1);
await twsController.DisconnectAsync();
}
public async Task CancelOrder_Should_CancelOrder()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
// Initialize the order
Order order = new Order
{
Action = "BUY",
OrderType = "LMT",
TotalQuantity = 1,
LmtPrice = 1,
};
// Place an order
int orderId = await twsController.GetNextValidIdAsync();
bool orderAcknowledged = await twsController.PlaceOrderAsync(orderId, contract, order);
orderAcknowledged.Should().BeTrue();
// Call the API
bool cancelationAcknowledged = await twsController.CancelOrderAsync(orderId);
// Assert
cancelationAcknowledged.Should().BeTrue();
await twsController.DisconnectAsync();
}
public async Task MarketOptionDataController_Should_ReturnMarketDataType()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", 7497, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
MarketDataTypeEventArgs marketDataTypeEventArgs = null;
TickPriceEventArgs tickPriceEventArgs = null;
TickOptionComputationEventArgs tickOptionComputationEventArgs = null;
twsObjectFactory.TwsCallbackHandler.MarketDataTypeEvent +=
(sender, args) => { marketDataTypeEventArgs = args; };
twsObjectFactory.TwsCallbackHandler.TickPriceEvent +=
(sender, args) => { tickPriceEventArgs = args; };
twsObjectFactory.TwsCallbackHandler.TickOptionComputationEvent +=
(sender, args) => { tickOptionComputationEventArgs = args; };
Contract contract = new Contract
{
SecType = TwsContractSecType.Option,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
Multiplier = "100",
Currency = "USD",
Right = "C",
Strike = 200,
LastTradeDateOrContractMonth = "20201113"
};
twsObjectFactory.TwsControllerBase.RequestMarketDataType(1);
var marketDataResult = await twsObjectFactory.TwsControllerBase.RequestMarketDataAsync(contract, null, false, false, null);
marketDataResult.Should().NotBeNull();
tickPriceEventArgs.Should().NotBeNull();
tickPriceEventArgs.TickerId.Should().IsSameOrEqualTo(marketDataResult.TickerId);
tickOptionComputationEventArgs.Should().NotBeNull();
tickOptionComputationEventArgs.TickerId.Should().IsSameOrEqualTo(marketDataResult.TickerId);
}
public async Task Should_GetOptionsContracts()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
};
// Get the contract details of the STOCK so that you can find the underlying security ID, required for the security definitions call.
var contractDetails = await twsController.GetContractAsync(contract);
var securityDefinitions = await twsController.RequestSecurityDefinitionOptionParameters("MSFT", "", "STK", contractDetails.First().Contract.ConId);
securityDefinitions.Count.Should().BeGreaterThan(1);
await twsController.DisconnectAsync();
////// If you want, you can request the contract details from this info or get historical data for it
////Contract option = new Contract()
////{
//// SecType = TwsContractSecType.Option,
//// Symbol = "MSFT",
//// Exchange = "SMART",
//// Strike = 150,
//// LastTradeDateOrContractMonth = securityDefinitions[0].Expirations.First(), // March 27, 20
//// Right = "C",
//// Multiplier = securityDefinitions[0].Multiplier,
//// Currency = TwsCurrency.Usd,
////};
////var optionContractDetails = await twsContractDetailsController.GetContractAsync(option);
////var queryTime = DateTime.Now;
////List<HistoricalDataEventArgs> historicalDataEvents = await twsHistoricalDataController.GetHistoricalDataAsync(option, queryTime, TwsDuration.OneMonth, TwsBarSizeSetting.OneMinute, TwsHistoricalDataRequestType.Trades);
}
public async Task Should_PlaceOrder()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
int orderId = await twsController.GetNextValidIdAsync();
bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Call
List <ExecutionDetailsEventArgs> executionDetailEvents = await twsController.RequestExecutions();
// Assert
executionDetailEvents.Count.Should().BeGreaterOrEqualTo(0);
// Tear down
await twsController.DisconnectAsync();
}
public async Task OrderPlacementController_Should_HandleErrorCallback()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Island;
contract.PrimaryExch = TwsExchange.Island;
// Initialize the order
Order order = new Order()
{
Action = TwsOrderActions.Buy,
OrderType = "PEG MID",
TotalQuantity = 1,
LmtPrice = 200,
AuxPrice = 0,
};
// Call the API
int orderId = await twsController.GetNextValidIdAsync();
Action orderFunc = () => twsController.PlaceOrderAsync(orderId, contract, order).ConfigureAwait(false).GetAwaiter().GetResult();
// Assert
orderFunc.Should().Throw <TwsException>();
// Tear down
await twsController.DisconnectAsync();
}
public async Task OrderPlacementController_Should_PlaceOrderSuccessfully()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", 7462, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Future;
contract.Symbol = TwsSymbol.Dax;
contract.Exchange = TwsExchange.Dtb;
contract.Currency = TwsCurrency.Eur;
contract.Multiplier = "25";
contract.LastTradeDateOrContractMonth = "202009";
// Initialize the order
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
// Call the API
int orderId = await twsController.GetNextValidIdAsync();
bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order);
// Assert
successfullyPlaced.Should().BeTrue();
// Tear down
await twsController.DisconnectAsync();
}
public async Task OrderPlacementController_Should_PlaceOrderSuccessfully2()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "GRWG",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
Currency = TwsCurrency.Usd,
};
// Initialize the order
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
// Call the API
int orderId = await twsController.GetNextValidIdAsync();
bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order);
// Assert
successfullyPlaced.Should().BeTrue();
// Tear down
await twsController.DisconnectAsync();
}
public async Task OrderPlacementController_Should_PlacePegToMidpointOrder()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.PrimaryExch = TwsExchange.Island;
// Initialize the order
Order order = new Order()
{
Action = TwsOrderActions.Buy,
OrderType = "REL",
TotalQuantity = 1,
LmtPrice = 166,
AuxPrice = 0.1,
};
// Call the API
int orderId = await twsController.GetNextValidIdAsync();
var orderAck = await twsController.PlaceOrderAsync(orderId, contract, order);
// Assert
orderAck.Should().BeTrue();
// Tear down
await twsController.DisconnectAsync();
}
public async Task ContractDetailsController_Should_ReturnValidForexContractAsync()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
Contract contract = new Contract();
contract.Symbol = "EUR";
contract.SecType = "CASH";
contract.Currency = "GBP";
contract.Exchange = "IDEALPRO";
// Call
List <ContractDetails> contractDetails = twsController.GetContractAsync(contract).ConfigureAwait(false).GetAwaiter().GetResult();
// Assert
contractDetails.First().Should().NotBeNull();
// Tear down
await twsController.DisconnectAsync();
}
/// <summary>
/// Continuously checks the health of a connection to IB.
/// </summary>
/// <param name="host">The host to connect to.</param>
/// <param name="port">The port to connect to.</param>
/// <param name="clientId">The client ID to connect as.</param>
/// <param name="pagerTreeIntId">The PagerTree integration ID to notify when
/// there is an error connecting to IB.</param>
/// <param name="token">The token to check to end the task.</param>
private static async Task Run(
string host, int port, int clientId, string pagerTreeIntId,
CancellationToken token)
{
Incident incident = null;
ITwsControllerBase tws = null;
var connected = false;
while (!token.IsCancellationRequested)
{
try
{
if (tws is null)
{
var ip = await GetIpAddress(host, token);
tws = new TwsObjectFactory(ip.ToString(), port, clientId)
.TwsController;
}
await CheckConnection(tws, token);
await tws.RequestPositions();
if (incident != null)
{
await incident.Resolve(token);
incident = null;
await ConsoleX.WriteLineAsync(
"Resolved PagerTree incident", token);
}
if (!connected)
{
await ConsoleX.WriteLineAsync("Active", token);
connected = true;
}
}
catch (Exception e)
{
tws = null;
connected = false;
if (incident is null && !string.IsNullOrEmpty(pagerTreeIntId))
{
incident = new Incident(
pagerTreeIntId, "IB is down", e.Message);
await incident.Notify(token);
await ConsoleX.WriteErrorLineAsync(
"Created PagerTree incident", token);
}
await ConsoleX.WriteErrorLineAsync(
e.Message, token);
}
await Task.Delay(Sleep, token);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="TwsController"/> class.
/// </summary>
/// <param name="twsControllerBase">The base controller</param>
public TwsController(ITwsControllerBase twsControllerBase)
{
this.twsControllerBase = twsControllerBase;
}
public async Task OrderPlacementController_Should_PlaceBracketOrder()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1);
ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase;
await twsController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.PrimaryExch = TwsExchange.Island;
int entryOrderId = await twsController.GetNextValidIdAsync();
var takeProfitOrderId = await twsController.GetNextValidIdAsync();
var stopOrderId = await twsController.GetNextValidIdAsync();
// Initialize the order
Order entryOrder = new Order()
{
Action = TwsOrderActions.Buy,
OrderType = TwsOrderType.Market,
TotalQuantity = 1,
Transmit = false
};
Order takeProfit = new Order()
{
Action = TwsOrderActions.Sell,
OrderType = TwsOrderType.Limit,
TotalQuantity = 1,
LmtPrice = 190,
ParentId = entryOrderId,
Transmit = false,
};
Order stopLoss = new Order()
{
Action = TwsOrderActions.Sell,
OrderType = TwsOrderType.StopLoss,
TotalQuantity = 1,
AuxPrice = 100,
ParentId = entryOrderId,
Transmit = true,
};
// Call the API
var entryOrderAckTask = twsController.PlaceOrderAsync(entryOrderId, contract, entryOrder);
var takeProfitOrderAckTask = twsController.PlaceOrderAsync(takeProfitOrderId, contract, takeProfit);
var stopOrderAckTask = twsController.PlaceOrderAsync(stopOrderId, contract, stopLoss);
Task.WaitAll(entryOrderAckTask, takeProfitOrderAckTask, stopOrderAckTask);
// Assert
entryOrderAckTask.Result.Should().BeTrue();
takeProfitOrderAckTask.Result.Should().BeTrue();
stopOrderAckTask.Result.Should().BeTrue();
// Tear down
await twsController.DisconnectAsync();
}
