// there are some weird IB errors that happen usually when IB server is down. 99% of the time it is at the weekend, or when pre or aftermarket. In this exceptional times, ignore errors.
public static bool IgnoreErrorsBasedOnMarketTradingTime(int offsetToOpenMin = 0, int offsetToCloseMin = 40)
{
DateTime timeUtc = DateTime.UtcNow;
DateTime timeEt = Utils.ConvertTimeFromUtcToEt(timeUtc);
if (timeEt.DayOfWeek == DayOfWeek.Saturday || timeEt.DayOfWeek == DayOfWeek.Sunday) // if it is the weekend => no Error
{
return(true);
}
TimeSpan timeTodayEt = timeEt - timeEt.Date;
// The NYSE and NYSE MKT are open from Monday through Friday 9:30 a.m. to 4:00 p.m. ET.
// "Gateways are not connected" errors handled with more strictness. We expect that there is a connection to IBGateway at least 1 hour before open. At 8:30.
if (timeTodayEt.TotalMinutes < 9 * 60 + 29 + offsetToOpenMin) // ignore errors before 9:30.
{
return(true); // if it is not Approximately around market hours => no Error
}
if (timeTodayEt.TotalMinutes > 16 * 60 + offsetToCloseMin) // IB: not executed shorting trades are cancelled 30min after market close. Monitor errors only until that.
{
return(true); // if it is not Approximately around market hours => no Error
}
// TODO: <not too important> you can skip holiday days too later; and use real trading hours, which sometimes are shortened, before or after holidays.
return(false);
}
public void DailyMaintenance()
{
DateTime etNow = Utils.ConvertTimeFromUtcToEt(DateTime.UtcNow);
if (etNow.DayOfWeek == DayOfWeek.Sunday)
{
CheckFreeDiskSpace(null);
CleanLogfiles(null);
}
}
public static bool IsCriticalTradingTime(GatewayId p_gatewayId, DateTime p_timeUtc)
{
DateTime timeEt = Utils.ConvertTimeFromUtcToEt(p_timeUtc);
if (timeEt.DayOfWeek == DayOfWeek.Saturday || timeEt.DayOfWeek == DayOfWeek.Sunday) // quick check: if it is the weekend => not critical time.
{
return(false);
}
bool isMarketHoursValid = Utils.DetermineUsaMarketTradingHours(p_timeUtc, out bool isMarketTradingDay, out DateTime marketOpenTimeUtc, out DateTime marketCloseTimeUtc, TimeSpan.FromDays(3));
if (isMarketHoursValid && !isMarketTradingDay)
{
return(false);
}
foreach (var critTradingRange in GatewayExtensions.CriticalTradingPeriods)
{
if (critTradingRange.GatewayId != p_gatewayId)
{
continue;
}
if (!isMarketHoursValid)
{
return(true); // Caution: if DetermineUsaMarketTradingHours() failed, better to report that we are in a critical period.
}
DateTime critPeriodStartUtc = DateTime.MinValue; // Caution:
if (critTradingRange.RelativeTimePeriod.Start.Base == RelativeTimeBase.BaseOnUsaMarketOpen)
{
critPeriodStartUtc = marketOpenTimeUtc + critTradingRange.RelativeTimePeriod.Start.TimeOffset;
}
else if (critTradingRange.RelativeTimePeriod.Start.Base == RelativeTimeBase.BaseOnUsaMarketClose)
{
critPeriodStartUtc = marketCloseTimeUtc + critTradingRange.RelativeTimePeriod.Start.TimeOffset;
}
DateTime critPeriodEndUtc = DateTime.MaxValue;
if (critTradingRange.RelativeTimePeriod.End.Base == RelativeTimeBase.BaseOnUsaMarketOpen)
{
critPeriodEndUtc = marketOpenTimeUtc + critTradingRange.RelativeTimePeriod.End.TimeOffset;
}
else if (critTradingRange.RelativeTimePeriod.End.Base == RelativeTimeBase.BaseOnUsaMarketClose)
{
critPeriodEndUtc = marketCloseTimeUtc + critTradingRange.RelativeTimePeriod.End.TimeOffset;
}
if (critPeriodStartUtc <= p_timeUtc && p_timeUtc <= critPeriodEndUtc) // if p_timeUtc is between [Start, End]
{
return(true);
}
}
return(false);
}
public static bool IsInRegularUsaTradingHoursNow(TimeSpan p_maxAllowedStaleness)
{
DateTime utcNow = DateTime.UtcNow;
// 1. quick response for trivial case that works most of the time, that don't need DetermineUsaMarketTradingHours()
DateTime utcNowET = Utils.ConvertTimeFromUtcToEt(utcNow).Date;
if (utcNowET.DayOfWeek == DayOfWeek.Saturday || utcNowET.DayOfWeek == DayOfWeek.Sunday)
{
return(false);
}
DateTime openInET = new DateTime(utcNowET.Year, utcNowET.Month, utcNowET.Day, 9, 30, 0);
if (utcNowET < openInET)
{
return(false);
}
DateTime maxPossibleCloseInET = new DateTime(utcNowET.Year, utcNowET.Month, utcNowET.Day, 16, 0, 0); // usually it is 16:00, but when half-day trading, then it is 13:00
if (utcNowET > openInET)
{
return(false);
}
// 2. During RTH on weekdays, we have to be more thorough.
bool isMarketTradingDay;
DateTime openTimeUtc, closeTimeUtc;
bool isTradingHoursOK = Utils.DetermineUsaMarketTradingHours(utcNow, out isMarketTradingDay, out openTimeUtc, out closeTimeUtc, p_maxAllowedStaleness);
if (!isTradingHoursOK)
{
Utils.Logger.Error("DetermineUsaMarketTradingHours() was not OK.");
return(false);
}
else
{
if (!isMarketTradingDay)
{
return(false);
}
if (utcNow < openTimeUtc)
{
return(false);
}
if (utcNow > closeTimeUtc)
{
return(false);
}
return(true);
}
}
public static DateTime FromUtcToEt(this DateTime p_dateTimeUtc)
{
return(Utils.ConvertTimeFromUtcToEt(p_dateTimeUtc));
}
static DateTime g_holidaysDownloadDate = DateTime.MinValue; // the last time we downloaded info from the internet
public static TradingHours UsaTradingHoursNow_withoutHolidays()
{
DateTime etNow = Utils.ConvertTimeFromUtcToEt(DateTime.UtcNow);
return(UsaTradingHours_withoutHolidays(etNow));
}
