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);
}
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 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);
}
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 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_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_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_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 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();
}