public OptionsManager(IBClient ibClient, DataGridView callGrid, DataGridView putGrid, DataGridView optionPositionsGrid)
{
this.ibClient = ibClient;
this.callGrid = callGrid;
this.putGrid = putGrid;
this.positionsGrid = optionPositionsGrid;
}
public AdvisorManager(IBClient ibClient, DataGridView aliasesGrid, DataGridView groupsGrid, DataGridView profilesGrid)
{
IbClient = ibClient;
AliasesGrid = aliasesGrid;
GroupsGrid = groupsGrid;
ProfilesGrid = profilesGrid;
}
public OrderManager(IBClient ibClient, DataGridView liveOrdersGrid, DataGridView tradeLogGrid)
{
this.ibClient = ibClient;
this.orderDialog = new OrderDialog(this);
this.liveOrdersGrid = liveOrdersGrid;
this.tradeLogGrid = tradeLogGrid;
}
public HistoricalDataManager(IBClient ibClient, Chart chart, DataGridView gridView) : base(ibClient, chart)
{
Chart historicalChart = (Chart)uiControl;
historicalChart.Series[0]["PriceUpColor"] = "Green";
historicalChart.Series[0]["PriceDownColor"] = "Red";
this.gridView = gridView;
}
//Constructor
public IBBrokerManager(RiskFilter r)
{
riskFilter = r;
tickerIdsToProduct = new Dictionary<int, FlexTrade.Product>();
openOrders = new Dictionary<int, Krs.Ats.IBNet.Order>();
orderInputQueue = new List<Krs.Ats.IBNet.Order>();
openOrderContracts = new Dictionary<int, Krs.Ats.IBNet.Contract>();
ordersOrgFormat = new Dictionary<int, FlexTrade.Order>();
//The interface with Interactive Brokers is a singleton. We do this to control the message
//flow. Having multiple client connections may be better for performance and should be
//explored in the future.
if (ibClient == null)
{
//Create the IB Client which is the main interface for interactining the broker system
log.Info("Creating new IB Client object");
ibClient = new IBClient();
//We need to be listening for all of the events coming back from IB. This class will
//catch all of the messages and exceptions for this broker so that other classes
//don't need to be concerned with broker specific issues.
ibClient.ThrowExceptions = true;
ibClient.TickPrice += new EventHandler<TickPriceEventArgs>(priceChangeTick);
ibClient.TickSize += new EventHandler<TickSizeEventArgs>(sizeChangeTick);
ibClient.Error += new EventHandler<ErrorEventArgs>(errorReceived);
ibClient.NextValidId += new EventHandler<NextValidIdEventArgs>(nextValidId);
ibClient.ExecDetails += new EventHandler<ExecDetailsEventArgs>(fillReceived);
ibClient.OpenOrder += new EventHandler<OpenOrderEventArgs>(openOrder);
}
}
public OptionsManager(IBClient ibClient, DataGridView callGrid, DataGridView putGrid, DataGridView optionPositionsGrid, ListView optionParamsListView)
{
this.ibClient = ibClient;
this.callGrid = callGrid;
this.putGrid = putGrid;
this.positionsGrid = optionPositionsGrid;
this.optionParamsListView = optionParamsListView;
}
public HistoricalDataManager(IBClient ibClient, Chart chart, DataGridView gridView) : base(ibClient, chart)
{
Chart historicalChart = (Chart)uiControl;
historicalChart.Series[0]["PriceUpColor"] = "Green";
historicalChart.Series[0]["PriceDownColor"] = "Red";
this.gridView = gridView;
}
public NewsManager(IBClient ibClient, DataGridView tickNewsDataGrid, DataGridView newsProvidersGrid, TextBox textBoxArticleText, DataGridView historicalNewsGrid)
{
IbClient = ibClient;
TickNewsGrid = tickNewsDataGrid;
NewsProvidersGrid = newsProvidersGrid;
TextBoxArticleText = textBoxArticleText;
HistoricalNewsGrid = historicalNewsGrid;
}
public ContractManager(IBClient ibClient, TextBox fundamentalsOutput, DataGridView contractDetailsGrid)
{
IbClient = ibClient;
Fundamentals = fundamentalsOutput;
ContractDetailsGrid = contractDetailsGrid;
comboContractResults = new ComboContractResults();
}
public AddInstrumentInteractiveBrokersWindow()
{
Random r = new Random();
_client = new IBClient();
try
{
//random connection id for this one...
_client.Connect(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, r.Next(1000, 200000));
}
catch (Exception e)
{
MessageBox.Show("Could not connect to TWS: " + e.Message, "Error");
Close();
return;
}
AddedInstruments = new List <Instrument>();
_client.NextValidId += _client_NextValidId;
_client.ContractDetails += _client_ContractDetails;
_client.Error += _client_Error;
_client.ConnectionClosed += _client_ConnectionClosed;
_client.ContractDetailsEnd += _client_ContractDetailsEnd;
Exchanges = new ObservableCollection <KeyValuePair <int, string> > {
new KeyValuePair <int, string>(0, "All")
};
_exchanges = new Dictionary <string, Exchange>();
using (var context = new MyDBContext())
{
_thisDS = context.Datasources.First(x => x.Name == "Interactive Brokers");
foreach (Exchange e in context.Exchanges)
{
Exchanges.Add(new KeyValuePair <int, string>(e.ID, e.Name));
_exchanges.Add(e.Name, e);
}
}
InitializeComponent();
DataContext = this;
Instruments = new ObservableCollection <Instrument>();
InstrumentTypes = new ObservableCollection <InstrumentType>();
//list the available types from our enum
var values = MyUtils.GetEnumValues <InstrumentType>();
foreach (var val in values)
{
InstrumentTypes.Add(val);
}
ShowDialog();
}
public static void RunGetNewsProviders(ConnectionDetails connectionDetails)
{
var ibClient = new IBClient();
ibClient.NotificationReceived += new EventHandler <Notification>(Common.NotificationReceived);
ibClient.NewsProvidersUpdateReceived += new EventHandler <NewsProvider[]>(NewsProvidersUpdateReceived);
ibClient = ConnectionHelper.StartIbClient(ibClient, connectionDetails);
ibClient.GetNewsProviders();
}
public OrderManager(IBClient ibClient, DataGridView liveOrdersGrid, DataGridView tradeLogGrid, IBTradeApp appForm)
{
this.ibClient = ibClient;
//this.orderDialog = new OrderDialog(this);
this.liveOrdersGrid = liveOrdersGrid;
this.tradeLogGrid = tradeLogGrid;
this.appForm = appForm;
this.appStgManager = appForm.appStrategyManager;
}
internal HistoricalDataManager(IBController Controller, IBClient ibClient)
: base(Controller, ibClient)
{
_ibClient.HistoricalData += this.AppendPendingRequestData;
_ibClient.HistoricalDataEnd += this.HandleEndMessage;
_ibClient.HeadTimestamp += this.AppendPendingRequestData;
_ibClient.HeadTimestamp += this.HandleEndMessage;
}
public AccountManager(IBClient ibClient, ComboBox accountSelector, DataGridView accountSummaryGrid, DataGridView accountValueGrid,
DataGridView accountPortfolioGrid, DataGridView positionsGrid)
{
IbClient = ibClient;
AccountSelector = accountSelector;
AccountSummaryGrid = accountSummaryGrid;
AccountValueGrid = accountValueGrid;
AccountPortfolioGrid = accountPortfolioGrid;
PositionsGrid = positionsGrid;
}
public AccountManager(IBClient ibClient, ComboBox accountSelector, DataGridView accountSummaryGrid, DataGridView accountValueGrid,
DataGridView accountPortfolioGrid, DataGridView positionsGrid)
{
IbClient = ibClient;
AccountSelector = accountSelector;
AccountSummaryGrid = accountSummaryGrid;
AccountValueGrid = accountValueGrid;
AccountPortfolioGrid = accountPortfolioGrid;
PositionsGrid = positionsGrid;
}
/// <summary>
/// An example of EUR/USD would be symbol=EUR and currency=USD
/// </summary>
/// <param name="ibClient"></param>
/// <param name="symbol"></param>
/// <param name="currency"></param>
public static void RequestForexContract(IBClient ibClient, string symbol, string currency)
{
ibClient.GetContractDetails(new Contract
{
Symbol = symbol,
SecType = SecurityType.CASH.ToString(),
Exchange = "IDEALPRO",
Currency = currency
});
}
public static void RequestComodityContract(IBClient ibClient, string symbol, string currency)
{
ibClient.GetContractDetails(new Contract
{
Symbol = symbol,
SecType = SecurityType.CMDTY.ToString(),
Exchange = "SMART",
Currency = currency
});
}
static void Main(string[] args)
{
/*
* OrderManager om = new OrderManager();
* MainViewModel.Instance.test();
*/
//IBController controller = new IBController(MainViewModel.Instance);
//controller.test();
//Console.ReadLine();
IBClient client = new IBClient();
client.Connect("localhost", 4002, 1);
Task.Run(() => client.PlaceOrder(1000, new Contract("MHIN9", "HKFE", SecurityType.Future, "HKD"), new Order()));
Task.Run(() => client.CancelOrder(1000));
var c = JsonConvert.DeserializeObject <Dictionary <string, string> >("");
Dictionary <string, Dictionary <string, GTA> > t = new Dictionary <string, Dictionary <string, GTA> >();
t.Add("buy", new Dictionary <string, GTA>()
{
{ "GTA", new GTA()
{
DT = DateTime.Now
} }
});
string s1 = JsonConvert.SerializeObject(t);
string s = "{'buy':{'GTA':{'DT':'15:39'}}}";
var dateTimeConverter = new IsoDateTimeConverter {
DateTimeFormat = "HH:mm"
};
Dictionary <string, Dictionary <string, GTA> > t1 = JsonConvert.DeserializeObject <Dictionary <string, Dictionary <string, GTA> > >(s, dateTimeConverter);
//Console.ReadLine();
/*
* Test test = new Test();
* test.Names.Add("chan");
* List<string> t = test.Names;
* Test test1 = null;
* PropertyInfo pi;
* test1 = (Test)Reflection.GetPropertyParent(t, "Test.Names", out pi);*/
Regex r1 = new Regex(@"(?<dateFormat>y*[-\/]*M*[-\/]*[Dd]*)(?<dateFormat>M*[-\/]*[Dd]*[-\/]*y*)(?<dateFormat>[Dd]*[-\/]*M*[-\/]*y*)(?<timeFormat>[Hh]*[:]*m*[:]*s*[ ]*t*)");
Regex r2 = new Regex(@"([Hh]*[:]*m*[:]*s*[ ]*t*)");
//var p1 = new PcreRegex(@"(y*[-\/]*M*[-\/]*[Dd]*)(M*[-\/]*[Dd]*[-\/]*y*)([Dd]*[-\/]*M*[-\/]*y*)([Hh]*[:]*m*[:]*s*[ ]*t*)");
string input = "MMDDyyyy HH:mm:ss";
MatchCollection match = r1.Matches(input);
Match m2 = r2.Match(input);
//var m3 = p1.Match(input);
if (m2.Success)
{
//string v = match.Groups[1].Value;
//Console.WriteLine("Between One and Three: {0}", v);
}
}
public AddInstrumentInteractiveBrokersWindow()
{
Random r = new Random();
_client = new IBClient();
try
{
//random connection id for this one...
_client.Connect(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, r.Next(1000, 200000));
}
catch (Exception e)
{
MessageBox.Show("Could not connect to TWS: " + e.Message, "Error");
Close();
return;
}
AddedInstruments = new List<Instrument>();
_client.NextValidId += _client_NextValidId;
_client.ContractDetails += _client_ContractDetails;
_client.Error += _client_Error;
_client.ConnectionClosed += _client_ConnectionClosed;
_client.ContractDetailsEnd += _client_ContractDetailsEnd;
Exchanges = new ObservableCollection<KeyValuePair<int, string>> { new KeyValuePair<int, string>(0, "All") };
_exchanges = new Dictionary<string, Exchange>();
using (var context = new MyDBContext())
{
_thisDS = context.Datasources.First(x => x.Name == "Interactive Brokers");
foreach (Exchange e in context.Exchanges)
{
Exchanges.Add(new KeyValuePair<int, string>(e.ID, e.Name));
_exchanges.Add(e.Name, e);
}
}
InitializeComponent();
DataContext = this;
Instruments = new ObservableCollection<Instrument>();
InstrumentTypes = new ObservableCollection<InstrumentType>();
//list the available types from our enum
var values = MyUtils.GetEnumValues<InstrumentType>();
foreach (var val in values)
{
InstrumentTypes.Add(val);
}
ShowDialog();
}
public ContractManager(IBClient ibClient, TextBox fundamentalsOutput, DataGridView contractDetailsGrid, DataGridView bondContractDetailsGrid, ComboBox comboBoxMarketRuleId,
DataGridView dataGridViewMarketRule, Label labelMarketRuleIdRes)
{
IbClient = ibClient;
Fundamentals = fundamentalsOutput;
ContractDetailsGrid = contractDetailsGrid;
BondContractDetailsGrid = bondContractDetailsGrid;
comboContractResults = new ComboContractResults();
ComboBoxMarketRuleId = comboBoxMarketRuleId;
DataGridViewMarketRule = dataGridViewMarketRule;
LabelMarketRuleIdRes = labelMarketRuleIdRes;
}
/// <summary>
/// Argument Constructor
/// </summary>
public InteractiveBrokersMarketDataProvider(IBClient ibClient, ConnectionParameters parameters)
{
_ibClient = ibClient;
_parameters = parameters;
_ask = new Tick {
MarketDataProvider = _marketDataProviderName
};
_bid = new Tick {
MarketDataProvider = _marketDataProviderName
};
}
public static void Get(IBClient ibClient, string symbol)
{
Contract contract = new Contract();
contract.Symbol = "AAPL";
contract.SecType = "STK";
contract.Currency = "USD";
//In the API side, NASDAQ is always defined as ISLAND in the exchange field
contract.Exchange = "SMART"; // SMART
ibClient.ClientSocket.reqMktData((Int32)(DateTime.UtcNow.Subtract(new DateTime(1970, 1, 1))).TotalSeconds, contract, "", true, false, null);; // Request market data for a contract https://interactivebrokers.github.io/tws-api/classIBApi_1_1EClient.html#a7a19258a3a2087c07c1c57b93f659b63
}
public AccountDetailManager(IBClient ibClient, DataGridView accountValueGrid, DataGridView accountPortfolioGrid, IBTradeApp appForm)
{
IbClient = ibClient;
AccountValueGrid = accountValueGrid;
this.accountPortfolioGrid = accountPortfolioGrid;
this.appForm = appForm;
String[] tags = ACCOUNT_VALUE_TAGS.Split(',');
valid_account_values = new Dictionary <string, string>();
foreach (String tag in tags)
{
valid_account_values.Add(tag, tag);
}
appStrategyManager = appForm.appStrategyManager;
}
public static void RunBasicDownload(ConnectionDetails connectionDetails)
{
var ibClient = new IBClient();
ibClient.NotificationReceived += new EventHandler <Notification>(Common.NotificationReceived);
ibClient.HistoricalDataUpdateEndReceived += new EventHandler <Tuple <int, List <Bar> > >(HistoricalDataUpdateEndReceived);
ibClient = ConnectionHelper.StartIbClient(ibClient, connectionDetails);
var duration = new Duration {
Unit = 1, DurationType = DurationType.D
};
ibClient.GetHistoricalData(1005, _contract, DateTime.Now, duration, BarSize.FiveMinutes, WhatToShow.MIDPOINT, Rth.No, false);
}
public ContractSearch(IBClient ibClient) // Class constructor. Takes only ibClient instance into the constructor
{
IbClient = ibClient;
contract = new Contract(); // New instance of the contract class
//contract.Symbol = "AAPL";
contract.SecType = "STK";
contract.Exchange = "SMART";
contract.Currency = "USD";
//contract.LastTradeDateOrContractMonth = this.conDetLastTradeDateOrContractMonth.Text;
//contract.Strike = 10;
//contract.Multiplier = this.conDetMultiplier.Text;
}
public ContractSearchDialog(Contract c, IBClient ibClient)
{
InitializeComponent();
this.ibClient = ibClient;
Contract = c;
if (c != null)
{
tbSymbol.Text = c.Symbol;
tbExchange.Text = c.Exchange;
tbCurrency.Text = c.Currency;
cbSecType.Text = c.SecType;
}
}
public HistoricalDataManager(IBClient ibClient, Chart chart, DataGridView gridView, IBTradeApp appForm)
: base(ibClient, chart)
{
/*
* Chart historicalChart = (Chart)uiControl;
* historicalChart.Series[0]["PriceUpColor"] = "Green";
* historicalChart.Series[0]["PriceDownColor"] = "Red";
*/
this.gridView = gridView;
this.appForm = appForm;
AppStrategyManager stgManager = appForm.appStrategyManager;
this.appMDManager = stgManager.getAppMDManager();
this.RTBSynchronizer = appMDManager.getAppRTBSynchronizer();
}
void DisposeIBClient()
{
if (client != null)
{
logger.Debug("Disconnecting IBClient");
client.Disconnect();
Thread.Sleep(250);
logger.Debug("Stopping IBClient Worker Thread");
client.Stop();
Thread.Sleep(250);
logger.Debug("Disposing IB Client");
client.Dispose();
Thread.Sleep(250);
client = null;
Thread.Sleep(250);
}
}
public IBTradeApp()
{
initProperties();
appStrategyManager = new AppStrategyManager(this);
InitializeComponent();
ibClient = new IBClient(this);
readOrderFromFiles();
orderManager = new OrderManager(ibClient, grid_open_order, grid_order_summary, this);
appStrategyManager.setOrderManager(orderManager);
appStrategyManager.ibClient = ibClient;
accountManager = new AccountDetailManager(ibClient, grid_account_details, grid_pos_summary, this);
marketDataManager = new MarketDataManager(ibClient, grid_market_price, appStrategyManager);
realTimeBarManager = new RealTimeBarsManager(ibClient, null, grid_rt_bar, appStrategyManager.getAppMDManager(), this);
historicalDataManager = new HistoricalDataManager(ibClient, null, grid_hist_bar, this);
tabMain.SelectedTab = tabOrderStatus;
initTickerInfo();
}
public HistoryLoader(IBClientCore ibClient
, Contract contract
, int periodsBack
, DateTime endDate
, TimeSpan duration
, TimeUnit timeUnit
, BarSize barSize
, DataMapDelegate <T> map
, Action <IList <T> > done
, Action <IList <T> > dataEnd
, Action <Exception> error)
{
_ibClient = ibClient;
_contract = contract;
if (_contract.Exchange.IsNullOrEmpty())
{
_contract = ibClient.ReqContractDetailsCached(contract).ToEnumerable().ToArray().Select(cd => cd.Summary.ContractFactory())
.Count(1, new { HistoryLoader = new { _contract } })
.Single();
}
_periodsBack = periodsBack;
_reqId = (++_currentTicker) + HISTORICAL_ID_BASE;
_list = new List <T>();
_list2 = new List <T>();
if (endDate.Kind == DateTimeKind.Unspecified)
{
throw new Exception(new { endDate = new { endDate.Kind } } +"");
}
_dateStart = endDate.Subtract(duration);
_endDate = endDate.ToLocalTime();
_timeUnit = timeUnit;
_barSize = barSize;
var durationByPeriod = barSize.Span().Multiply(periodsBack);
_duration = duration.Max(durationByPeriod);
_done = done;
_dataEnd = dataEnd;
_error = error;
_delay = TimeSpan.Zero;
_map = map;
Done = false;
Init();
var me = this;
RequestHistoryDataChunk();
}
public IBApp.IBAppClasses.PlaceOrder placeOrder; // PlaceOrder class variable
// Linking system events and handlers
public Form1()
{
InitializeComponent(); // Form components init
// Instances
ibClient = new IBClient(signal);
contractManager = new ContractManager(ibClient, fundamentalsOutput, contractDetailsGrid);
contractSearch = new IBAppClasses.ContractSearch(ibClient);
// Events
ibClient.Error += ibClient_Error;
ibClient.NextValidId += ibClient_NextValidId; // For log messages
ibClient.ContractDetails += (reqId, contractDetails) => HandleMessage(new ContractDetailsMessage(reqId, contractDetails)); // Request contract details https://interactivebrokers.github.io/tws-api/contract_details.html#gsc.tab=0
ibClient.ConnectionClosed += ibClient_ConnectionClosed; // Update UI when disconnect button is clicked
// Order
placeOrder = new IBAppClasses.PlaceOrder(ibClient); // New instance
}
/// <summary>
/// Disconnects/Stops a client
/// </summary>
public bool Stop()
{
try
{
if (_ibClient != null)
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Sending disconnect call for IB.", _type.FullName, "Stop");
}
// Toggle Field Value
_logoutRequest = true;
foreach (var ids in _idsMap.Values)
{
// Send Unsubscription Map
_ibClient.CancelMarketData(ids);
}
_ibClient = null;
// Raised Logout Event
if (LogoutArrived != null)
{
LogoutArrived(_marketDataProviderName);
}
}
else
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Connection no longer exists.", _type.FullName, "Stop");
}
}
// Indicating calls were successfully sent
return(true);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "Stop");
return(false);
}
}
/// <summary>
/// Connects/Starts a client
/// </summary>
public bool Start()
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Sending connection call for IB.", _type.FullName, "Start");
}
if (_ibClient == null)
{
_ibClient = new IBClient();
}
// Toggle Field Value
_logoutRequest = false;
// Hook Gateway Events
RegisterGatewayEvents();
_ibClient.Connect(_parameters.Host, _parameters.Port, _parameters.ClientId);
Task.Factory.StartNew(
() =>
{
while (!IsConnected())
{
}
// Raise Logon Event
if (LogonArrived != null)
{
LogonArrived(_marketDataProviderName);
}
});
// Indicating calls were successfully sent
return(true);
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "Start");
return(false);
}
}
private void btnConnect_Click(object sender, EventArgs e)
{
if (btnConnect.Text == "Connect")
{
client = new IBClient();
client.ThrowExceptions = true;
client.Connect(tbIPAddress.Text, Convert.ToInt32(tbPort.Text), 0);
client.HistoricalData += client_HistoricalData;
btnConnect.Text = "Disconnect";
gbDownloadConfiguration.Enabled = true;
}
else
{
client.Disconnect();
client.Dispose();
client = null;
btnConnect.Text = "Connect";
gbDownloadConfiguration.Enabled = false;
}
}
private void btnConnect_Click(object sender, EventArgs e)
{
if (btnConnect.Text == "Connect")
{
client = new IBClient();
client.ThrowExceptions = true;
client.Connect(tbIPAddress.Text, Convert.ToInt32(tbPort.Text), 0);
client.HistoricalData += client_HistoricalData;
btnConnect.Text = "Disconnect";
gbDownloadConfiguration.Enabled = true;
}
else
{
client.Disconnect();
client.Dispose();
client = null;
btnConnect.Text = "Connect";
gbDownloadConfiguration.Enabled = false;
}
}
private void Initialize()
{
client = new IBClient();
client.ThrowExceptions = true;
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.Error += client_Error;
client.NextValidId += client_NextValidId;
client.UpdateMarketDepth += client_UpdateMktDepth;
client.RealTimeBar += client_RealTimeBar;
client.OrderStatus += client_OrderStatus;
client.OpenOrder += client_OpenOrder;
client.OpenOrderEnd += client_OpenOrderEnd;
client.ExecDetails += new EventHandler <ExecDetailsEventArgs>(client_ExecDetails);
client.UpdatePortfolio += client_UpdatePortfolio;
client.ReportException += client_ReportException;
client.Connect("127.0.0.1", 7496, 0);
client.RequestAccountUpdates(true, null);
Thread.Sleep(1000);
}
public static IBClient StartIbClient(IBClient ibClient, ConnectionDetails connectionDetails)
{
ibClient.ClientSocket.eConnect(connectionDetails.Host, connectionDetails.Port, connectionDetails.ClientId);
var reader = new EReader(ibClient.ClientSocket, ibClient.Signal);
reader.Start();
new Thread(() =>
{
while (ibClient.ClientSocket.IsConnected())
{
ibClient.Signal.waitForSignal();
reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
//Force the thread to sleep in order to get all notifications from the gateway before going ahead
Thread.Sleep(TimeSpan.FromSeconds(5));
return(ibClient);
}
private bool openConnection()
{
string text;
ordersValid = false;
positionsValid = false;
tStart("openConnection()");
// check TWS
// open socket connection
if (ibclient == null)
{
_twsConnected = false;
logger.AddLog(LoggerLevel.Detail, "new IBClient");
// use factory to enable unit tests
// ibclient = new IBClient();
ibclient = Factory.GetIbClient();
// DEBUG
ibclient.ThrowExceptions = true;
ibclient.Error += ibclient_Error;
ibclient.ConnectionClosed += ibclient_ConnectionClosed;
ibclient.CurrentTime += new EventHandler<CurrentTimeEventArgs>(ibclient_CurrentTime);
ibclient.UpdateAccountValue += new EventHandler<UpdateAccountValueEventArgs>(ibclient_UpdateAccountValue);
ibclient.NextValidId += new EventHandler<NextValidIdEventArgs>(ibclient_NextValidId);
ibclient.OpenOrder += new EventHandler<OpenOrderEventArgs>(ibclient_OpenOrder);
ibclient.OrderStatus += new EventHandler<OrderStatusEventArgs>(ibclient_OrderStatus);
ibclient.UpdatePortfolio += new EventHandler<UpdatePortfolioEventArgs>(ibclient_UpdatePortfolio);
ibclient.ExecDetails += new EventHandler<ExecDetailsEventArgs>(ibclient_ExecDetails);
ibclient.AccountDownloadEnd += new EventHandler<AccountDownloadEndEventArgs>(ibclient_AccountDownloadEnd);
ibclient.ExecutionDataEnd += new EventHandler<ExecutionDataEndEventArgs>(ibclient_ExecutionDataEnd);
ibclient.OpenOrderEnd += new EventHandler<EventArgs>(ibclient_OpenOrderEnd);
ibclient.ManagedAccounts += new EventHandler<ManagedAccountsEventArgs>(ibclient_ManagedAccounts);
}
if (!ibclient.Connected)
{
logger.AddLog(LoggerLevel.Detail, "Connect");
ibclient.Connect(Hostname, Port, clientId);
if (!ibclient.Connected)
{
_twsConnected = false;
return false;
}
ibclient.ThrowExceptions = false;
_twsConnected = true;
logger.AddLog(LoggerLevel.Detail, "Connected");
//// sync PC clock to IB Server time
//if (settings.SynchronizeMachineTimeToIBServerTime
// == MachineTime.SynchToIBServerTime)
//{
// logger.AddLog(LoggerLevel.Detail, "Sync PC clock");
// string dtStr = ibclient.TwsConnectionTime;
// DateTime dt = DateTime.ParseExact(dtStr.Substring(0, 17),
// "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture);
// SetMachineTimeToServerTime(dt);
//}
//// nicht für Gateway FIX
//if (settings.DataHost == "") ibclient.SetServerLogLevel(settings.LogLevel);
// cancel old market subscriptions
//logger.AddLog(LoggerLevel.Detail, "Cancel old market data subscriptions");
//for (int i = 10000; i < 10200; i++)
//{
// DEBUG
// ibclient.CancelMktData(i);
//}
// successful started, reset reconnection counter
watchdog.Start();
}
lock (private_lock)
{
isFAAccount = true;
}
ibclient.RequestManagedAccts();
//// wait for account list or error
int numAccounts = 0;
for (int timeout = 20; timeout>0 ; timeout-- )
{
lock (private_lock)
{
if (!isFAAccount) break;
numAccounts = activeAccounts.Count;
if (numAccounts > 0) break;
}
Thread.Sleep(500);
}
if(isFAAccount) info(numAccounts + " Accounts found");
RequestAccountUpdates();
lastPortfolioUpdate = DateTime.Now;
ibclient.RequestOpenOrders();
lastOpenOrderUpdate = DateTime.Now;
ibclient.RequestIds(1);
ibclient.RequestCurrentTime();
_twsServerVersion = ibclient.ServerVersion.ToString();
_twsConnectionTime = ibclient.TwsConnectionTime;
text = "Connected, Server Version = " + _twsServerVersion
+ ", Connection Time = " + _twsConnectionTime;
logger.AddLog(LoggerLevel.Information, text);
_isConnected = true;
EmitConnected();
tEnd("openConnection()");
return true;
}
public DataManager(IBClient client, Control dataGrid)
{
ibClient = client;
uiControl = dataGrid;
}
public DataManager(IBClient client, Control dataGrid)
{
ibClient = client;
uiControl = dataGrid;
}
public AddInstrumentIbViewModel(DialogCoordinator dialogService)
{
_dialogService = dialogService;
CreateCommands();
Random r = new Random();
_client = new IBClient();
//random connection id for this one...
_client.Connect(Properties.Settings.Default.ibClientHost, Properties.Settings.Default.ibClientPort, r.Next(1000, 200000));
AddedInstruments = new List<Instrument>();
_client.ContractDetails += _client_ContractDetails;
_client.ContractDetailsEnd += _client_ContractDetailsEnd;
Observable
.FromEventPattern<ConnectionClosedEventArgs>(_client, "ConnectionClosed")
.ObserveOnDispatcher()
.Subscribe(e => _logger.Log(NLog.LogLevel.Warn, "IB Instrument Adder connection closed."));
Observable
.FromEventPattern<NextValidIdEventArgs>(_client, "NextValidId")
.Subscribe(e => _nextRequestID = e.EventArgs.OrderId);
Observable
.FromEventPattern<ErrorEventArgs>(_client, "Error")
.ObserveOnDispatcher()
.Subscribe(e =>
{
if (e.EventArgs.ErrorMsg != "No security definition has been found for the request")
{
_logger.Log(NLog.LogLevel.Error,
string.Format("{0} - {1}", e.EventArgs.ErrorCode, e.EventArgs.ErrorMsg));
}
Status = e.EventArgs.ErrorMsg;
SearchUnderway = false;
});
Exchanges = new ObservableCollection<string> { "All" };
_exchanges = new Dictionary<string, Exchange>();
using (var context = new MyDBContext())
{
_thisDS = context.Datasources.First(x => x.Name == "Interactive Brokers");
foreach (Exchange e in context.Exchanges)
{
Exchanges.Add(e.Name);
_exchanges.Add(e.Name, e);
}
}
Instruments = new ObservableCollection<Instrument>();
InstrumentTypes = new ObservableCollection<InstrumentType>();
//list the available types from our enum
var values = MyUtils.GetEnumValues<InstrumentType>();
foreach (var val in values)
{
InstrumentTypes.Add(val);
}
}
static void Main(string[] args)
{
client = new IBClient {ThrowExceptions = true};
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.Error += client_Error;
client.NextValidId += client_NextValidId;
client.UpdateMarketDepth += client_UpdateMktDepth;
client.RealTimeBar += client_RealTimeBar;
client.OrderStatus += client_OrderStatus;
client.ExecDetails += client_ExecDetails;
client.CommissionReport += client_CommissionReport;
Console.WriteLine("Connecting to IB.");
client.Connect("127.0.0.1", 7496, 10);
//TF = new Future("TF", "NYBOT", "USD", "200909");
//YmEcbot = new Future("YM", "ECBOT", "USD", "200909");
//ES = new Future("ES", "GLOBEX", "USD", "200909");
//SPY = new Future("SPY", "GLOBEX", "USD", "200909");
//ZN = new Future("ZN", "ECBOT", "USD", "200909");
//ZB = new Future("ZB", "ECBOT", "USD", "200909");
//ZT = new Future("ZT", "ECBOT", "USD", "200909");
//ZF = new Future("ZF", "ECBOT", "USD", "200909");
//TickNasdaq = new Index("TICK-NASD", "NASDAQ");
//VolNasdaq = new Index("VOL-NASD", "NASDAQ");
//AdNasdaq = new Index("AD-NASD", "NASDAQ");
//TickNyse = new Index("TICK-NYSE", "NYSE");
//VolNyse = new Index("VOL-NYSE", "NYSE");
//AdNyse = new Index("AD-NYSE", "NYSE");
//New Contract Creation Features
//var Google = new Equity("GOOG");
//Forex Test
var EUR = new Forex("EUR", "USD");
//Order BuyContract = KrsOrderFactory.CreateOrder(ActionSide.Buy, OrderType.Limit, 560, 0, 1, false, 0);
//BuyContract.OutsideRth = false;
//BuyContract.LimitPrice = 560;
//BuyContract.OrderType = OrderType.Limit;
//BuyContract.TotalQuantity = 1;
//client.PlaceOrder(503, TF, BuyContract);
client.RequestExecutions(NextOrderId++, new KrsExecutionFilter());
client.RequestAllOpenOrders();
client.RequestMarketData(NextOrderId++, EUR, null, false, false);
client.RequestMarketDepth(NextOrderId++, EUR, 5);
client.RequestRealTimeBars(NextOrderId++, EUR, 5, RealTimeBarType.Midpoint, false);
//client.RequestMarketData(NextOrderId++, EUR, null, false, false);
while(true)
{
Thread.Sleep(100);
}
}
void DisposeIBClient()
{
if (client != null)
{
logger.Debug("Disconnecting IBClient");
client.Disconnect();
Thread.Sleep(250);
logger.Debug("Stopping IBClient Worker Thread");
client.Stop();
Thread.Sleep(250);
logger.Debug("Disposing IB Client");
client.Dispose();
Thread.Sleep(250);
client = null;
Thread.Sleep(250);
}
}
public RealTimeBarsManager(IBClient ibClient, Chart rtBarsChart, DataGridView rtBarsGrid) : base(ibClient, rtBarsChart, rtBarsGrid)
{
}
/// <summary>
/// The main entry point for the application.
/// </summary>
//[STAThread]
static void Main(string[] args)
{
client = new IBClient();
client.ThrowExceptions = true;
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.Error += client_Error;
client.NextValidId += client_NextValidId;
client.UpdateMarketDepth += client_UpdateMktDepth;
client.RealTimeBar += client_RealTimeBar;
client.OrderStatus += client_OrderStatus;
client.ExecDetails += client_ExecDetails;
Console.WriteLine("Connecting to IB.");
client.Connect("127.0.0.1", 7496, 0);
TF = new Contract("TF", "NYBOT", SecurityType.Future, "USD", "200909");
YmEcbot = new Contract("YM", "ECBOT", SecurityType.Future, "USD", "200909");
ES = new Contract("ES", "GLOBEX", SecurityType.Future, "USD", "200909");
SPY = new Contract("SPY", "GLOBEX", SecurityType.Future, "USD", "200909");
ZN = new Contract("ZN", "ECBOT", SecurityType.Future, "USD", "200909");
ZB = new Contract("ZB", "ECBOT", SecurityType.Future, "USD", "200909");
ZT = new Contract("ZT", "ECBOT", SecurityType.Future, "USD", "200909");
AAPL = new Contract("ZF", "ECBOT", SecurityType.Future, "USD", "200909");
//TickNasdaq = new Contract("TICK-NASD", "NASDAQ", SecurityType.Index, "USD");
//VolNasdaq = new Contract("VOL-NASD", "NASDAQ", SecurityType.Index, "USD");
//AdNasdaq = new Contract("AD-NASD", "NASDAQ", SecurityType.Index, "USD");
//TickNyse = new Contract("TICK-NYSE", "NYSE", SecurityType.Index, "USD");
//VolNyse = new Contract("VOL-NYSE", "NYSE", SecurityType.Index, "USD");
//AdNyse = new Contract("AD-NYSE", "NYSE", SecurityType.Index, "USD");
//New Contract Creation Features
Equity Google = new Equity("GOOG");
client.RequestMarketData(14, Google, null, false, false);
client.RequestMarketDepth(15, Google, 5);
client.RequestRealTimeBars(16, Google, 5, RealTimeBarType.Trades, false);
Order BuyContract = new Order();
BuyContract.Action = ActionSide.Sell;
BuyContract.OutsideRth = false;
BuyContract.LimitPrice = 560;
BuyContract.OrderType = OrderType.Market;
BuyContract.TotalQuantity = 1;
BuyContract.AuxPrice = 560;
client.PlaceOrder(NextOrderId, Google, BuyContract);
client.RequestIds(1);
client.RequestExecutions(34, new ExecutionFilter());
client.RequestAllOpenOrders();
//Application.EnableVisualStyles();
//Application.SetCompatibleTextRenderingDefault(false);
//Application.Run(new Form1());
while (true)
{
Thread.Sleep(100);
}
}
public HistoricalDataTestApp()
{
InitializeComponent();
client = null;
gbDownloadConfiguration.Enabled = false;
}
void ibclient_ConnectionClosed(object sender, ConnectionClosedEventArgs e)
{
tStart("ibclient_ConnectionClosed()");
//Console.WriteLine("Stingray: Connection to TWS closed");
logger.AddLog(LoggerLevel.Error, "ConnectionClosed()");
bool callDisconnect = false;
lock (private_lock)
{
_twsConnected = false;
if (ibclient != null && ibclient.Connected) callDisconnect = true;
Accounts.Disconnect();
}
// if(callDisconnect)
//try
//{
// if(callDisconnect) ibclient.Disconnect();
//}
//catch (Exception /*ex*/)
//{
// // MessageBox.Show("ibclient_ConnectionClosed: Disconnect: " + ex.Message);
// ibclient = null;
//}
ibclient = null;
ordersValid = false;
positionsValid = false;
_isConnected = false;
EmitDisconnected();
tEnd("ibclient_ConnectionClosed()");
}
private void ConnectToIB()
{
DisposeIBClient();
logger.Info("Rebuilding IBClient");
if (client != null)
client.Dispose();
client = new IBClient();
Thread.Sleep(1000);
logger.Info("IBClient Rebuilt");
//client.ThrowExceptions = true;
int retryCt = 5;
while (!client.Connected)
{
if ((retryCt--) <= 0)
{
logger.Info("Tried to reconnect 5 times going to try re-creating the client...");
return;
}
if (terminateRequested)
ShutdownRecorder();
try
{
//int clientID = (new Random()).Next(0, 2000);
logger.Info("Connecting to TWS Interactive brokers with host "+ settings.IBHostToConnectTo
+ " on port " + settings.IBPortToConnectTo + "..." +"(Try " + (4-retryCt) + " of 5)" );
client.Connect(settings.IBHostToConnectTo, settings.IBPortToConnectTo, 1);
logger.Info("Connection initiated, requesting data");
Thread.Sleep(2000);
client.RequestIds(1);
Thread.Sleep(2000);
}
catch (Exception ex)
{
logger.Info("IB Connecting Exception: " + ex.Message);
if (terminateRequested) // changed: 2004-1-28
ShutdownRecorder();
Thread.Sleep(3000);
}
}
logger.Info("TWS Client Connected is now true.");
Thread.Sleep(2000);
logger.Info("Connected to TWS server version {0} at {1}.", client.ServerVersion, client.TwsConnectionTime);
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.Error += client_Error;
//client.UpdateMarketDepth += new EventHandler<UpdateMarketDepthEventArgs>(client_UpdateMarketDepth);
//client.UpdateMarketDepthL2 += new EventHandler<UpdateMarketDepthL2EventArgs>(client_UpdateMarketDepthL2);
//// client.TickString += new EventHandler<TickStringEventArgs>(client_TickString); // nothing of value that I see
//client.TickGeneric += new EventHandler<TickGenericEventArgs>(client_TickGeneric);
//client.TickEfp += new EventHandler<TickEfpEventArgs>(client_TickEfp);
//client.FundamentalData += new EventHandler<FundamentalDetailsEventArgs>(client_FundamentalData);
//client.ContractDetails += new EventHandler<ContractDetailsEventArgs>(client_ContractDetails);
//client.RequestNewsBulletins(false);
/////////// Register the list of symbols for TWS ///////////
string listToEcho = "";
for (int s = 0; s < symbols.Count(); s++)
{
string name = symbols[s].Symbol.Trim();
Contract item = new Contract(name, symbols[s].Market, symbols[s].securityType, "USD");
client.RequestMarketData(symbols[s].SymbolID, item, null, false, false);
// Examples..
//axTws1.reqMktData(curID++, symbols[s], "STK", "", 0, "", "", "SMART", "ISLAND", "USD", "", 0);
//client.RequestMarketDepth(symbol.SymbolID, item, 10);
//client.RequestContractDetails(symbol.SymbolID, item);
//client.RequestFundamentalData(symbol.SymbolID, item, "Estimates");
//client.RequestFundamentalData(symbol.SymbolID, item, "Financial Statements");
//client.RequestFundamentalData(symbol.SymbolID, item, "Summary");
listToEcho += ", " + name;
}
logger.Debug("Symbols: {0}", listToEcho);
//(NowString() + ": Symbols: " + listToEcho).Log();
}
public DeepBookManager(IBClient client, DataGridView dataGrid) : base(client, dataGrid)
{
}
public static void Start(string[] args)
{
//set Mode to "entry" (for market entry) or "exit" (for market exit)
//if args[1] = 1 : Mode = "entry"
//if args[1] = -1 : Mode = "exit"
GetProcessMode(args[1]);
Logger.WriteStartToLog(DateTime.Now, "starting Program", Program.UserId);
Logger.WriteToProgramLog(DateTime.Now,
String.Format("Start Process for userId: {0} for market {1}.", Program.UserId, Mode));
DataContext dbmanager = new DataContext();
//get user's settings
user = dbmanager.GetUserSettings(Program.UserId);
if (user.UserId == null)
{
Logger.WriteToProgramLog(DateTime.Now, String.Format("wrong userId, cant find user settings for userId = {0}",Program.UserId));
return;
}
//if mode = 'entry' calculate new rsi orders and get last(new) RSI orders list
//if mode = 'exit' sell all the orders in the portfolio
if (Mode.Equals("entry"))
{
dbmanager.CalculateTodaysOeders(user.UserId, user.NumberOfOrders, user.Capital, args[1]);
orders = dbmanager.GetRsiOrders(user);
}
client = new IBClient {ThrowExceptions = true};
client.NextValidId += (ClientNextValidId);
client.OrderStatus += (ClientOrderStatus);
client.ExecDetails += (ClientExecDetails);
client.Error += (ClientError);
client.UpdatePortfolio += (ClientUpdatePortfolio);
client.UpdateAccountValue += (ClientUpdateAccountValue);
client.CurrentTime += (ClientCurrentTime);
//connect to TWS
ConnectToTws();
if (!client.Connected)
ConnectToTws();
if (!client.Connected)
{
Logger.WriteToLog(DateTime.Now, "ClientManager.Start: cannot connect to TWS, terminate the program", Program.UserId);
Logger.WriteToProgramLog(DateTime.Now, string.Format("{0}: Could not connect to TWS", Program.UserId));
if (runTwsProcesId!=0)
CloseTws();
return;
}
client.RequestAccountUpdates(true, "");
client.RequestCurrentTime();
DateTime startingTime = DateTime.Now;
// Close when all orders have been submited or 1.5 minutes have passed (counter = count orders that their status has changed)
//while (DateTime.Now.Subtract(startingTime).Minutes < 1.5 && counter < orders.Count)
while (!fdone)
{
if (fCurentTime)
//if (fNextValisId && done == false)
if (fNextValisId)
PlaceOrders();
Thread.Sleep(1000); //1 secound (Wait a second for writing to the log all the remained order status)
if (DateTime.Now.Subtract(startingTime).Minutes >= 3.5)
{
Logger.WriteToLog(DateTime.Now, "Program Time Down", Program.UserId);
Logger.WriteToProgramLog(DateTime.Now, string.Format("{0}: Time Down", Program.UserId));
fdone = true;
}
}
//close tws
int closeAttempt = 0;
if (runTwsProcesId != 0)
{
while (!CloseTws() && closeAttempt < 3)
closeAttempt++;
}
Logger.WriteToLog(DateTime.Now, "Done", Program.UserId);
Logger.WriteToProgramLog(DateTime.Now, string.Format("{0}: Done",Program.UserId));
}
public ScannerManager(IBClient client, DataGridView dataGrid)
: base(client, dataGrid)
{
}
private SearchJsonResponse searchJsonResponse; // Json search results object
public Form1()
{
InitializeComponent();
Log.InitializeDB();
logThread = new Thread(new ThreadStart(LogThread)); // Make an instance of the thread and assign method name which will be executed in the thread
// listView1 setup
listView1.View = View.Details; // Shows the header
listView1.FullRowSelect = true; // !!!Lets to select the whole row in the table!!!
// Fleck socket server
FleckLog.Level = LogLevel.Debug;
// Json search object class instance
searchJsonResponse = new SearchJsonResponse();
allSockets = new List <IWebSocketConnection>();
var server = new WebSocketServer("ws://0.0.0.0:8181");
server.SupportedSubProtocols = new[] { "superchat", "chat" };
server.Start(socket =>
{
socket.OnOpen = () =>
{;
Log.Insert(DateTime.Now, "Form1.cs", string.Format("Websocket connection open!"), "white");
allSockets.Add(socket); };
socket.OnClose = () =>
{
allSockets.Remove(socket);
};
socket.OnMessage = message =>
{
// Send message back to websocket
Log.Insert(DateTime.Now, "Form1.cs", string.Format("socket.OnMessage. A message received from a client: {0}", message), "white");
//allSockets.ToList().ForEach(s => s.Send("Hello from websocket!"));
// Contract search. The same code as in searchContractDetails_Click button handler
ShowTab(contractInfoTab, contractDetailsPage);
Contract contract = GetConDetContract(); // Read form fields
contract.Symbol = message;
contractManager.RequestContractDetails(contract);
};
});
// IB Client new instance
ibClient = new IBClient(signal);
// IB Variables declaraton
// Other features can be added and connected
orderManager = new OrderManager(ibClient, liveOrdersGrid, tradeLogGrid);
accountManager = new AccountManager(ibClient, accountSelector, accSummaryGrid, accountValuesGrid, accountPortfolioGrid, positionsGrid);
contractManager = new ContractManager(ibClient, fundamentalsOutput, contractDetailsGrid); //ibClient, form tab, form tab. https://interactivebrokers.github.io/tws-api/contract_details.html#gsc.tab=0
conDetRight.Items.AddRange(ContractRight.GetAll());
conDetRight.SelectedIndex = 0;
fundamentalsReportType.Items.AddRange(FundamentalsReport.GetAll());
fundamentalsReportType.SelectedIndex = 0;
this.groupMethod.DataSource = AllocationGroupMethod.GetAsData();
this.groupMethod.ValueMember = "Value";
this.groupMethod.DisplayMember = "Name";
this.profileType.DataSource = AllocationProfileType.GetAsData();
this.profileType.ValueMember = "Value";
this.profileType.DisplayMember = "Name";
hdRequest_EndTime.Text = DateTime.Now.ToString("yyyyMMdd HH:mm:ss");
DateTime execFilterDefault = DateTime.Now.AddHours(-1);
execFilterTime.Text = execFilterDefault.ToString("yyyyMMdd HH:mm:ss");
// Events liniking
// All events belong to EWrapper interface and called Public member functions
ibClient.Error += ibClient_Error;
ibClient.ConnectionClosed += ibClient_ConnectionClosed;
ibClient.CurrentTime += time => addTextToBox("Current Time: " + time + "\n");
ibClient.TickPrice += ibClient_TickPrice;
ibClient.TickSize += ibClient_TickSize;
ibClient.TickString += (tickerId, tickType, value) => addTextToBox("Tick string. Ticker Id:" + tickerId + ", Type: " + TickType.getField(tickType) + ", Value: " + value + "\n");
ibClient.TickGeneric += (tickerId, field, value) => addTextToBox("Tick Generic. Ticker Id:" + tickerId + ", Field: " + TickType.getField(field) + ", Value: " + value + "\n");
ibClient.TickEFP += (tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureLastTradeDate, dividendImpact, dividendsToLastTradeDate) => addTextToBox("TickEFP. " + tickerId + ", Type: " + tickType + ", BasisPoints: " + basisPoints + ", FormattedBasisPoints: " + formattedBasisPoints + ", ImpliedFuture: " + impliedFuture + ", HoldDays: " + holdDays + ", FutureLastTradeDate: " + futureLastTradeDate + ", DividendImpact: " + dividendImpact + ", DividendsToLastTradeDate: " + dividendsToLastTradeDate + "\n");
ibClient.TickSnapshotEnd += tickerId => addTextToBox("TickSnapshotEnd: " + tickerId + "\n");
ibClient.NextValidId += ibClient_NextValidId; // Receives next valid order id. Will be invoked automatically upon successfull API client connection. Used for sending connection status
ibClient.DeltaNeutralValidation += (reqId, underComp) =>
addTextToBox("DeltaNeutralValidation. " + reqId + ", ConId: " + underComp.ConId + ", Delta: " + underComp.Delta + ", Price: " + underComp.Price + "\n");
// Accounts
ibClient.ManagedAccounts += accountsList => HandleMessage(new ManagedAccountsMessage(accountsList));
// Options
ibClient.TickOptionCommunication += (tickerId, field, impliedVolatility, delta, optPrice, pvDividend, gamma, vega, theta, undPrice) =>
HandleMessage(new TickOptionMessage(tickerId, field, impliedVolatility, delta, optPrice, pvDividend, gamma, vega, theta, undPrice));
// Account info, portfolio
ibClient.AccountSummary += (reqId, account, tag, value, currency) => HandleMessage(new AccountSummaryMessage(reqId, account, tag, value, currency));
ibClient.AccountSummaryEnd += reqId => HandleMessage(new AccountSummaryEndMessage(reqId));
ibClient.UpdateAccountValue += (key, value, currency, accountName) => HandleMessage(new AccountValueMessage(key, value, currency, accountName));
ibClient.UpdatePortfolio += (contract, position, marketPrice, marketValue, averageCost, unrealisedPNL, realisedPNL, accountName) =>
HandleMessage(new UpdatePortfolioMessage(contract, position, marketPrice, marketValue, averageCost, unrealisedPNL, realisedPNL, accountName));
ibClient.UpdateAccountTime += timestamp => HandleMessage(new UpdateAccountTimeMessage(timestamp));
ibClient.AccountDownloadEnd += account => HandleMessage(new AccountDownloadEndMessage(account));
ibClient.OrderStatus += (orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld) =>
HandleMessage(new OrderStatusMessage(orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld));
ibClient.OpenOrder += (orderId, contract, order, orderState) => HandleMessage(new OpenOrderMessage(orderId, contract, order, orderState));
ibClient.OpenOrderEnd += () => HandleMessage(new OpenOrderEndMessage());
// Contracts, comission, fundamential data, historical data
ibClient.ContractDetails += (reqId, contractDetails) => HandleMessage(new ContractDetailsMessage(reqId, contractDetails));
ibClient.ContractDetailsEnd += (reqId) => HandleMessage(new ContractDetailsEndMessage());
ibClient.ExecDetails += (reqId, contract, execution) => HandleMessage(new ExecutionMessage(reqId, contract, execution));
ibClient.ExecDetailsEnd += reqId => addTextToBox("ExecDetailsEnd. " + reqId + "\n");
ibClient.CommissionReport += commissionReport => HandleMessage(new CommissionMessage(commissionReport));
ibClient.FundamentalData += (reqId, data) => HandleMessage(new FundamentalsMessage(data));
ibClient.HistoricalData += (reqId, date, open, high, low, close, volume, count, WAP, hasGaps) =>
HandleMessage(new HistoricalDataMessage(reqId, date, open, high, low, close, volume, count, WAP, hasGaps));
ibClient.HistoricalDataEnd += (reqId, startDate, endDate) => HandleMessage(new HistoricalDataEndMessage(reqId, startDate, endDate));
ibClient.MarketDataType += (reqId, marketDataType) => addTextToBox("MarketDataType. " + reqId + ", Type: " + marketDataType + "\n");
ibClient.UpdateMktDepth += (tickerId, position, operation, side, price, size) => HandleMessage(new DeepBookMessage(tickerId, position, operation, side, price, size, ""));
ibClient.UpdateMktDepthL2 += (tickerId, position, marketMaker, operation, side, price, size) => HandleMessage(new DeepBookMessage(tickerId, position, operation, side, price, size, marketMaker));
ibClient.UpdateNewsBulletin += (msgId, msgType, message, origExchange) =>
addTextToBox("News Bulletins. " + msgId + " - Type: " + msgType + ", Message: " + message + ", Exchange of Origin: " + origExchange + "\n");
// Positions
ibClient.Position += (account, contract, pos, avgCost) => HandleMessage(new PositionMessage(account, contract, pos, avgCost));
ibClient.PositionEnd += () => addTextToBox("PositionEnd \n");
// Bars, scanners
ibClient.RealtimeBar += (reqId, time, open, high, low, close, volume, WAP, count) => HandleMessage(new RealTimeBarMessage(reqId, time, open, high, low, close, volume, WAP, count));
ibClient.ScannerParameters += xml => HandleMessage(new ScannerParametersMessage(xml));
ibClient.ScannerData += (reqId, rank, contractDetails, distance, benchmark, projection, legsStr) =>
HandleMessage(new ScannerMessage(reqId, rank, contractDetails, distance, benchmark, projection, legsStr));
ibClient.ScannerDataEnd += reqId => addTextToBox("ScannerDataEnd. " + reqId + "\r\n");
ibClient.ReceiveFA += (faDataType, faXmlData) => HandleMessage(new AdvisorDataMessage(faDataType, faXmlData));
ibClient.BondContractDetails += (requestId, contractDetails) => addTextToBox("Receiving bond contract details.");
ibClient.VerifyMessageAPI += apiData => addTextToBox("verifyMessageAPI: " + apiData);
ibClient.VerifyCompleted += (isSuccessful, errorText) => addTextToBox("verifyCompleted. IsSuccessfule: " + isSuccessful + " - Error: " + errorText);
ibClient.VerifyAndAuthMessageAPI += (apiData, xyzChallenge) => addTextToBox("verifyAndAuthMessageAPI: " + apiData + " " + xyzChallenge);
ibClient.VerifyAndAuthCompleted += (isSuccessful, errorText) => addTextToBox("verifyAndAuthCompleted. IsSuccessfule: " + isSuccessful + " - Error: " + errorText);
ibClient.DisplayGroupList += (reqId, groups) => addTextToBox("DisplayGroupList. Request: " + reqId + ", Groups" + groups);
ibClient.DisplayGroupUpdated += (reqId, contractInfo) => addTextToBox("displayGroupUpdated. Request: " + reqId + ", ContractInfo: " + contractInfo);
// Multi positions
ibClient.PositionMulti += (reqId, account, modelCode, contract, pos, avgCost) => HandleMessage(new PositionMultiMessage(reqId, account, modelCode, contract, pos, avgCost));
ibClient.PositionMultiEnd += (reqId) => HandleMessage(new PositionMultiEndMessage(reqId));
ibClient.AccountUpdateMulti += (reqId, account, modelCode, key, value, currency) => HandleMessage(new AccountUpdateMultiMessage(reqId, account, modelCode, key, value, currency));
ibClient.AccountUpdateMultiEnd += (reqId) => HandleMessage(new AccountUpdateMultiEndMessage(reqId));
ibClient.SecurityDefinitionOptionParameter += (reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes) => HandleMessage(new SecurityDefinitionOptionParameterMessage(reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes));
ibClient.SecurityDefinitionOptionParameterEnd += (reqId) => HandleMessage(new SecurityDefinitionOptionParameterEndMessage(reqId));
// Soft dollar tires
ibClient.SoftDollarTiers += (reqId, tiers) => HandleMessage(new SoftDollarTiersMessage(reqId, tiers));
}
public MarketDataManager(IBClient client, DataGridView dataGrid) : base(client, dataGrid)
{
}
public bool Disconnect()
{
if (client != null)
{
client.Error -= client_Error;
client.TickPrice -= client_TickPrice;
client.TickSize -= client_TickSize;
client.UpdateAccountValue -= client_UpdateAccountValue;
client.UpdatePortfolio -= client_UpdatePortfolio;
client.OrderStatus -= client_OrderStatus;
client.ExecDetails -= client_ExecDetails;
client.NextValidId -= client_NextValidId;
client.CurrentTime -= client_CurrentTime;
client.Disconnect();
}
client = null;
lock (_lockObject)
{
watchedSymbols.Clear();
_watching = false;
if (!_connected)
{
lastError = "Not connected.";
hadError = true;
return false;
}
_connected = false;
ClearError();
return true;
}
}
public bool Connect(ServiceConnectOptions connectOptions)
{
ClearError();
if (_connected)
return true;
foreach (Symbol symbol in new List<Symbol>(watchedSymbols.Keys))
{
watchedSymbols[symbol] = null;
}
if (client == null)
{
client = new IBClient();
client.ThrowExceptions = true;
client.Error += client_Error;
client.TickPrice += client_TickPrice;
client.TickSize += client_TickSize;
client.UpdateAccountValue += client_UpdateAccountValue;
client.UpdatePortfolio += client_UpdatePortfolio;
client.OrderStatus += client_OrderStatus;
client.ExecDetails += client_ExecDetails;
client.NextValidId += client_NextValidId;
client.CurrentTime += client_CurrentTime;
}
int clientID = -1;
bool brokerConnect = ((connectOptions & ServiceConnectOptions.Broker) == ServiceConnectOptions.Broker);
if ((connectOptions & ServiceConnectOptions.Broker) == ServiceConnectOptions.Broker)
{
clientID = _clientIDBroker;
}
else if ((connectOptions & ServiceConnectOptions.LiveData) == ServiceConnectOptions.LiveData)
{
clientID = _clientIDLiveData;
}
else if ((connectOptions & ServiceConnectOptions.HistoricalData) == ServiceConnectOptions.HistoricalData)
{
clientID = _clientIDHist;
}
if (clientID < 0)
{
clientID = new Random().Next();
}
client.Connect(string.IsNullOrEmpty(ServerAddress) ? "127.0.0.1" : ServerAddress, (Port == 0) ? 7496 : Port, clientID);
lock (_lockObject)
{
_connected = true;
}
if (brokerConnect)
{
lock (_lockObject)
{
_connectWaitHandle = new ManualResetEvent(false);
_gettingReconnectData = true;
_hadError1102 = false;
foreach (string id in openOrders.Keys)
{
_potentiallyCancelledOrders[id] = null;
}
}
client.RequestAccountUpdates(true, accountCode);
//client.ReqAllOpenOrders();
client.RequestOpenOrders();
ExecutionFilter filter = new ExecutionFilter();
filter.ClientId = clientID;
filter.Side = ActionSide.Buy;
client.RequestExecutions(nextID++, filter);
filter.Side = ActionSide.Sell;
client.RequestExecutions(nextID++, filter);
// Request the current time so that when we get it, we know that (hopefully)
// we have gotten all the results from ReqOpenOrders and ReqExecutions
client.RequestCurrentTime();
if (!_connectWaitHandle.WaitOne(TimeSpan.FromSeconds(10.0), true))
{
string msg = "Timed out waiting for TWS order and execution data to finish.";
Trace.WriteLine(msg);
Console.WriteLine(msg);
}
if (_potentiallyCancelledOrders.Count > 0)
{
// Wait a bit longer to check for errorCode 1102
Thread.Sleep(500);
}
lock (_lockObject)
{
_gettingReconnectData = false;
if (!_hadError1102)
{
foreach (string orderID in _potentiallyCancelledOrders.Keys)
{
BrokerOrder order;
if (openOrders.TryGetValue(orderID, out order))
{
order.OrderState = BrokerOrderState.Cancelled;
OrderUpdatedDelegate tmp = OrderUpdated;
if (tmp != null)
{
tmp(order, null, "Order cancelled while disconnected.");
}
openOrders.Remove(orderID);
}
else
{
int b = 0;
}
}
}
_potentiallyCancelledOrders.Clear();
}
}
return true;
}
