public void EnterMarketOrder(String BS, String m_Qty)
{
Krs.Ats.IBNet.Order m_Order = new Order();
m_Order.Action = (BS == "B" ? ActionSide.Buy : ActionSide.Sell);
m_Order.OutsideRth = false;
m_Order.OrderType = OrderType.Market;
m_Order.TotalQuantity = Convert.ToInt32(m_Qty);
m_Client.PlaceOrder(NextOrderId, m_Contract, m_Order);
++NextOrderId;
}
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 void OnCreateBrokerOrder(PhysicalOrder physicalOrder)
{
if (trace)
{
log.Trace("OnCreateBrokerOrder " + physicalOrder);
}
SymbolInfo symbol = physicalOrder.Symbol;
Contract contract = SymbolToContract(symbol);
// Contract contract = new Contract(symbol.Symbol,"SMART",SecurityType.Stock,"USD");
// Contract contract = new Contract(symbol.Symbol,"GLOBEX",SecurityType.Future,"USD","201006");
Order brokerOrder = ToBrokerOrder(physicalOrder);
while (nextValidId == 0)
{
Thread.Sleep(10);
}
nextValidId++;
client.PlaceOrder(nextValidId, contract, brokerOrder);
physicalToLogicalOrderMap.Add(nextValidId, physicalOrder.LogicalOrderId);
if (debug)
{
log.Debug("Place Order: " + contract.Symbol + " " + OrderToString(brokerOrder));
}
}
/// <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);
}
}
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 += new EventHandler <ExecDetailsEventArgs>(client_ExecDetails);
Console.WriteLine("Connecting to IB.");
client.Connect("127.0.0.1", 7496, 0);
ER2 = new Contract("ER2", "GLOBEX", SecurityType.Future, "USD", "200806");
YmEcbot = new Contract("YM", "ECBOT", SecurityType.Future, "USD", "200806");
ES = new Contract("ES", "GLOBEX", SecurityType.Future, "USD", "200806");
SPY = new Contract("SPY", "GLOBEX", SecurityType.Future, "USD", "200806");
ZN = new Contract("ZN", "ECBOT", SecurityType.Future, "USD", "200806");
ZB = new Contract("ZB", "ECBOT", SecurityType.Future, "USD", "200806");
ZT = new Contract("ZT", "ECBOT", SecurityType.Future, "USD", "200806");
ZF = new Contract("ZF", "ECBOT", SecurityType.Future, "USD", "200806");
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");
//Forex Test
Forex EUR = new Forex("EUR", "USD");
client.RequestMarketData(14, Google, null, false, false);
client.RequestMarketDepth(15, Google, 5);
client.RequestRealTimeBars(16, Google, 5, RealTimeBarType.Trades, false);
client.RequestMarketData(17, EUR, null, false, false);
Order BuyContract = new Order();
BuyContract.Action = ActionSide.Buy;
BuyContract.OutsideRth = false;
BuyContract.LimitPrice = 820;
BuyContract.OrderType = OrderType.Limit;
BuyContract.TotalQuantity = 1;
client.PlaceOrder(502, ER2, BuyContract);
client.RequestExecutions(34, new ExecutionFilter());
while (true)
{
Thread.Sleep(100);
}
}
