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 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));
}
