Exemple #1
0
        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);
            }
        }
Exemple #2
0
        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");
            ZF      = 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");

            //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    = 560;
            BuyContract.OrderType     = OrderType.Limit;
            BuyContract.TotalQuantity = 1;
            //client.PlaceOrder(503, TF, BuyContract);

            client.RequestExecutions(34, new ExecutionFilter());

            client.RequestAllOpenOrders();

            while (true)
            {
                Thread.Sleep(100);
            }
        }
Exemple #3
0
        /// <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);
            }
        }
Exemple #4
0
        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);
            }
        }