public async Task ContractDetailsController_Should_ReturnValidForexContractAsync()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsContractDetailsController contractDetailsController = new TwsContractDetailsController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, new TwsRequestIdGenerator());
await connectionController.EnsureConnectedAsync();
Contract contract = new Contract();
contract.Symbol = "EUR";
contract.SecType = "CASH";
contract.Currency = "GBP";
contract.Exchange = "IDEALPRO";
// Call
List <ContractDetails> contractDetails = await contractDetailsController.GetContractAsync(contract);
// Assert
contractDetails.First().Should().NotBeNull();
// Tear down
await connectionController.DisconnectAsync();
}
public async Task ContractDetailsController_Should_ReturnValidContractAsync()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsContractDetailsController contractDetailsController = new TwsContractDetailsController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, new TwsRequestIdGenerator());
await connectionController.EnsureConnectedAsync();
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
// Call
List <ContractDetails> contractDetails = await contractDetailsController.GetContractAsync(contract);
// Assert
contractDetails.Should().NotBeNull();
// Tear down
await connectionController.DisconnectAsync();
}
public async Task OrderPlacementController_Should_PlaceOrdersSuccessfully()
{
// Setup
// Define the contract input to the contract details controller
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 = "201806";
// The following ContractDetails is the output of the call.
ContractDetails expectedContractDetails = new ContractDetails();
// Create a fake request Id generator which always returns a request Id of 1
int fakeRequestId = 1;
Mock <ITwsRequestIdGenerator> mockTwsRequestIdGenerator = new Mock <ITwsRequestIdGenerator>();
mockTwsRequestIdGenerator.Setup(mock => mock.GetNextRequestId()).Returns(fakeRequestId);
// Mock the callback handler, this one is a bit complex thanks to Tws APIs
// It is saying that at any point that TWSCallbackHandler.contractDetails is called, propagate a new event through the TwsCallbackHandler.ContractDetailsEvent event.
Mock <ITwsCallbackHandler> mockTwsCallbackHandler = new Mock <ITwsCallbackHandler>();
mockTwsCallbackHandler.Setup(mock => mock.contractDetails(It.IsAny <int>(), It.IsAny <ContractDetails>())).Callback <int, ContractDetails>((requestId, contractDetails) =>
{
mockTwsCallbackHandler.Raise(mock => mock.ContractDetailsEvent += null, null, new ContractDetailsEventArgs(requestId, contractDetails));
});
mockTwsCallbackHandler.Setup(mock => mock.contractDetailsEnd(It.IsAny <int>())).Callback <int>((requestId) =>
{
mockTwsCallbackHandler.Raise(mock => mock.ContractDetailsEndEvent += null, null, new ContractDetailsEndEventArgs(requestId));
});
// Mock the client socket
Mock <ITwsClientSocket> mockTwsClientSocket = new Mock <ITwsClientSocket>();
mockTwsClientSocket.Setup(mock => mock.ReqContractDetails(fakeRequestId, contract)).Callback(
() =>
{
mockTwsCallbackHandler.Object.contractDetails(fakeRequestId, expectedContractDetails);
mockTwsCallbackHandler.Object.contractDetailsEnd(fakeRequestId);
});
TwsContractDetailsController contractDetailsController = new TwsContractDetailsController(mockTwsClientSocket.Object, mockTwsCallbackHandler.Object, mockTwsRequestIdGenerator.Object);
// Call
List <ContractDetails> actualContractDetails = await contractDetailsController.GetContractAsync(contract);
// Assert
actualContractDetails[0].Should().Be(expectedContractDetails);
}
public async Task Should_GetOptionsContracts()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsRequestIdGenerator twsRequestIdGenerator = new TwsRequestIdGenerator();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsSecurityDefinitionOptionParametersController securityDefinitionController = new TwsSecurityDefinitionOptionParametersController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, twsRequestIdGenerator);
TwsContractDetailsController twsContractDetailsController = new TwsContractDetailsController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, twsRequestIdGenerator);
await connectionController.EnsureConnectedAsync();
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
};
// Get the contract details of the STOCK so that you can find the underlying security ID, required for the security definitions call.
var contractDetails = await twsContractDetailsController.GetContractAsync(contract);
var securityDefinitions = await securityDefinitionController.RequestSecurityDefinitionOptionParameters("MSFT", "", "STK", contractDetails.First().Contract.ConId);
securityDefinitions.Count.Should().BeGreaterThan(1);
////// If you want, you can request the contract details from this info or get historical data for it
////Contract option = new Contract()
////{
//// SecType = TwsContractSecType.Option,
//// Symbol = "MSFT",
//// Exchange = "SMART",
//// Strike = 150,
//// LastTradeDateOrContractMonth = securityDefinitions[0].Expirations.First(), // March 27, 20
//// Right = "C",
//// Multiplier = securityDefinitions[0].Multiplier,
//// Currency = TwsCurrency.Usd,
////};
////var optionContractDetails = await twsContractDetailsController.GetContractAsync(option);
////var queryTime = DateTime.Now;
////List<HistoricalDataEventArgs> historicalDataEvents = await twsHistoricalDataController.GetHistoricalDataAsync(option, queryTime, TwsDuration.OneMonth, TwsBarSizeSetting.OneMinute, TwsHistoricalDataRequestType.Trades);
}
