static void Main(string[] args) { //IB's main object const string symbolFile = @"C:\Users\Zhe\Documents\GitHub\MyPairs\testSymbol.csv"; const string quoteDir = @"C:\Users\Zhe\Documents\GitHub\MyPairs\tmp_quotes"; // TODO: remove this max quote to somewhere else const int maxQuote = 60; EWrapperImpl ibClient = new EWrapperImpl(symbolFile, quoteDir, maxQuote); ibClient.ClientSocket.eConnect("127.0.0.1", 7496, 0); Thread.Sleep(2000);
static void Main(string[] args) { //IB's main object const string symbolFile = @"C:\Users\Zhe\Documents\GitHub\MyPairs\testSymbol.csv"; const string quoteDir = @"C:\Users\Zhe\Documents\GitHub\MyPairs\tmp_quotes"; // TODO: remove this max quote to somewhere else const int maxQuote = 60; EWrapperImpl ibClient = new EWrapperImpl(symbolFile, quoteDir, maxQuote); ibClient.ClientSocket.eConnect("127.0.0.1", 7496, 0); Thread.Sleep(2000); #region Test Yahoo //Console.WriteLine(ibClient.PairPosDict[8].pairStkLeg.Symbol); <<<<<<< HEAD for (int i = 0; i < 10; i++) { if (i == 60) { Console.ReadKey(); } ibClient.getAllQuote(); } ======= //ibClient.PairPosDict[8].getPairQuote(); >>>>>>> origin/master #endregion #region testProcessSignal // PairSignal tmpSignal = new PairSignal(); // tmpSignal.StkTID = 8; // CSCO // tmpSignal.EtfTID = 1; // tmpSignal.TrSignal = PairType.openLong; // // ibClient.processSignal(tmpSignal); // Console.ReadKey(); // // tmpSignal.TrSignal = PairType.closeLong; // ibClient.processSignal(tmpSignal); // // Console.ReadKey(); #endregion #region Test req mkt data // Contract generalContract = new Contract(); // generalContract.SecType = "CASH"; // generalContract.Currency = "USD"; // generalContract.Exchange = "IDEALPRO"; // generalContract.Symbol = "EUR"; // ibClient.ClientSocket.reqMktData(1, generalContract, "", false, null); // Console.ReadKey(); #endregion #region reqMktData // Contract generalContract = new Contract(); // generalContract.SecType = "STK"; // generalContract.Currency = "USD"; // generalContract.Exchange = "SMART"; // // // // request one symbol // generalContract.Symbol = "GOOG"; // ibClient.ClientSocket.reqMktData(1, generalContract, "", false, null); // Console.ReadKey(); // request a loop // for (int tID = 0; tID < NUM_QUOTES; tID++) // { // Contract c1 = generalContract; // //c1.Symbol = ibClient.TickerSymbolDict.ElementAt(tID).Value; // c1.Symbol = "GOOG"; // // ibClient.ClientSocket.reqMktData(ibClient.TickerSymbolDict.ElementAt(tID).Key, c1, "", false, null); // } // Thread.Sleep(30000); // Console.ForegroundColor = ConsoleColor.Red; // Console.WriteLine("Finish requesting quote data! Now write to file.\n\n"); // Console.ResetColor(); // // foreach (int tID in ibClient.QuoteDict.Keys) // { // ibClient.ClientSocket.cancelMktData(tID); // } // // foreach (int tID in ibClient.QuoteDict.Keys) // { // Console.WriteLine("{0}, {1}, {2}", tID, ibClient.TickerSymbolDict[tID], ibClient.QuoteDict[tID].Count); // ibClient.CSVWriter(tID); // } #endregion #region Market Order ////Create and define a contract to fetch data for // Contract contract = new Contract(); // contract.Symbol = "CSCO"; // contract.SecType = "STK"; // contract.Currency = "USD"; // contract.Exchange = "SMART"; // // Order tmpOrder = new Order(); // //tmpOrder.ClientId = 0; // tmpOrder.OrderId = ibClient.NextOrderId; // tmpOrder.Action = "BUY"; // tmpOrder.TotalQuantity = 100; // tmpOrder.OrderType = "MKT"; // // ibClient.ClientSocket.placeOrder(ibClient.NextOrderId, contract, tmpOrder); // // Thread.Sleep(3000); ////ibClient.ClientSocket.cancelOrder(ibClient.NextOrderId); //Contract contract1 = new Contract(); //contract1.Symbol = "AAPL"; //contract1.SecType = "STK"; //contract1.Currency = "USD"; //contract1.Exchange = "SMART"; //tmpOrder.OrderId = ibClient.NextOrderId + 1; //tmpOrder.Action = "BUY"; //tmpOrder.TotalQuantity = 100; //tmpOrder.OrderType = "LMT"; //tmpOrder.LmtPrice = 90; //ibClient.ClientSocket.placeOrder(ibClient.NextOrderId, contract, tmpOrder); //Thread.Sleep(10000); #endregion Console.WriteLine("The End."); }