public static void LoadPositions(Strategy strategy, Positions positions, SimpleLogger log)
{
foreach (string line in Positions.PositionList)
{
string symbol = SignalFile.GetWantedText(line, "Symbol:");
if (strategy.Symbol == symbol)
{
positions.IBSymbol = strategy.Symbol;
string pos = SignalFile.GetWantedText(line, "Position:");
positions.IBCurrentPosition = Convert.ToInt32(pos);
break;
}
}
if (string.IsNullOrEmpty(positions.IBSymbol))
{
int strategyPosition = 0;//DBFunctions.GetCurrentStrategyPositionFromDB(log, strategy);
Positions.SetIBPosition(strategy, strategyPosition, positions);
log.Broker($"IB Position does not exist. Setting position for symbol: {strategy.Symbol}, position: {strategyPosition}");
//log.Broker($"Using curr_Strategy_Position table for Positions Update. symbol: {strategy.Symbol}, position: {strategyPosition}");
}
}
private bool CancelOpenOrders(Strategy strategy, bool dbconflict, OrderDetails orderDetails, bool allOpenOrder)
{
bool openOrderstatus = false;
OpenOrder.OpenOrderFlag = false;
int cnt = 0;
if (strategy.OrderType == "LMT")
{
OpenOrder.OpenOrderList.DataList.Clear();
clientSocket.reqAllOpenOrders();
while (!OpenOrder.OpenOrderFlag)
{
if (OpenOrder.OpenOrderFlag)
{
break;
}
if (cnt > @params.maxLoopCount)
{
log.Warning("[IB WARNING] Could not update IB Open Order.");
break;
}
log.Warning($"Waiting for IB Open Order to Update. Try # {cnt}");
cnt++;
}
List <int> cancelList = new List <int>();
foreach (string openOrder in OpenOrder.OpenOrderList.DataList)
{
OpenOrder.Symbol = SignalFile.GetWantedText(openOrder, "Symbol:");
OpenOrder.OrderId = SignalFile.GetWantedText(openOrder, "Id:");
OpenOrder.OrderState = SignalFile.GetWantedText(openOrder, "OrderState:");
OpenOrder.Action = SignalFile.GetWantedText(openOrder, "Action:");
if (allOpenOrder && OpenOrder.Symbol == strategy.Symbol && OpenOrder.OrderState.Contains("Submit"))
{
int id = Convert.ToInt32(OpenOrder.OrderId);
cancelList.Add(id);
}
else if (dbconflict && OpenOrder.Action == orderDetails.BuyOrSell && OpenOrder.Symbol == strategy.Symbol && OpenOrder.OrderState.Contains("Submit"))
{
int id = Convert.ToInt32(OpenOrder.OrderId);
cancelList.Add(id);
}
else if (!dbconflict && OpenOrder.Symbol == strategy.Symbol && OpenOrder.OrderState.Contains("Submit"))
{
int id = Convert.ToInt32(OpenOrder.OrderId);
cancelList.Add(id);
}
}
if (cancelList.Count() > 0)
{
foreach (int id in cancelList)
{
clientSocket.cancelOrder(id);
log.Warning($"Cancelling open order for {strategy.StrategyName} OrderId: {id}.");
openOrderstatus = true;
}
}
}
return(openOrderstatus);
}
public Prices StartListener(EClientSocket clientSocket, Contract contract, Strategy strategy, Prices prices, SimpleLogger log)
{
string ticker;
string strBid;
string strAsk;
double bid;
double ask;
int maxLoopCount = 30;
Prices.IBDepthBidPriceFlag = false;
Prices.IBDepthAskPriceFlag = false;
if (strategy.Symbol != "MGC")
{
int cnt = 0;
clientSocket.reqMarketDepth(strategy.StrategyId, contract, 1, null);
while (true)
{
ticker = SignalFile.GetWantedText(Prices.SideOne, "TickerId:");
strBid = SignalFile.GetWantedText(Prices.SideOne, "Price:");
strAsk = SignalFile.GetWantedText(Prices.SideTwo, "Price:");
if (Prices.IBDepthBidPriceFlag && Prices.IBDepthAskPriceFlag)
{
bid = Convert.ToDouble(strBid);
ask = Convert.ToDouble(strAsk);
if (bid > 0 && ask > 0)
{
prices.BidPrice = bid;
prices.AskPrice = ask;
clientSocket.cancelMktDepth(strategy.StrategyId);
log.Info($"Received Market Depth for TickerId:{ticker}, Symbol:{strategy.Symbol}, Bid:{strBid}, Ask:{strAsk}");
break;
}
else
{
log.Info($"Unable to get Market Depth for TickerId:{ticker}, Market Depth Bid:{strBid}, Ask:{strAsk}");
clientSocket.cancelMktDepth(strategy.StrategyId);
break;
}
}
if (cnt > maxLoopCount)
{
clientSocket.cancelMktDepth(strategy.StrategyId);
log.Warning($"Unable to get Market Depth for TickerId:{ticker}, Symbol:{strategy.Symbol}, Market Depth Bid:{strBid}, Ask:{strAsk}");
break;
}
log.Info($"Getting Market Depth... {cnt}");
cnt++;
}
}
if (prices.BidPrice <= 0 || prices.AskPrice <= 0)
{
int cnt = 0;
clientSocket.reqMktData(strategy.StrategyId, contract, "", false, null);
Prices.IBBidPriceFlag = false;
Prices.IBAskPriceFlag = false;
while (true)
{
ticker = SignalFile.GetWantedText(Prices.SideOne, "TickerId:");
strBid = SignalFile.GetWantedText(Prices.FieldOne, "Price:");
strAsk = SignalFile.GetWantedText(Prices.FieldTwo, "Price:");
bid = Convert.ToDouble(strBid);
ask = Convert.ToDouble(strAsk);
if (Prices.IBBidPriceFlag && Prices.IBAskPriceFlag)
{
if (bid > 0 && ask > 0)
{
prices.BidPrice = bid;
prices.AskPrice = ask;
clientSocket.cancelMktData(strategy.StrategyId);
log.Info($"Received Snapshot Data for TickerId:{ticker}, Symbol:{strategy.Symbol}, Bid:{strBid}, Ask:{strAsk}");
break;
}
else
{
log.Info($"Unable to get Snapshot Data for TickerId:{ticker}, Symbol:{strategy.Symbol}, Bid:{strBid}, Ask:{strAsk}");
clientSocket.cancelMktDepth(strategy.StrategyId);
break;
}
}
if (cnt >= maxLoopCount)
{
clientSocket.cancelMktData(strategy.StrategyId);
log.Warning($"Unable to get Snapshot Data for TickerId:{ticker}, Symbol:{strategy.Symbol}, Bid:{strBid}, Ask:{strAsk}");
break;
}
log.Info($"Getting Price Snapshot Data... {cnt}");
cnt++;
}
}
return(prices);
}