Esempio n. 1
0
        private static void accountOperations(EClientSocket client)
        {
            /*** Requesting managed accounts***/
            //! [reqmanagedaccts]
            client.reqManagedAccts();
            //! [reqmanagedaccts]
            /*** Requesting accounts' summary ***/
            Thread.Sleep(2000);
            //! [reqaaccountsummary]
            client.reqAccountSummary(9001, "All", AccountSummaryTags.GetAllTags());
            //! [reqaaccountsummary]

            //! [reqaaccountsummaryledger]
            client.reqAccountSummary(9002, "All", "$LEDGER");
            //! [reqaaccountsummaryledger]
            Thread.Sleep(2000);
            //! [reqaaccountsummaryledgercurrency]
            client.reqAccountSummary(9003, "All", "$LEDGER:EUR");
            //! [reqaaccountsummaryledgercurrency]
            Thread.Sleep(2000);
            //! [reqaaccountsummaryledgerall]
            client.reqAccountSummary(9004, "All", "$LEDGER:ALL");
            //! [reqaaccountsummaryledgerall]

            //! [cancelaaccountsummary]
            client.cancelAccountSummary(9001);
            client.cancelAccountSummary(9002);
            client.cancelAccountSummary(9003);
            client.cancelAccountSummary(9004);
            //! [cancelaaccountsummary]

            /*** Subscribing to an account's information. Only one at a time! ***/
            Thread.Sleep(2000);
            //! [reqaaccountupdates]
            client.reqAccountUpdates(true, "U150462");
            //! [reqaaccountupdates]
            Thread.Sleep(2000);
            //! [cancelaaccountupdates]
            client.reqAccountUpdates(false, "U150462");
            //! [cancelaaccountupdates]

            //! [reqaaccountupdatesmulti]
            client.reqAccountUpdatesMulti(9002, "U150462", "EUstocks", true);
            //! [reqaaccountupdatesmulti]

            Thread.Sleep(2000);
            /*** Requesting all accounts' positions. ***/
            //! [reqpositions]
            client.reqPositions();
            //! [reqpositions]
            Thread.Sleep(2000);
            //! [cancelpositions]
            client.cancelPositions();
            //! [cancelpositions]

            //! [reqpositionsmulti]
            client.reqPositionsMulti(9003, "DU74649", "EUstocks");
            //! [reqpositionsmulti]
        }
Esempio n. 2
0
 private void Request()
 {
     ClientSocket.reqManagedAccts();
     ClientSocket.reqAllOpenOrders();
     ClientSocket.reqAutoOpenOrders(true);
     ClientSocket.reqPositions();    // notify to swich reqAccountUpdates() to update portfolio
     ClientSocket.reqAccountSummary(1, "All", AccountSummaryTags.GetAllTags());
     //ClientSocket.reqAccountUpdates();
 }
        public async Task <List <AccountSummaryMessage> > GetAccountSummary()
        {
            var accountSummary = await this.Dispatch <AccountSummaryMessage>((requestId) =>
            {
                this.Log("Requesting Account Summary...");
                _ibClient.ClientSocket.reqAccountSummary(requestId, "All", AccountSummaryTags.GetAllTags());
                return(true);
            });

            //we don't want a subscription
            if (accountSummary.Count > 0)
            {
                _ibClient.ClientSocket.cancelAccountSummary(accountSummary[0].RequestId);
            }

            return(accountSummary);
        }
Esempio n. 4
0
        public static int Main(string[] args)
        {
            // specify account and strategy
            string IBaccount = TradeBooks.accountInit();


            string tradingModel      = "es_growth";
            string tradingInstrument = "ES";
            int    multipler         = 50;


            int tryCNT  = 1;
            int tryGap  = (int)openBook.gap * 20;
            int bestCNT = 0;

            double[] Returns = new double[2];
            double[] Premium = new double[tryCNT];
            int[]    LegB_ID = new int[tryCNT];
            int[]    LegB    = new int[tryCNT];

            int legS;
            int legS_ID;

            openBook.positionCNT = 1;

            for (int n = 0; n < openBook.positionCNT; n++)
            {
                openBook.symbol[n]    = tradingInstrument;
                openBook.multipler[n] = multipler;
            }


            //!  start the connection
            int[] channel = new int[2];
            channel = TradeBooks.channelSetup(IBaccount, tradingModel);


            EClientSocket clientSocket = Allture.ClientSocket;
            EReaderSignal readerSignal = Allture.Signal;

            //! [connect]
            clientSocket.eConnect("127.0.0.1", channel[0], channel[1]);
            //! [connect]
            //! [ereader]
            //Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
            var reader = new EReader(clientSocket, readerSignal);

            reader.Start();
            //Once the messages are in the queue, an additional thread can be created to fetch them
            new Thread(() => { while (clientSocket.IsConnected())
                               {
                                   readerSignal.waitForSignal(); reader.processMsgs();
                               }
                       })
            {
                IsBackground = true
            }.Start();
            //! [ereader]


            //****  current time *****
            string date_time, last_time;

            date_time = DateTime.Now.ToString("hh:mm:ss tt");
            //**************************
            //*** Account Info       ***
            //**************************

            clientSocket.reqAccountSummary(9001, "All", AccountSummaryTags.GetAllTags());
            Thread.Sleep(1000);

            Console.WriteLine("account ID: " + Allture.account_ID);
            Console.WriteLine("account Value: " + Allture.account_value);
            Console.WriteLine("account_BuyingPower: " + Allture.account_BuyingPower);
            Console.WriteLine("account_InitMarginReq: " + Allture.account_InitMarginReq);
            Console.WriteLine("account_MaintMarginReq: " + Allture.account_MaintMarginReq);
            Console.WriteLine("account_ExcessLiquidity: " + Allture.account_ExcessLiquidity);
            Console.WriteLine("account_AvailableFunds: " + Allture.account_AvailableFunds);
            Console.WriteLine("\n");



            Allture.remainingOrderSize = 100000; // set to maxium order size

            clientSocket.reqMarketDataType(1);
            // clientSocket.reqGlobalCancel();
            Thread.Sleep(sleep1);

            while ((DateTime.Now > Convert.ToDateTime("09:30:00 AM")) && (DateTime.Now < Convert.ToDateTime("16:00:00 PM")))
            {
                last_time = date_time;

                for (int n = 0; n < openBook.positionCNT; n++)
                {
                    if (openBook.status[n] == "complete")
                    {
                        continue;
                    }

                    if (openBook.status[n] == "submit")
                    {
                        Allture.currOrderId        = openBook.currOrderID[n];
                        Allture.remainingOrderSize = 0;
                        Allture.checkOrderEnd      = false;
                        clientSocket.reqOpenOrders();
                        while (!Allture.checkOrderEnd)
                        {
                            Thread.Sleep(200);
                        }

                        if (Allture.remainingOrderSize == 0)
                        {
                            openBook.status[n]  = "complete";
                            openBook.capital[n] = 0;
                            openBook.size[n]    = 0;
                            continue;  // if remaining size = 0, means this order has completely filled. then go to the next position
                        }
                    }


                    legS = 2700;

                    legS_ID = getContractID(clientSocket, Allture, openBook, n, legS, "FOP", "GLOBEX");

                    LegB[0] = legS - 100;

                    LegB_ID[0] = getContractID(clientSocket, Allture, openBook, n, LegB[0], "FOP", "GLOBEX");


                    //******* check the order status again.  if still exiting, cancel the order order, update the order size and capital
                    if (openBook.status[n] == "submit")
                    {
                        Allture.currOrderId        = openBook.currOrderID[n];
                        Allture.remainingOrderSize = 0;
                        Allture.checkOrderEnd      = false;
                        clientSocket.reqOpenOrders();
                        while (!Allture.checkOrderEnd)
                        {
                            Thread.Sleep(200);
                        }

                        if (Allture.remainingOrderSize == 0)
                        {
                            openBook.status[n]  = "complete";
                            openBook.capital[n] = 0;
                            openBook.size[n]    = 0;
                            continue;
                        }
                        else
                        {
                            clientSocket.cancelOrder(openBook.currOrderID[n]); //cancel existing order
                            Thread.Sleep(sleep1);
                            openBook.status[n] = "cancel";

                            if (Allture.remainingOrderSize > openBook.size[n])
                            {
                                Allture.remainingOrderSize = openBook.size[n];
                            }

                            openBook.capital[n] = openBook.capital[n] - (openBook.size[n] - Allture.remainingOrderSize) * openBook.margin[n];
                            openBook.size[n]    = (int)(openBook.usingCapital * openBook.capital[n] / 10000);
                        }
                    }
                    else
                    {
                        openBook.size[n] = (int)(100);
                    }



                    //********* Place order ************************
                    clientSocket.reqIds(-1);
                    Thread.Sleep(sleep1);
                    clientSocket.placeOrder(Allture.NextOrderId, ContractSamples.Contract_Combo(openBook.symbol[n], "BAG", openBook.expiration[n], openBook.CallPut[n], LegB_ID[0], legS_ID, openBook.multipler[n].ToString(), "GLOBEX"), OrderSamples.ComboLimitOrder("BUY", openBook.size[n], -1.0, false));
                    Thread.Sleep(sleep1);

                    //********* update remaining of the trading book **************
                    openBook.status[n]      = "submit";
                    openBook.currOrderID[n] = Allture.NextOrderId;
                    openBook.legS[n]        = legS;
                    openBook.legB[n]        = LegB[0];
                    openBook.premium[n]     = 1.0;
                }
            }

            clientSocket.reqGlobalCancel();
            Thread.Sleep(sleep1);

            Console.WriteLine("today's trading is done...time: " + DateTime.Now);
            clientSocket.eDisconnect();

            return(0);
        }
Esempio n. 5
0
        public static int Main(string[] args)
        {
            // specify account and strategy
            string IBaccount    = TradeBooks.accountInit();
            string tradingModel = "monitor";

            double indexPrice = 0, lastPrice = 0, vixPrice = 0, vix1Price = 0, vix2Price = 0;
            int    legB_ID, legS_ID;
            double spread_premium;

            //*** set the monitoring parameters  **********
            bool autoExit = false;

            double SPXexitPoint = 30;
            double ESexitPoint  = 30;
            double CLexitPoint  = 3;
            double GCexitPoint  = 20;

            double exitPoint = 100;

            int Alert1 = 0;
            int Alert2 = 0;

            bool[] alert1     = new bool[Constants.max_position];
            bool[] alert2     = new bool[Constants.max_position];
            bool[] alert3     = new bool[Constants.max_position];
            bool   alert_vix  = false; // vix/vix1 backwardation
            bool   alert_vix1 = false; // vix1/vix2 backwardation

            List <double> putSPXlegS  = new List <double>();
            List <double> callSPXlegS = new List <double>();

            List <double> putESlegS  = new List <double>();
            List <double> callESlegS = new List <double>();

            List <double> putCLlegS  = new List <double>();
            List <double> callCLlegS = new List <double>();

            List <double> putGClegS  = new List <double>();
            List <double> callGClegS = new List <double>();

            //****  current date and time *****
            string date_time, today;

            date_time = DateTime.Now.ToString("h:mm:ss tt");
            today     = DateTime.Now.ToString("MMdd");
            //   today = "0928";  // if today is not the trading close day

            //***** set up excel **************

            _Excel.Application excel = new _Excel.Application();
            excel.DisplayAlerts = false;
            _Excel.Workbook  monitor_wb = excel.Workbooks.Open("C:\\Users\\Jack\\Documents\\Companies\\allture\\Trading\\option_spread\\Accounts\\All_Account_Oct_2018.xlsm");
            _Excel.Worksheet csheet     = monitor_wb.Worksheets[today];
            // string path = TradeBooks.xlsPathSetup(IBaccount);
            // _Excel.Workbook monitor_wb = excel.Workbooks.Open(path + IBaccount + "\\account_" + IBaccount + ".xlsm");
            // _Excel.Worksheet csheet = monitor_wb.Worksheets["Positions"];


            Console.WriteLine("\n start calculating, time: " + DateTime.Now + " \n");

            //******* read position data to openBook
            position_xls_readin(csheet, openBook);

            monitor_wb.Close(0);
            excel.Quit();

            for (int n = 0; n < openBook.positionCNT; n++)
            {
                if (openBook.symbol[n] == "SPX")
                {
                    if (openBook.CallPut[n] == "Put")
                    {
                        putSPXlegS.Add(openBook.legS[n]);
                    }
                    else
                    {
                        callSPXlegS.Add(openBook.legS[n]);
                    }
                }
                if (openBook.symbol[n] == "ES")
                {
                    if (openBook.CallPut[n] == "Put")
                    {
                        putESlegS.Add(openBook.legS[n]);
                    }
                    else
                    {
                        callESlegS.Add(openBook.legS[n]);
                    }
                }
                if (openBook.symbol[n] == "CL")
                {
                    if (openBook.CallPut[n] == "Put")
                    {
                        putCLlegS.Add(openBook.legS[n]);
                    }
                    else
                    {
                        callCLlegS.Add(openBook.legS[n]);
                    }
                }
                if (openBook.symbol[n] == "GC")
                {
                    if (openBook.CallPut[n] == "Put")
                    {
                        putGClegS.Add(openBook.legS[n]);
                    }
                    else
                    {
                        callGClegS.Add(openBook.legS[n]);
                    }
                }
            }

            callSPXlegS.Sort((s1, s2) => s1.CompareTo(s2));
            callESlegS.Sort((s1, s2) => s1.CompareTo(s2));
            callCLlegS.Sort((s1, s2) => s1.CompareTo(s2));
            callGClegS.Sort((s1, s2) => s1.CompareTo(s2));

            putSPXlegS.Sort((s1, s2) => s2.CompareTo(s1));
            putESlegS.Sort((s1, s2) => s2.CompareTo(s1));
            putCLlegS.Sort((s1, s2) => s2.CompareTo(s1));
            putGClegS.Sort((s1, s2) => s2.CompareTo(s1));

            //!  start the connection ********************************//
            int[] channel = new int[2];
            channel = TradeBooks.channelSetup(IBaccount, tradingModel);

            EClientSocket clientSocket = Allture.ClientSocket;
            EReaderSignal readerSignal = Allture.Signal;

            //! [connect]
            clientSocket.eConnect("127.0.0.1", channel[0], channel[1]);

            //! [connect]
            //! [ereader]
            //Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
            var reader = new EReader(clientSocket, readerSignal);

            reader.Start();
            //Once the messages are in the queue, an additional thread can be created to fetch them
            new Thread(() => { while (clientSocket.IsConnected())
                               {
                                   readerSignal.waitForSignal(); reader.processMsgs();
                               }
                       })
            {
                IsBackground = true
            }.Start();
            //! [ereader]

            //**************************
            //*** Account Info       ***
            //**************************

            clientSocket.reqAccountSummary(9001, "All", AccountSummaryTags.GetAllTags());
            Thread.Sleep(1000);

            Console.WriteLine("account ID: " + Allture.account_ID);
            Console.WriteLine("account Value: " + Allture.account_value);
            Console.WriteLine("account_BuyingPower: " + Allture.account_BuyingPower);
            Console.WriteLine("account_ExcessLiquidity: " + Allture.account_ExcessLiquidity);
            Console.WriteLine("account_AvailableFunds: " + Allture.account_AvailableFunds);
            Console.WriteLine("\n");


            //******* calculate the adj std, return with spx, vix, vxx at order execuation in xls
            // runSPXstrategyCurr(trading_new, csheet, clientSocket);

            for (int n = 0; n < openBook.positionCNT; n++)
            {
                alert1[n] = false;
                alert2[n] = false;
                alert3[n] = false;
            }

            clientSocket.reqMarketDataType(1);
            Thread.Sleep(sleep1);

            while ((DateTime.Now > Convert.ToDateTime("09:30:00 AM")) && (DateTime.Now < Convert.ToDateTime("16:01:00 PM")))
            {
                do
                {
                    indexPrice = getMktData(clientSocket, Allture, "SPX", "IND", "", "CBOE");
                }while (indexPrice == lastPrice);
                lastPrice = indexPrice;  // to ensure vix, vix1, vix2 not consecutive,  since their prices aren't chaning very much each time, can't be consecutive for lastPrice.

                do
                {
                    vixPrice = getMktData(clientSocket, Allture, "VIX", "IND", "", "CBOE");
                }while (vixPrice == lastPrice);
                lastPrice = vixPrice;

                do
                {
                    indexPrice = getMktData(clientSocket, Allture, "SPX", "IND", "", "CBOE");
                }while (indexPrice == lastPrice);
                lastPrice = indexPrice; // to ensure vix, vix1, vix2 not consecutive,  since their prices aren't chaning very much each time, can't be consecutive for lastPrice.

                do
                {
                    vix1Price = getMktData(clientSocket, Allture, "VIX", "FUT", openBook.vx1Exp, "CFE");
                }while (vix1Price == lastPrice);
                lastPrice = vix1Price;

                do
                {
                    indexPrice = getMktData(clientSocket, Allture, "SPX", "IND", "", "CBOE");
                }while (indexPrice == lastPrice);
                lastPrice = indexPrice; // to ensure vix, vix1, vix2 not consecutive,  since their prices aren't chaning very much each time, can't be consecutive for lastPrice.

                do
                {
                    vix2Price = getMktData(clientSocket, Allture, "VIX", "FUT", openBook.vx2Exp, "CFE");
                }while (vix2Price == lastPrice);
                lastPrice = vix2Price;

                Console.WriteLine("\n UX2 price: " + vix2Price + "\n");

                if (!alert_vix && (vix1Price < vixPrice))
                {
                    SendMail("*****@*****.**", "Alert vix backwardation ! ", "VIX:" + vixPrice + " UX1:" + vix1Price);
                    //  SendMail("*****@*****.**", "Alert vix backwardation ! ", "VIX:" + vixPrice + " UX1:" + vix1Price);
                    alert_vix = true;
                }

                if (!alert_vix1 && (vix2Price < vix1Price))
                {
                    SendMail("*****@*****.**", "Alert UX1 backwardation ! ", "UX1:" + vix1Price + " UX2:" + vix2Price);
                    //  SendMail("*****@*****.**", "Alert UX1 backwardation ! ", "UX1:" + vix1Price + " UX2:" + vix2Price);
                    alert_vix1 = true;
                }

                for (int n = 0; n < openBook.positionCNT; n++)
                {
                    if (openBook.size[n] == 0)
                    {
                        continue;
                    }

                    //**********************************************************
                    //*** Real time market price - Real Time Index bid/ask/mid**
                    //**********************************************************
                    if (openBook.symbol[n] == "SPX")
                    {
                        if (openBook.CallPut[n] == "Put")
                        {
                            if (openBook.legS[n] < putSPXlegS[0])
                            {
                                continue;
                            }
                        }

                        do
                        {
                            indexPrice = getMktData(clientSocket, Allture, "SPX", "IND", "", "CBOE");
                        }while (indexPrice == lastPrice);
                        lastPrice = indexPrice;

                        Console.WriteLine("\n spx price: " + indexPrice + "\n");

                        exitPoint = SPXexitPoint;
                    }
                    else if (openBook.symbol[n] == "ES")
                    {
                        if (openBook.CallPut[n] == "Put")
                        {
                            if (openBook.legS[n] < putESlegS[0])
                            {
                                continue;
                            }
                        }

                        do
                        {
                            indexPrice = getMktData(clientSocket, Allture, "ES", "FUT", openBook.underlyingExp[n], "GLOBEX");
                        }while (indexPrice == lastPrice);
                        lastPrice = indexPrice;

                        Console.WriteLine("\n es price: " + indexPrice + "\n");

                        exitPoint = ESexitPoint;
                    }
                    else if (openBook.symbol[n] == "CL")
                    {
                        if (openBook.CallPut[n] == "Put")
                        {
                            if (openBook.legS[n] < putCLlegS[0])
                            {
                                continue;
                            }
                        }

                        do
                        {
                            indexPrice = getMktData(clientSocket, Allture, "CL", "FUT", openBook.underlyingExp[n], "NYMEX");
                        }while (indexPrice == lastPrice);
                        lastPrice = indexPrice;

                        Console.WriteLine("\n cl price: " + indexPrice + "\n");

                        exitPoint = CLexitPoint;
                    }
                    else if (openBook.symbol[n] == "GC")
                    {
                        if (openBook.CallPut[n] == "Put")
                        {
                            if (openBook.legS[n] < putGClegS[0])
                            {
                                continue;
                            }
                        }

                        do
                        {
                            indexPrice = getMktData(clientSocket, Allture, "GC", "FUT", openBook.underlyingExp[n], "NYMEX");
                        }while (indexPrice == lastPrice);
                        lastPrice = indexPrice;

                        Console.WriteLine("\n GC price: " + indexPrice + "\n");

                        exitPoint = GCexitPoint;
                    }
                    else
                    {
                        continue;
                    }

                    if (openBook.CallPut[n] == "Put")
                    {
                        if (!alert1[n] && (indexPrice <= (openBook.legS[n] + exitPoint + Alert1)))
                        {
                            // if alert1, sending email;
                            SendMail("*****@*****.**", "Alert1 !! " + openBook.model[n], openBook.symbol[n] + " " + indexPrice + ", " + openBook.legS[n] + ", " + openBook.expiration[n].Substring(4) + ", " + openBook.size[n] + ", " + openBook.accountID[n]);
                            //    SendMail("*****@*****.**", "Alert1 ! " + openBook.model[n], openBook.symbol[n] + " " + indexPrice + ", " + openBook.legS[n] + ", " + openBook.expiration[n].Substring(4) + ", " + openBook.size[n] + ", " + openBook.accountID[n]);
                            alert1[n] = true;
                        }

                        /*   if (!alert2[n] && (indexPrice <= (openBook.legS[n] + exitPoint + Alert2)))
                         * //  {
                         *     // if alert2, sending email;
                         * //      SendMail("*****@*****.**", "Alert2 !! " + openBook.model[n], openBook.symbol[n] + " " + indexPrice + ", " + openBook.legS[n] + ", " + openBook.expiration[n].Substring(4) + ", " + openBook.legS[n] + ", " + openBook.size[n] + ", " + openBook.accountID[n]);
                         *  //   SendMail("*****@*****.**", "Alert2 ! " + openBook.model[n], openBook.symbol[n] + " " + indexPrice + ", " + openBook.legS[n] + ", " + openBook.expiration[n].Substring(4) + ", " + openBook.size[n] + ", " + openBook.accountID[n]);
                         * //      alert2[n] = true;
                         * //   }
                         * if (!alert3[n] && (indexPrice <= (openBook.legS[n] + exitPoint)))
                         * {
                         *     // if alert3, sending email;
                         *     SendMail("*****@*****.**", "Alert3 !! " + openBook.model[n], openBook.symbol[n] + " " + indexPrice + ", " + openBook.legS[n] + ", " + openBook.expiration[n].Substring(4) + ", " + openBook.size[n] + ", " + openBook.accountID[n]);
                         *  //   SendMail("*****@*****.**", "Alert3 ! " + openBook.model[n], openBook.symbol[n] + " " + indexPrice + ", " + ", " + openBook.legS[n] + openBook.expiration[n].Substring(4) + ", " + openBook.size[n] + ", " + openBook.accountID[n]);
                         *     alert3[n] = true;
                         * }
                         */
                        //  very complicated for auto exit and high risk, need more time to think through !!!
                        // seems if we don't directly get position info from IB, then should not do any auto exits
                        if (autoExit)
                        {
                            if (alert3[n])
                            {
                                //***  estimate the current spread's price and contract ID for combo orders
                                if (openBook.symbol[n] == "SPX")
                                {
                                    spread_premium = 0;
                                    //  spread_premium = 0.05 + getSpreadPremium(clientSocket, Allture, openBook, n, openBook.legS[n], openBook.legB[n], "OPT", "SMART");
                                    legS_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legS[n], "OPT", "SMART");
                                    legB_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legB[n], "OPT", "SMART");

                                    //********* Place order ***************************
                                    clientSocket.reqIds(-1);
                                    Thread.Sleep(sleep1);
                                    clientSocket.placeOrder(Allture.NextOrderId, ContractSamples.Contract_Combo(openBook.symbol[n], "BAG", openBook.expiration[n], openBook.CallPut[n], legB_ID, legS_ID, "100", "SMART"), OrderSamples.ComboLimitOrder("SELL", openBook.size[n], -spread_premium, false));
                                    Thread.Sleep(sleep2);
                                    openBook.size[n] = 0;

                                    if (openBook.legS[n] == putSPXlegS[0])
                                    {
                                        putSPXlegS.RemoveAt(0);
                                    }
                                    //   else if (openBook.legS[n] == putSPXlegS[1]) putSPXlegS.RemoveAt(1);
                                    //   else if (openBook.legS[n] == putSPXlegS[2]) putSPXlegS.RemoveAt(2);
                                }
                                else if (openBook.symbol[n] == "ES")
                                {
                                    spread_premium = 0;
                                    //  spread_premium = 0.05 + getSpreadPremium(clientSocket, Allture, openBook, n, openBook.legS[n], openBook.legB[n], "FOP", "GLOBEX");
                                    legS_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legS[n], "FOP", "GLOBEX");
                                    legB_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legB[n], "FOP", "GLOBEX");

                                    //********* Place order ************************
                                    clientSocket.reqIds(-1);
                                    Thread.Sleep(sleep1);
                                    clientSocket.placeOrder(Allture.NextOrderId, ContractSamples.Contract_Combo(openBook.symbol[n], "BAG", openBook.expiration[n], openBook.CallPut[n], legB_ID, legS_ID, "50", "GLOBEX"), OrderSamples.ComboLimitOrder("SELL", openBook.size[n], -spread_premium, false));
                                    Thread.Sleep(sleep2);
                                    openBook.size[n] = 0;

                                    if (openBook.legS[n] == putESlegS[0])
                                    {
                                        putESlegS.RemoveAt(0);
                                    }
                                    //   else if (openBook.legS[n] == putESlegS[1]) putESlegS.RemoveAt(1);
                                    //  else if (openBook.legS[n] == putESlegS[2]) putESlegS.RemoveAt(2);
                                }
                                else if (openBook.symbol[n] == "CL")
                                {
                                    spread_premium = 0;
                                    //  spread_premium = getSpreadPremium(clientSocket, Allture, openBook, n, openBook.legS[n], openBook.legB[n], "FOP", "NYMEX");
                                    legS_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legS[n], "FOP", "NYMEX");
                                    legB_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legB[n], "FOP", "NYMEX");

                                    //********* Place order ************************
                                    clientSocket.reqIds(-1);
                                    Thread.Sleep(sleep1);
                                    clientSocket.placeOrder(Allture.NextOrderId, ContractSamples.Contract_Combo(openBook.symbol[n], "BAG", openBook.expiration[n], openBook.CallPut[n], legB_ID, legS_ID, "1000", "NYMEX"), OrderSamples.ComboLimitOrder("SELL", openBook.size[n], -spread_premium, false));
                                    Thread.Sleep(sleep2);
                                    openBook.size[n] = 0;

                                    if (openBook.legS[n] == putESlegS[0])
                                    {
                                        putCLlegS.RemoveAt(0);
                                    }
                                    //   else if (openBook.legS[n] == putESlegS[1]) putESlegS.RemoveAt(1);
                                    //  else if (openBook.legS[n] == putESlegS[2]) putESlegS.RemoveAt(2);
                                }
                                else if (openBook.symbol[n] == "GC")
                                {
                                    spread_premium = 0;
                                    //  spread_premium = getSpreadPremium(clientSocket, Allture, openBook, n, openBook.legS[n], openBook.legB[n], "FOP", "NYMEX");
                                    legS_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legS[n], "FOP", "NYMEX");
                                    legB_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legB[n], "FOP", "NYMEX");

                                    //********* Place order ************************
                                    clientSocket.reqIds(-1);
                                    Thread.Sleep(sleep1);
                                    clientSocket.placeOrder(Allture.NextOrderId, ContractSamples.Contract_Combo(openBook.symbol[n], "BAG", openBook.expiration[n], openBook.CallPut[n], legB_ID, legS_ID, "100", "NYMEX"), OrderSamples.ComboLimitOrder("SELL", openBook.size[n], -spread_premium, false));
                                    Thread.Sleep(sleep2);
                                    openBook.size[n] = 0;

                                    if (openBook.legS[n] == putESlegS[0])
                                    {
                                        putGClegS.RemoveAt(0);
                                    }
                                    //   else if (openBook.legS[n] == putESlegS[1]) putESlegS.RemoveAt(1);
                                    //  else if (openBook.legS[n] == putESlegS[2]) putESlegS.RemoveAt(2);
                                }
                                else
                                {
                                    continue;
                                }

                                //  very complicated, need more time to think through !!!  one thought - just simply place order, don't cancel it, until it filled
                                // seems if we don't directly get position info from IB, then should not do any auto exits
                            }
                        }
                    }

                    else if (openBook.CallPut[n] == "Call")
                    {
                        if (!alert3[n] && (indexPrice >= (openBook.legS[n] - exitPoint)))
                        {
                            // if alert3, sending email;
                            SendMail("*****@*****.**", "call Alert3 !! " + openBook.model[n], openBook.symbol[n] + " " + indexPrice + ", " + openBook.legS[n] + ", " + openBook.expiration[n].Substring(4) + ", " + openBook.size[n] + ", " + openBook.accountID[n]);
                            SendMail("*****@*****.**", "call Alert3 ! " + openBook.model[n], openBook.symbol[n] + " " + indexPrice + ", " + ", " + openBook.legS[n] + openBook.expiration[n].Substring(4) + ", " + openBook.size[n] + ", " + openBook.accountID[n]);
                            alert3[n] = true;
                        }

                        //  very complicated for auto exit and high risk, need more time to think through !!!
                        // seems if we don't directly get position info from IB, then should not do any auto exits
                        //  must have the auto exit.  otherwise, you can't handle that many position mannually.  and sychological/emotion is another issue.
                        if (autoExit)
                        {
                            if (alert3[n])
                            {
                                //***  estimate the current spread's price and contract ID for combo orders
                                if (openBook.symbol[n] == "SPX")
                                {
                                    // spread_premium = 0;
                                    spread_premium = 0.05 + getSpreadPremium(clientSocket, Allture, openBook, n, openBook.legS[n], openBook.legB[n], "OPT", "SMART");
                                    legS_ID        = getContractID(clientSocket, Allture, openBook, n, openBook.legS[n], "OPT", "SMART");
                                    legB_ID        = getContractID(clientSocket, Allture, openBook, n, openBook.legB[n], "OPT", "SMART");

                                    //********* Place order ***************************
                                    clientSocket.reqIds(-1);
                                    Thread.Sleep(sleep1);
                                    clientSocket.placeOrder(Allture.NextOrderId, ContractSamples.Contract_Combo(openBook.symbol[n], "BAG", openBook.expiration[n], openBook.CallPut[n], legB_ID, legS_ID, "100", "SMART"), OrderSamples.ComboLimitOrder("SELL", openBook.size[n], -spread_premium, false));
                                    Thread.Sleep(sleep2);
                                    openBook.size[n] = 0;

                                    if (openBook.legS[n] == callSPXlegS[0])
                                    {
                                        callSPXlegS.RemoveAt(0);
                                    }
                                    //   else if (openBook.legS[n] == callSPXlegS[1]) callSPXlegS.RemoveAt(1);
                                    //   else if (openBook.legS[n] == callSPXlegS[2]) callSPXlegS.RemoveAt(2);
                                }
                                else if (openBook.symbol[n] == "ES")
                                {
                                    // spread_premium = 0;
                                    spread_premium = 0.05 + getSpreadPremium(clientSocket, Allture, openBook, n, openBook.legS[n], openBook.legB[n], "FOP", "GLOBEX");
                                    legS_ID        = getContractID(clientSocket, Allture, openBook, n, openBook.legS[n], "FOP", "GLOBEX");
                                    legB_ID        = getContractID(clientSocket, Allture, openBook, n, openBook.legB[n], "FOP", "GLOBEX");

                                    //********* Place order ************************
                                    clientSocket.reqIds(-1);
                                    Thread.Sleep(sleep1);
                                    clientSocket.placeOrder(Allture.NextOrderId, ContractSamples.Contract_Combo(openBook.symbol[n], "BAG", openBook.expiration[n], openBook.CallPut[n], legB_ID, legS_ID, "50", "GLOBEX"), OrderSamples.ComboLimitOrder("SELL", openBook.size[n], -spread_premium, false));
                                    Thread.Sleep(sleep2);
                                    openBook.size[n] = 0;

                                    if (openBook.legS[n] == callESlegS[0])
                                    {
                                        callESlegS.RemoveAt(0);
                                    }
                                    //   else if (openBook.legS[n] == callESlegS[1]) callESlegS.RemoveAt(1);
                                    //  else if (openBook.legS[n] == callESlegS[2]) callESlegS.RemoveAt(2);
                                    else if (openBook.symbol[n] == "CL")
                                    {
                                        spread_premium = 0;
                                        //  spread_premium = getSpreadPremium(clientSocket, Allture, openBook, n, openBook.legS[n], openBook.legB[n], "FOP", "NYMEX");
                                        legS_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legS[n], "FOP", "NYMEX");
                                        legB_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legB[n], "FOP", "NYMEX");

                                        //********* Place order ************************
                                        clientSocket.reqIds(-1);
                                        Thread.Sleep(sleep1);
                                        clientSocket.placeOrder(Allture.NextOrderId, ContractSamples.Contract_Combo(openBook.symbol[n], "BAG", openBook.expiration[n], openBook.CallPut[n], legB_ID, legS_ID, "1000", "NYMEX"), OrderSamples.ComboLimitOrder("SELL", openBook.size[n], -spread_premium, false));
                                        Thread.Sleep(sleep2);
                                        openBook.size[n] = 0;

                                        if (openBook.legS[n] == callCLlegS[0])
                                        {
                                            callCLlegS.RemoveAt(0);
                                        }
                                        //   else if (openBook.legS[n] == callCLlegS[1]) callCLlegS.RemoveAt(1);
                                        //  else if (openBook.legS[n] == callCLlegS[2]) callCLlegS.RemoveAt(2);
                                    }
                                    else if (openBook.symbol[n] == "GC")
                                    {
                                        spread_premium = 0;
                                        //  spread_premium = getSpreadPremium(clientSocket, Allture, openBook, n, openBook.legS[n], openBook.legB[n], "FOP", "NYMEX");
                                        legS_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legS[n], "FOP", "NYMEX");
                                        legB_ID = getContractID(clientSocket, Allture, openBook, n, openBook.legB[n], "FOP", "NYMEX");

                                        //********* Place order ************************
                                        clientSocket.reqIds(-1);
                                        Thread.Sleep(sleep1);
                                        clientSocket.placeOrder(Allture.NextOrderId, ContractSamples.Contract_Combo(openBook.symbol[n], "BAG", openBook.expiration[n], openBook.CallPut[n], legB_ID, legS_ID, "100", "NYMEX"), OrderSamples.ComboLimitOrder("SELL", openBook.size[n], -spread_premium, false));
                                        Thread.Sleep(sleep2);
                                        openBook.size[n] = 0;

                                        if (openBook.legS[n] == callCLlegS[0])
                                        {
                                            callGClegS.RemoveAt(0);
                                        }
                                        //   else if (openBook.legS[n] == callCLlegS[1]) callCLlegS.RemoveAt(1);
                                        //  else if (openBook.legS[n] == callCLlegS[2]) callCLlegS.RemoveAt(2);
                                    }
                                    //  very complicated, need more time to think through !!!  one thought - just simply place order, don't cancel it, until it filled
                                    // seems if we don't directly get position info from IB, then should not do any auto exits
                                }
                            }
                        }
                    }
                }
            }

            Console.WriteLine("\n start finish, time: " + DateTime.Now + " \n");

            return(0);
        }