public ClientWrapper(ILogger <ClientWrapper> logger, IIBClient ibClient, IEReaderSignal signal, ServerConfig config)
{
this.ibClient = ibClient ?? throw new ArgumentNullException(nameof(ibClient));
this.signal = signal ?? throw new ArgumentNullException(nameof(signal));
this.config = config ?? throw new ArgumentNullException(nameof(config));
this.logger = logger ?? throw new ArgumentNullException(nameof(logger));
TimeZone = TimeZoneInfo.FindSystemTimeZoneById("Eastern Standard Time");
}
public IB(string host, int port, int clientID = -1, IIBClient client = null)
{
Name = "Interactive Brokers";
if (clientID < 0)
{
clientID = 99;
}
_host = host;
_port = port;
_clientID = clientID;
_realTimeDataRequests = new Dictionary <int, RealTimeDataRequest>();
_realTimeRequestQueue = new Queue <int>();
_historicalDataRequests = new ConcurrentDictionary <int, HistoricalDataRequest>();
_historicalRequestQueue = new Queue <int>();
_arrivedHistoricalData = new ConcurrentDictionary <int, List <OHLCBar> >();
_subRequestIDMap = new Dictionary <int, int>();
_subRequestCount = new Dictionary <int, int>();
_requestIDMap = new Dictionary <int, int>();
_requestRepeatTimer = new Timer(20000); //we wait 20 seconds to repeat failed requests
_requestRepeatTimer.Elapsed += ReSendRequests;
_connectionStatusUpdateTimer = new Timer(1000);
_connectionStatusUpdateTimer.Elapsed += _connectionStatusUpdateTimer_Elapsed;
_connectionStatusUpdateTimer.Start();
_requestCounter = 1;
_client = client ?? new IBClient();
_client.Error += _client_Error;
_client.ConnectionClosed += _client_ConnectionClosed;
_client.RealTimeBar += _client_RealTimeBar;
_client.HistoricalData += _client_HistoricalData;
}
public IB(ISettings settings, IIBClient client = null, int?clientId = null)
{
Name = "Interactive Brokers";
_host = settings.ibClientHost;
_port = settings.ibClientPort;
_clientID = clientId.HasValue ? clientId.Value : settings.histClientIBID;
_ibUseNewRealTimeDataSystem = settings.ibUseNewRealTimeDataSystem;
_realTimeDataRequests = new Dictionary <int, RealTimeDataRequest>();
_realTimeRequestQueue = new Queue <int>();
_historicalDataRequests = new ConcurrentDictionary <int, HistoricalDataRequest>();
_historicalRequestQueue = new Queue <int>();
_arrivedHistoricalData = new ConcurrentDictionary <int, List <OHLCBar> >();
_subRequestIDMap = new Dictionary <int, int>();
_subRequestCount = new Dictionary <int, int>();
_requestIDMap = new Dictionary <int, int>();
_reverseRequestIDMap = new Dictionary <int, int>();
_requestRepeatTimer = new Timer(20000); //we wait 20 seconds to repeat failed requests
_requestRepeatTimer.Elapsed += ReSendRequests;
_connectionStatusUpdateTimer = new Timer(1000);
_connectionStatusUpdateTimer.Elapsed += _connectionStatusUpdateTimer_Elapsed;
_connectionStatusUpdateTimer.Start();
_requestCounter = 1;
_client = client ?? new Client();
_client.Error += _client_Error;
_client.ConnectionClosed += _client_ConnectionClosed;
_client.RealTimeBar += _client_RealTimeBar;
_client.HistoricalData += _client_HistoricalData;
_client.HistoricalDataEnd += _client_HistoricalDataEnd;
_client.HistoricalDataUpdate += _client_HistoricalDataUpdate;
}
