public async Task HistoricalDataController_Should_RetrieveHistoricalData()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsRequestIdGenerator twsRequestIdGenerator = new TwsRequestIdGenerator();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsHistoricalDataController historicalDataController = new TwsHistoricalDataController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, twsRequestIdGenerator);
await connectionController.EnsureConnectedAsync();
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
var queryTime = DateTime.Now.AddMonths(-6);
// Call
List <HistoricalDataEventArgs> historicalDataEvents = await historicalDataController.GetHistoricalDataAsync(contract, queryTime, TwsDuration.OneMonth, TwsBarSizeSetting.OneDay, TwsHistoricalDataRequestType.Midpoint);
// Assert
historicalDataEvents.Count.Should().BeGreaterThan(0);
}
public async Task TwsExecutionController_Should_ReturnOpenOrdersTwice()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsOpenOrdersController twsOpenOrdersController = new TwsOpenOrdersController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsRequestIdGenerator twsRequestIdGenerator = new TwsRequestIdGenerator();
TwsExecutionController executionController = new TwsExecutionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, twsRequestIdGenerator);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.Currency = TwsCurrency.Usd;
contract.PrimaryExch = TwsExchange.Island;
Order order = new Order
{
Action = "BUY",
OrderType = "LMT",
TotalQuantity = 1,
LmtPrice = 1,
};
int orderId = await nextOrderIdController.GetNextValidIdAsync();
bool successfullyPlaced = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
var openOrders = await twsOpenOrdersController.RequestOpenOrders();
openOrders.Count.Should().BeGreaterOrEqualTo(1);
Thread.Sleep(5005);
var openOrders2 = await twsOpenOrdersController.RequestOpenOrders();
openOrders2.Count.Should().BeGreaterOrEqualTo(1);
}
public async Task TwsExecutionController_Should_ReturnExecutions()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsRequestIdGenerator twsRequestIdGenerator = new TwsRequestIdGenerator();
TwsExecutionController executionController = new TwsExecutionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, twsRequestIdGenerator);
await connectionController.EnsureConnectedAsync();
// Create a position
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 = "201809";
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
int orderId = await nextOrderIdController.GetNextValidIdAsync();
bool successfullyPlaced = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Call
List <ExecutionDetailsEventArgs> executionDetailEvents = await executionController.RequestExecutions();
// Assert
executionDetailEvents.Count.Should().BeGreaterOrEqualTo(0);
// Tear down
await connectionController.DisconnectAsync();
}
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);
}
