static void client_ExecDetails(object sender, ExecDetailsEventArgs e)
{
Console.WriteLine("{0},{1},{2},{3},{4},{5},{6},{7},{8},{9},{10},{11}",
e.Contract.Symbol, e.Execution.AcctNumber, e.Execution.ClientId, e.Execution.Exchange, e.Execution.ExecId,
e.Execution.Liquidation, e.Execution.OrderId, e.Execution.PermId, e.Execution.Price, e.Execution.Shares, e.Execution.Side, e.Execution.Time);
}
static void ClientExecDetails(object sender, ExecDetailsEventArgs e)
{
execCounter++;
Logger.WriteToLog(DateTime.Now, string.Format("ClientManager.client_ExecDetails(): Execution details for market {0} : Time: {1,-4}, Symbol: {2,-4}, Side: {3,-4}, Quantity: {4,-4} ", Mode, e.Execution.Time, e.Contract.Symbol, e.Execution.Side, e.Execution.CumQuantity), " ExecDetails");
}
public void fillReceived(Object sender, ExecDetailsEventArgs e)
{
if(openOrderContracts.ContainsKey(e.OrderId))
{
FlexTrade.Fill fill = new FlexTrade.Fill();
//Get the open orders based on the order ID
Krs.Ats.IBNet.Order krsOrder = openOrders[e.OrderId];
FlexTrade.Order ftOrder = ordersOrgFormat[e.OrderId];
ftOrder.status = Order.OrderStatus.FILL;
ftOrder.fillPrices.Add(e.Execution.Price);
ftOrder.fillQuantities.Add(e.Execution.Shares);
//if completely filled, remove the orders from the list of open orders
if (ftOrder.fillQuantities.Sum() == ftOrder.orderQuantity)
{
ordersOrgFormat[e.OrderId].status = Order.OrderStatus.FILL;
openOrders.Remove(e.OrderId);
ordersOrgFormat.Remove(e.OrderId);
openOrderContracts.Remove(e.OrderId);
}
else
ordersOrgFormat[e.OrderId].status = Order.OrderStatus.PARTIAL_FILL;
//Set the execution values in the order
fill.originalOrder = ftOrder;
fill.price = e.Execution.Price;
fill.qty = e.Execution.Shares;
fill.time = DateTime.UtcNow;
if (FillUpdate != null && fill != null)
FillUpdate(fill);
}
}
void client_ExecDetails(object sender, ExecDetailsEventArgs e)
{
lock (_lockObject)
{
Symbol symbol = TWSAssetArgs.SymbolFromContract(e.Contract);
string msg = "IB ExecDetails: " + e.Execution.Time + " " + e.Execution.Side + " " + symbol + " Order ID: " + e.Execution.OrderId +
" Size: " + e.Execution.Shares + " Price: " + e.Execution.Price;
Trace.WriteLine(msg);
//Console.WriteLine(msg);
bool bIgnore = false;
if (!string.IsNullOrEmpty(accountCode) && e.Execution.AccountNumber != accountCode)
{
Trace.WriteLine("### Execution ignored - Wrong Account");
bIgnore = true;
}
else if (e.Execution.Shares < 0)
{
Trace.WriteLine("### Execution Ignored - Negative Fill");
bIgnore = true;
}
if (!bIgnore)
{
string datePattern = "yyyyMMdd hh:mm:ss";
DateTimeFormatInfo dateFormat = new DateTimeFormatInfo();
dateFormat.SetAllDateTimePatterns(new[] { "yyyyMMdd" }, 'd');
dateFormat.SetAllDateTimePatterns(new[] { "HH:mm:ss" }, 't');
string[] dateSplit = e.Execution.Time.Split(new[] { ' ' }, StringSplitOptions.RemoveEmptyEntries);
DateTime execDateTime = DateTime.ParseExact(dateSplit[0], "d", dateFormat).Date;
TimeSpan execTime = DateTime.ParseExact(dateSplit[1], "t", dateFormat).TimeOfDay;
execDateTime += execTime;
BrokerOrder openOrder;
if (openOrders.TryGetValue(e.OrderId.ToString(), out openOrder))
{
// If we are reconnecting after a disconnect, we may get execDetails for partial fills that
// we already know about. So loop through the fills through this order and see if
// we already know about this execution.
bool alreadyReported = false;
foreach (Fill fill in openOrder.Fills)
{
string fillTimeString = fill.FillDateTime.ToString(datePattern);
if (fillTimeString == e.Execution.Time && fill.Price.SymbolPrice == e.Execution.Price && fill.Quantity == e.Execution.Shares)
{
alreadyReported = true;
}
}
if (!alreadyReported)
{
string information = "";
Fill fill = new Fill();
fill.FillDateTime = execDateTime;
fill.Price = new Price(e.Execution.Price, e.Execution.Price);
fill.Quantity = e.Execution.Shares;
// Apparently IB doesn't send commissions
fill.Commission = 0;
openOrder.Fills.Add(fill);
int totalFilled = 0;
foreach (Fill f in openOrder.Fills)
{
totalFilled += f.Quantity;
}
if (totalFilled < openOrder.Shares)
{
openOrder.OrderState = BrokerOrderState.PartiallyFilled;
information = "Partial fill";
}
else
{
openOrder.OrderState = BrokerOrderState.Filled;
openOrders.Remove(openOrder.OrderId);
// Only remove from the potentially cancelled orders if it was completely filled
// It may have been partially filled while disconnected and then cancelled
if (_gettingReconnectData)
{
if (_potentiallyCancelledOrders.ContainsKey(openOrder.OrderId))
{
_potentiallyCancelledOrders.Remove(openOrder.OrderId);
}
}
}
_filledOrders.RecordFill(openOrder.OrderId, fill.FillDateTime);
//var callback = OutOfBandCallback;
//if (callback != null)
//{
// callback(this, EventArgs.Empty);
//}
OrderUpdatedDelegate tmp = OrderUpdated;
if (tmp != null)
{
tmp(openOrder, fill, information);
}
}
}
}
}
}