/// <summary>
/// Creates a new IBrokerage instance and set ups the environment for the brokerage
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List <string>();
// read values from the brokerage datas
var useTws = Config.GetBool("ib-use-tws");
var port = Config.GetInt("ib-port", 4001);
var host = Config.Get("ib-host", "127.0.0.1");
var twsDirectory = Config.Get("ib-tws-dir", "C:\\Jts");
var ibControllerDirectory = Config.Get("ib-controller-dir", "C:\\IBController");
var account = Read <string>(job.BrokerageData, "ib-account", errors);
var userID = Read <string>(job.BrokerageData, "ib-user-name", errors);
var password = Read <string>(job.BrokerageData, "ib-password", errors);
var agentDescription = Read <AgentDescription>(job.BrokerageData, "ib-agent-description", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
// launch the IB gateway
InteractiveBrokersGatewayRunner.Start(ibControllerDirectory, twsDirectory, userID, password, useTws);
var ib = new InteractiveBrokersBrokerage(algorithm.Transactions, algorithm.Portfolio, account, host, port, agentDescription);
Composer.Instance.AddPart <IDataQueueHandler>(ib);
return(ib);
}
public void ClientCancelsLimitOrder()
{
OrderStatus status = OrderStatus.New;
var manualResetEvent = new ManualResetEvent(false);
var ib = new InteractiveBrokersBrokerage();
ib.Connect();
ib.OrderEvent += (sender, args) =>
{
status = args.Status;
manualResetEvent.Set();
};
// try to sell a single share at a ridiculous price, we'll cancel this later
var order = new Order("AAPL", SecurityType.Equity, -1, OrderType.Limit, DateTime.UtcNow, 100000);
ib.PlaceOrder(order);
manualResetEvent.WaitOne(2500);
ib.CancelOrder(order);
manualResetEvent.Reset();
manualResetEvent.WaitOne(2500);
Assert.AreEqual(OrderStatus.Canceled, status);
}
/// <summary>
/// Creates a new IBrokerage instance and set ups the environment for the brokerage
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List <string>();
// read values from the brokerage datas
var port = Config.GetInt("ib-port", 4001);
var host = Config.Get("ib-host", "127.0.0.1");
var twsDirectory = Config.Get("ib-tws-dir", "C:\\Jts");
var ibVersion = Config.Get("ib-version", "974");
var account = Read <string>(job.BrokerageData, "ib-account", errors);
var userId = Read <string>(job.BrokerageData, "ib-user-name", errors);
var password = Read <string>(job.BrokerageData, "ib-password", errors);
var tradingMode = Read <string>(job.BrokerageData, "ib-trading-mode", errors);
var agentDescription = Read <string>(job.BrokerageData, "ib-agent-description", errors);
var loadExistingHoldings = true;
if (job.BrokerageData.ContainsKey("load-existing-holdings"))
{
loadExistingHoldings = Convert.ToBoolean(job.BrokerageData["load-existing-holdings"]);
}
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
if (tradingMode.IsNullOrEmpty())
{
throw new Exception("No trading mode selected. Please select either 'paper' or 'live' trading.");
}
var ib = new InteractiveBrokersBrokerage(
algorithm,
algorithm.Transactions,
algorithm.Portfolio,
Composer.Instance.GetExportedValueByTypeName <IDataAggregator>(Config.Get("data-aggregator", "QuantConnect.Lean.Engine.DataFeeds.AggregationManager")),
Composer.Instance.GetExportedValueByTypeName <IMapFileProvider>(Config.Get("map-file-provider", "QuantConnect.Data.Auxiliary.LocalDiskMapFileProvider")),
account,
host,
port,
twsDirectory,
ibVersion,
userId,
password,
tradingMode,
agentDescription,
loadExistingHoldings);
Composer.Instance.AddPart <IDataQueueHandler>(ib);
return(ib);
}
public void InitializeBrokerage()
{
InteractiveBrokersGatewayRunner.Start(Config.Get("ib-controller-dir"),
Config.Get("ib-tws-dir"),
Config.Get("ib-user-name"),
Config.Get("ib-password"),
Config.GetBool("ib-use-tws")
);
// grabs account info from configuration
_interactiveBrokersBrokerage = new InteractiveBrokersBrokerage(new OrderProvider(_orders), new SecurityProvider());
_interactiveBrokersBrokerage.Connect();
}
/// <summary>
/// Creates a new IBrokerage instance and set ups the environment for the brokerage
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List <string>();
// read values from the brokerage datas
var port = Config.GetInt("ib-port", 4001);
var host = Config.Get("ib-host", "127.0.0.1");
var twsDirectory = Config.Get("ib-tws-dir", "C:\\Jts");
var ibVersion = Config.Get("ib-version", "974");
var account = Read <string>(job.BrokerageData, "ib-account", errors);
var userId = Read <string>(job.BrokerageData, "ib-user-name", errors);
var password = Read <string>(job.BrokerageData, "ib-password", errors);
var tradingMode = Read <string>(job.BrokerageData, "ib-trading-mode", errors);
var agentDescription = Read <string>(job.BrokerageData, "ib-agent-description", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
if (tradingMode.IsNullOrEmpty())
{
throw new Exception("No trading mode selected. Please select either 'paper' or 'live' trading.");
}
var ib = new InteractiveBrokersBrokerage(
algorithm,
algorithm.Transactions,
algorithm.Portfolio,
account,
host,
port,
twsDirectory,
ibVersion,
userId,
password,
tradingMode,
agentDescription);
Composer.Instance.AddPart <IDataQueueHandler>(ib);
return(ib);
}
public void InitializeBrokerage()
{
InteractiveBrokersGatewayRunner.Start(Config.Get("ib-controller-dir"),
Config.Get("ib-tws-dir"),
Config.Get("ib-user-name"),
Config.Get("ib-password"),
Config.Get("ib-trading-mode"),
Config.GetBool("ib-use-tws")
);
// grabs account info from configuration
var securityProvider = new SecurityProvider();
securityProvider[Symbols.USDJPY] = new Security(SecurityExchangeHours.AlwaysOpen(TimeZones.NewYork),
new SubscriptionDataConfig(typeof(TradeBar), Symbols.USDJPY, Resolution.Minute, TimeZones.NewYork, TimeZones.NewYork, false, false, false),
new Cash(CashBook.AccountCurrency, 0, 1m), SymbolProperties.GetDefault(CashBook.AccountCurrency));
_interactiveBrokersBrokerage = new InteractiveBrokersBrokerage(new OrderProvider(_orders), securityProvider);
_interactiveBrokersBrokerage.Connect();
}
private static Order AssertOrderOpened(bool orderFilled, QuantConnect.Brokerages.InteractiveBrokers.InteractiveBrokersBrokerage ib, Order order)
{
// if the order didn't fill check for it as an open order
if (!orderFilled)
{
// find the right order and return it
foreach (var openOrder in ib.GetOpenOrders())
{
if (openOrder.BrokerId.Any(id => order.BrokerId.Any(x => x == id)))
{
return(openOrder);
}
}
Assert.Fail("The order was not filled and was unable to be located via GetOpenOrders()");
}
Assert.Pass("The order was successfully filled!");
return(null);
}
public void GetsTickData()
{
InteractiveBrokersGatewayRunner.StartFromConfiguration();
var ib = new InteractiveBrokersBrokerage(new OrderProvider());
ib.Connect();
ib.Subscribe(null, new List<Symbol> {Symbols.USDJPY, Symbols.EURGBP});
Thread.Sleep(1000);
for (int i = 0; i < 10; i++)
{
foreach (var tick in ib.GetNextTicks())
{
Console.WriteLine("{0}: {1} - {2} @ {3}", tick.Time, tick.Symbol, tick.Price, ((Tick)tick).Quantity);
}
}
InteractiveBrokersGatewayRunner.Stop();
}
public void ClientPlacesLimitOrder()
{
bool orderFilled = false;
var manualResetEvent = new ManualResetEvent(false);
var ib = new InteractiveBrokersBrokerage();
ib.Connect();
decimal aapl = 100m;
decimal delta = 85.0m; // if we can't get a price then make the delta huge
ib.OrderEvent += (sender, args) =>
{
orderFilled = true;
aapl = args.FillPrice;
delta = 0.02m;
manualResetEvent.Set();
};
// get the current market price, couldn't get RequestMarketData to fire tick events
int id = 0;
ib.PlaceOrder(new Order("AAPL", SecurityType.Equity, 1, OrderType.Market, DateTime.UtcNow) { Id = ++id });
manualResetEvent.WaitOne(2000);
manualResetEvent.Reset();
// make a box around the current price +- a little
const int quantity = 1;
var order = new Order("AAPL", SecurityType.Equity, +quantity, OrderType.Limit, DateTime.Now, aapl - delta) {Id = ++id};
ib.PlaceOrder(order);
ib.PlaceOrder(new Order("AAPL", SecurityType.Equity, -quantity, OrderType.Limit, DateTime.Now, aapl + delta) {Id = ++id});
manualResetEvent.WaitOne(1000);
var orderFromIB = AssertOrderOpened(orderFilled, ib, order);
Assert.AreEqual(OrderType.Limit, orderFromIB.Type);
}
public void GetsTickData()
{
InteractiveBrokersGatewayRunner.StartFromConfiguration();
var ib = new InteractiveBrokersBrokerage(new OrderMapping());
ib.Connect();
ib.Subscribe(null, new Dictionary<SecurityType, List<string>>
{
{SecurityType.Forex, new List<string>{"USDJPY", "EURGBP"}}
});
Thread.Sleep(1000);
for (int i = 0; i < 10; i++)
{
foreach (var tick in ib.GetNextTicks())
{
Console.WriteLine("{0}: {1} - {2} @ {3}", tick.Time, tick.Symbol, tick.Price, ((Tick)tick).Quantity);
}
}
InteractiveBrokersGatewayRunner.Stop();
}
/// <summary>
/// Parses a contract for future with malformed data.
/// Malformed data usually manifests itself by having "0" assigned to some values
/// we expect, like the contract's expiry date. The contract is returned by IB
/// like this, usually due to a high amount of data subscriptions that are active
/// in an account, surpassing IB's imposed limit. Read more about this here: https://interactivebrokers.github.io/tws-api/rtd_fqa_errors.html#rtd_common_errors_maxmktdata
///
/// We are provided a string in the Symbol in malformed contracts that can be
/// parsed to construct the clean contract, which is done by this method.
/// </summary>
/// <param name="malformedContract">Malformed contract (for futures), i.e. a contract with invalid values ("0") in some of its fields</param>
/// <param name="symbolPropertiesDatabase">The symbol properties database to use</param>
/// <returns>Clean Contract for the future</returns>
/// <remarks>
/// The malformed contract returns data similar to the following when calling <see cref="InteractiveBrokersBrokerage.GetContractDetails"/>: ES MAR2021
/// </remarks>
public Contract ParseMalformedContractFutureSymbol(Contract malformedContract, SymbolPropertiesDatabase symbolPropertiesDatabase)
{
Log.Trace($"InteractiveBrokersSymbolMapper.ParseMalformedContractFutureSymbol(): Parsing malformed contract: {InteractiveBrokersBrokerage.GetContractDescription(malformedContract)} with trading class: \"{malformedContract.TradingClass}\"");
// capture any character except spaces, match spaces, capture any char except digits, capture digits
var matches = Regex.Matches(malformedContract.Symbol, @"^(\S*)\s*(\D*)(\d*)");
var match = matches[0].Groups;
var contractSymbol = match[1].Value;
var contractMonthExpiration = DateTime.ParseExact(match[2].Value, "MMM", CultureInfo.CurrentCulture).Month;
var contractYearExpiration = match[3].Value;
var leanSymbol = GetLeanRootSymbol(contractSymbol);
string market;
if (!symbolPropertiesDatabase.TryGetMarket(leanSymbol, SecurityType.Future, out market))
{
market = InteractiveBrokersBrokerageModel.DefaultMarketMap[SecurityType.Future];
}
var canonicalSymbol = Symbol.Create(leanSymbol, SecurityType.Future, market);
var contractMonthYear = new DateTime(int.Parse(contractYearExpiration, CultureInfo.InvariantCulture), contractMonthExpiration, 1);
// we get the expiration date using the FuturesExpiryFunctions
var contractExpirationDate = FuturesExpiryFunctions.FuturesExpiryFunction(canonicalSymbol)(contractMonthYear);
return(new Contract
{
Symbol = contractSymbol,
Multiplier = malformedContract.Multiplier,
LastTradeDateOrContractMonth = $"{contractExpirationDate:yyyyMMdd}",
Exchange = malformedContract.Exchange,
SecType = malformedContract.SecType,
IncludeExpired = false,
Currency = malformedContract.Currency
});
}
/// <summary>
/// Parses a contract for options with malformed data.
/// Malformed data usually manifests itself by having "0" assigned to some values
/// we expect, like the contract's expiry date. The contract is returned by IB
/// like this, usually due to a high amount of data subscriptions that are active
/// in an account, surpassing IB's imposed limit. Read more about this here: https://interactivebrokers.github.io/tws-api/rtd_fqa_errors.html#rtd_common_errors_maxmktdata
///
/// We are provided a string in the Symbol in malformed contracts that can be
/// parsed to construct the clean contract, which is done by this method.
/// </summary>
/// <param name="malformedContract">Malformed contract (for options), i.e. a contract with invalid values ("0") in some of its fields</param>
/// <param name="exchange">Exchange that the contract's asset lives on/where orders will be routed through</param>
/// <returns>Clean Contract for the option</returns>
/// <remarks>
/// The malformed contract returns data similar to the following when calling <see cref="InteractiveBrokersBrokerage.GetContractDetails"/>:
/// OPT SPY JUN2021 350 P [SPY 210618P00350000 100] USD 0 0 0
///
/// ... which the contents inside [] follow the pattern:
///
/// [SYMBOL YY_MM_DD_OPTIONRIGHT_STRIKE(divide by 1000) MULTIPLIER]
/// </remarks>
public static Contract ParseMalformedContractOptionSymbol(Contract malformedContract, string exchange = "Smart")
{
Log.Trace($"InteractiveBrokersSymbolMapper.ParseMalformedContractOptionSymbol(): Parsing malformed contract: {InteractiveBrokersBrokerage.GetContractDescription(malformedContract)} with trading class: \"{malformedContract.TradingClass}\"");
// we search for the '[ ]' pattern, inside of it we: (capture any character except spaces, match spaces) -> 3 times
var matches = Regex.Matches(malformedContract.Symbol, @"^.*[\[](\S*)\s*(\S*)\s*(\S*)[\]]");
var match = matches[0].Groups;
var contractSymbol = match[1].Value;
var contractSpecification = match[2].Value;
var multiplier = match[3].Value;
var expiryDate = "20" + contractSpecification.Substring(0, 6);
var contractRight = contractSpecification[6] == 'C' ? IB.RightType.Call : IB.RightType.Put;
var contractStrike = long.Parse(contractSpecification.Substring(7), CultureInfo.InvariantCulture) / 1000.0;
return(new Contract
{
Symbol = contractSymbol,
Multiplier = multiplier,
LastTradeDateOrContractMonth = expiryDate,
Right = contractRight,
Strike = contractStrike,
Exchange = exchange,
SecType = malformedContract.SecType,
IncludeExpired = false,
Currency = malformedContract.Currency
});
}
private static Order AssertOrderOpened(bool orderFilled, InteractiveBrokersBrokerage ib, Order order)
{
// if the order didn't fill check for it as an open order
if (!orderFilled)
{
// find the right order and return it
foreach (var openOrder in ib.GetOpenOrders())
{
if (openOrder.BrokerId.Any(id => order.BrokerId.Any(x => x == id)))
{
return openOrder;
}
}
Assert.Fail("The order was not filled and was unable to be located via GetOpenOrders()");
}
Assert.Pass("The order was successfully filled!");
return null;
}
/// <summary>
/// Parses a contract for options with malformed data.
/// Malformed data usually manifests itself by having "0" assigned to some values
/// we expect, like the contract's expiry date. The contract is returned by IB
/// like this, usually due to a high amount of data subscriptions that are active
/// in an account, surpassing IB's imposed limit. Read more about this here: https://interactivebrokers.github.io/tws-api/rtd_fqa_errors.html#rtd_common_errors_maxmktdata
///
/// We are provided a string in the Symbol in malformed contracts that can be
/// parsed to construct the clean contract, which is done by this method.
/// </summary>
/// <param name="malformedContract">Malformed contract (for options), i.e. a contract with invalid values ("0") in some of its fields</param>
/// <param name="exchange">Exchange that the contract's asset lives on/where orders will be routed through</param>
/// <returns>Clean Contract for the option</returns>
/// <remarks>
/// The malformed contract returns data similar to the following when calling <see cref="InteractiveBrokersBrokerage.GetContractDetails"/>:
/// OPT SPY JUN2021 350 P [SPY 210618P00350000 100] USD 0 0 0
///
/// ... which the contents inside [] follow the pattern:
///
/// [SYMBOL YY_MM_DD_OPTIONRIGHT_STRIKE(divide by 1000) MULTIPLIER]
/// </remarks>
public static Contract ParseMalformedContractOptionSymbol(Contract malformedContract, string exchange = "Smart")
{
Log.Trace($"InteractiveBrokersSymbolMapper.ParseMalformedContractOptionSymbol(): Parsing malformed contract: {InteractiveBrokersBrokerage.GetContractDescription(malformedContract)} with trading class: \"{malformedContract.TradingClass}\"");
var contractInfoSplit = malformedContract.Symbol.Substring(malformedContract.Symbol.IndexOf('['))
.Replace("[", "")
.Replace("]", "")
.Split(' ');
var contractSymbol = contractInfoSplit[0];
var contractSpecification = contractInfoSplit[1];
var multiplier = contractInfoSplit[2];
var expiryDate = "20" + contractSpecification.Substring(0, 6);
var contractRight = contractSpecification[6] == 'C' ? IB.RightType.Call : IB.RightType.Put;
var contractStrike = long.Parse(contractSpecification.Substring(7), CultureInfo.InvariantCulture) / 1000.0;
return(new Contract
{
Symbol = contractSymbol,
Multiplier = multiplier,
LastTradeDateOrContractMonth = expiryDate,
Right = contractRight,
Strike = contractStrike,
Exchange = exchange,
SecType = malformedContract.SecType,
IncludeExpired = false,
Currency = malformedContract.Currency
});
}
public void ClientConnects()
{
var ib = new InteractiveBrokersBrokerage();
ib.Connect();
}
public void Teardown()
{
try
{ // give the tear down a header so we can easily find it in the logs
Log.Trace("-----");
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Starting teardown...");
Log.Trace("-----");
var canceledResetEvent = new ManualResetEvent(false);
var filledResetEvent = new ManualResetEvent(false);
_interactiveBrokersBrokerage.OrderStatusChanged += (sender, orderEvent) =>
{
if (orderEvent.Status == OrderStatus.Filled)
{
filledResetEvent.Set();
}
if (orderEvent.Status == OrderStatus.Canceled)
{
canceledResetEvent.Set();
}
};
// cancel all open orders
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Canceling open orders...");
var orders = _interactiveBrokersBrokerage.GetOpenOrders();
foreach (var order in orders)
{
_interactiveBrokersBrokerage.CancelOrder(order);
canceledResetEvent.WaitOne(3000);
canceledResetEvent.Reset();
}
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Liquidating open positions...");
// liquidate all positions
var holdings = _interactiveBrokersBrokerage.GetAccountHoldings();
foreach (var holding in holdings.Where(x => x.Quantity != 0))
{
//var liquidate = new MarketOrder(holding.Symbol, (int) -holding.Quantity, DateTime.UtcNow, type: holding.Type);
//_interactiveBrokersBrokerage.PlaceOrder(liquidate);
//filledResetEvent.WaitOne(3000);
//filledResetEvent.Reset();
}
var openOrdersText = _interactiveBrokersBrokerage.GetOpenOrders().Select(x => x.Symbol.ToString() + " " + x.Quantity);
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Open orders: " + string.Join(", ", openOrdersText));
//Assert.AreEqual(0, actualOpenOrderCount, "Failed to verify that there are zero open orders.");
var holdingsText = _interactiveBrokersBrokerage.GetAccountHoldings().Where(x => x.Quantity != 0).Select(x => x.Symbol.ToString() + " " + x.Quantity);
Log.Trace("InteractiveBrokersBrokerageTests.Teardown(): Account holdings: " + string.Join(", ", holdingsText));
//Assert.AreEqual(0, holdingsCount, "Failed to verify that there are zero account holdings.");
_interactiveBrokersBrokerage.Dispose();
_interactiveBrokersBrokerage = null;
}
finally
{
InteractiveBrokersGatewayRunner.Stop();
}
}
public void ClientSellsMarketOrder()
{
bool orderFilled = false;
var manualResetEvent = new ManualResetEvent(false);
var ib = new InteractiveBrokersBrokerage();
ib.Connect();
ib.OrderEvent += (sender, args) =>
{
orderFilled = true;
manualResetEvent.Set();
};
// sell a single share
var order = new Order("AAPL", SecurityType.Equity, -1, OrderType.Market, DateTime.UtcNow);
ib.PlaceOrder(order);
manualResetEvent.WaitOne(2500);
var orderFromIB = AssertOrderOpened(orderFilled, ib, order);
Assert.AreEqual(OrderType.Market, orderFromIB.Type);
}
public void ClientPlacesMarketOrder()
{
bool orderFilled = false;
var manualResetEvent = new ManualResetEvent(false);
var ib = new InteractiveBrokersBrokerage();
ib.Connect();
ib.Client.RequestOpenOrders();
ib.OrderEvent += (sender, args) =>
{
orderFilled = true;
manualResetEvent.Set();
};
const int buyQuantity = 1;
//ib.PlaceOrder(new Order("AAPL", SecurityType.Equity, buyQuantity, OrderType.Market, DateTime.Now));
var order = new Order("AAPL", SecurityType.Equity, buyQuantity, OrderType.Market, DateTime.Now);
ib.PlaceOrder(order);
manualResetEvent.WaitOne(2500);
var orderFromIB = AssertOrderOpened(orderFilled, ib, order);
Assert.AreEqual(OrderType.Market, orderFromIB.Type);
}
/// <summary>
/// Creates a new IBrokerage instance and set ups the environment for the brokerage
/// </summary>
/// <param name="job">The job packet to create the brokerage for</param>
/// <param name="algorithm">The algorithm instance</param>
/// <returns>A new brokerage instance</returns>
public override IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
var errors = new List<string>();
// read values from the brokerage datas
var useTws = Config.GetBool("ib-use-tws");
var port = Config.GetInt("ib-port", 4001);
var host = Config.Get("ib-host", "127.0.0.1");
var twsDirectory = Config.Get("ib-tws-dir", "C:\\Jts");
var ibControllerDirectory = Config.Get("ib-controller-dir", "C:\\IBController");
var account = Read<string>(job.BrokerageData, "ib-account", errors);
var userID = Read<string>(job.BrokerageData, "ib-user-name", errors);
var password = Read<string>(job.BrokerageData, "ib-password", errors);
var agentDescription = Read<AgentDescription>(job.BrokerageData, "ib-agent-description", errors);
if (errors.Count != 0)
{
// if we had errors then we can't create the instance
throw new Exception(string.Join(Environment.NewLine, errors));
}
// launch the IB gateway
InteractiveBrokersGatewayRunner.Start(ibControllerDirectory, twsDirectory, userID, password, useTws);
var ib = new InteractiveBrokersBrokerage(algorithm.Transactions, algorithm.Portfolio, account, host, port, agentDescription);
Composer.Instance.AddPart<IDataQueueHandler>(ib);
return ib;
}
