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);
}
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();
}
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();
}
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();
}
public void ClientConnects()
{
var ib = new InteractiveBrokersBrokerage();
ib.Connect();
}
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);
}
