/// <summary>
/// Converts a Ruby date string into a DateTime.
/// </summary>
/// <param name="date">The string to convert.</param>
/// <returns>The converted data.</returns>
public static DateTime DateTimeFromRubyString(string date)
{
DateTimeFormatInfo dateFormat = new DateTimeFormatInfo();
dateFormat.SetAllDateTimePatterns(new string[] { "yyyy-MM-dd HH:mm:ss zzz" }, 'Y');
return DateTime.Parse(date, dateFormat);
}
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);
}
}
}
}
}
}
