public void connectSync()
{
EReaderMonitorSignal signal_ = new EReaderMonitorSignal();
Wotan.client client_ = new Wotan.client(signal_, new dispatchDelegate((twsMessage m) => {}),
new logDelegate((string m, logType l, verbosity v, int id) => { }), false);
if (!client_.socket.IsConnected())
{
client_.socket.eConnect("127.0.0.1", 4001, 0);
EReader reader = new EReader(client_.socket, signal_);
reader.Start();
new Thread(() =>
{
while (client_.socket.IsConnected())
{
signal_.waitForSignal();
reader.processMsgs();
}
})
{
Name = "reading thread", IsBackground = true
}.Start();
Thread.Sleep(1000);
client_.socket.eDisconnect();
}
}
public void connectAsync()
{
bool result = false;
EReaderMonitorSignal signal_ = new EReaderMonitorSignal();
Wotan.client client_ = null;
EReader reader_ = null;
client_ = new Wotan.client(
signal_,
new dispatchDelegate((twsMessage m) =>
{
result = true;
}),
new logDelegate((string m, logType l, verbosity v, int id) => { }), true);
reader_ = new EReader(client_.socket, signal_);
reader_.Start();
client_.connectAck();
Thread.Sleep(1000);
new Thread(() =>
{
while (client_.socket.IsConnected())
{
signal_.waitForSignal();
reader_.processMsgs();
}
})
{
Name = "reading thread", IsBackground = true
}.Start();
Thread.Sleep(10000);
}
/// <summary>
/// Connect
/// </summary>
/// <param name="host"></param>
/// <param name="portIb"></param>
/// <param name="clientIdIb"></param>
public void Connect(string host, int portIb, int clientIdIb)
{
if (!IsConnectedIb)
{
try
{
ClientSocket.eConnect(host, portIb, clientIdIb);
var signal = new EReaderMonitorSignal();
var reader = new EReader(ClientSocket, signal);
reader.Start();
new Thread(() =>
{
while (ClientSocket.IsConnected())
{
signal.waitForSignal();
reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
}
catch (Exception)
{
throw;
}
}
else
{
IsConnectedIb = false;
ClientSocket.eDisconnect();
}
}
public bool Connect(string ip, int port, int clientID)
{
Log.Info("Connecting IB");
try
{
IBClient.ClientSocket.eConnect(ip, port, clientID);
var reader = new EReader(IBClient.ClientSocket, signal);
reader.Start();
new Thread(() => { while (IBClient.ClientSocket.IsConnected())
{
signal.waitForSignal(); reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
}
catch (Exception ex)
{
Log.Error("Error on connect IB, message: " + ex.Message);
Log.Error("Error on connect IB, StackTrace: " + ex.StackTrace);
throw ex;
}
return(true);
}
private void button13_Click(object sender, EventArgs e) // Api connect button click
{
if (!isConnected) // False on startup
{
try
{
ibClient.ClientId = 2; // Client id. Multiple clients can be connected to the same gateway with the same login/password
ibClient.ClientSocket.eConnect("127.0.0.1", Settings.ibGateWayPort, ibClient.ClientId);
//Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
var reader = new EReader(ibClient.ClientSocket, signal);
reader.Start();
//Once the messages are in the queue, an additional thread can be created to fetch them
new Thread(() =>
{ while (ibClient.ClientSocket.IsConnected())
{
signal.waitForSignal(); reader.processMsgs();
}
})
{
IsBackground = true
}.Start(); // https://interactivebrokers.github.io/tws-api/connection.html#gsc.tab=0
}
catch (Exception exception)
{
ListViewLog.AddRecord(this, "brokerListBox", "Form1.cs", "Check your connection credentials. Exception: " + exception, "white");
}
try
{
ibClient.ClientSocket.reqCurrentTime();
}
catch (Exception exception)
{
ListViewLog.AddRecord(this, "brokerListBox", "Form1.cs", "req time. Exception: " + exception, "white");
}
}
else
{
isConnected = false;
ibClient.ClientSocket.eDisconnect();
status_CT.Text = "Disconnected";
button13.Text = "Connect";
ListViewLog.AddRecord(this, "brokerListBox", "Form1.cs", "Disconnecting..", "white");
}
}
private void Connect_Click(object sender, RoutedEventArgs e)
{
if (!IsConnected)
{
try
{
//int port = Int32.Parse(Port.Text);
string host = string.IsNullOrEmpty(Ip.Text) ? "127.0.0.1" : Ip.Text;
IBClient.ClientSocket.eConnect(host, 7496, 0);
var reader = new EReader(IBClient.ClientSocket, signal);
reader.Start();
new Thread(() =>
{
while (IBClient.ClientSocket.IsConnected())
{
signal.waitForSignal();
reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
if (IBClient.ClientSocket.IsConnected())
{
Connect.Content = "DisConnect";
status.Content = "Connected";
}
}
catch (Exception ex)
{
MessageBox.Show("请检查ip和port是否正确！");
}
}
else
{
IBClient.ClientSocket.eDisconnect();
Connect.Content = "Connected";
status.Content = "DisConnect";
}
IsConnected = !IsConnected;
}
private void connectButton_Click(object sender, EventArgs e) // Connect button
{
if (!IsConnected)
{
int port;
string host = null; // this.host_CT.Text;
if (host == null || host.Equals(""))
{
host = "127.0.0.1";
}
try
{
port = 4002; // Int32.Parse(this.port_CT.Text);
ibClient.ClientId = 2; // Int32.Parse(this.clientid_CT.Text);
ibClient.ClientSocket.eConnect(host, port, ibClient.ClientId);
var reader = new EReader(ibClient.ClientSocket, signal);
reader.Start();
new Thread(() => { // Create object
while (ibClient.ClientSocket.IsConnected()) // Params. Lambda expression
{
signal.waitForSignal();
reader.processMsgs();
}
}) // Create
{
IsBackground = true
}.Start(); // Start method call
}
catch (Exception)
{
HandleMessage(new ErrorMessage(-1, -1, "jopa Please check your connection attributes."));
}
}
else
{
IsConnected = false;
ibClient.ClientSocket.eDisconnect(); // Fiers ibClient.ConnectionClose event
}
}
// Control events handlers. Button clicks etc.
private void button1_Click(object sender, EventArgs e) // Connect button click
{
if (!IsConnected) // False on startup
{
HandleMessage(new ErrorMessage(0, 0, "Connect button clicked"));
int port;
string host = this.host_CT.Text;
if (host == null || host.Equals(""))
{
host = "127.0.0.1";
}
try
{
port = Int32.Parse(this.port_CT.Text);
ibClient.ClientId = Int32.Parse(this.clientid_CT.Text);
ibClient.ClientSocket.eConnect(host, port, ibClient.ClientId); // Connection
var reader = new EReader(ibClient.ClientSocket, signal); // Put the websocket stream to the reader variable
reader.Start();
new Thread(() => { while (ibClient.ClientSocket.IsConnected())
{
signal.waitForSignal(); reader.processMsgs();
}
})
{
IsBackground = true
}.Start(); // https://interactivebrokers.github.io/tws-api/connection.html#gsc.tab=0
}
catch (Exception)
{
HandleMessage(new ErrorMessage(-1, -1, "Please check your connection attributes."));
}
}
else
{
IsConnected = false;
ibClient.ClientSocket.eDisconnect();
HandleMessage(new ErrorMessage(0, 0, "Connect button clicked while connection establichet - disconnect"));
}
}
// Control events handlers. Button clicks etc.
private void connect_Button(object sender, EventArgs e) // Connect button click
{
if (!IsConnected) // False on startup
{
ListViewLogging.log_add(this, "parserListBox", "Form1.cs", "Connect button clicked", "white");
int port;
string host = "127.0.0.1";
if (host == null || host.Equals(""))
{
host = "127.0.0.1";
}
try
{
port = TfrSettingsJson.ibGateWayPort; // 7496 - TWS. 4002 - IB Gateway
ibClient.ClientId = 1;
ibClient.ClientSocket.eConnect(host, port, ibClient.ClientId); // Connection
var reader = new EReader(ibClient.ClientSocket, signal); // Put the websocket stream to the reader variable
reader.Start();
new Thread(() => { while (ibClient.ClientSocket.IsConnected())
{
signal.waitForSignal(); reader.processMsgs();
}
})
{
IsBackground = true
}.Start(); // https://interactivebrokers.github.io/tws-api/connection.html#gsc.tab=0
}
catch (Exception)
{
ListViewLogging.log_add(this, "parserListBox", "Form1.cs", "Please check your connection attributes", "white");
}
}
else
{
IsConnected = false;
ibClient.ClientSocket.eDisconnect();
ListViewLogging.log_add(this, "parserListBox", "Form1.cs", "Connect button clicked while connection establichet - disconnect", "white");
}
}
public override void connectAck()
{
//tws is connected but we should wait for nextValidId too
Logger.Info("Received connect acknowledge from Interactive Brokers TWS Api");
this.IsTwsConnected = true;
//Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
var reader = new EReader(Client, EReaderSignal);
reader.Start();
//Once the messages are in the queue, an additional thread can be created to fetch them
new Thread(() => { while (Client.IsConnected())
{
EReaderSignal.waitForSignal(); reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
}
public bool Connect()
{
lock (_connectLockObj)
{
if (!IsConnected)
{
int port;
string host = _host;
if (host == null || host.Equals(""))
{
host = "127.0.0.1";
}
try
{
port = _port;
_ibClient.ClientId = _clientId;
_ibClient.ClientSocket.eConnect(host, port, _ibClient.ClientId);
var reader = new EReader(_ibClient.ClientSocket, _signal);
reader.Start();
EventWaitHandle wait = new ManualResetEvent(false);
new Thread(() => { while (_ibClient.ClientSocket.IsConnected())
{
_signal.waitForSignal(); reader.processMsgs(); wait.Set();
}
})
{
IsBackground = true
}.Start();
wait.WaitOne(TIME_OUT_VALUE);
}
catch (Exception)
{
HandleErrorMessage(new ErrorMessage(-1, -1, "Please check your connection attributes."));
}
}
}
return(IsConnected);
}
public bool Connect()
{
try
{
string host = Framework.Settings.Get("IB_HOST", "localhost");
int port = Framework.Settings.Get("IB_PORT", 4001);
#if DEBUG
int clientId = Framework.Settings.Get("IB_CLIENTID", 1);
#else
int clientId = Framework.Settings.Get("IB_CLIENTID", 11);
#endif
this.Log("Connecting to IB gateway on {0}:{1}... (client_id={2})", host, port, clientId);
_ibClient.ClientId = clientId;
_ibClient.ClientSocket.eConnect(host, port, _ibClient.ClientId);
var reader = new EReader(_ibClient.ClientSocket, _signal);
reader.Start();
//process incoming tcp data
new Thread(() => { while (_ibClient.ClientSocket.IsConnected())
{
_signal.waitForSignal(); reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
//startup and connect ran fine
return(true);
}
catch (Exception ex)
{
throw ex;
//HandleErrorMessage(new ErrorMessage(-1, -1, "Please check your connection attributes."));
return(false);
}
}
private void connectButton_Click(object sender, EventArgs e)
{
if (!IsConnected)
{
int port;
string host = this.host_CT.Text;
if (host == null || host.Equals(""))
{
host = "127.0.0.1";
}
try
{
port = Int32.Parse(this.port_CT.Text);
ibClient.ClientId = Int32.Parse(this.clientid_CT.Text);
ibClient.ClientSocket.eConnect(host, port, ibClient.ClientId);
var reader = new EReader(ibClient.ClientSocket, signal);
reader.Start();
new Thread(() => { while (ibClient.ClientSocket.IsConnected())
{
signal.waitForSignal(); reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
}
catch (Exception)
{
HandleMessage(new ErrorMessage(-1, -1, "Please check your connection attributes."));
}
}
else
{
IsConnected = false;
ibClient.ClientSocket.eDisconnect();
}
}
public void connect(string host, int port, int ClientID)
{
ibClient.ClientId = ClientID;
ibClient.ClientSocket.eConnect(host, port, ClientID);
var reader = new EReader(ibClient.ClientSocket, signal);
reader.Start();
new Thread(() =>
{
while (ibClient.ClientSocket.IsConnected())
{
signal.waitForSignal();
reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
}
// connect
private void connect(IPAddress host, int port)
{
if (!client_.socket.IsConnected())
{
client_.socket.eConnect(host.ToString(), port, 1);
reader_ = new EReader(client_.socket, signal_);
reader_.Start();
new Thread(() =>
{
while (client_.socket.IsConnected())
{
signal_.waitForSignal();
reader_.processMsgs();
}
})
{
Name = "reading thread", IsBackground = true
}.Start();
}
}
public void Start()
{
//! [connect]
_clientSocket.eConnect("127.0.0.1", 7497, 0);
//! [connect]
//! [ereader]
//Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
var reader = new EReader(_clientSocket, _readerSignal);
reader.Start();
//Once the messages are in the queue, an additional thread can be created to fetch them
new Thread(() => { while (_clientSocket.IsConnected())
{
_readerSignal.waitForSignal(); reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
//! [ereader]
/*************************************************************************************************************************************************/
/* One (although primitive) way of knowing if we can proceed is by monitoring the order's nextValidId reception which comes down automatically after connecting. */
/*************************************************************************************************************************************************/
while (_nextOrderId <= 0)
{
}
_tickerId = 1001;
//! [futcontract]
Contract contract = new Contract();
contract.Symbol = "MES";
contract.SecType = "FUT";
contract.Exchange = "GLOBEX";
contract.Currency = "USD";
contract.LastTradeDateOrContractMonth = "20200320";
_clientSocket.reqMktData(_tickerId, contract, "233", false, false, null);
}
private void btnConnect_Click(object sender, EventArgs e)
{
if (!Connected)
{
try
{
int port = 7497;
if (cbTradingEnvironment.SelectedItem.ToString() == "LIVE")
{
port = 7496;
}
Client.ClientId = 1;
Client.ClientSocket.eConnect("127.0.0.1", port, Client.ClientId);
var reader = new EReader(Client.ClientSocket, MessageMonitor);
reader.Start();
new Thread(() => { while (Client.ClientSocket.IsConnected())
{
MessageMonitor.waitForSignal(); reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
}
catch (Exception)
{
HandleMessage(new ErrorMessage(-1, -1, "Please check your connection attributes."));
}
}
else
{
Shutdown();
}
}
static void Main(string[] args)
{
int reqId = 0;
Settings settings;
try
{
settings = JsonConvert.DeserializeObject <Settings>(File.ReadAllText(@"settings.json"));
}
catch (Exception)
{
settings = new Settings();
File.WriteAllText(@"settings.json", JsonConvert.SerializeObject(settings, Formatting.Indented));
Console.WriteLine("Defaults have been saved to 'settings.json'");
Console.ReadKey();
return;
}
var cnx = new MySqlConnectionStringBuilder();
cnx.UserID = settings.username;
cnx.Password = settings.password;
cnx.Server = settings.server;
cnx.Port = settings.port;
MySqlTransaction tr = null;
var mysql = new MySqlConnection(cnx.ToString());
mysql.Open();
// Create MySQL database and tables
Create(mysql);
Console.Write("Symbol: ");
string symbol = Console.ReadLine();
Console.Write("Duration (days): ");
int days = Convert.ToInt32(Console.ReadLine());
Console.Write("Retrieve ticks [y/n]: ");
bool retrieveTicks = (Console.ReadLine() == "y");
Console.WriteLine();
DateTime end = DateTime.Now;
DateTime start = end.AddDays(-days);
var signal = new EReaderMonitorSignal();
var client = new IBClient(signal);
client.ClientSocket.eConnect(settings.TWS, settings.TWSPort, settings.ClientID);
var c = new Contract();
c.Currency = "USD";
if (symbol.StartsWith("@"))
{
c.Symbol = symbol.Replace("@", "");
c.SecType = "CONTFUT";
c.Exchange = FuturesExchange(symbol);
}
else
{
c.Symbol = symbol;
c.Exchange = "SMART";
c.SecType = "STK";
c.PrimaryExch = "ISLAND"; // fixes ambiguity
}
var contracts = new List <ContractDetails>();
client.ContractDetails += (ContractDetailsMessage msg) =>
{
contracts.Add(msg.ContractDetails);
};
client.ContractDetailsEnd += (ContractDetailsEndMessage) =>
{
if (contracts.Count == 0)
{
Console.WriteLine("No contracts found for {0}", symbol);
}
else
{
ContractDetails closest = null;
foreach (var cd in contracts)
{
// No date (not futures)
if (string.IsNullOrEmpty(cd.Contract.LastTradeDateOrContractMonth))
{
closest = cd;
break;
}
var dt1 = DateTime.ParseExact(cd.Contract.LastTradeDateOrContractMonth, "yyyyMMdd", CultureInfo.InvariantCulture);
// Skip the contract if there's only 5 days left
if ((dt1 - DateTime.Now).Days <= 5)
{
continue;
}
// Find the closest contract
if (closest == null || dt1 < DateTime.ParseExact(closest.Contract.LastTradeDateOrContractMonth, "yyyyMMdd", CultureInfo.InvariantCulture))
{
closest = cd;
}
}
if (closest == null)
{
Console.WriteLine("Contract not found for {0}", symbol);
}
else
{
// Store the symbol
Insert(mysql, symbol);
// Transaction for bulk inserting
tr = mysql.BeginTransaction();
c = closest.Contract;
// Request candles
client.ClientSocket.reqHistoricalData(reqId++, closest.Contract, end.ToString("yyyyMMdd HH:mm:ss"), string.Format("{0} D", days), "1 min", "TRADES", 0, 1, false, null);
}
}
};
// Request contract data
client.ClientSocket.reqContractDetails(reqId++, c);
client.HistoricalData += (HistoricalDataMessage msg) =>
{
Insert(mysql, tr, symbol, 60, msg);
};
client.HistoricalDataEnd += (HistoricalDataEndMessage msg) =>
{
// Commit data
tr.Commit();
Console.WriteLine("Finished retrieving candles");
if (retrieveTicks)
{
// New transaction for ticks
tr = mysql.BeginTransaction();
// Request ticks
client.ClientSocket.reqHistoricalTicks(reqId++, c, null, end.ToString("yyyyMMdd HH:mm:ss"), 1000, "TRADES", 0, true, null);
}
};
client.historicalTickLast += (int req, HistoricalTickLast[] ticks, bool done) =>
{
Insert(mysql, tr, symbol, ticks);
if (done)
{
end = UnixTimeStampToDateTime(ticks[0].Time);
if (end <= start)
{
// Commit data
tr.Commit();
Console.WriteLine("Finished retrieving ticks");
}
else
{
client.ClientSocket.reqHistoricalTicks(reqId++, c, null, end.ToString("yyyyMMdd HH:mm:ss"), 1000, "TRADES", 0, true, null);
}
}
};
client.Error += (int id, int errorCode, string str, Exception ex) =>
{
if (id != -1)
{
Console.WriteLine("{0} {1} {2} {3}", DateTime.Now, id, errorCode, str);
}
};
var reader = new EReader(client.ClientSocket, signal);
reader.Start();
while (true)
{
signal.waitForSignal();
reader.processMsgs();
}
}