public async Task CancelPnLSingleController_Should_StopPnLEventSingle() { int waitDelayInMs = 5000; TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); PnLSingleEventArgs pnlSingleEventArgs = null; DateTime pnlEventTriggerDateTime = DateTime.MaxValue; twsObjectFactory.TwsCallbackHandler.PnLSingleEvent += (sender, args) => { pnlSingleEventArgs = args; pnlEventTriggerDateTime = DateTime.Now; }; // Create a position Contract contract = new Contract { SecType = TwsContractSecType.Stock, Symbol = "MSFT", Exchange = TwsExchange.Smart, PrimaryExch = TwsExchange.Island, }; Order order = new Order { Action = "BUY", OrderType = "MKT", TotalQuantity = 1, }; int orderId = await twsController.GetNextValidIdAsync(); bool successfullyPlaced = twsController.PlaceOrderAsync(orderId, contract, order).ConfigureAwait(false).GetAwaiter().GetResult(); Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it. // Call List <ExecutionDetailsEventArgs> executionDetailEvents = twsController.RequestExecutions().ConfigureAwait(false).GetAwaiter().GetResult(); // Assert executionDetailEvents.Count.Should().BeGreaterOrEqualTo(0); var pnlSingleResult = twsObjectFactory.TwsControllerBase.RequestPnLSingle( "DU1052488", "", executionDetailEvents.First().Contract.ConId).ConfigureAwait(false).GetAwaiter().GetResult(); pnlSingleEventArgs.Should().NotBeNull(); pnlSingleResult.Should().NotBeNull(); pnlSingleEventArgs.RequestId.Should().IsSameOrEqualTo(pnlSingleResult.RequestId); twsObjectFactory.TwsControllerBase.CancelPnLSingle(pnlSingleResult.RequestId); await Task.Delay(waitDelayInMs); pnlEventTriggerDateTime.Ticks.Should().BeLessThan(DateTime.Now.AddMilliseconds(-waitDelayInMs).Ticks); }
public async Task OrderPlacementController_Should_PlaceTwoOrdersSuccessfully() { // Setup TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Initialize the contract Contract contract = new Contract { SecType = TwsContractSecType.Stock, Symbol = "MSFT", Exchange = TwsExchange.Smart, PrimaryExch = TwsExchange.Island, }; // Initialize the order Order order = new Order { Action = "BUY", OrderType = "MKT", TotalQuantity = 1 }; // Call the API int orderId = await twsController.GetNextValidIdAsync(); var firstOrderAcknowledgedTask = twsController.PlaceOrderAsync(orderId, contract, order); orderId = await twsController.GetNextValidIdAsync(); var secondOrderAcknowledgedTask = twsController.PlaceOrderAsync(orderId, contract, order); Task.WaitAll(firstOrderAcknowledgedTask, secondOrderAcknowledgedTask); // Assert firstOrderAcknowledgedTask.Result.Should().BeTrue(); secondOrderAcknowledgedTask.Result.Should().BeTrue(); // Tear down await twsController.DisconnectAsync(); }
public async Task PnLSingleController_Should_ReturnPnLSingle() { TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); PnLSingleEventArgs pnlSingleEventArgs = null; twsObjectFactory.TwsCallbackHandler.PnLSingleEvent += (sender, args) => { pnlSingleEventArgs = args; }; // Create a position Contract contract = new Contract { SecType = TwsContractSecType.Stock, Symbol = "MSFT", Exchange = TwsExchange.Smart, PrimaryExch = TwsExchange.Island, }; Order order = new Order { Action = "BUY", OrderType = "MKT", TotalQuantity = 1, }; int orderId = await twsController.GetNextValidIdAsync(); bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order); Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it. // Call List <ExecutionDetailsEventArgs> executionDetailEvents = await twsController.RequestExecutions(); // Assert executionDetailEvents.Count.Should().BeGreaterOrEqualTo(0); var pnlSingleResult = await twsObjectFactory.TwsControllerBase.RequestPnLSingle( "DU1052488", "", executionDetailEvents.First().Contract.ConId); pnlSingleEventArgs.Should().NotBeNull(); pnlSingleResult.Should().NotBeNull(); pnlSingleEventArgs.RequestId.Should().IsSameOrEqualTo(pnlSingleResult.RequestId); }
public async Task PositionsController_Should_ReturnAListOfPositions() { // Setup TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Create a position Contract contract = new Contract { SecType = TwsContractSecType.Stock, Symbol = "MSFT", Exchange = TwsExchange.Smart, PrimaryExch = TwsExchange.Island, }; Order order = new Order { Action = "BUY", OrderType = "MKT", TotalQuantity = 1 }; int orderId = await twsController.GetNextValidIdAsync(); bool successfullyPlaced = twsController.PlaceOrderAsync(orderId, contract, order).ConfigureAwait(false).GetAwaiter().GetResult(); Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it. // Call List <PositionStatusEventArgs> positionStatusEvents = twsController.RequestPositions().ConfigureAwait(false).GetAwaiter().GetResult(); // Assert positionStatusEvents.Count.Should().BeGreaterOrEqualTo(0); PositionStatusEventArgs searchedPositions = positionStatusEvents.Where(eventArgs => eventArgs.Contract.Symbol == contract.Symbol).FirstOrDefault(); searchedPositions.Position.Should().BeGreaterOrEqualTo(order.TotalQuantity); // Tear down await twsController.DisconnectAsync(); }
public async Task TwsExecutionController_Should_ReturnOpenOrdersTwice() { TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Create a position Contract contract = new Contract(); contract.SecType = TwsContractSecType.Stock; contract.Symbol = "MSFT"; contract.Exchange = TwsExchange.Smart; contract.Currency = TwsCurrency.Usd; contract.PrimaryExch = TwsExchange.Island; Order order = new Order { Action = "BUY", OrderType = "LMT", TotalQuantity = 1, LmtPrice = 1, }; int orderId = await twsController.GetNextValidIdAsync(); bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order); Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it. var openOrders = await twsController.RequestOpenOrders(); openOrders.Count.Should().BeGreaterOrEqualTo(1); Thread.Sleep(5005); var openOrders2 = await twsController.RequestOpenOrders(); openOrders2.Count.Should().BeGreaterOrEqualTo(1); await twsController.DisconnectAsync(); }
public async Task CancelOrder_Should_CancelOrder() { // Setup TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Initialize the contract Contract contract = new Contract { SecType = TwsContractSecType.Stock, Symbol = "MSFT", Exchange = TwsExchange.Smart, PrimaryExch = TwsExchange.Island, }; // Initialize the order Order order = new Order { Action = "BUY", OrderType = "LMT", TotalQuantity = 1, LmtPrice = 1, }; // Place an order int orderId = await twsController.GetNextValidIdAsync(); bool orderAcknowledged = await twsController.PlaceOrderAsync(orderId, contract, order); orderAcknowledged.Should().BeTrue(); // Call the API bool cancelationAcknowledged = await twsController.CancelOrderAsync(orderId); // Assert cancelationAcknowledged.Should().BeTrue(); await twsController.DisconnectAsync(); }
public async Task Should_PlaceOrder() { TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Create a position Contract contract = new Contract { SecType = TwsContractSecType.Stock, Symbol = "MSFT", Exchange = TwsExchange.Smart, PrimaryExch = TwsExchange.Island, }; Order order = new Order { Action = "BUY", OrderType = "MKT", TotalQuantity = 1 }; int orderId = await twsController.GetNextValidIdAsync(); bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order); Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it. // Call List <ExecutionDetailsEventArgs> executionDetailEvents = await twsController.RequestExecutions(); // Assert executionDetailEvents.Count.Should().BeGreaterOrEqualTo(0); // Tear down await twsController.DisconnectAsync(); }
public async Task OrderPlacementController_Should_HandleErrorCallback() { // Setup TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Initialize the contract Contract contract = new Contract(); contract.SecType = TwsContractSecType.Stock; contract.Symbol = "MSFT"; contract.Exchange = TwsExchange.Island; contract.PrimaryExch = TwsExchange.Island; // Initialize the order Order order = new Order() { Action = TwsOrderActions.Buy, OrderType = "PEG MID", TotalQuantity = 1, LmtPrice = 200, AuxPrice = 0, }; // Call the API int orderId = await twsController.GetNextValidIdAsync(); Action orderFunc = () => twsController.PlaceOrderAsync(orderId, contract, order).ConfigureAwait(false).GetAwaiter().GetResult(); // Assert orderFunc.Should().Throw <TwsException>(); // Tear down await twsController.DisconnectAsync(); }
public async Task OrderPlacementController_Should_PlaceOrderSuccessfully2() { // Setup TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Initialize the contract Contract contract = new Contract { SecType = TwsContractSecType.Stock, Symbol = "GRWG", Exchange = TwsExchange.Smart, PrimaryExch = TwsExchange.Island, Currency = TwsCurrency.Usd, }; // Initialize the order Order order = new Order { Action = "BUY", OrderType = "MKT", TotalQuantity = 1 }; // Call the API int orderId = await twsController.GetNextValidIdAsync(); bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order); // Assert successfullyPlaced.Should().BeTrue(); // Tear down await twsController.DisconnectAsync(); }
public async Task OrderPlacementController_Should_PlaceOrderSuccessfully() { // Setup TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", 7462, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Initialize the contract Contract contract = new Contract(); contract.SecType = TwsContractSecType.Future; contract.Symbol = TwsSymbol.Dax; contract.Exchange = TwsExchange.Dtb; contract.Currency = TwsCurrency.Eur; contract.Multiplier = "25"; contract.LastTradeDateOrContractMonth = "202009"; // Initialize the order Order order = new Order { Action = "BUY", OrderType = "MKT", TotalQuantity = 1 }; // Call the API int orderId = await twsController.GetNextValidIdAsync(); bool successfullyPlaced = await twsController.PlaceOrderAsync(orderId, contract, order); // Assert successfullyPlaced.Should().BeTrue(); // Tear down await twsController.DisconnectAsync(); }
public async Task OrderPlacementController_Should_PlacePegToMidpointOrder() { TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Initialize the contract Contract contract = new Contract(); contract.SecType = TwsContractSecType.Stock; contract.Symbol = "MSFT"; contract.Exchange = TwsExchange.Smart; contract.PrimaryExch = TwsExchange.Island; // Initialize the order Order order = new Order() { Action = TwsOrderActions.Buy, OrderType = "REL", TotalQuantity = 1, LmtPrice = 166, AuxPrice = 0.1, }; // Call the API int orderId = await twsController.GetNextValidIdAsync(); var orderAck = await twsController.PlaceOrderAsync(orderId, contract, order); // Assert orderAck.Should().BeTrue(); // Tear down await twsController.DisconnectAsync(); }
public async Task OrderPlacementController_Should_PlaceBracketOrder() { // Setup TwsObjectFactory twsObjectFactory = new TwsObjectFactory("localhost", TestConstants.Port, 1); ITwsControllerBase twsController = twsObjectFactory.TwsControllerBase; await twsController.EnsureConnectedAsync(); // Initialize the contract Contract contract = new Contract(); contract.SecType = TwsContractSecType.Stock; contract.Symbol = "MSFT"; contract.Exchange = TwsExchange.Smart; contract.PrimaryExch = TwsExchange.Island; int entryOrderId = await twsController.GetNextValidIdAsync(); var takeProfitOrderId = await twsController.GetNextValidIdAsync(); var stopOrderId = await twsController.GetNextValidIdAsync(); // Initialize the order Order entryOrder = new Order() { Action = TwsOrderActions.Buy, OrderType = TwsOrderType.Market, TotalQuantity = 1, Transmit = false }; Order takeProfit = new Order() { Action = TwsOrderActions.Sell, OrderType = TwsOrderType.Limit, TotalQuantity = 1, LmtPrice = 190, ParentId = entryOrderId, Transmit = false, }; Order stopLoss = new Order() { Action = TwsOrderActions.Sell, OrderType = TwsOrderType.StopLoss, TotalQuantity = 1, AuxPrice = 100, ParentId = entryOrderId, Transmit = true, }; // Call the API var entryOrderAckTask = twsController.PlaceOrderAsync(entryOrderId, contract, entryOrder); var takeProfitOrderAckTask = twsController.PlaceOrderAsync(takeProfitOrderId, contract, takeProfit); var stopOrderAckTask = twsController.PlaceOrderAsync(stopOrderId, contract, stopLoss); Task.WaitAll(entryOrderAckTask, takeProfitOrderAckTask, stopOrderAckTask); // Assert entryOrderAckTask.Result.Should().BeTrue(); takeProfitOrderAckTask.Result.Should().BeTrue(); stopOrderAckTask.Result.Should().BeTrue(); // Tear down await twsController.DisconnectAsync(); }