/// <summary>
/// Creates a new IBrokerage instance and set ups the environment for the brokerage
/// </summary>
/// <param name="brokerageData">Brokerage data containing necessary parameters for initialization</param>
/// <param name="orderProvider">IOrderMapping instance to maintain IB -> QC order id mapping</param>
/// <returns>A new brokerage instance</returns>
public IBrokerage CreateBrokerage(Dictionary <string, string> brokerageData, IOrderProvider orderProvider)
{
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>(brokerageData, "ib-account", errors);
var userID = Read <string>(brokerageData, "ib-user-name", errors);
var password = Read <string>(brokerageData, "ib-password", errors);
var agentDescription = Read <AgentDescription>(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);
return(new InteractiveBrokersBrokerage(orderProvider, account, host, port, agentDescription));
}
/// <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);
}
/// <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 IBrokerage CreateBrokerage(LiveNodePacket job, IAlgorithm algorithm)
{
// launch the IB gateway
InteractiveBrokersGatewayRunner.Start(job.AccountId);
return(new InteractiveBrokersBrokerage(algorithm.Transactions, job.AccountId));
}
/// <summary>
/// Performs application-defined tasks associated with freeing, releasing, or resetting unmanaged resources.
/// Stops the InteractiveBrokersGatewayRunner
/// </summary>
/// <filterpriority>2</filterpriority>
public override void Dispose()
{
InteractiveBrokersGatewayRunner.Stop();
}
