public IBSampleApp() { InitializeComponent(); ibClient = new IBClient(this); marketDataManager = new MarketDataManager(ibClient, marketDataGrid_MDT); deepBookManager = new DeepBookManager(ibClient, deepBookGrid); historicalDataManager = new HistoricalDataManager(ibClient, historicalChart, barsGrid); realTimeBarManager = new RealTimeBarsManager(ibClient, rtBarsChart, rtBarsGrid); scannerManager = new ScannerManager(ibClient, scannerGrid); orderManager = new OrderManager(ibClient, liveOrdersGrid, tradeLogGrid); accountManager = new AccountManager(ibClient, accountSelector, accSummaryGrid, accountValuesGrid, accountPortfolioGrid, positionsGrid); contractManager = new ContractManager(ibClient, fundamentalsOutput, contractDetailsGrid); advisorManager = new AdvisorManager(ibClient, advisorAliasesGrid, advisorGroupsGrid, advisorProfilesGrid); optionsManager = new OptionsManager(ibClient, optionChainCallGrid, optionChainPutGrid, optionPositionsGrid); mdContractRight.Items.AddRange(ContractRight.GetAll()); mdContractRight.SelectedIndex = 0; conDetRight.Items.AddRange(ContractRight.GetAll()); conDetRight.SelectedIndex = 0; fundamentalsReportType.Items.AddRange(FundamentalsReport.GetAll()); fundamentalsReportType.SelectedIndex = 0; this.groupMethod.DataSource = AllocationGroupMethod.GetAsData(); this.groupMethod.ValueMember = "Value"; this.groupMethod.DisplayMember = "Name"; this.profileType.DataSource = AllocationProfileType.GetAsData(); this.profileType.ValueMember = "Value"; this.profileType.DisplayMember = "Name"; }
private SearchJsonResponse searchJsonResponse; // Json search results object public Form1() { InitializeComponent(); Log.InitializeDB(); logThread = new Thread(new ThreadStart(LogThread)); // Make an instance of the thread and assign method name which will be executed in the thread // listView1 setup listView1.View = View.Details; // Shows the header listView1.FullRowSelect = true; // !!!Lets to select the whole row in the table!!! // Fleck socket server FleckLog.Level = LogLevel.Debug; // Json search object class instance searchJsonResponse = new SearchJsonResponse(); allSockets = new List <IWebSocketConnection>(); var server = new WebSocketServer("ws://0.0.0.0:8181"); server.SupportedSubProtocols = new[] { "superchat", "chat" }; server.Start(socket => { socket.OnOpen = () => {; Log.Insert(DateTime.Now, "Form1.cs", string.Format("Websocket connection open!"), "white"); allSockets.Add(socket); }; socket.OnClose = () => { allSockets.Remove(socket); }; socket.OnMessage = message => { // Send message back to websocket Log.Insert(DateTime.Now, "Form1.cs", string.Format("socket.OnMessage. A message received from a client: {0}", message), "white"); //allSockets.ToList().ForEach(s => s.Send("Hello from websocket!")); // Contract search. The same code as in searchContractDetails_Click button handler ShowTab(contractInfoTab, contractDetailsPage); Contract contract = GetConDetContract(); // Read form fields contract.Symbol = message; contractManager.RequestContractDetails(contract); }; }); // IB Client new instance ibClient = new IBClient(signal); // IB Variables declaraton // Other features can be added and connected orderManager = new OrderManager(ibClient, liveOrdersGrid, tradeLogGrid); accountManager = new AccountManager(ibClient, accountSelector, accSummaryGrid, accountValuesGrid, accountPortfolioGrid, positionsGrid); contractManager = new ContractManager(ibClient, fundamentalsOutput, contractDetailsGrid); //ibClient, form tab, form tab. https://interactivebrokers.github.io/tws-api/contract_details.html#gsc.tab=0 conDetRight.Items.AddRange(ContractRight.GetAll()); conDetRight.SelectedIndex = 0; fundamentalsReportType.Items.AddRange(FundamentalsReport.GetAll()); fundamentalsReportType.SelectedIndex = 0; this.groupMethod.DataSource = AllocationGroupMethod.GetAsData(); this.groupMethod.ValueMember = "Value"; this.groupMethod.DisplayMember = "Name"; this.profileType.DataSource = AllocationProfileType.GetAsData(); this.profileType.ValueMember = "Value"; this.profileType.DisplayMember = "Name"; hdRequest_EndTime.Text = DateTime.Now.ToString("yyyyMMdd HH:mm:ss"); DateTime execFilterDefault = DateTime.Now.AddHours(-1); execFilterTime.Text = execFilterDefault.ToString("yyyyMMdd HH:mm:ss"); // Events liniking // All events belong to EWrapper interface and called Public member functions ibClient.Error += ibClient_Error; ibClient.ConnectionClosed += ibClient_ConnectionClosed; ibClient.CurrentTime += time => addTextToBox("Current Time: " + time + "\n"); ibClient.TickPrice += ibClient_TickPrice; ibClient.TickSize += ibClient_TickSize; ibClient.TickString += (tickerId, tickType, value) => addTextToBox("Tick string. Ticker Id:" + tickerId + ", Type: " + TickType.getField(tickType) + ", Value: " + value + "\n"); ibClient.TickGeneric += (tickerId, field, value) => addTextToBox("Tick Generic. Ticker Id:" + tickerId + ", Field: " + TickType.getField(field) + ", Value: " + value + "\n"); ibClient.TickEFP += (tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureLastTradeDate, dividendImpact, dividendsToLastTradeDate) => addTextToBox("TickEFP. " + tickerId + ", Type: " + tickType + ", BasisPoints: " + basisPoints + ", FormattedBasisPoints: " + formattedBasisPoints + ", ImpliedFuture: " + impliedFuture + ", HoldDays: " + holdDays + ", FutureLastTradeDate: " + futureLastTradeDate + ", DividendImpact: " + dividendImpact + ", DividendsToLastTradeDate: " + dividendsToLastTradeDate + "\n"); ibClient.TickSnapshotEnd += tickerId => addTextToBox("TickSnapshotEnd: " + tickerId + "\n"); ibClient.NextValidId += ibClient_NextValidId; // Receives next valid order id. Will be invoked automatically upon successfull API client connection. Used for sending connection status ibClient.DeltaNeutralValidation += (reqId, underComp) => addTextToBox("DeltaNeutralValidation. " + reqId + ", ConId: " + underComp.ConId + ", Delta: " + underComp.Delta + ", Price: " + underComp.Price + "\n"); // Accounts ibClient.ManagedAccounts += accountsList => HandleMessage(new ManagedAccountsMessage(accountsList)); // Options ibClient.TickOptionCommunication += (tickerId, field, impliedVolatility, delta, optPrice, pvDividend, gamma, vega, theta, undPrice) => HandleMessage(new TickOptionMessage(tickerId, field, impliedVolatility, delta, optPrice, pvDividend, gamma, vega, theta, undPrice)); // Account info, portfolio ibClient.AccountSummary += (reqId, account, tag, value, currency) => HandleMessage(new AccountSummaryMessage(reqId, account, tag, value, currency)); ibClient.AccountSummaryEnd += reqId => HandleMessage(new AccountSummaryEndMessage(reqId)); ibClient.UpdateAccountValue += (key, value, currency, accountName) => HandleMessage(new AccountValueMessage(key, value, currency, accountName)); ibClient.UpdatePortfolio += (contract, position, marketPrice, marketValue, averageCost, unrealisedPNL, realisedPNL, accountName) => HandleMessage(new UpdatePortfolioMessage(contract, position, marketPrice, marketValue, averageCost, unrealisedPNL, realisedPNL, accountName)); ibClient.UpdateAccountTime += timestamp => HandleMessage(new UpdateAccountTimeMessage(timestamp)); ibClient.AccountDownloadEnd += account => HandleMessage(new AccountDownloadEndMessage(account)); ibClient.OrderStatus += (orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld) => HandleMessage(new OrderStatusMessage(orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld)); ibClient.OpenOrder += (orderId, contract, order, orderState) => HandleMessage(new OpenOrderMessage(orderId, contract, order, orderState)); ibClient.OpenOrderEnd += () => HandleMessage(new OpenOrderEndMessage()); // Contracts, comission, fundamential data, historical data ibClient.ContractDetails += (reqId, contractDetails) => HandleMessage(new ContractDetailsMessage(reqId, contractDetails)); ibClient.ContractDetailsEnd += (reqId) => HandleMessage(new ContractDetailsEndMessage()); ibClient.ExecDetails += (reqId, contract, execution) => HandleMessage(new ExecutionMessage(reqId, contract, execution)); ibClient.ExecDetailsEnd += reqId => addTextToBox("ExecDetailsEnd. " + reqId + "\n"); ibClient.CommissionReport += commissionReport => HandleMessage(new CommissionMessage(commissionReport)); ibClient.FundamentalData += (reqId, data) => HandleMessage(new FundamentalsMessage(data)); ibClient.HistoricalData += (reqId, date, open, high, low, close, volume, count, WAP, hasGaps) => HandleMessage(new HistoricalDataMessage(reqId, date, open, high, low, close, volume, count, WAP, hasGaps)); ibClient.HistoricalDataEnd += (reqId, startDate, endDate) => HandleMessage(new HistoricalDataEndMessage(reqId, startDate, endDate)); ibClient.MarketDataType += (reqId, marketDataType) => addTextToBox("MarketDataType. " + reqId + ", Type: " + marketDataType + "\n"); ibClient.UpdateMktDepth += (tickerId, position, operation, side, price, size) => HandleMessage(new DeepBookMessage(tickerId, position, operation, side, price, size, "")); ibClient.UpdateMktDepthL2 += (tickerId, position, marketMaker, operation, side, price, size) => HandleMessage(new DeepBookMessage(tickerId, position, operation, side, price, size, marketMaker)); ibClient.UpdateNewsBulletin += (msgId, msgType, message, origExchange) => addTextToBox("News Bulletins. " + msgId + " - Type: " + msgType + ", Message: " + message + ", Exchange of Origin: " + origExchange + "\n"); // Positions ibClient.Position += (account, contract, pos, avgCost) => HandleMessage(new PositionMessage(account, contract, pos, avgCost)); ibClient.PositionEnd += () => addTextToBox("PositionEnd \n"); // Bars, scanners ibClient.RealtimeBar += (reqId, time, open, high, low, close, volume, WAP, count) => HandleMessage(new RealTimeBarMessage(reqId, time, open, high, low, close, volume, WAP, count)); ibClient.ScannerParameters += xml => HandleMessage(new ScannerParametersMessage(xml)); ibClient.ScannerData += (reqId, rank, contractDetails, distance, benchmark, projection, legsStr) => HandleMessage(new ScannerMessage(reqId, rank, contractDetails, distance, benchmark, projection, legsStr)); ibClient.ScannerDataEnd += reqId => addTextToBox("ScannerDataEnd. " + reqId + "\r\n"); ibClient.ReceiveFA += (faDataType, faXmlData) => HandleMessage(new AdvisorDataMessage(faDataType, faXmlData)); ibClient.BondContractDetails += (requestId, contractDetails) => addTextToBox("Receiving bond contract details."); ibClient.VerifyMessageAPI += apiData => addTextToBox("verifyMessageAPI: " + apiData); ibClient.VerifyCompleted += (isSuccessful, errorText) => addTextToBox("verifyCompleted. IsSuccessfule: " + isSuccessful + " - Error: " + errorText); ibClient.VerifyAndAuthMessageAPI += (apiData, xyzChallenge) => addTextToBox("verifyAndAuthMessageAPI: " + apiData + " " + xyzChallenge); ibClient.VerifyAndAuthCompleted += (isSuccessful, errorText) => addTextToBox("verifyAndAuthCompleted. IsSuccessfule: " + isSuccessful + " - Error: " + errorText); ibClient.DisplayGroupList += (reqId, groups) => addTextToBox("DisplayGroupList. Request: " + reqId + ", Groups" + groups); ibClient.DisplayGroupUpdated += (reqId, contractInfo) => addTextToBox("displayGroupUpdated. Request: " + reqId + ", ContractInfo: " + contractInfo); // Multi positions ibClient.PositionMulti += (reqId, account, modelCode, contract, pos, avgCost) => HandleMessage(new PositionMultiMessage(reqId, account, modelCode, contract, pos, avgCost)); ibClient.PositionMultiEnd += (reqId) => HandleMessage(new PositionMultiEndMessage(reqId)); ibClient.AccountUpdateMulti += (reqId, account, modelCode, key, value, currency) => HandleMessage(new AccountUpdateMultiMessage(reqId, account, modelCode, key, value, currency)); ibClient.AccountUpdateMultiEnd += (reqId) => HandleMessage(new AccountUpdateMultiEndMessage(reqId)); ibClient.SecurityDefinitionOptionParameter += (reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes) => HandleMessage(new SecurityDefinitionOptionParameterMessage(reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes)); ibClient.SecurityDefinitionOptionParameterEnd += (reqId) => HandleMessage(new SecurityDefinitionOptionParameterEndMessage(reqId)); // Soft dollar tires ibClient.SoftDollarTiers += (reqId, tiers) => HandleMessage(new SoftDollarTiersMessage(reqId, tiers)); }
public IBSampleAppDialog() { InitializeComponent(); ibClient = new IBClient(signal); marketDataManager = new MarketDataManager(ibClient, marketDataGrid_MDT); deepBookManager = new DeepBookManager(ibClient, deepBookGrid); historicalDataManager = new HistoricalDataManager(ibClient, historicalChart, barsGrid); realTimeBarManager = new RealTimeBarsManager(ibClient, rtBarsChart, rtBarsGrid); scannerManager = new ScannerManager(ibClient, scannerGrid, scannerParamsOutput); orderManager = new OrderManager(ibClient, liveOrdersGrid, tradeLogGrid); accountManager = new AccountManager(ibClient, accountSelector, accSummaryGrid, accountValuesGrid, accountPortfolioGrid, positionsGrid); contractManager = new ContractManager(ibClient, fundamentalsOutput, contractDetailsGrid); //ibClient, form tab, form tab. https://interactivebrokers.github.io/tws-api/contract_details.html#gsc.tab=0 advisorManager = new AdvisorManager(ibClient, advisorAliasesGrid, advisorGroupsGrid, advisorProfilesGrid); optionsManager = new OptionsManager(ibClient, optionChainCallGrid, optionChainPutGrid, optionPositionsGrid, listViewOptionParams); acctPosMultiManager = new AcctPosMultiManager(ibClient, positionsMultiGrid, accountUpdatesMultiGrid); mdContractRight.Items.AddRange(ContractRight.GetAll()); mdContractRight.SelectedIndex = 0; conDetRight.Items.AddRange(ContractRight.GetAll()); conDetRight.SelectedIndex = 0; fundamentalsReportType.Items.AddRange(FundamentalsReport.GetAll()); fundamentalsReportType.SelectedIndex = 0; this.groupMethod.DataSource = AllocationGroupMethod.GetAsData(); this.groupMethod.ValueMember = "Value"; this.groupMethod.DisplayMember = "Name"; this.profileType.DataSource = AllocationProfileType.GetAsData(); this.profileType.ValueMember = "Value"; this.profileType.DisplayMember = "Name"; hdRequest_EndTime.Text = DateTime.Now.ToString("yyyyMMdd HH:mm:ss"); DateTime execFilterDefault = DateTime.Now.AddHours(-1); execFilterTime.Text = execFilterDefault.ToString("yyyyMMdd HH:mm:ss"); // Events liniking // All events belong to EWrapper interface and called Public member functions ibClient.Error += ibClient_Error; ibClient.ConnectionClosed += ibClient_ConnectionClosed; ibClient.CurrentTime += time => addTextToBox("Current Time: " + time + "\n"); ibClient.TickPrice += ibClient_TickPrice; ibClient.TickSize += ibClient_TickSize; ibClient.TickString += (tickerId, tickType, value) => addTextToBox("Tick string. Ticker Id:" + tickerId + ", Type: " + TickType.getField(tickType) + ", Value: " + value + "\n"); ibClient.TickGeneric += (tickerId, field, value) => addTextToBox("Tick Generic. Ticker Id:" + tickerId + ", Field: " + TickType.getField(field) + ", Value: " + value + "\n"); ibClient.TickEFP += (tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureLastTradeDate, dividendImpact, dividendsToLastTradeDate) => addTextToBox("TickEFP. " + tickerId + ", Type: " + tickType + ", BasisPoints: " + basisPoints + ", FormattedBasisPoints: " + formattedBasisPoints + ", ImpliedFuture: " + impliedFuture + ", HoldDays: " + holdDays + ", FutureLastTradeDate: " + futureLastTradeDate + ", DividendImpact: " + dividendImpact + ", DividendsToLastTradeDate: " + dividendsToLastTradeDate + "\n"); ibClient.TickSnapshotEnd += tickerId => addTextToBox("TickSnapshotEnd: " + tickerId + "\n"); ibClient.NextValidId += ibClient_NextValidId; // Receives next valid order id. Will be invoked automatically upon successfull API client connection. Used for sending connection status ibClient.DeltaNeutralValidation += (reqId, underComp) => addTextToBox("DeltaNeutralValidation. " + reqId + ", ConId: " + underComp.ConId + ", Delta: " + underComp.Delta + ", Price: " + underComp.Price + "\n"); ibClient.ManagedAccounts += accountsList => HandleMessage(new ManagedAccountsMessage(accountsList)); ibClient.TickOptionCommunication += (tickerId, field, impliedVolatility, delta, optPrice, pvDividend, gamma, vega, theta, undPrice) => HandleMessage(new TickOptionMessage(tickerId, field, impliedVolatility, delta, optPrice, pvDividend, gamma, vega, theta, undPrice)); ibClient.AccountSummary += (reqId, account, tag, value, currency) => HandleMessage(new AccountSummaryMessage(reqId, account, tag, value, currency)); ibClient.AccountSummaryEnd += reqId => HandleMessage(new AccountSummaryEndMessage(reqId)); ibClient.UpdateAccountValue += (key, value, currency, accountName) => HandleMessage(new AccountValueMessage(key, value, currency, accountName)); ibClient.UpdatePortfolio += (contract, position, marketPrice, marketValue, averageCost, unrealisedPNL, realisedPNL, accountName) => HandleMessage(new UpdatePortfolioMessage(contract, position, marketPrice, marketValue, averageCost, unrealisedPNL, realisedPNL, accountName)); ibClient.UpdateAccountTime += timestamp => HandleMessage(new UpdateAccountTimeMessage(timestamp)); ibClient.AccountDownloadEnd += account => HandleMessage(new AccountDownloadEndMessage(account)); ibClient.OrderStatus += (orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld) => HandleMessage(new OrderStatusMessage(orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld)); ibClient.OpenOrder += (orderId, contract, order, orderState) => HandleMessage(new OpenOrderMessage(orderId, contract, order, orderState)); ibClient.OpenOrderEnd += () => HandleMessage(new OpenOrderEndMessage()); ibClient.ContractDetails += (reqId, contractDetails) => HandleMessage(new ContractDetailsMessage(reqId, contractDetails)); ibClient.ContractDetailsEnd += (reqId) => HandleMessage(new ContractDetailsEndMessage()); ibClient.ExecDetails += (reqId, contract, execution) => HandleMessage(new ExecutionMessage(reqId, contract, execution)); ibClient.ExecDetailsEnd += reqId => addTextToBox("ExecDetailsEnd. " + reqId + "\n"); ibClient.CommissionReport += commissionReport => HandleMessage(new CommissionMessage(commissionReport)); ibClient.FundamentalData += (reqId, data) => HandleMessage(new FundamentalsMessage(data)); ibClient.HistoricalData += (reqId, date, open, high, low, close, volume, count, WAP, hasGaps) => HandleMessage(new HistoricalDataMessage(reqId, date, open, high, low, close, volume, count, WAP, hasGaps)); ibClient.HistoricalDataEnd += (reqId, startDate, endDate) => HandleMessage(new HistoricalDataEndMessage(reqId, startDate, endDate)); ibClient.MarketDataType += (reqId, marketDataType) => addTextToBox("MarketDataType. " + reqId + ", Type: " + marketDataType + "\n"); ibClient.UpdateMktDepth += (tickerId, position, operation, side, price, size) => HandleMessage(new DeepBookMessage(tickerId, position, operation, side, price, size, "")); ibClient.UpdateMktDepthL2 += (tickerId, position, marketMaker, operation, side, price, size) => HandleMessage(new DeepBookMessage(tickerId, position, operation, side, price, size, marketMaker)); ibClient.UpdateNewsBulletin += (msgId, msgType, message, origExchange) => addTextToBox("News Bulletins. " + msgId + " - Type: " + msgType + ", Message: " + message + ", Exchange of Origin: " + origExchange + "\n"); ibClient.Position += (account, contract, pos, avgCost) => HandleMessage(new PositionMessage(account, contract, pos, avgCost)); ibClient.PositionEnd += () => addTextToBox("PositionEnd \n"); ibClient.RealtimeBar += (reqId, time, open, high, low, close, volume, WAP, count) => HandleMessage(new RealTimeBarMessage(reqId, time, open, high, low, close, volume, WAP, count)); ibClient.ScannerParameters += xml => HandleMessage(new ScannerParametersMessage(xml)); ibClient.ScannerData += (reqId, rank, contractDetails, distance, benchmark, projection, legsStr) => HandleMessage(new ScannerMessage(reqId, rank, contractDetails, distance, benchmark, projection, legsStr)); ibClient.ScannerDataEnd += reqId => addTextToBox("ScannerDataEnd. " + reqId + "\r\n"); ibClient.ReceiveFA += (faDataType, faXmlData) => HandleMessage(new AdvisorDataMessage(faDataType, faXmlData)); ibClient.BondContractDetails += (requestId, contractDetails) => addTextToBox("Receiving bond contract details."); ibClient.VerifyMessageAPI += apiData => addTextToBox("verifyMessageAPI: " + apiData); ibClient.VerifyCompleted += (isSuccessful, errorText) => addTextToBox("verifyCompleted. IsSuccessfule: " + isSuccessful + " - Error: " + errorText); ibClient.VerifyAndAuthMessageAPI += (apiData, xyzChallenge) => addTextToBox("verifyAndAuthMessageAPI: " + apiData + " " + xyzChallenge); ibClient.VerifyAndAuthCompleted += (isSuccessful, errorText) => addTextToBox("verifyAndAuthCompleted. IsSuccessfule: " + isSuccessful + " - Error: " + errorText); ibClient.DisplayGroupList += (reqId, groups) => addTextToBox("DisplayGroupList. Request: " + reqId + ", Groups" + groups); ibClient.DisplayGroupUpdated += (reqId, contractInfo) => addTextToBox("displayGroupUpdated. Request: " + reqId + ", ContractInfo: " + contractInfo); ibClient.PositionMulti += (reqId, account, modelCode, contract, pos, avgCost) => HandleMessage(new PositionMultiMessage(reqId, account, modelCode, contract, pos, avgCost)); ibClient.PositionMultiEnd += (reqId) => HandleMessage(new PositionMultiEndMessage(reqId)); ibClient.AccountUpdateMulti += (reqId, account, modelCode, key, value, currency) => HandleMessage(new AccountUpdateMultiMessage(reqId, account, modelCode, key, value, currency)); ibClient.AccountUpdateMultiEnd += (reqId) => HandleMessage(new AccountUpdateMultiEndMessage(reqId)); ibClient.SecurityDefinitionOptionParameter += (reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes) => HandleMessage(new SecurityDefinitionOptionParameterMessage(reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes)); ibClient.SecurityDefinitionOptionParameterEnd += (reqId) => HandleMessage(new SecurityDefinitionOptionParameterEndMessage(reqId)); ibClient.SoftDollarTiers += (reqId, tiers) => HandleMessage(new SoftDollarTiersMessage(reqId, tiers)); }