internal HistoricalDataManager(IBController Controller, IBClient ibClient) : base(Controller, ibClient) { _ibClient.HistoricalData += this.AppendPendingRequestData; _ibClient.HistoricalDataEnd += this.HandleEndMessage; _ibClient.HeadTimestamp += this.AppendPendingRequestData; _ibClient.HeadTimestamp += this.HandleEndMessage; }
public async void Connect() { var controller = new IBController(); Assert.True(controller.Connect(), "Connection setup failed!"); var contracts = await controller.ContractManager.GetContracts(SecurityType.STK, "SPY"); Assert.True(contracts.Count > 0, "No contracts found!"); var result = await controller.HistoricalDataManager.GetPriceRange(contracts[0], 1); Assert.True(result.Item1 > 1 && result.Item2 < 1000, "SPY quote not quite right..."); }
public async void ImportCsvData() { var controller = new IBController(); Assert.True(controller.Connect(), "Connection setup failed!"); var taskHandler = new IBDTaskHandler(controller); var instruction = new IBDTaskInstruction("ImportCsv"); instruction.parameters["FilePathName"] = "/Users/jason/Downloads/cboe"; taskHandler.AddTask(instruction); ElasticsearchStorage es = new ElasticsearchStorage(new DataStorage.Processors.StockOptionQuoteProcessor()); taskHandler.OnTaskResult += es.ProcessTaskResult; await taskHandler.BeginAsync(); await es.FlushAsync(); }
public async void ProcessStockAndOptionQuote() { var controller = new IBController(); Assert.True(controller.Connect(), "Connection setup failed!"); var taskHandler = new IBDTaskHandler(controller); //try getting data for a VIX option contract taskHandler.AddTask(new IBDTaskInstruction("DownloadStockAndOptionHistoricalData") { ConId = 308395806 }); var storage = new Stdout(new DataStorage.Processors.StockOptionQuoteProcessor()); taskHandler.OnTaskResult += storage.ProcessTaskResult; await taskHandler.BeginAsync(); await storage.FlushAsync(); }
public async void GenerateOptionHistoricalDataTasks() { var controller = new IBController(); Assert.True(controller.Connect(), "Connection setup failed!"); var taskHandler = new IBDTaskHandler(controller); var instruction = new IBDTaskInstruction("BuildOptionDownloadTasks") { Symbol = "VIX", SecType = "OPT" }; instruction.parameters["filter.expirytype"] = OptionChain.Expiration.Type.any.ToString(); taskHandler.AddTask(instruction); var storage = new JSONFile(); taskHandler.OnTaskResult += storage.ProcessTaskResult; await taskHandler.BeginAsync(); await storage.FlushAsync(); }
public async void DownloadHistoricalData() { var controller = new IBController(); Assert.True(controller.Connect(), "Connection setup failed!"); var taskHandler = new IBDTaskHandler(controller); taskHandler.AddTask(new IBDTaskInstruction("DownloadHistoricalData") { contract = new IBApi.Contract() { Symbol = "VIX", SecType = "IND", Exchange = "CBOE" } }); var storage = new JSONFile(); taskHandler.OnTaskResult += storage.ProcessTaskResult; await taskHandler.BeginAsync(); await storage.FlushAsync(); }
public BaseTask(IBDTaskHandler TaskHandler) { _TaskHandler = TaskHandler; _Controller = _TaskHandler.Controller; }
internal AccountManager(IBController Controller, IBClient ibClient) : base(Controller, ibClient) { _ibClient.AccountSummary += this.AppendPendingRequestData; _ibClient.AccountSummaryEnd += this.HandleEndMessage; }
internal ContractManager(IBController Controller, IBClient ibClient) : base(Controller, ibClient) { _ibClient.ContractDetails += this.AppendPendingRequestData; _ibClient.ContractDetailsEnd += this.HandleEndMessage; }
internal OptionManager(IBController Controller, IBClient ibClient) : base(Controller, ibClient) { _ibClient.SecurityDefinitionOptionParameter += this.AppendPendingRequestData; _ibClient.SecurityDefinitionOptionParameterEnd += this.HandleEndMessage; }
internal BaseManager(IBController Controller, IBClient ibClient) { _Controller = Controller; _ibClient = ibClient; _ibClient.Error += _ibClient_Error; }