public override bool Equals(object other)
{
bool l_bRetVal = false;
ExecutionFilter l_theOther = other as ExecutionFilter;
if (l_theOther == null)
{
l_bRetVal = false;
}
else if (this == other)
{
l_bRetVal = true;
}
else
{
l_bRetVal = (ClientId == l_theOther.ClientId &&
string.Compare(AcctCode, l_theOther.AcctCode, true) == 0 &&
string.Compare(Time, l_theOther.Time, true) == 0 &&
string.Compare(Symbol, l_theOther.Symbol, true) == 0 &&
string.Compare(SecType, l_theOther.SecType, true) == 0 &&
string.Compare(Exchange, l_theOther.Exchange, true) == 0 &&
string.Compare(Side, l_theOther.Side, true) == 0);
}
return(l_bRetVal);
}
public override bool Equals(Object other)
{
bool l_bRetVal = false;
if (other == null)
{
l_bRetVal = false;
}
else if (this == other)
{
l_bRetVal = true;
}
else
{
ExecutionFilter l_theOther = (ExecutionFilter)other;
l_bRetVal = (clientId == l_theOther.clientId &&
String.Compare(AcctCode, l_theOther.acctCode, true) == 0 &&
String.Compare(time, l_theOther.Time, true) == 0 &&
String.Compare(symbol, l_theOther.Symbol, true) == 0 &&
String.Compare(secType, l_theOther.SecType, true) == 0 &&
String.Compare(exchange, l_theOther.Exchange, true) == 0 &&
String.Compare(side, l_theOther.Side, true) == 0);
}
return(l_bRetVal);
}
/**
* @brief Requests all the day's executions matching the filter.
* Only the current day's executions can be retrieved. Along with the executions, the CommissionReport will also be returned. The execution details will arrive at EWrapper:execDetails
* @param reqId the request's unique identifier.
* @param filter the filter criteria used to determine which execution reports are returned.
* @sa EWrapper::execDetails, EWrapper::commissionReport, ExecutionFilter
*/
public void reqExecutions(int reqId, ExecutionFilter filter)
{
if (!CheckConnection())
return;
int VERSION = 3;
List<byte> paramsList = new List<byte>();
paramsList.AddParameter(OutgoingMessages.RequestExecutions);
paramsList.AddParameter(VERSION);//version
if (serverVersion >= MinServerVer.EXECUTION_DATA_CHAIN)
{
paramsList.AddParameter( reqId);
}
//Send the execution rpt filter data
if (serverVersion >= 9)
{
paramsList.AddParameter(filter.ClientId);
paramsList.AddParameter(filter.AcctCode);
// Note that the valid format for time is "yyyymmdd-hh:mm:ss"
paramsList.AddParameter(filter.Time);
paramsList.AddParameter(filter.Symbol);
paramsList.AddParameter(filter.SecType);
paramsList.AddParameter(filter.Exchange);
paramsList.AddParameter(filter.Side);
}
Send(reqId, paramsList, EClientErrors.FAIL_SEND_EXEC);
}
/**
* @brief Requests all the day's executions matching the filter.
* Only the current day's executions can be retrieved. Along with the executions, the CommissionReport will also be returned. The execution details will arrive at EWrapper:execDetails
* @param reqId the request's unique identifier.
* @param filter the filter criteria used to determine which execution reports are returned.
* @sa EWrapper::execDetails, EWrapper::commissionReport, ExecutionFilter
*/
public void reqExecutions(int reqId, ExecutionFilter filter)
{
if (!CheckConnection())
return;
int VERSION = 3;
var paramsList = new BinaryWriter(new MemoryStream());
var lengthPos = prepareBuffer(paramsList);
paramsList.AddParameter(OutgoingMessages.RequestExecutions);
paramsList.AddParameter(VERSION);//version
if (serverVersion >= MinServerVer.EXECUTION_DATA_CHAIN)
{
paramsList.AddParameter(reqId);
}
//Send the execution rpt filter data
if (serverVersion >= 9)
{
paramsList.AddParameter(filter.ClientId);
paramsList.AddParameter(filter.AcctCode);
// Note that the valid format for time is "yyyymmdd-hh:mm:ss"
paramsList.AddParameter(filter.Time);
paramsList.AddParameter(filter.Symbol);
paramsList.AddParameter(filter.SecType);
paramsList.AddParameter(filter.Exchange);
paramsList.AddParameter(filter.Side);
}
CloseAndSend(reqId, paramsList, lengthPos, EClientErrors.FAIL_SEND_EXEC);
}
public void RequestExecutions()
{
ExecutionFilter ef = new ExecutionFilter();
ibClient.ClientSocket.reqExecutions(10, ef);
}
private void btnReqExecution_Click(object sender, EventArgs e)
{
ExecutionFilter filter = new ExecutionFilter();
requestId = Int32.Parse(orderDlg.tbRequestId.Text, CultureInfo.InvariantCulture);
ibClient.reqExecutions(requestId, filter);
}
/// <summary>
/// Gets the execution details matching the filter
/// </summary>
/// <returns>A list of executions matching the filter</returns>
public List<IB.ExecutionDetailsEventArgs> GetExecutions(string symbol, string type, string exchange, DateTime? timeSince, string side)
{
var filter = new ExecutionFilter
{
AcctCode = _account,
ClientId = _clientId,
Exchange = exchange,
SecType = type ?? IB.SecurityType.Undefined,
Symbol = symbol,
Time = (timeSince ?? DateTime.MinValue).ToString("yyyyMMdd HH:mm:ss"),
Side = side ?? IB.ActionSide.Undefined
};
var details = new List<IB.ExecutionDetailsEventArgs>();
var manualResetEvent = new ManualResetEvent(false);
var requestId = GetNextRequestId();
// define our event handlers
EventHandler<IB.RequestEndEventArgs> clientOnExecutionDataEnd = (sender, args) =>
{
if (args.RequestId == requestId) manualResetEvent.Set();
};
EventHandler<IB.ExecutionDetailsEventArgs> clientOnExecDetails = (sender, args) =>
{
if (args.RequestId == requestId) details.Add(args);
};
_client.ExecutionDetails += clientOnExecDetails;
_client.ExecutionDetailsEnd += clientOnExecutionDataEnd;
// no need to be fancy with request id since that's all this client does is 1 request
_client.ClientSocket.reqExecutions(requestId, filter);
if (!manualResetEvent.WaitOne(5000))
{
throw new TimeoutException("InteractiveBrokersBrokerage.GetExecutions(): Operation took longer than 5 seconds.");
}
// remove our event handlers
_client.ExecutionDetails -= clientOnExecDetails;
_client.ExecutionDetailsEnd -= clientOnExecutionDataEnd;
return details;
}
