Exemplo n.º 1
0
        private Contract createContractFromProduct(FlexTrade.Product p)
        {
            Contract c = null;

            if (p is FlexTrade.Equity)
            {
                c = new Krs.Ats.IBNet.Contracts.Equity(p.symbol);
            }
            else
            {
                //throw exception!! We don't support other products
            }

            return c;
        }
Exemplo n.º 2
0
        /// <summary>
        /// The main entry point for the application.
        /// </summary>
        //[STAThread]
        static void Main(string[] args)
        {
            client = new IBClient();
            client.ThrowExceptions = true;

            client.TickPrice += client_TickPrice;
            client.TickSize += client_TickSize;
            client.Error += client_Error;
            client.NextValidId += client_NextValidId;
            client.UpdateMarketDepth += client_UpdateMktDepth;
            client.RealTimeBar += client_RealTimeBar;
            client.OrderStatus += client_OrderStatus;
            client.ExecDetails += client_ExecDetails;

            Console.WriteLine("Connecting to IB.");
            client.Connect("127.0.0.1", 7496, 0);
            TF = new Contract("TF", "NYBOT", SecurityType.Future, "USD", "200909");
            YmEcbot = new Contract("YM", "ECBOT", SecurityType.Future, "USD", "200909");
            ES = new Contract("ES", "GLOBEX", SecurityType.Future, "USD", "200909");
            SPY = new Contract("SPY", "GLOBEX", SecurityType.Future, "USD", "200909");
            ZN = new Contract("ZN", "ECBOT", SecurityType.Future, "USD", "200909");
            ZB = new Contract("ZB", "ECBOT", SecurityType.Future, "USD", "200909");
            ZT = new Contract("ZT", "ECBOT", SecurityType.Future, "USD", "200909");
            AAPL = new Contract("ZF", "ECBOT", SecurityType.Future, "USD", "200909");

            //TickNasdaq = new Contract("TICK-NASD", "NASDAQ", SecurityType.Index, "USD");
            //VolNasdaq = new Contract("VOL-NASD", "NASDAQ", SecurityType.Index, "USD");
            //AdNasdaq = new Contract("AD-NASD", "NASDAQ", SecurityType.Index, "USD");


            //TickNyse = new Contract("TICK-NYSE", "NYSE", SecurityType.Index, "USD");
            //VolNyse = new Contract("VOL-NYSE", "NYSE", SecurityType.Index, "USD");
            //AdNyse = new Contract("AD-NYSE", "NYSE", SecurityType.Index, "USD");

            //New Contract Creation Features
            Equity Google = new Equity("GOOG");

            client.RequestMarketData(14, Google, null, false, false);
            client.RequestMarketDepth(15, Google, 5);
            client.RequestRealTimeBars(16, Google, 5, RealTimeBarType.Trades, false);

            Order BuyContract = new Order();
            BuyContract.Action = ActionSide.Sell;
            BuyContract.OutsideRth = false;
            BuyContract.LimitPrice = 560;
            BuyContract.OrderType = OrderType.Market;
            BuyContract.TotalQuantity = 1;
            BuyContract.AuxPrice = 560;       
            
            
            client.PlaceOrder(NextOrderId, Google, BuyContract);
            client.RequestIds(1);

            client.RequestExecutions(34, new ExecutionFilter());

            client.RequestAllOpenOrders();

            //Application.EnableVisualStyles();
            //Application.SetCompatibleTextRenderingDefault(false);
            //Application.Run(new Form1());

            while (true)
            {
                Thread.Sleep(100);
            }
        }
Exemplo n.º 3
0
        //Place the orders
        public static void PlaceOrders()
        {
            int id = nextOrderId;

            fPlaceOrders = true;

            Logger.WriteToLog(DateTime.Now, string.Format("ClientManager.PlaceOrders: start placing orders for {0}", Mode) , Program.UserId);

            foreach (OrderInfo order in orders)
            {
                Equity stock = new Equity(order.Symbol);

                if (order.Amount == 0)
                    continue;

                Order contract = new Order{ Action = order.Direction == "Buy" ? ActionSide.Buy : ActionSide.Sell,TotalQuantity = order.Amount };

                contract.Tif = TimeInForce.Day;

                order.OrderId = id;

                try
                {
                    client.PlaceOrder(id++, stock, contract);
                    Logger.WriteToLog(DateTime.Now,String.Format("ClientManager.PlaceOrders: orderid: {0,-4} symbol:{1,-4} diraction:{2,-4} amount:{3,-4} stutus:{4,-4}",order.OrderId, stock.Symbol, contract.Action, contract.TotalQuantity, order.Status), Program.UserId);
                }
                catch (Exception e)
                {
                    Logger.WriteToLog(DateTime.Now, String.Format("ClientManager.PlaceOrders: {0}", e.Message),Program.UserId);
                }
            }

                fdone = true;
                Logger.WriteToLog(DateTime.Now, String.Format("ClientManager.PlaceOrders: done placing orders"), Program.UserId);
                Logger.WriteToProgramLog(DateTime.Now, string.Format("{0}: done placing {1} orders", Program.UserId,execCounter));
        }