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;
}
/// <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);
}
}
//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));
}