public void Init(Broker broker)
{
Broker = broker;
if (broker == Broker.IB)
{
if (IBClient != null)
{
Disconnect();
Thread.Sleep(500);
}
signal = new EReaderMonitorSignal();
IBClient = new IBClient(signal);
IBClient.OpenOrder += HandleOpenOrderMsg;
IBClient.ExecutionDetails += HandleExecutionMsg;
IBClient.OrderStatus += HandleOrderStatusMsg;
}
else if (broker == Broker.TD)
{
TDClient = TDClient.Instance;
TDClient.ExecutionDetails += HandleExecutionMsg;
TDClient.OrderStatus += HandleOrderStatusMsg;
}
IsInitialized = true;
}
public void connectAsync()
{
bool result = false;
EReaderMonitorSignal signal_ = new EReaderMonitorSignal();
Wotan.client client_ = null;
EReader reader_ = null;
client_ = new Wotan.client(
signal_,
new dispatchDelegate((twsMessage m) =>
{
result = true;
}),
new logDelegate((string m, logType l, verbosity v, int id) => { }), true);
reader_ = new EReader(client_.socket, signal_);
reader_.Start();
client_.connectAck();
Thread.Sleep(1000);
new Thread(() =>
{
while (client_.socket.IsConnected())
{
signal_.waitForSignal();
reader_.processMsgs();
}
})
{
Name = "reading thread", IsBackground = true
}.Start();
Thread.Sleep(10000);
}
/// <summary>
/// Initializes a new instance of the <see cref="TwsObjectFactory"/> class.
/// </summary>
public TwsObjectFactory()
{
this.TwsCallbackHandler = new TwsCallbackHandler();
this.signal = new EReaderMonitorSignal();
this.ClientSocket = new TwsClientSocket(new EClientSocket(this.TwsCallbackHandler, this.signal));
}
public void connectSync()
{
EReaderMonitorSignal signal_ = new EReaderMonitorSignal();
Wotan.client client_ = new Wotan.client(signal_, new dispatchDelegate((twsMessage m) => {}),
new logDelegate((string m, logType l, verbosity v, int id) => { }), false);
if (!client_.socket.IsConnected())
{
client_.socket.eConnect("127.0.0.1", 4001, 0);
EReader reader = new EReader(client_.socket, signal_);
reader.Start();
new Thread(() =>
{
while (client_.socket.IsConnected())
{
signal_.waitForSignal();
reader.processMsgs();
}
})
{
Name = "reading thread", IsBackground = true
}.Start();
Thread.Sleep(1000);
client_.socket.eDisconnect();
}
}
/// <summary>
/// Connect
/// </summary>
/// <param name="host"></param>
/// <param name="portIb"></param>
/// <param name="clientIdIb"></param>
public void Connect(string host, int portIb, int clientIdIb)
{
if (!IsConnectedIb)
{
try
{
ClientSocket.eConnect(host, portIb, clientIdIb);
var signal = new EReaderMonitorSignal();
var reader = new EReader(ClientSocket, signal);
reader.Start();
new Thread(() =>
{
while (ClientSocket.IsConnected())
{
signal.waitForSignal();
reader.processMsgs();
}
})
{
IsBackground = true
}.Start();
}
catch (Exception)
{
throw;
}
}
else
{
IsConnectedIb = false;
ClientSocket.eDisconnect();
}
}
public client(EReaderMonitorSignal reader, dispatchDelegate dispatch, logDelegate log, bool aSync = true)
{
log_ = log;
dispatch_ = dispatch;
socket_ = new EClientSocket(this, reader)
{
AsyncEConnect = aSync
};
}
/// <summary>
/// Initializes a new instance of the <see cref="TwsObjectFactory"/> class.
/// </summary>
/// <param name="host">The host</param>
/// <param name="port">The port</param>
/// <param name="clientId">The client id</param>
public TwsObjectFactory(string host, int port, int clientId)
{
this.TwsCallbackHandler = new TwsCallbackHandler();
this.signal = new EReaderMonitorSignal();
this.ClientSocket = new TwsClientSocket(new EClientSocket(this.TwsCallbackHandler, this.signal));
this.TwsControllerBase = new TwsControllerBase(this.ClientSocket, this.TwsCallbackHandler, host, port, clientId);
this.TwsController = new TwsController(this.TwsControllerBase);
}
public static IBClient CreateNew(TimeSpan timeout)
{
var signal = new EReaderMonitorSignal();
var messageHandler = new MessageHandler();
var clientSocket = new EClientSocket(messageHandler, signal);
var clientCommandAsync = new ClientCommandAsync(clientSocket, messageHandler, timeout);
var manualResetEventSlim = new ManualResetEventSlim();
return(new IBClient(signal, clientSocket, clientCommandAsync, messageHandler, manualResetEventSlim));
}
public IbClient(RequestsClient client, MyAppSettings settings)
{
Client = client;
Signal = new EReaderMonitorSignal();
ClientSocket = new EClientSocket(this, Signal);
AccountNumber = settings.AccountNumber;
AccountID = settings.AccountID;
InstrumentID = settings.InstrumentID;
}
public client(IActorRef correlationManager, IActorRef logger)
{
// actors
logger_ = logger;
correlationManager_ = correlationManager;
dispatcher_ = Context.ActorOf(dispatcher.Props(logger_), "clientActor");
// tws components
signal_ = new EReaderMonitorSignal();
client_ = new Wotan.client(signal_, new dispatchDlg(dispatch), new logDlg(log), aSync: false);
}
/// <summary>
/// Initializes a new instance of the <see cref="TwsConnectionController"/> class.
/// Controls the connection to TWS.
/// </summary>
/// <param name="clientSocket">The client socket</param>
/// <param name="twsCallbackHandler">The callback handler</param>
/// <param name="host">The host name</param>
/// <param name="port">The port</param>
/// <param name="clientId">The client ID, see TWS docs</param>
public TwsConnectionController(
ITwsClientSocket clientSocket,
ITwsCallbackHandler twsCallbackHandler,
string host,
int port,
int clientId)
{
this.clientSocket = clientSocket;
this.twsCallbackHandler = twsCallbackHandler;
this.signal = new EReaderMonitorSignal();
this.host = host;
this.port = port;
this.clientId = clientId;
this.connected = false;
}
public Form1()
{
InitializeComponent();
// listView1 setup
listView1.View = View.Details;
listView1.GridLines = true; // Horizoltal lines
listView1.Columns.Add("Time:");
listView1.Columns[0].Width = 60;
listView1.Columns.Add("Source:", -2, HorizontalAlignment.Left);
listView1.Columns.Add("Message:");
listView1.Columns[2].Width = 400;
// listView2 setup
listView2.View = View.Details;
listView2.GridLines = true; // Horizoltal lines
listView2.Columns.Add("Time:");
listView2.Columns[0].Width = 60;
listView2.Columns.Add("Source:", -2, HorizontalAlignment.Left);
listView2.Columns.Add("Message:");
listView2.Columns[2].Width = 400;
// IB API instances
signal = new EReaderMonitorSignal();
ibClient = new IBClient(signal);
apiManager = new ApiManager(ibClient);
// Trade messages parser
parser = new Parser(this);
// Events
ibClient.CurrentTime += IbClient_CurrentTime; // Exchange current time
ibClient.MarketDataType += IbClient_MarketDataType; // Request market data type callback (Delaed, Frozen etc.)
ibClient.Error += IbClient_Error; // Errors handling
ibClient.TickPrice += IbClient_TickPrice; // reqMarketData
ibClient.NextValidId += IbClient_NextValidId; // Fires when api is connected (connect button clicked)
ibClient.OrderStatus += IbClient_OrderStatus; // Order status
}
IbClient(EReaderMonitorSignal signal) : base(signal)
{
}
public Form1()
{
InitializeComponent();
// listView1 setup
listView1.View = View.Details; // Shows the header
listView1.FullRowSelect = true; // !!!Lets to select the whole row in the table!!!
// listView2 setup
listView2.View = View.Details;
listView2.GridLines = true; // Horizoltal lines
listView2.Columns.Add("Time:");
listView2.Columns[0].Width = 60;
listView2.Columns.Add("Source:", -2, HorizontalAlignment.Left);
listView2.Columns.Add("Message:");
listView2.Columns[2].Width = 400;
// DB log messages
Log.InitializeDB(); // Connect to the database
logThread = new Thread(new ThreadStart(LogThread)); // Make an instance of the thread and assign method name which will be executed in the thread
// Basket thread
executeBasketThread = new Thread(new ThreadStart(ExecuteBasketThread));
// IB API instances
signal = new EReaderMonitorSignal();
ibClient = new IBClient(signal);
apiManager = new ApiManager(ibClient, this);
// Json search object class instance
searchResponse = new SearchResponse();
quoteResponse = new QuoteResponse();
availableFundsResponse = new AvailableFundsResponse();
// Fleck socket server
FleckLog.Level = LogLevel.Debug;
allSockets = new List <IWebSocketConnection>();
var server = new WebSocketServer("ws://0.0.0.0:8181");
// Other
basket = new Basket(this, ibClient);
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 =>
{
// Output message to system log
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! Form1.cs line 95")); // Send a greeting message to all websocket clients
// DETERMINE WHAT TYPE OF API REQUEST IS RECEVIED HERE
// apiManager.Search
// apiManager.GetQuote
var jsonObject = Newtonsoft.Json.Linq.JObject.Parse(message);
var requestBody = jsonObject["body"];
switch (jsonObject["requestType"].ToString())
{
case "symbolSearch":
apiManager.Search(requestBody["symbol"].ToString());
break;
case "getQuote":
apiManager.GetQuote(requestBody["symbol"].ToString(), (int)requestBody["basketNumber"], requestBody["currency"].ToString());
break;
case "getAvailableFunds":
ibClient.ClientSocket.reqAccountUpdates(true, "U2314623");
break;
}
};
});
// Events
ibClient.CurrentTime += IbClient_CurrentTime; // Get exchnage current time
// ibClient.MarketDataType += IbClient_MarketDataType;
ibClient.Error += IbClient_Error; // Errors handling
ibClient.TickPrice += IbClient_TickPrice; // reqMarketData. EWrapper Interface
ibClient.OrderStatus += IbClient_OrderStatus; // Status of a placed order
ibClient.NextValidId += IbClient_NextValidId; // Fires when api is connected. Connection status received here
ibClient.ContractDetails += IbClient_ContractDetails; // Ticker search
ibClient.ContractDetailsEnd += IbClient_ContractDetailsEnd; // Fires up when the the search response feed is finished. One search request can contain multiple contracts
ibClient.UpdateAccountValue += IbClient_UpdateAccountValue; // Account info
}
public TWSEWrapper()
{
ReaderSignal = new EReaderMonitorSignal();
ClientSocket = new EClientSocket(this, ReaderSignal);
}
/*Port is usually 7496 for TWS, 7497 for paper Trading/demo account on TWS,
* 4001 for IBGateway, 4002 for paper Trading account on IBGateway. The port can be
* changed on Settings.
* You can have up to 9 seperate connections to IB at a time by using different
* ClientId's.*/
public EWrapperImpl()
{
Signal = new EReaderMonitorSignal();
ClientSocket = new EClientSocket(this, Signal);
}
static void Main(string[] args)
{
int reqId = 0;
Settings settings;
try
{
settings = JsonConvert.DeserializeObject <Settings>(File.ReadAllText(@"settings.json"));
}
catch (Exception)
{
settings = new Settings();
File.WriteAllText(@"settings.json", JsonConvert.SerializeObject(settings, Formatting.Indented));
Console.WriteLine("Defaults have been saved to 'settings.json'");
Console.ReadKey();
return;
}
var cnx = new MySqlConnectionStringBuilder();
cnx.UserID = settings.username;
cnx.Password = settings.password;
cnx.Server = settings.server;
cnx.Port = settings.port;
MySqlTransaction tr = null;
var mysql = new MySqlConnection(cnx.ToString());
mysql.Open();
// Create MySQL database and tables
Create(mysql);
Console.Write("Symbol: ");
string symbol = Console.ReadLine();
Console.Write("Duration (days): ");
int days = Convert.ToInt32(Console.ReadLine());
Console.Write("Retrieve ticks [y/n]: ");
bool retrieveTicks = (Console.ReadLine() == "y");
Console.WriteLine();
DateTime end = DateTime.Now;
DateTime start = end.AddDays(-days);
var signal = new EReaderMonitorSignal();
var client = new IBClient(signal);
client.ClientSocket.eConnect(settings.TWS, settings.TWSPort, settings.ClientID);
var c = new Contract();
c.Currency = "USD";
if (symbol.StartsWith("@"))
{
c.Symbol = symbol.Replace("@", "");
c.SecType = "CONTFUT";
c.Exchange = FuturesExchange(symbol);
}
else
{
c.Symbol = symbol;
c.Exchange = "SMART";
c.SecType = "STK";
c.PrimaryExch = "ISLAND"; // fixes ambiguity
}
var contracts = new List <ContractDetails>();
client.ContractDetails += (ContractDetailsMessage msg) =>
{
contracts.Add(msg.ContractDetails);
};
client.ContractDetailsEnd += (ContractDetailsEndMessage) =>
{
if (contracts.Count == 0)
{
Console.WriteLine("No contracts found for {0}", symbol);
}
else
{
ContractDetails closest = null;
foreach (var cd in contracts)
{
// No date (not futures)
if (string.IsNullOrEmpty(cd.Contract.LastTradeDateOrContractMonth))
{
closest = cd;
break;
}
var dt1 = DateTime.ParseExact(cd.Contract.LastTradeDateOrContractMonth, "yyyyMMdd", CultureInfo.InvariantCulture);
// Skip the contract if there's only 5 days left
if ((dt1 - DateTime.Now).Days <= 5)
{
continue;
}
// Find the closest contract
if (closest == null || dt1 < DateTime.ParseExact(closest.Contract.LastTradeDateOrContractMonth, "yyyyMMdd", CultureInfo.InvariantCulture))
{
closest = cd;
}
}
if (closest == null)
{
Console.WriteLine("Contract not found for {0}", symbol);
}
else
{
// Store the symbol
Insert(mysql, symbol);
// Transaction for bulk inserting
tr = mysql.BeginTransaction();
c = closest.Contract;
// Request candles
client.ClientSocket.reqHistoricalData(reqId++, closest.Contract, end.ToString("yyyyMMdd HH:mm:ss"), string.Format("{0} D", days), "1 min", "TRADES", 0, 1, false, null);
}
}
};
// Request contract data
client.ClientSocket.reqContractDetails(reqId++, c);
client.HistoricalData += (HistoricalDataMessage msg) =>
{
Insert(mysql, tr, symbol, 60, msg);
};
client.HistoricalDataEnd += (HistoricalDataEndMessage msg) =>
{
// Commit data
tr.Commit();
Console.WriteLine("Finished retrieving candles");
if (retrieveTicks)
{
// New transaction for ticks
tr = mysql.BeginTransaction();
// Request ticks
client.ClientSocket.reqHistoricalTicks(reqId++, c, null, end.ToString("yyyyMMdd HH:mm:ss"), 1000, "TRADES", 0, true, null);
}
};
client.historicalTickLast += (int req, HistoricalTickLast[] ticks, bool done) =>
{
Insert(mysql, tr, symbol, ticks);
if (done)
{
end = UnixTimeStampToDateTime(ticks[0].Time);
if (end <= start)
{
// Commit data
tr.Commit();
Console.WriteLine("Finished retrieving ticks");
}
else
{
client.ClientSocket.reqHistoricalTicks(reqId++, c, null, end.ToString("yyyyMMdd HH:mm:ss"), 1000, "TRADES", 0, true, null);
}
}
};
client.Error += (int id, int errorCode, string str, Exception ex) =>
{
if (id != -1)
{
Console.WriteLine("{0} {1} {2} {3}", DateTime.Now, id, errorCode, str);
}
};
var reader = new EReader(client.ClientSocket, signal);
reader.Start();
while (true)
{
signal.waitForSignal();
reader.processMsgs();
}
}
// interfaces
public override void onStartImpl(string[] args)
{
if (launchGatewayProcess())
{
// connection attempt
try
{
var conf = (configuration)config_;
logger_ = conf.logger.create();
signal_ = new EReaderMonitorSignal();
corr_ = new correlationManager();
//dispatcher_ = new dis
// tws components
//client_ = new client(signal_, new dispatchDelegate(dispatch), new logDelegate(logger_.add), aSync: false);
// create the client
//client_ = actorSystem_.ActorOf(actors.client.Props(corr_, logger_), "clientActor");
//client_.Tell(new connect(config_.ibEnvironment.credentials.host, config_.ibEnvironment.credentials.port));
//// wait for the connection
//while (Task.Run(async () =>
//{
// var t = client_.Ask<connectionStatus>(new connectionStatus(), TimeSpan.FromSeconds(10));
// await t;
// return t.Result.isConnected;
//}).Result != true)
//{
// Thread.Sleep(100);
//}
//// add historical data manager
//hist_ = actorSystem_.ActorOf(actors.historicalDataManager.Props(client_, corr_, logger_), "historicalManagerActor");
//hist_.Tell(new actors.historicalDataManager.request(new Contract()
//{
// Symbol = "SDS",
// SecType = "STK",
// Exchange = "SMART",
// Currency = "USD"
//}, new DateTime(2016, 11, 27, 10, 28, 43),
// TimeSpan.FromDays(10),
// TimeSpan.FromDays(1),
// actors.historicalDataManager.barType.MIDPOINT, 0, 1));
}
catch (Exception ex)
{
logger_?.add("an error has occurred: " + ex.ToString(),
logType.error, verbosity.high);
}
}
else
{
logger_?.add("no running ibgateway process found, shutting down the service...",
logType.error, verbosity.high);
Stop();
}
}
public InteractiveBrokersApi()
{
Logger = LogManager.GetLogger("IbApi");
EReaderSignal = new EReaderMonitorSignal();
Client = new EClientSocket(this, EReaderSignal);
}
public MarketData()
{
_readerSignal = new EReaderMonitorSignal();
_clientSocket = new EClientSocket(this, _readerSignal);
}
