private void placeOrders()
{
Console.WriteLine(string.Format("{0} : Placing orders ...", DateTime.Now.ToShortTimeString()));
ContractDetails conDetails;
for (int i = 0; i < myOrders.Count; i++)
{
// Long for contract
Contract orderContract = new Contract();
orderContract.Symbol = myOrders[i].symbol;
orderContract.SecType = "OPT";
orderContract.Right = "PUT";
orderContract.LastTradeDateOrContractMonth = myOrders[i].Expiry;
orderContract.Strike = myOrders[i].strike;
orderContract.Exchange = "SMART";
conDetails = ibClient.reqContractDetails(1, orderContract, false)[0].contractDetails;
orderContract = conDetails.Summary;
// Construct order
Order contractOrder = new Order();
contractOrder.Account = OControl.defAccount;
if (myOrders[i].position > 0)
{
Console.WriteLine("Buy order not allowed!");
Environment.Exit(0);
}
contractOrder.Action = (myOrders[i].position > 0) ? "BUY" : "SELL";
contractOrder.TotalQuantity = Math.Abs(myOrders[i].position);
contractOrder.OrderType = "LMT";
contractOrder.LmtPrice = Math.Ceiling(myOrders[i].price / conDetails.MinTick) * conDetails.MinTick;
contractOrder.Tif = "DAY";
contractOrder.Transmit = true;
// Place Order
nextID++;
ibClient.placeOrder(nextID, orderContract, contractOrder);
//contractOrder.Tif = "GTC"; // Way to hack around irresponsive to GTC order
//ibClient.placeOrder(nextID, orderContract, contractOrder);
// Acknowledgement
Console.WriteLine(string.Format("Order {0} has been placed.", orderContract.LocalSymbol));
}
}
private double getSymbolPrice(string secType)
{
dbm.WriteLine(clientID, "Obtaining undelying price ...", true);
// get Underlying Contract
Contract underlying = new Contract();
underlying.Symbol = this_symbol;
underlying.SecType = secType;
underlying = ibClient.reqContractDetails(1, underlying)[0].contractDetails.Summary;
// Request Price
do
{
ibClient.SetMarketDataType(IntBrokerSocket.MarketDataType.Delayed);
CompleteTick_Struct mymkt = ibClient.GetMktSnapShotData(new List <Contract>(new Contract[] { underlying }))[0];
symbolPrice = mymkt.getTick(tickPreference.LastPreference);
} while (symbolPrice <= 0);
return(symbolPrice);
}
private List <CompleteTick_Struct> IBPrice2DT()
{
//###########################################################################################
// Obtain option price
//###########################################################################################
List <Contract> AllContracts = new List <Contract>();
List <CompleteTick_Struct> myMkt;
// Create and send request
foreach (Position_Struct pos in myPortfolio)
{
Contract tmpContract = ibClient.reqContractDetails(Toolkit.RndReqId(), pos.contract)[0].contractDetails.Summary;
AllContracts.Add(tmpContract);
}
ibClient.SetMarketDataType(IntBrokerSocket.MarketDataType.Delayed);
myMkt = ibClient.GetMktSnapShotData(AllContracts);
return(myMkt);
}
