public async Task OrderPlacementController_Should_PlaceTwoOrdersSuccessfully()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
// This should be fixed a bit to be injectable
// It's a bit dirty because you need to run ConfigureTws before you have access to the client socket and callback handler
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
await connectionController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
// Initialize the order
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
// Call the API
int orderId = await nextOrderIdController.GetNextValidIdAsync();
var firstOrderAcknowledgedTask = orderPlacementController.PlaceOrderAsync(orderId, contract, order);
orderId = await nextOrderIdController.GetNextValidIdAsync();
var secondOrderAcknowledgedTask = orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Task.WaitAll(firstOrderAcknowledgedTask, secondOrderAcknowledgedTask);
// Assert
firstOrderAcknowledgedTask.Result.Should().BeTrue();
secondOrderAcknowledgedTask.Result.Should().BeTrue();
// Tear down
await connectionController.DisconnectAsync();
}
public async Task Should_LiquidateShortPosition()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsOpenOrdersController twsOpenOrdersController = new TwsOpenOrdersController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderCancelationController orderCancellationController = new TwsOrderCancelationController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsPortfolioOrderCancellationController twsPortfolioOrderCancellationController = new TwsPortfolioOrderCancellationController(connectionController, twsOpenOrdersController, orderCancellationController);
TwsPositionsController positionsController = new TwsPositionsController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsPositionLiquidationController positionLiquidationController = new TwsPositionLiquidationController(
connectionController,
positionsController,
nextOrderIdController,
orderPlacementController,
twsPortfolioOrderCancellationController);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
Order order = new Order
{
Action = TwsOrderActions.Sell,
OrderType = "MKT",
TotalQuantity = 1,
};
// Place a couple of orders
int orderId = await nextOrderIdController.GetNextValidIdAsync();
await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Liquidate the position
bool success = await positionLiquidationController.LiquidatePosition("MSFT", TwsExchange.Smart);
success.Should().BeTrue();
}
public async Task TwsExecutionController_Should_ReturnOpenOrdersTwice()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsOpenOrdersController twsOpenOrdersController = new TwsOpenOrdersController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsRequestIdGenerator twsRequestIdGenerator = new TwsRequestIdGenerator();
TwsExecutionController executionController = new TwsExecutionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, twsRequestIdGenerator);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.Currency = TwsCurrency.Usd;
contract.PrimaryExch = TwsExchange.Island;
Order order = new Order
{
Action = "BUY",
OrderType = "LMT",
TotalQuantity = 1,
LmtPrice = 1,
};
int orderId = await nextOrderIdController.GetNextValidIdAsync();
bool successfullyPlaced = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
var openOrders = await twsOpenOrdersController.RequestOpenOrders();
openOrders.Count.Should().BeGreaterOrEqualTo(1);
Thread.Sleep(5005);
var openOrders2 = await twsOpenOrdersController.RequestOpenOrders();
openOrders2.Count.Should().BeGreaterOrEqualTo(1);
}
public async Task PositionsController_Should_ReturnAListOfPositions()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsPositionsController positionsController = new TwsPositionsController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
int orderId = await nextOrderIdController.GetNextValidIdAsync();
bool successfullyPlaced = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Call
List <PositionStatusEventArgs> positionStatusEvents = await positionsController.RequestPositions();
// Assert
positionStatusEvents.Count.Should().BeGreaterOrEqualTo(0);
PositionStatusEventArgs daxPositions = positionStatusEvents.Where(eventArgs => eventArgs.Contract.Symbol == contract.Symbol).FirstOrDefault();
daxPositions.Position.Should().BeGreaterOrEqualTo(order.TotalQuantity);
// Tear down
await connectionController.DisconnectAsync();
}
public async Task Should_CancelOrders()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
TwsOpenOrdersController twsOpenOrdersController = new TwsOpenOrdersController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderCancelationController orderCancellationController = new TwsOrderCancelationController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsPortfolioOrderCancellationController twsPortfolioOrderCancellationController = new TwsPortfolioOrderCancellationController(connectionController, twsOpenOrdersController, orderCancellationController);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.Currency = TwsCurrency.Usd;
contract.PrimaryExch = TwsExchange.Island;
Order order = new Order
{
Action = "BUY",
OrderType = "LMT",
TotalQuantity = 1,
LmtPrice = 1,
};
// Placea couple of orders
int orderId = await nextOrderIdController.GetNextValidIdAsync();
await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
orderId = await nextOrderIdController.GetNextValidIdAsync();
await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Cancel them all
var success = await twsPortfolioOrderCancellationController.CancelOrders("MSFT");
success.Should().BeTrue();
}
public async Task CancelOrder_Should_CancelOrder()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
// This should be fixed a bit to be injectable
// It's a bit dirty because you need to run ConfigureTws before you have access to the client socket and callback handler
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderCancelationController orderCancelationController = new TwsOrderCancelationController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
await connectionController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract
{
SecType = TwsContractSecType.Stock,
Symbol = "MSFT",
Exchange = TwsExchange.Smart,
PrimaryExch = TwsExchange.Island,
};
// Initialize the order
Order order = new Order
{
Action = "BUY",
OrderType = "LMT",
TotalQuantity = 1,
LmtPrice = 1,
};
// Place an order
int orderId = await nextOrderIdController.GetNextValidIdAsync();
bool orderAcknowledged = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
orderAcknowledged.Should().BeTrue();
// Call the API
bool cancelationAcknowledged = await orderCancelationController.CancelOrderAsync(orderId);
// Assert
cancelationAcknowledged.Should().BeTrue();
}
public async Task TwsExecutionController_Should_ReturnExecutions()
{
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsRequestIdGenerator twsRequestIdGenerator = new TwsRequestIdGenerator();
TwsExecutionController executionController = new TwsExecutionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, twsRequestIdGenerator);
await connectionController.EnsureConnectedAsync();
// Create a position
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Future;
contract.Symbol = TwsSymbol.Dax;
contract.Exchange = TwsExchange.Dtb;
contract.Currency = TwsCurrency.Eur;
contract.Multiplier = "25";
contract.LastTradeDateOrContractMonth = "201809";
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
int orderId = await nextOrderIdController.GetNextValidIdAsync();
bool successfullyPlaced = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
Thread.Sleep(1000); // TWS takes some time to put the order in the portfolio. Wait for it.
// Call
List <ExecutionDetailsEventArgs> executionDetailEvents = await executionController.RequestExecutions();
// Assert
executionDetailEvents.Count.Should().BeGreaterOrEqualTo(0);
// Tear down
await connectionController.DisconnectAsync();
}
public async Task OrderPlacementController_Should_PlacePegToMidpointOrder()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
// This should be fixed a bit to be injectable
// It's a bit dirty because you need to run ConfigureTws before you have access to the client socket and callback handler
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
await connectionController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.PrimaryExch = TwsExchange.Island;
// Initialize the order
Order order = new Order()
{
Action = TwsOrderActions.Buy,
OrderType = "REL",
TotalQuantity = 1,
LmtPrice = 166,
AuxPrice = 0.1,
};
// Call the API
int orderId = await nextOrderIdController.GetNextValidIdAsync();
var orderAck = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
// Assert
orderAck.Should().BeTrue();
// Tear down
await connectionController.DisconnectAsync();
}
public async Task OrderPlacementController_Should_PlaceOrderSuccessfully()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 7);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
await connectionController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Future;
contract.Symbol = TwsSymbol.Dax;
contract.Exchange = TwsExchange.Dtb;
contract.Currency = TwsCurrency.Eur;
contract.Multiplier = "25";
contract.LastTradeDateOrContractMonth = "202009";
// Initialize the order
Order order = new Order
{
Action = "BUY",
OrderType = "MKT",
TotalQuantity = 1
};
// Call the API
int orderId = await nextOrderIdController.GetNextValidIdAsync();
bool successfullyPlaced = await orderPlacementController.PlaceOrderAsync(orderId, contract, order);
// Assert
successfullyPlaced.Should().BeTrue();
// Tear down
// It appears something is wrong with the disconnection API, which could be screwing up all the integration tests if you don't run them individually.
////await connectionController.DisconnectAsync();
}
public async Task OrderPlacementController_Should_PlaceBracketOrder()
{
// Setup
TwsObjectFactory twsObjectFactory = new TwsObjectFactory();
TwsConnectionController connectionController = new TwsConnectionController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler, "localhost", 7462, 1);
ITwsNextOrderIdController nextOrderIdController = new TwsNextOrderIdController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
TwsOrderPlacementController orderPlacementController = new TwsOrderPlacementController(twsObjectFactory.ClientSocket, twsObjectFactory.TwsCallbackHandler);
await connectionController.EnsureConnectedAsync();
// Initialize the contract
Contract contract = new Contract();
contract.SecType = TwsContractSecType.Stock;
contract.Symbol = "MSFT";
contract.Exchange = TwsExchange.Smart;
contract.PrimaryExch = TwsExchange.Island;
int entryOrderId = await nextOrderIdController.GetNextValidIdAsync();
var takeProfitOrderId = await nextOrderIdController.GetNextValidIdAsync();
var stopOrderId = await nextOrderIdController.GetNextValidIdAsync();
// Initialize the order
Order entryOrder = new Order()
{
Action = TwsOrderActions.Buy,
OrderType = TwsOrderType.Market,
TotalQuantity = 1,
Transmit = false
};
Order takeProfit = new Order()
{
Action = TwsOrderActions.Sell,
OrderType = TwsOrderType.Limit,
TotalQuantity = 1,
LmtPrice = 190,
ParentId = entryOrderId,
Transmit = false,
};
Order stopLoss = new Order()
{
Action = TwsOrderActions.Sell,
OrderType = TwsOrderType.StopLoss,
TotalQuantity = 1,
AuxPrice = 100,
ParentId = entryOrderId,
Transmit = true,
};
// Call the API
var entryOrderAckTask = orderPlacementController.PlaceOrderAsync(entryOrderId, contract, entryOrder);
var takeProfitOrderAckTask = orderPlacementController.PlaceOrderAsync(takeProfitOrderId, contract, takeProfit);
var stopOrderAckTask = orderPlacementController.PlaceOrderAsync(stopOrderId, contract, stopLoss);
Task.WaitAll(entryOrderAckTask, takeProfitOrderAckTask, stopOrderAckTask);
// Assert
entryOrderAckTask.Result.Should().BeTrue();
takeProfitOrderAckTask.Result.Should().BeTrue();
stopOrderAckTask.Result.Should().BeTrue();
// Tear down
await connectionController.DisconnectAsync();
}