public PositionMessage(string account, IBApi.Contract contract, double pos, double avgCost)
{
Account = account;
Contract = contract;
Position = pos;
AverageCost = avgCost;
}
public OpenOrderMessage(int orderId, IBApi.Contract contract, IBApi.Order order, OrderState orderState)
{
OrderId = orderId;
Contract = contract;
Order = order;
OrderState = orderState;
}
public OrderStatusMessage(int orderId, Contract contract, IBApi.Order order, OrderState orderstate)
{
MessageType = MessageType.OrderStatus;
OrderId = orderId;
Contract = contract;
Order = order;
OrderState = orderstate;
}
private MarketDepthSubscription CreateMarketDepthSubscription()
{
var contract = new Contract();
var marketDepthSubscription = new MarketDepthSubscription(this.connectionHelper.Connection(),
this.connectionHelper.Dispenser(),
this.observerMock.Object, contract);
return marketDepthSubscription;
}
public ExecutionMessage(int reqId, Contract contract, Execution execution)
{
MessageType = MessageType.ExecutionDetails;
ReqId = reqId;
Contract = contract;
Execution = execution;
}
public PositionMultiMessage(int reqId, string account, string modelCode, IBApi.Contract contract, double pos, double avgCost)
{
ReqId = reqId;
Account = account;
ModelCode = modelCode;
Contract = contract;
Position = pos;
AverageCost = avgCost;
}
public UpdatePortfolioMessage(IBApi.Contract contract, double position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, string accountName)
{
Contract = contract;
Position = position;
MarketPrice = marketPrice;
MarketValue = marketValue;
AverageCost = averageCost;
UnrealizedPNL = unrealizedPNL;
RealizedPNL = realizedPNL;
AccountName = accountName;
}
public Contract GetIBContract()
{
var c = new Contract();
c.Symbol = InteractiveBrokersDetails.Symbol;
c.Currency = InteractiveBrokersDetails.Currency;
c.SecType = InteractiveBrokersDetails.SecType;
c.Exchange = InteractiveBrokersDetails.Exchange;
c.Expiry = InteractiveBrokersDetails.Expiry;
return c;
}
/// <summary>
/// Place order.
/// Order must have contract field.
/// </summary>
public void PlaceOrder(Order o)
{
if ((!o.IsValid) || (string.IsNullOrEmpty(o.FullSymbol)))
{
OnDebug("Order is not valid.");
return;
}
IBApi.Order order = new IBApi.Order();
order.AuxPrice = o.IsTrail ? (double)o.TrailPrice : (double)o.StopPrice;
order.LmtPrice = (double)o.LimitPrice;
// Only MKT, LMT, STP, and STP LMT, TRAIL, TRAIL LIMIT are supported
order.OrderType = o.OrderType;
order.TotalQuantity = o.UnsignedSize;
order.Action = o.OrderSide ? "BUY" : "SELL"; // SSHORT not supported here
// order.Account = Account;
order.Tif = o.TIF.ToString();
order.OutsideRth = true;
//order.OrderId = (int)o.id;
order.Transmit = true;
if (string.IsNullOrEmpty(o.Account))
{
order.Account = Account;
}
else
{
order.Account = o.Account;
}
// Set up IB order Id
if (o.Id == 0)
{
throw new ArgumentOutOfRangeException("Order id is missing.");
}
else // TODO: elimitate situation where strategy Order Id already exists
{
//order.OrderId = System.Threading.Interlocked.Increment(ref _nextValidIBID); // it returns the incremented id
order.OrderId = (int)o.Id;
_iborderIdToOrderInfo.Add(order.OrderId, new OrderInfo(o.Id, order.Account, false));
}
IBApi.Contract contract = SecurityFullNameToContract(o.FullSymbol);
_ibSocket.placeOrder(order.OrderId, contract, order);
}
public Contract(int id, string symbol, string type, string exchange, string currency, string primaryExchange,
int multiplier, string expiry, decimal strike, string right, string secIdType, string secId, string tradingClass, PositiveInteger lotSize)
{
IBContract = new IB.Contract();
Id = id;
Symbol = symbol;
Type = type;
Exchange = exchange;
PrimaryExchange = primaryExchange;
Currency = currency;
Multiplier = multiplier;
LastTradeDateOrContractMonth = expiry;
Strike = (double)strike;
Right = right;
SecIdType = secIdType;
SecId = secId;
TradingClass = tradingClass;
}
public ExecutionMessage(int reqId, IBApi.Contract contract, Execution execution)
{
ReqId = reqId;
Contract = contract;
Execution = execution;
}
private QuoteSubscription CreateQuoteSubscription()
{
var contract = new Contract();
var quoteSucription = new QuoteSubscription(this.connectionHelper.Connection(), this.connectionHelper.Dispenser(),
this.observerMock.Object,
contract);
return quoteSucription;
}
public CompletedOrderMessage(IBApi.Contract contract, IBApi.Order order, OrderState orderState)
{
Contract = contract;
Order = order;
OrderState = orderState;
}
