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GeezerVison is showing github.com — Algorithmic-Trading-API/TestJavaClient/Controller.java at master · rample/Algorithmic-Trading-API Expand file tree/ Copy pathController.javaMore file actions executable file ·819 lines (712 loc) · 28.4 KB / Copy pathController.javaFile metadata and controlsexecutable file ·819 lines (712 loc) · 28.4 KB 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 package TestJavaClient; import java.awt.ComponentOrientation; import java.awt.Dimension; import java.awt.FlowLayout; import java.awt.event.ActionEvent; import java.awt.event.ActionListener; import java.awt.event.WindowEvent; import java.io.File; import java.io.FileOutputStream; import java.io.IOException; import java.io.ObjectOutputStream; import java.text.DateFormat; import java.text.SimpleDateFormat; import java.util.Date; import javax.swing.JButton; import javax.swing.JFrame; import javax.swing.JLabel; import com.ib.client.Contract; import com.ib.client.ContractDetails; import com.ib.client.EClientSocket; import com.ib.client.EWrapper; import com.ib.client.EWrapperMsgGenerator; import com.ib.client.Execution; import com.ib.client.Order; import com.ib.client.OrderState; import com.ib.client.ScannerSubscription; import com.ib.client.UnderComp; /** * Controller.java * * Handles all market data and connects using an EClientSocket to Trader WorkStation (Interactive Brokers Java API). * The Controller is responsible for the main execution of the automated algorithmic trading system. * * Execution is controlled via timers and a finite state machine. * * @author gkoch, lkjaero is a sexy beast, jwalsh, dmohanty, jhartless, tadams, nlopez * */ public class Controller extends JFrame implements EWrapper, ActionListener, java.awt.event.WindowListener{ private static final long serialVersionUID = -1024529428928335335L; @SuppressWarnings("unused") private final static String ALL_GENERIC_TICK_TAGS = "100,101,104,105,106,107,165,221,225,233,236,258,293,294,295,318"; // List of all generic tick tags for use in various commands private final int clientId = 1; // Current clientId (default 1, no need to change because this is arbitrary) // Main client - connects and communicates with Trader Workstation private EClientSocket m_client = new EClientSocket(this); // Tracking variables private int id = 10; // Each order id must be unique in order to determine what orders, commands, etc. generated a particular piece of data received by the program. private TradingState currentState; // Tracks the current finite state machine (fsm) state that the algorithmic trading system is in // Market data object that manages all known data extracted from Interactive Brokers system private MarketData marketData; // Thread for main line of execution of trading system private volatile TradingThread tradingThread; // Frame objects private JLabel lblInfo; private JButton btnStart, btnStop; // Adding custom user module private CustomUserModule custom; /** * The main trading algorithm should be defined here. */ public class TradingThread extends Thread { private CustomUserModule custom; public void run() { // While the trading system is still running (systemRunning), execute some algorithms... while(tradingThread == Thread.currentThread()){ if(currentState == TradingState.COMPUTE){ // Here we'll write the main code to make trading decisions. custom.gateKeeper(); // Now that we're done with the algorithm, we'll go to our wait state. transitionState(); } else if(currentState == TradingState.WAIT){ try { TradingThread.sleep(500); // Wait .5 seconds in this state } catch (InterruptedException e) { e.printStackTrace(); } // Now that we're done waiting for the specified time above, we'll go back to our algorithm. transitionState(); } } } public void takeCustomUserModule(CustomUserModule c) { custom = c; } } /** * Immediately stops the current trading system thread from executing. */ public void stop(){ tradingThread = null; } protected EClientSocket client() { return m_client; } // Controller constructor, responsible for initialization of program. protected Controller() { setupFrame(); // Set up basic frame with trading program controls (do not remove) initialize(); // Initialize all program settings (do not remove) } /** * Sets up a JFrame with start/stop controls for trading algorithm execution. * In other words, it defines the GUI and its interface. */ private void setupFrame() { this.setVisible(true); this.setSize(new Dimension(400, 80)); this.setLocation(500, 400); this.setDefaultCloseOperation(EXIT_ON_CLOSE); this.addWindowListener(this); this.setComponentOrientation(ComponentOrientation.LEFT_TO_RIGHT); // Set up frame layout FlowLayout flow = new FlowLayout(); this.setLayout(flow); // Set up labels and buttons for GUI lblInfo = new JLabel("Connected to TWS. Select action:"); btnStart = new JButton("Start"); btnStart.addActionListener(this); btnStop = new JButton("Stop"); btnStop.addActionListener(this); // Add all labels and buttons to the frame this.add(lblInfo); this.add(btnStart); this.add(btnStop); } /** * Initializes all basic functionality for the program. */ private void initialize() { currentState = TradingState.COMPUTE; // Start fsm at computation (action) state custom = new CustomUserModule(this); // Creates the custom user module. connect(clientId); // Connect to Trader Workstation as client #1 (this is arbitrary, can be anything as long as this is the only program connecting to Trader Workstation on this machine) marketData = new MarketData(); System.out.println("Trading system activated."); // timer.setInitialDelay(0); // Delay in ms before beginning first timer event after timer is started, adjust if needed. } /** * Defines the actions to be performed before the automated trading system is shut down. */ private void onClose(){ System.out.println("Java shutting down. Closing down trading system and disconnecting from TWS."); // Serialize (save) MarketData object to the MarketData txt file DateFormat dateFormat = new SimpleDateFormat("yyyyMMdd"); Date date = new Date(); String path = "Logs/MarketData" + dateFormat.format(date); try { File file = new File(path); // Create file if it does not exist boolean success = file.createNewFile(); if (success) { // File did not exist and was created } else { // File already exists } } catch (IOException e) { System.err.println("Error writing log for " + dateFormat.format(date)); } FileOutputStream fos = null; ObjectOutputStream out = null; try { fos = new FileOutputStream(path); out = new ObjectOutputStream(fos); out.writeObject(marketData); out.close(); } catch(IOException ex) { ex.printStackTrace(); } // Safely disconnect from Trader Workstation (TWS) disconnect(); } /** * Default connect method, do not change. Replicates 'leaving the connect IP blank' from the GUI version of the demo program. */ private void connect(int clientId) { String host = System.getProperty("jts.host"); // default host name, do not change host = host != null ? host : ""; m_client.eConnect(host, 7496, clientId); // uses port 7496, ensure this port is free if you have connection problems } /** * Default disconnect method, do not change. * @note: DO NOT USE IF DATA RECEIPTS ARE PENDING FROM TRADER WORKSTATION, OR DATA WILL BE CUT OFF. * May safely use without loss of data if no data is being transmitted. */ private void disconnect() { System.out.println("Client " + clientId + " disconnected from TWS."); m_client.eDisconnect(); } /** * Safely increments the global id for method calling so that it does not need to be done explicitly in each block of code. */ private void updateGlobalId(){ id++; } /** * Finite state machine transition model, defining the transitions between program states. */ private void transitionState(){ switch(currentState){ case WAIT: currentState = TradingState.COMPUTE; break; case COMPUTE: currentState = TradingState.WAIT; break; } } /* * Implemented methods from ActionListener interface to perform frame operations. */ @Override public void actionPerformed(ActionEvent e) { if(e.getSource() == btnStart){ System.out.println("Program started."); tradingThread = new TradingThread(); tradingThread.takeCustomUserModule(custom); tradingThread.start(); custom.startButtonPressed(); } else if(e.getSource() == btnStop){ System.out.println("Program stopped"); custom.stopTimers(); custom.stop(); stop(); // Immediately stops the execution loop for the trading system } } /* * Helper methods - perform various desired functions for automated trading system */ /** * Requests market data from Trader Workstation for a security of the specified type with * ticker symbol as specified. useSnapshot determines if a snapshot or stream will be fetched. * */ public void reqMktData(String tickerSymbol, SecurityType secType, String exchange, String primaryExchange, String currency, boolean includeExpired, boolean useSnapshot, String genericTicks) { updateGlobalId(); // Must be incremented, do not change. // Set up a default contract using specified ticker symbol Contract contract = new Contract(); // set contract fields contract.m_symbol = tickerSymbol; contract.m_secType = secType.toString(); contract.m_exchange = exchange; contract.m_primaryExch = primaryExchange; contract.m_currency = currency; contract.m_includeExpired = includeExpired; RequestMarketDataTransaction marketDataTransaction = new RequestMarketDataTransaction (tickerSymbol, secType, exchange, primaryExchange, currency, includeExpired, useSnapshot, genericTicks); marketDataTransaction.setTimeStamp(new Timestamp()); // ID is used as a key to return a placeOrderTransaction type. // Placed in transactionMap HashMap (see MarketData.java) with put method marketData.getTransactionMap().put(id, marketDataTransaction); // Request market data from Trader Workstation using specified settings m_client.reqMktData(id, contract, genericTicks, useSnapshot); } /** * Requests real time bars from Trader Workstation using various parameters. * This method uses all parameters. * */ public void reqRealTimeBars(String tickerSymbol, SecurityType secType, String exchange, String primaryExchange, String currency, boolean includeExpired, int barSize, BarRequestType whatToShow, boolean useRTH){ updateGlobalId(); // Must be incremented, do not change. // Set up a default contract using specified ticker symbol Contract contract = new Contract(); contract.m_symbol = tickerSymbol; contract.m_secType = secType.toString(); contract.m_exchange = exchange; contract.m_primaryExch = primaryExchange; contract.m_currency = currency; contract.m_includeExpired = includeExpired; RequestRealTimeBarsTransaction realTimeBarsTransaction = new RequestRealTimeBarsTransaction(tickerSymbol, secType, exchange, primaryExchange, currency, includeExpired, barSize, whatToShow, useRTH); realTimeBarsTransaction.setTimeStamp(new Timestamp()); // ID is used as a key to return a placeOrderTransaction type. // Placed in transactionMap HashMap (see MarketData.java) with put method marketData.getTransactionMap().put(id, realTimeBarsTransaction); // Request real time bars from Trader Workstation using specified settings m_client.reqRealTimeBars(id, contract, barSize, whatToShow.toString(), useRTH); } /** * Requests historical data from Trader Work Station of the specified type. * This method uses all parameters. */ public void reqHistData(String tickerSymbol, SecurityType secType, String endDateTime, String durationStr, String barSizeSetting, BarRequestType whatToShow, String exchange, String primaryExchange, String currency, boolean useRTH, int formatDate, boolean includeExpired){ updateGlobalId(); // Must be incremented, do not change. // Set up a new contract Contract contract = new Contract(); contract.m_symbol = tickerSymbol; contract.m_secType = secType.toString(); contract.m_exchange = exchange; contract.m_primaryExch = primaryExchange; contract.m_currency = currency; contract.m_includeExpired = includeExpired; // convert rth from boolean to integer for reqHistoricalData method call int rth = 0; if(useRTH) rth = 1; RequestHistoricalDataTransaction historicalDataTransaction = new RequestHistoricalDataTransaction (tickerSymbol, secType, endDateTime, durationStr, barSizeSetting, whatToShow, exchange, primaryExchange, currency, useRTH, formatDate, includeExpired); historicalDataTransaction.setTimeStamp(new Timestamp()); // ID is used as a key to return a placeOrderTransaction type. // Placed in transactionMap HashMap (see MarketData.java) with put method marketData.getTransactionMap().put(id, historicalDataTransaction); // Request historical data from Trader WorkStation using specified settings m_client.reqHistoricalData(id, contract, endDateTime, durationStr, barSizeSetting, whatToShow.toString(), rth, formatDate); } /** * Requests a market scanner stream with the specified parameters. * This method uses all possible parameters. */ public void reqScannerSubscription(int numberOfRows, SecurityType instrument, String locationCode, String scanCode, double abovePrice, double belowPrice, int aboveVolume, int averageOptionVolumeAbove, double marketCapAbove, double marketCapBelow, String moodyRatingAbove, String moodyRatingBelow, String spRatingAbove, String spRatingBelow, String maturityDateAbove, String maturityDateBelow, double couponRateAbove, double couponRateBelow, String excludeConvertible, String scannerSettingPairs, String stockTypeFilter) { updateGlobalId(); // Must be incremented, do not change. // Set up a new scanner subscription ScannerSubscription sb = new ScannerSubscription(); sb.numberOfRows(numberOfRows); sb.instrument(instrument.toString()); sb.locationCode(locationCode); sb.scanCode(scanCode); sb.abovePrice(abovePrice); sb.belowPrice(belowPrice); sb.aboveVolume(aboveVolume); sb.averageOptionVolumeAbove(averageOptionVolumeAbove); sb.marketCapAbove(marketCapAbove); sb.marketCapBelow(marketCapBelow); sb.moodyRatingAbove(moodyRatingAbove); sb.moodyRatingBelow(moodyRatingBelow); sb.spRatingAbove(spRatingAbove); sb.spRatingBelow(spRatingBelow); sb.maturityDateAbove(maturityDateAbove); sb.maturityDateBelow(maturityDateBelow); sb.couponRateAbove(couponRateAbove); sb.couponRateBelow(couponRateBelow); sb.excludeConvertible(excludeConvertible); sb.scannerSettingPairs(scannerSettingPairs); sb.stockTypeFilter(stockTypeFilter); MarketScannerTransaction marketScannerTransaction = new MarketScannerTransaction(numberOfRows, instrument, locationCode, scanCode, abovePrice, belowPrice, aboveVolume, averageOptionVolumeAbove, marketCapAbove, marketCapBelow, moodyRatingAbove, moodyRatingBelow, spRatingAbove, spRatingBelow, maturityDateAbove, maturityDateBelow, couponRateAbove, couponRateBelow, excludeConvertible, scannerSettingPairs, stockTypeFilter); marketScannerTransaction.setTimeStamp(new Timestamp()); // ID is used as a key to return a placeOrderTransaction type. // Placed in transactionMap HashMap (see MarketData.java) with put method marketData.getTransactionMap().put(id, marketScannerTransaction); // Request scanner subscription from Trader Workstation using specified settings m_client.reqScannerSubscription(id, sb); } /** * places an order, assumes that the connection is already established. * * @param symbol is the ticker symbol (Google is GOOG, etc) * @param sectype is the type of security (STK OPT FUT IND FOP CASH BAG) * @param expiry is the date on which the OPTION expires * @param strike is the strike price for the OPTION * @param right is the right you're asking for for the OPTION (CALL PUT) * @param multiplier String * @param exchange String * @param primaryExch String * @param currency String * @param localSymbol String * @param includeExpired boolean * @param secIdType String * @param secId String * @param action is the action of the order (BUY SELL) * @param quantity is the amount of shares or contracts you are purchasing * @param orderType String * @param price is the price of each SHARE, be it options or stocks * @param auxPrice double * @param goodAfterTime String * @param goodTillDate String * @param whatIf is a boolean that is true for a What If? order and false to place an order */ public void placeOrder(String symbol, SecurityType secType, String expiry, double strike, String right, String multiplier, String exchange, String primaryExch, String currency, String localSymbol, boolean includeExpired, String secIdType, String secId, String action, int quantity, String orderType, double price, double auxPrice, String goodAfterTime, String goodTillDate, boolean whatIf) { updateGlobalId(); // Create a new contract and a new order Contract c = new Contract(); Order o = new Order(); c.m_conId = 0; c.m_symbol = symbol; c.m_secType = secType.toString(); c.m_expiry = expiry; c.m_strike = strike; c.m_right = right; c.m_multiplier = multiplier; //(secType.toString().equals("STK"))? "" : "100"; c.m_exchange = exchange; //"SMART"; c.m_primaryExch = primaryExch; //(secType.toString().equals("STK"))? "ISLAND" : "CBOE"; c.m_currency = currency; //"USD"; c.m_localSymbol = localSymbol;//""; c.m_includeExpired = includeExpired;//false; c.m_secIdType = secIdType;//""; c.m_secId = secId;//""; o.m_action = action; o.m_totalQuantity = quantity; o.m_orderType = orderType;//"LMT"; o.m_lmtPrice = price; o.m_auxPrice = auxPrice;//0.0; o.m_goodAfterTime = goodAfterTime;//""; o.m_goodTillDate = goodTillDate;//""; o.m_whatIf = whatIf; PlaceOrderTransaction placeOrderTransaction = new PlaceOrderTransaction(symbol, secType, expiry, strike, right, action, quantity, price, whatIf); placeOrderTransaction.setTimeStamp(new Timestamp()); // ID is used as a key to return a placeOrderTransaction type. // Placed in transactionMap HashMap (see MarketData.java) with put method System.out.println(marketData); marketData.getTransactionMap().put(id, placeOrderTransaction); m_client.placeOrder(id, c, o); } /* * Implemented methods from EWrapper interface to perform functions upon receiving pieces of data. * * The methods listed below are all required to handle various possible responses by the EReader, * which handles the receipt of all data that is read in by the socket (EClientSocket m_client) * You may leave any of these methods blank, but the ones corresponding to data received back from Trader * Workstation as a result any commands that you intend to use must be filled out or else nothing will be * done with that data. * * If the methods from the interface are not all included, the file will not compile because this * violates the interface contract with StockController.java */ /** * This is one of the methods called when data is returned from TWS for market data requests. */ public void tickPrice(int tickerId, int field, double price, int canAutoExecute) { // received price tick String msg = EWrapperMsgGenerator.tickPrice(tickerId, field, price, canAutoExecute); System.out.println(msg); RequestMarketDataTransaction rmdt = (RequestMarketDataTransaction)(marketData.getTransactionMap().get(tickerId)); rmdt.setField(field); rmdt.setPrice(price); rmdt.setCanAutoExecute(canAutoExecute); } /** * Handles data returned from TWS by an option computation action. */ public void tickOptionComputation(int tickerId, int field, double impliedVol, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice) { // received computation tick String msg = EWrapperMsgGenerator.tickOptionComputation(tickerId, field, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice); System.out.println(msg); RequestMarketDataTransaction rmdt = (RequestMarketDataTransaction)(marketData.getTransactionMap().get(tickerId)); rmdt.setField(field); rmdt.setImpliedVol(impliedVol); rmdt.setDelta(delta); rmdt.setOptPrice(optPrice); rmdt.setPvDividend(pvDividend); rmdt.setGamma(gamma); rmdt.setVega(vega); rmdt.setTheta(theta); rmdt.setUndPrice(undPrice); } /** * This is one of the methods called when data is returned from TWS for market data requests. */ public void tickSize(int tickerId, int field, int size) { // received size tick String msg = EWrapperMsgGenerator.tickSize(tickerId, field, size); System.out.println(msg); RequestMarketDataTransaction rmdt = (RequestMarketDataTransaction)(marketData.getTransactionMap().get(tickerId)); rmdt.setField(field); rmdt.setSize(size); } /** * This is one of the methods called when data is returned from TWS for market data requests. */ public void tickGeneric(int tickerId, int tickType, double value) { // received generic tick String msg = EWrapperMsgGenerator .tickGeneric(tickerId, tickType, value); System.out.println(msg); RequestMarketDataTransaction rmdt = (RequestMarketDataTransaction)(marketData.getTransactionMap().get(tickerId)); rmdt.setTickType(tickType); rmdt.setValue(value); } /** * Returns a timestamp for returned market data. */ public void tickString(int tickerId, int tickType, String value) { // received String tick String msg = EWrapperMsgGenerator.tickString(tickerId, tickType, value); System.out.println(msg); } /** * Handles end of a piece of data retrieved as part of a market snapshot from TWS. */ public void tickSnapshotEnd(int tickerId) { String msg = EWrapperMsgGenerator.tickSnapshotEnd(tickerId); System.out.println(msg); custom.marketDataEnd(tickerId); } /** * Handles incoming data returned from TWS from a market scan request. */ public void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance, String benchmark, String projection, String legsStr) { String msg = EWrapperMsgGenerator.scannerData(reqId, rank, contractDetails, distance, benchmark, projection, legsStr); System.out.println(msg); MarketScannerTransaction mst = (MarketScannerTransaction)(marketData.getTransactionMap().get(reqId)); mst.setRank(rank); mst.addContract(contractDetails); mst.setDistance(distance); mst.setBenchmark(benchmark); mst.setProjection(projection); mst.setLegsStr(legsStr); } /** * Handles the indicator for the end of a market scan returned from TWS. */ public void scannerDataEnd(int reqId) { String msg = EWrapperMsgGenerator.scannerDataEnd(reqId); System.out.println(msg); custom.scannerDataEnd(reqId); } /** * Handles data returned from TWS resulting from historical data requests. */ @Override public void historicalData(int reqId, String date, double open, double high, double low, double close, int volume, int count, double WAP, boolean hasGaps) { String msg = EWrapperMsgGenerator.historicalData(reqId, date, open, high, low, close, volume, count, WAP, hasGaps); System.out.println(msg); RequestHistoricalDataTransaction rHDT = (RequestHistoricalDataTransaction)(marketData.getTransactionMap().get(reqId)); rHDT.setDate(date); rHDT.setOpen(open); rHDT.setHigh(high); rHDT.setLow(low); rHDT.setClose(close); rHDT.setVolume(volume); rHDT.setCount(count); rHDT.setWAP(WAP); rHDT.setHasGaps(hasGaps); if(date.startsWith("finished")) { custom.historicalDataEnd(reqId); } } /** * Handles real time bar data returned from TWS as a result of requests for such data. */ @Override public void realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap, int count) { String msg = EWrapperMsgGenerator.realtimeBar(reqId, time, open, high, low, close, volume, wap, count); System.out.println(msg); RequestRealTimeBarsTransaction rRTBT= (RequestRealTimeBarsTransaction)(marketData.getTransactionMap().get(reqId)); rRTBT.setTime(time); rRTBT.setOpen(open); rRTBT.setHigh(high); rRTBT.setLow(low); rRTBT.setClose(close); rRTBT.setVolume(volume); rRTBT.setWap(wap); rRTBT.setCount(count); m_client.cancelRealTimeBars(reqId); custom.realTimeBarsEnd(reqId); } /** * This is one of the methods called when data is returned from TWS for market data requests. */ @Override public void tickEFP(int tickerId, int tickType, double basisPoints, String formattedBasisPoints, double impliedFuture, int holdDays, String futureExpiry, double dividendImpact, double dividendsToExpiry) { String msg = EWrapperMsgGenerator.tickEFP(tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureExpiry, dividendImpact, dividendsToExpiry); System.out.println(msg); RequestMarketDataTransaction rMDT= (RequestMarketDataTransaction)(marketData.getTransactionMap().get(tickerId)); rMDT.setTickType(tickType); rMDT.setBasisPoints(basisPoints); rMDT.setFormattedBasisPoints(formattedBasisPoints); rMDT.setImpliedFuture(impliedFuture); rMDT.setHoldDays(holdDays); rMDT.setFutureExpiry(futureExpiry); rMDT.setDividendImpact(dividendImpact); rMDT.setDividendsToExpiry(dividendsToExpiry); } /** * This is one of the methods called when data is returned from TWS for market data requests. */ @Override public void orderStatus(int orderId, String status, int filled, int remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, String whyHeld) { String msg = EWrapperMsgGenerator.orderStatus(orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld); System.out.println(msg); custom.placeOrderEnd(orderId); } // Error message methods, do not edit. public void error(Exception e) { e.printStackTrace(System.err); } public void error(String str) { System.err.println(str); } public void error(int id, int errorCode, String errorMsg) { System.err.println(errorMsg); } public void connectionClosed() { System.err.println("--------------------- CLOSED ---------------------"); } // Unimplemented methods start here, do not edit unless adding extra functionality. @Override public void openOrder(int orderId, Contract contract, Order order, OrderState orderState) { } @Override public void openOrderEnd() { } @Override public void contractDetails(int reqId, ContractDetails contractDetails) { } @Override public void contractDetailsEnd(int reqId) { } @Override public void scannerParameters(String xml) { } @Override public void currentTime(long time) { } @Override public void fundamentalData(int reqId, String data) { } @Override public void deltaNeutralValidation(int reqId, UnderComp underComp) { } @Override public void updateAccountValue(String key, String value, String currency, String accountName) { } @Override public void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, String accountName) { } @Override public void updateAccountTime(String timeStamp) { } @Override public void accountDownloadEnd(String accountName) { } @Override public void bondContractDetails(int reqId, ContractDetails contractDetails) { } @Override public void execDetails(int reqId, Contract contract, Execution execution) { } @Override public void execDetailsEnd(int reqId) { } @Override public void updateMktDepth(int tickerId, int position, int operation, int side, double price, int size) { } @Override public void updateMktDepthL2(int tickerId, int position, String marketMaker, int operation, int side, double price, int size) { } @Override public void updateNewsBulletin(int msgId, int msgType, String message, String origExchange) { } @Override public void managedAccounts(String accountsList) { } @Override public void receiveFA(int faDataType, String xml) { } /* * WindowListener interface contract methods, do not exit */ @Override public void windowClosing(WindowEvent e) { onClose(); } @Override public void windowClosed(WindowEvent e) { } @Override public void windowActivated(WindowEvent e) { } @Override public void windowDeactivated(WindowEvent e) { } @Override public void windowDeiconified(WindowEvent e) { } @Override public void windowIconified(WindowEvent e) { } @Override public void windowOpened(WindowEvent e) { } // Do not use @Override public void nextValidId(int orderId) { } public MarketData getMarketData() { return marketData; } } |
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