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505 lines (320 loc) · 10.6 KB
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import com.ib.client.*;
import java.util.*;
public class TWSConnection implements EWrapper {
private EReaderSignal readerSignal;
public EClientSocket client;
public static TWSConnection INSTANCE;
public TWSConnection() {
INSTANCE = this;
}
public void makeConnection() {
//Try to connect here
System.out.println("Connecting to TWS API...");
readerSignal = new EJavaSignal();
client = new EClientSocket(this, readerSignal);
// Pause here for connection to complete
try {
while (!(client.isConnected())) {
Thread.sleep(500);
client.eConnect(null, 7496, 1);
}
System.out.println("Connected!");
final EReader reader = new EReader(client, readerSignal);
reader.start();
new Thread(() -> {
while (client.isConnected()) {
readerSignal.waitForSignal();
try {
reader.processMsgs();
} catch (Exception e) {
e.printStackTrace();
System.out.println("Error in reader: " + e.getMessage());
}
}
}).start();
} catch (Exception eas) {
}
}
@Override
public void tickPrice(int tickerId, int field, double price, TickAttr tickAttrib) {
//bid
if (field == 1) {
System.out.println("Bid price: " + price + " for contract with id " + tickerId);
}
//ask
if (field == 2) {
System.out.println("Ask price: " + price + " for contract with id " + tickerId);
}
}
@Override
public void tickSize(int i, int i1, int i2) {
}
@Override
public void tickOptionComputation(int tickerId, int field, double impliedVol, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice) {
}
@Override
public void tickGeneric(int i, int i1, double v) {
}
@Override
public void tickString(int i, int i1, String s) {
}
@Override
public void tickEFP(int i, int i1, double v, String s, double v1, int i2, String s1, double v2, double v3) {
}
@Override
public void orderStatus(int i, String s, double v, double v1, double v2, int i1, int i2, double v3, int i3, String s1, double v4) {
}
@Override
public void openOrder(int i, Contract contract, Order order, OrderState orderState) {
}
@Override
public void openOrderEnd() {
}
@Override
public void updateAccountValue(String s, String s1, String s2, String s3) {
}
@Override
public void updatePortfolio(Contract contract, double v, double v1, double v2, double v3, double v4, double v5, String s) {
}
@Override
public void updateAccountTime(String s) {
}
@Override
public void accountDownloadEnd(String s) {
}
@Override
public void nextValidId(int i) {
System.out.println("Next valid order ID-> " + i);
}
@Override
public void contractDetails(int reqId, ContractDetails contractDetails) {
System.out.println(EWrapperMsgGenerator.contractDetails(reqId, contractDetails));
contractDetails.orderTypes();
}
@Override
public void bondContractDetails(int i, ContractDetails contractDetails) {
}
@Override
public void contractDetailsEnd(int i) {
}
@Override
public void execDetails(int i, Contract contract, Execution execution) {
}
@Override
public void execDetailsEnd(int i) {
}
@Override
public void updateMktDepth(int i, int i1, int i2, int i3, double v, int i4) {
}
@Override
public void updateMktDepthL2(int i, int i1, String s, int i2, int i3, double v, int i4) {
}
@Override
public void updateNewsBulletin(int i, int i1, String s, String s1) {
}
@Override
public void managedAccounts(String s) {
}
@Override
public void receiveFA(int i, String s) {
}
@Override
public void historicalData(int i, Bar bar) {
System.out.println(bar.time());
}
@Override
public void scannerParameters(String s) {
}
@Override
public void scannerData(int i, int i1, ContractDetails contractDetails, String s, String s1, String s2, String s3) {
}
@Override
public void scannerDataEnd(int i) {
}
@Override
public void realtimeBar(int i, long l, double v, double v1, double v2, double v3, long l1, double v4, int i1) {
}
@Override
public void currentTime(long time) {
}
@Override
public void fundamentalData(int i, String s) {
}
@Override
public void deltaNeutralValidation(int i, DeltaNeutralContract deltaNeutralContract) {
}
@Override
public void tickSnapshotEnd(int i) {
}
@Override
public void marketDataType(int i, int i1) {
}
@Override
public void commissionReport(CommissionReport commissionReport) {
}
@Override
public void position(String account, Contract contract, double pos,
double avgCost) {
System.out.println("Position. " + account + " - Symbol: " + contract.localSymbol() + ", SecType: " + contract.secType() + ", Currency: " + contract.currency() + ", Position: " + pos + ", Avg cost: " + avgCost
+ " extra info: " + contract.isCombo());
}
@Override
public void positionEnd() {
}
@Override
public void accountSummary(int i, String s, String s1, String s2, String s3) {
}
@Override
public void accountSummaryEnd(int i) {
}
@Override
public void verifyMessageAPI(String s) {
}
@Override
public void verifyCompleted(boolean b, String s) {
}
@Override
public void verifyAndAuthMessageAPI(String s, String s1) {
}
@Override
public void verifyAndAuthCompleted(boolean b, String s) {
}
@Override
public void displayGroupList(int i, String s) {
}
@Override
public void displayGroupUpdated(int i, String s) {
}
@Override
public void error(Exception e) {
}
@Override
public void error(String s) {
}
@Override
public void error(int arg0, int arg1, String arg2) {
}
@Override
public void connectionClosed() {
}
@Override
public void connectAck() {
}
@Override
public void positionMulti(int i, String s, String s1, Contract contract, double v, double v1) {
}
@Override
public void positionMultiEnd(int i) {
}
@Override
public void accountUpdateMulti(int i, String s, String s1, String s2, String s3, String s4) {
}
@Override
public void accountUpdateMultiEnd(int i) {
}
@Override
public void securityDefinitionOptionalParameter(int i, String s, int i1, String s1, String s2, Set<String> set, Set<Double> set1) {
}
@Override
public void securityDefinitionOptionalParameterEnd(int i) {
}
@Override
public void softDollarTiers(int i, SoftDollarTier[] softDollarTiers) {
}
@Override
public void familyCodes(FamilyCode[] familyCodes) {
}
@Override
public void symbolSamples(int i, ContractDescription[] contractDescriptions) {
}
@Override
public void historicalDataEnd(int i, String s, String s1) {
}
@Override
public void mktDepthExchanges(DepthMktDataDescription[] depthMktDataDescriptions) {
}
@Override
public void tickNews(int i, long l, String s, String s1, String s2, String s3) {
}
@Override
public void smartComponents(int i, Map<Integer, Map.Entry<String, Character>> map) {
}
@Override
public void tickReqParams(int i, double v, String s, int i1) {
}
@Override
public void newsProviders(NewsProvider[] newsProviders) {
}
@Override
public void newsArticle(int i, int i1, String s) {
}
@Override
public void historicalNews(int i, String s, String s1, String s2, String s3) {
}
@Override
public void historicalNewsEnd(int i, boolean b) {
}
@Override
public void headTimestamp(int i, String s) {
}
@Override
public void histogramData(int i, List<HistogramEntry> list) {
}
@Override
public void historicalDataUpdate(int i, Bar bar) {
}
@Override
public void rerouteMktDataReq(int i, int i1, String s) {
}
@Override
public void rerouteMktDepthReq(int i, int i1, String s) {
}
@Override
public void marketRule(int i, PriceIncrement[] priceIncrements) {
}
@Override
public void pnl(int i, double v, double v1, double v2) {
}
@Override
public void pnlSingle(int i, int i1, double v, double v1, double v2, double v3) {
}
@Override
public void historicalTicks(int i, List<HistoricalTick> list, boolean b) {
}
@Override
public void historicalTicksBidAsk(int i, List<HistoricalTickBidAsk> list, boolean b) {
}
@Override
public void historicalTicksLast(int i, List<HistoricalTickLast> list, boolean b) {
}
@Override
public void tickByTickAllLast(int i, int i1, long l, double v, int i2, TickAttr tickAttr, String s, String s1) {
}
@Override
public void tickByTickBidAsk(int i, long l, double v, double v1, int i1, int i2, TickAttr tickAttr) {
}
@Override
public void tickByTickMidPoint(int i, long l, double v) {
}
public static int roundToClosestStrike(double value) {
double tmp = value;
double y = tmp % 10;
if (y <= 2) {
tmp = (int) tmp / 10 * 10;
} else if (y > 2 && y <= 5) {
tmp = (int) tmp / 10 * 10 + 5;
} else if (y > 5 && y <= 7) {
tmp = (int) tmp / 10 * 10 + 5;
} else {
tmp = (int) tmp / 10 * 10 + 10;
}
return (int) tmp;
}
public static double round(double value, int places) {
if (places < 0) throw new IllegalArgumentException();
long factor = (long) Math.pow(10, places);
value = value * factor;
long tmp = Math.round(value);
return (double) tmp / factor;
}
}