Class BrokerClientIB

Broker client class for Interactive Brokers.

Inheritance
object
BrokerClientIBBase
BrokerClientIB
Implements
EWrapper
Inherited Members
Namespace: TuringTrader.Simulator
Assembly: TuringTrader.Simulator.dll
Syntax
public class BrokerClientIB : BrokerClientIBBase, EWrapper

Properties

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ManagedAcccounts

Declaration
public HashSet<string> ManagedAcccounts { get; }
Property Value
Type Description
HashSet<string>

Methods

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AccountSummary(string)

Declaration
public Dictionary<string, double> AccountSummary(string account)
Parameters
Type Name Description
string account
Returns
Type Description
Dictionary<string, double>
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CancelMarketData(InstrumentInfo)

Declaration
public void CancelMarketData(BrokerClientIB.InstrumentInfo info)
Parameters
Type Name Description
BrokerClientIB.InstrumentInfo info
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Connect(string, string, int, string)

Declaration
public void Connect(string username, string password, int port = 7497, string ip = "127.0.0.1")
Parameters
Type Name Description
string username
string password
int port
string ip
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ContractDetails(string, string, string, string)

Declaration
public HashSet<BrokerClientIB.InstrumentInfo> ContractDetails(string symbol, string secType = "STK", string exchange = "SMART", string currency = "USD")
Parameters
Type Name Description
string symbol
string secType
string exchange
string currency
Returns
Type Description
HashSet<BrokerClientIB.InstrumentInfo>
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Disconnect()

Disconnect from IB.

Declaration
public void Disconnect()
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Positions(string)

Declaration
public Dictionary<Contract, double> Positions(string account)
Parameters
Type Name Description
string account
Returns
Type Description
Dictionary<Contract, double>
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RequestMarketData(InstrumentInfo, AutoResetEvent)

Declaration
public void RequestMarketData(BrokerClientIB.InstrumentInfo info, AutoResetEvent sync = null)
Parameters
Type Name Description
BrokerClientIB.InstrumentInfo info
AutoResetEvent sync
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accountSummary(int, string, string, string, string)

Declaration
public override void accountSummary(int reqId, string account, string tag, string value, string currency)
Parameters
Type Name Description
int reqId
string account
string tag
string value
string currency
Overrides
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accountSummaryEnd(int)

Declaration
public override void accountSummaryEnd(int reqId)
Parameters
Type Name Description
int reqId
Overrides
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contractDetails(int, ContractDetails)

Declaration
public override void contractDetails(int reqId, ContractDetails contractDetails)
Parameters
Type Name Description
int reqId
ContractDetails contractDetails
Overrides
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contractDetailsEnd(int)

Declaration
public override void contractDetailsEnd(int reqId)
Parameters
Type Name Description
int reqId
Overrides
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error(Exception)

Declaration
public override void error(Exception e)
Parameters
Type Name Description
Exception e
Overrides
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error(int, int, string)

Declaration
public override void error(int id, int errorCode, string errorMsg)
Parameters
Type Name Description
int id
int errorCode
string errorMsg
Overrides
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error(string)

Declaration
public override void error(string str)
Parameters
Type Name Description
string str
Overrides
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managedAccounts(string)

Declaration
public override void managedAccounts(string accountsList)
Parameters
Type Name Description
string accountsList
Overrides
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marketDataType(int, int)

Declaration
public override void marketDataType(int reqId, int marketDataType)
Parameters
Type Name Description
int reqId
int marketDataType
Overrides
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nextValidId(int)

IB callback: Set next valid order id.

Declaration
public override void nextValidId(int orderId)
Parameters
Type Name Description
int orderId
Overrides
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position(string, Contract, double, double)

Declaration
public override void position(string account, Contract contract, double pos, double avgCost)
Parameters
Type Name Description
string account
Contract contract
double pos
double avgCost
Overrides
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positionEnd()

Declaration
public override void positionEnd()
Overrides
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tickOptionComputation(int, int, double, double, double, double, double, double, double, double)

Declaration
public override void tickOptionComputation(int tickerId, int field, double impliedVolatility, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice)
Parameters
Type Name Description
int tickerId
int field
double impliedVolatility
double delta
double optPrice
double pvDividend
double gamma
double vega
double theta
double undPrice
Overrides
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tickPrice(int, int, double, int)

Declaration
public override void tickPrice(int tickerId, int field, double price, int canAutoExecute)
Parameters
Type Name Description
int tickerId
int field
double price
int canAutoExecute
Overrides
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tickSize(int, int, int)

Declaration
public override void tickSize(int tickerId, int field, int size)
Parameters
Type Name Description
int tickerId
int field
int size
Overrides
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tickString(int, int, string)

Declaration
public override void tickString(int tickerId, int tickType, string value)
Parameters
Type Name Description
int tickerId
int tickType
string value
Overrides

Implements

IBApi.EWrapper