public void place_order(Company company, int quantity, String buy_sell, byte user_system) {
Contract contract = company.create_contract();
Order order = company.create_order(buy_sell, quantity);
sem_oid.acquireUninterruptibly();
OpenOrder oo = new OpenOrder(order, company, user_system);
open_order_map.put(next_orderId, oo);
client.placeOrder(next_orderId, contract, order);
String message =
df_user.format(Calendar.getInstance().getTime())
+ buy_sell
+ " ORDER placed: "
+ company.name()
+ "x"
+ quantity;
message = (user_system == 0) ? message + " BY USER" : message;
next_orderId++;
sem_oid.release();
q.offer(message);
}
protected void request_mktData(Company company) {
Contract contract = company.create_contract();
Vector<TagValue> mkt_data_options = new Vector<TagValue>();
sem_oid.acquireUninterruptibly();
OpenRequest or = new OpenRequest(company, -1);
open_request_map.put(next_orderId, or);
client.reqMktData(next_orderId, contract, null, true, mkt_data_options);
next_orderId++;
sem_oid.release();
}
public DataSet request_histData(Company company, int long_short_volatility) {
Contract contract = company.create_contract();
Vector<TagValue> mkt_data_options = new Vector<TagValue>();
sem_oid.acquireUninterruptibly();
OpenRequest or = new OpenRequest(company, long_short_volatility);
open_request_map.put(next_orderId, or);
this.date = Calendar.getInstance().getTime();
if (long_short_volatility == 0)
client.reqHistoricalData(
next_orderId,
contract,
df_ib.format(this.date),
"1800 S",
"30 mins",
"TRADES",
1,
1,
mkt_data_options);
else if (long_short_volatility == 1)
client.reqHistoricalData(
next_orderId,
contract,
df_ib.format(this.date),
parent.data_period,
parent.data_granularity,
"TRADES",
1,
1,
mkt_data_options);
else
client.reqHistoricalData(
next_orderId,
contract,
df_ib.format(calendar.getTime()),
"1 D",
"1 hour",
"TRADES",
1,
1,
mkt_data_options);
next_orderId++;
sem_oid.release();
return null;
}
