protected void connect() {
client.eConnect(ip_add, return_port, return_clientId);
try {
while (!client.isConnected()) ;
q.offer(
"Connected to TWS server version "
+ client.serverVersion()
+ " at "
+ client.TwsConnectionTime());
} catch (Exception e) {
q.offer("EXCEPTION while connecting: " + e.getMessage());
}
}
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;
}
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 cancel_mktData(Company company) {
int oid = 0;
client.cancelMktData(oid);
// req_id_mapping.remove(company);
System.out.println("MktDataCanceled for oid " + oid);
}
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();
}
protected boolean check_connection() {
return client.isConnected();
}
protected void startConnection() {
if (!connected) {
connected = true;
clientSocket.eConnect(connection.getHost(), connection.getPort(), connection.getClientId());
}
}
public void disconnect() {
if (clientSocket.isConnected()) {
clientSocket.eDisconnect();
connected = false;
}
}
