Class BrokerClientIBBase

Base class for IB broker client.

Inheritance

object

BrokerClientIBBase

BrokerClientIB

Implements

IBApi.EWrapper

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Simulator

Assembly: TuringTrader.Simulator.dll

Syntax

public class BrokerClientIBBase : EWrapper

Constructors

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BrokerClientIBBase()

Declaration

public BrokerClientIBBase()

Fields

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ClientSocket

Declaration

protected readonly EClientSocket ClientSocket

Field Value

Type	Description
IBApi.EClientSocket

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NextOrderId

Declaration

protected volatile int NextOrderId

Field Value

Type	Description
int

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Signal

Declaration

protected readonly EReaderSignal Signal

Field Value

Type	Description
IBApi.EReaderSignal

Methods

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accountDownloadEnd(string)

Declaration

public virtual void accountDownloadEnd(string account)

Parameters

Type	Name	Description
string	account

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accountSummary(int, string, string, string, string)

Declaration

public virtual 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

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accountSummaryEnd(int)

Declaration

public virtual void accountSummaryEnd(int reqId)

Parameters

Type	Name	Description
int	reqId

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accountUpdateMulti(int, string, string, string, string, string)

Declaration

public virtual void accountUpdateMulti(int reqId, string account, string modelCode, string key, string value, string currency)

Parameters

Type	Name	Description
int	reqId
string	account
string	modelCode
string	key
string	value
string	currency

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accountUpdateMultiEnd(int)

Declaration

public virtual void accountUpdateMultiEnd(int reqId)

Parameters

Type	Name	Description
int	reqId

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bondContractDetails(int, ContractDetails)

Declaration

public virtual void bondContractDetails(int requestId, ContractDetails contractDetails)

Parameters

Type	Name	Description
int	requestId
IBApi.ContractDetails	contractDetails

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commissionReport(CommissionReport)

Declaration

public virtual void commissionReport(CommissionReport commissionReport)

Parameters

Type	Name	Description
IBApi.CommissionReport	commissionReport

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connectAck()

Declaration

public void connectAck()

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connectionClosed()

Declaration

public virtual void connectionClosed()

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contractDetails(int, ContractDetails)

Declaration

public virtual void contractDetails(int reqId, ContractDetails contractDetails)

Parameters

Type	Name	Description
int	reqId
IBApi.ContractDetails	contractDetails

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contractDetailsEnd(int)

Declaration

public virtual void contractDetailsEnd(int reqId)

Parameters

Type	Name	Description
int	reqId

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currentTime(long)

Declaration

public virtual void currentTime(long time)

Parameters

Type	Name	Description
long	time

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deltaNeutralValidation(int, UnderComp)

Declaration

public virtual void deltaNeutralValidation(int reqId, UnderComp underComp)

Parameters

Type	Name	Description
int	reqId
IBApi.UnderComp	underComp

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displayGroupList(int, string)

Declaration

public virtual void displayGroupList(int reqId, string groups)

Parameters

Type	Name	Description
int	reqId
string	groups

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displayGroupUpdated(int, string)

Declaration

public virtual void displayGroupUpdated(int reqId, string contractInfo)

Parameters

Type	Name	Description
int	reqId
string	contractInfo

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error(Exception)

Declaration

public virtual void error(Exception e)

Parameters

Type	Name	Description
System.Exception	e

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error(int, int, string)

Declaration

public virtual void error(int id, int errorCode, string errorMsg)

Parameters

Type	Name	Description
int	id
int	errorCode
string	errorMsg

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error(string)

Declaration

public virtual void error(string str)

Parameters

Type	Name	Description
string	str

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execDetails(int, Contract, Execution)

Declaration

public virtual void execDetails(int reqId, Contract contract, Execution execution)

Parameters

Type	Name	Description
int	reqId
IBApi.Contract	contract
IBApi.Execution	execution

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execDetailsEnd(int)

Declaration

public virtual void execDetailsEnd(int reqId)

Parameters

Type	Name	Description
int	reqId

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fundamentalData(int, string)

Declaration

public virtual void fundamentalData(int reqId, string data)

Parameters

Type	Name	Description
int	reqId
string	data

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historicalData(int, string, double, double, double, double, int, int, double, bool)

Declaration

public virtual void historicalData(int reqId, string date, double open, double high, double low, double close, int volume, int count, double WAP, bool hasGaps)

Parameters

Type	Name	Description
int	reqId
string	date
double	open
double	high
double	low
double	close
int	volume
int	count
double	WAP
bool	hasGaps

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historicalDataEnd(int, string, string)

Declaration

public virtual void historicalDataEnd(int reqId, string startDate, string endDate)

Parameters

Type	Name	Description
int	reqId
string	startDate
string	endDate

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managedAccounts(string)

Declaration

public virtual void managedAccounts(string accountsList)

Parameters

Type	Name	Description
string	accountsList

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marketDataType(int, int)

Declaration

public virtual void marketDataType(int reqId, int marketDataType)

Parameters

Type	Name	Description
int	reqId
int	marketDataType

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nextValidId(int)

Declaration

public virtual void nextValidId(int orderId)

Parameters

Type	Name	Description
int	orderId

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openOrder(int, Contract, Order, OrderState)

Declaration

public virtual void openOrder(int orderId, Contract contract, Order order, OrderState orderState)

Parameters

Type	Name	Description
int	orderId
IBApi.Contract	contract
IBApi.Order	order
IBApi.OrderState	orderState

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openOrderEnd()

Declaration

public virtual void openOrderEnd()

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orderStatus(int, string, double, double, double, int, int, double, int, string)

Declaration

public virtual void orderStatus(int orderId, string status, double filled, double remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, string whyHeld)

Parameters

Type	Name	Description
int	orderId
string	status
double	filled
double	remaining
double	avgFillPrice
int	permId
int	parentId
double	lastFillPrice
int	clientId
string	whyHeld

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position(string, Contract, double, double)

Declaration

public virtual void position(string account, Contract contract, double pos, double avgCost)

Parameters

Type	Name	Description
string	account
IBApi.Contract	contract
double	pos
double	avgCost

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positionEnd()

Declaration

public virtual void positionEnd()

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positionMulti(int, string, string, Contract, double, double)

Declaration

public virtual void positionMulti(int reqId, string account, string modelCode, Contract contract, double pos, double avgCost)

Parameters

Type	Name	Description
int	reqId
string	account
string	modelCode
IBApi.Contract	contract
double	pos
double	avgCost

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positionMultiEnd(int)

Declaration

public virtual void positionMultiEnd(int reqId)

Parameters

Type	Name	Description
int	reqId

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realtimeBar(int, long, double, double, double, double, long, double, int)

Declaration

public virtual void realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double WAP, int count)

Parameters

Type	Name	Description
int	reqId
long	time
double	open
double	high
double	low
double	close
long	volume
double	WAP
int	count

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receiveFA(int, string)

Declaration

public virtual void receiveFA(int faDataType, string faXmlData)

Parameters

Type	Name	Description
int	faDataType
string	faXmlData

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scannerData(int, int, ContractDetails, string, string, string, string)

Declaration

public virtual void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)

Parameters

Type	Name	Description
int	reqId
int	rank
IBApi.ContractDetails	contractDetails
string	distance
string	benchmark
string	projection
string	legsStr

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scannerDataEnd(int)

Declaration

public virtual void scannerDataEnd(int reqId)

Parameters

Type	Name	Description
int	reqId

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scannerParameters(string)

Declaration

public virtual void scannerParameters(string xml)

Parameters

Type	Name	Description
string	xml

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securityDefinitionOptionParameter(int, string, int, string, string, HashSet<string>, HashSet<double>)

Declaration

public virtual void securityDefinitionOptionParameter(int reqId, string exchange, int underlyingConId, string tradingClass, string multiplier, HashSet<string> expirations, HashSet<double> strikes)

Parameters

Type	Name	Description
int	reqId
string	exchange
int	underlyingConId
string	tradingClass
string	multiplier
System.Collections.Generic.HashSet<T><string>	expirations
System.Collections.Generic.HashSet<T><double>	strikes

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securityDefinitionOptionParameterEnd(int)

Declaration

public virtual void securityDefinitionOptionParameterEnd(int reqId)

Parameters

Type	Name	Description
int	reqId

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softDollarTiers(int, SoftDollarTier[])

Declaration

public void softDollarTiers(int reqId, SoftDollarTier[] tiers)

Parameters

Type	Name	Description
int	reqId
SoftDollarTier[]	tiers

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tickEFP(int, int, double, string, double, int, string, double, double)

Declaration

public virtual void tickEFP(int tickerId, int tickType, double basisPoints, string formattedBasisPoints, double impliedFuture, int holdDays, string futureLastTradeDate, double dividendImpact, double dividendsToLastTradeDate)

Parameters

Type	Name	Description
int	tickerId
int	tickType
double	basisPoints
string	formattedBasisPoints
double	impliedFuture
int	holdDays
string	futureLastTradeDate
double	dividendImpact
double	dividendsToLastTradeDate

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tickGeneric(int, int, double)

Declaration

public virtual void tickGeneric(int tickerId, int field, double value)

Parameters

Type	Name	Description
int	tickerId
int	field
double	value

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tickOptionComputation(int, int, double, double, double, double, double, double, double, double)

Declaration

public virtual 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

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tickPrice(int, int, double, int)

Declaration

public virtual void tickPrice(int tickerId, int field, double price, int canAutoExecute)

Parameters

Type	Name	Description
int	tickerId
int	field
double	price
int	canAutoExecute

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tickSize(int, int, int)

Declaration

public virtual void tickSize(int tickerId, int field, int size)

Parameters

Type	Name	Description
int	tickerId
int	field
int	size

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tickSnapshotEnd(int)

Declaration

public virtual void tickSnapshotEnd(int tickerId)

Parameters

Type	Name	Description
int	tickerId

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tickString(int, int, string)

Declaration

public virtual void tickString(int tickerId, int tickType, string value)

Parameters

Type	Name	Description
int	tickerId
int	tickType
string	value

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updateAccountTime(string)

Declaration

public virtual void updateAccountTime(string timestamp)

Parameters

Type	Name	Description
string	timestamp

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updateAccountValue(string, string, string, string)

Declaration

public virtual void updateAccountValue(string key, string value, string currency, string accountName)

Parameters

Type	Name	Description
string	key
string	value
string	currency
string	accountName

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updateMktDepth(int, int, int, int, double, int)

Declaration

public virtual void updateMktDepth(int tickerId, int position, int operation, int side, double price, int size)

Parameters

Type	Name	Description
int	tickerId
int	position
int	operation
int	side
double	price
int	size

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updateMktDepthL2(int, int, string, int, int, double, int)

Declaration

public virtual void updateMktDepthL2(int tickerId, int position, string marketMaker, int operation, int side, double price, int size)

Parameters

Type	Name	Description
int	tickerId
int	position
string	marketMaker
int	operation
int	side
double	price
int	size

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updateNewsBulletin(int, int, string, string)

Declaration

public virtual void updateNewsBulletin(int msgId, int msgType, string message, string origExchange)

Parameters

Type	Name	Description
int	msgId
int	msgType
string	message
string	origExchange

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updatePortfolio(Contract, double, double, double, double, double, double, string)

Declaration

public virtual void updatePortfolio(Contract contract, double position, double marketPrice, double marketValue, double averageCost, double unrealisedPNL, double realisedPNL, string accountName)

Parameters

Type	Name	Description
IBApi.Contract	contract
double	position
double	marketPrice
double	marketValue
double	averageCost
double	unrealisedPNL
double	realisedPNL
string	accountName

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verifyAndAuthCompleted(bool, string)

Declaration

public virtual void verifyAndAuthCompleted(bool isSuccessful, string errorText)

Parameters

Type	Name	Description
bool	isSuccessful
string	errorText

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verifyAndAuthMessageAPI(string, string)

Declaration

public virtual void verifyAndAuthMessageAPI(string apiData, string xyzChallenge)

Parameters

Type	Name	Description
string	apiData
string	xyzChallenge

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verifyCompleted(bool, string)

Declaration

public virtual void verifyCompleted(bool isSuccessful, string errorText)

Parameters

Type	Name	Description
bool	isSuccessful
string	errorText

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verifyMessageAPI(string)

Declaration

public virtual void verifyMessageAPI(string apiData)

Parameters

Type	Name	Description
string	apiData

Implements

IBApi.EWrapper