Build a Trading Platform in C# Part 6 - Market Scanner
| # | Control | Name | Text or Value | Columns or Tabs |
|---|---|---|---|---|
| 1 | TabControl |
tabControl2 | Scan |
|
| 2 | DataGridView |
dataGridView1 | Profit Target | Pos, Symbol, Last |
| 3 | Button | btnScan |
Scan | |
| 4 | Button |
btnStopScan | Stop Scan |
This highlighted code goes in the scannerData function within the EWrapperImpl.cs file
public virtual void scannerData(int reqId, int rank, ContractDetails contractDetails, string distance, string benchmark, string projection, string legsStr)
{
string strScanner = reqId + "," + rank + "," + contractDetails.Contract.Symbol + "," + distance + "," + benchmark;
myform.AddScannerItemScanner(strScanner);
}
private void Form1_Load(object sender, EventArgs e)
{
for (int i = 0; i < 10; i++)
{
dataGridView1.Rows.Add();
}
}
delegate void SetTextCallbackScanner(string strScanner);
public void AddScannerItemScanner(string strScanner)
{
if (this.tbLast.InvokeRequired) {
SetTextCallbackScanner d = new SetTextCallbackScanner(AddScannerItemScanner);
try
{
this.Invoke(d, new object[] { strScanner });
}
catch (Exception e)
{
Console.WriteLine("this is from _tickPrice ", e);
}
}
else
{
string[] scanner = new string[] { strScanner };
scanner = strScanner.Split(',');
int position = Convert.ToInt32(scanner[1]);
// this creates 10 rows in our datagridview to hold the list of stocks that the scanner finds
if (position == 0) {
for (int i = 0; i < dataGridView1.Columns.Count; i++)
{
for (int j = 0; j < dataGridView1.Rows.Count; j++)
{
dataGridView1.Rows[j].Cells[i].Value = DBNull.Value;
}
}
}
// adds the value for the position in the first cell in the datagrid column
// adds one to the value so it does not show 0 in the first row
dataGridView1.Rows[position].Cells[0].Value = position + 1;
// adds the stock symbol in the second column (symbol)
dataGridView1.Rows[position].Cells[1].Value = scanner[2];
// cancels the market data for that position
ibClient.ClientSocket.cancelMktData(position);
// create a contract for streaming data
IBApi.Contract contract = new IBApi.Contract();
// Create a new TagValue List object (for API version 9.71 and later)
List<IBApi.TagValue> mktDataOptiones = new List<IBApi.TagValue>();
// Set stock symbol that the scanner found
contract.Symbol = scanner[2];
// Set the Security type to STK for a Stock
contract.SecType = "STK";
// Use "SMART" as the general exchange
contract.Exchange = "SMART";
// Set the primary exchange (sometimes called Listing exchange)
// Use either NYSE or ISLAND
contract.PrimaryExch = "ISLAND";
// Set the currency to USD
contract.Currency = "USD";
ibClient.ClientSocket.reqMarketDataType(1);
ibClient.ClientSocket.reqMktData(position, contract, "", false, false, mktDataOptiones);
}
}
This code goes in the tickprice function within the - public void AddTextBoxItemTickPrice(string _tickPrice)
switch (Convert.ToInt32(tickerPrice[0]))
{
case 0:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 0].Value = tick_price.ToString();
break;
}
break;
case 1:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 1].Value = tick_price.ToString();
break;
}
break;
case 2:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 2].Value = tick_price.ToString();
break;
}
break;
case 3:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 3].Value = tick_price.ToString();
break;
}
break;
case 4:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 4].Value = tick_price.ToString();
break;
}
break;
case 5:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 5].Value = tick_price.ToString();
break;
}
break;
case 6:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 6].Value = tick_price.ToString();
break;
}
break;
case 7:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 7].Value = tick_price.ToString();
break; ;
}
break;
case 8:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 8].Value = tick_price.ToString();
break;
}
break;
case 9:
if (Convert.ToInt32(tickerPrice[1]) == 4)
{
double tick_price = Convert.ToDouble(tickerPrice[2]);
tick_price = Math.Round(tick_price, 2);
dataGridView1[2, 9].Value = tick_price.ToString();
break;
}
break;
}
private void btnScan_Click(object sender, EventArgs e)
{
// Create a new TagValue List object (for API version 9.71)
//List TagValue = new List();
// these are codes from the Scanner Parameters output.
TagValue t1 = new TagValue("avgVolumeAbove", "10000000");
TagValue t2 = new TagValue("priceAbove", "2");
//TagValue t3 = new TagValue("priceBelow", "100");
// Create a Scanner Subscription
ScannerSubscription scsScanner = new ScannerSubscription();
// Number of rows the scanner should retrieve (max 50)
scsScanner.NumberOfRows = 10;
// Scanner will look for Stocks
scsScanner.Instrument = "STK";
// Scanner will look at all US major stocks
// other examples are: STK.US , STK.US.MAJOR , STK.MINOR , STK.NASDAQ , STK.NYSE , STK.AMEX
scsScanner.LocationCode = "STK.US.MAJOR";
// Indicate a pre-defined Market Scanner
scsScanner.ScanCode = "TOP_PERC_GAIN";
// Only look for Corporate stocks (not ADRs or ETFs)
//scsScanner.StockTypeFilter = "CORP";
//scsScanner.AboveVolume = 500000;
//create a list to hold all the scanner parameters
List<TagValue> TagValues = new List<TagValue> { t1, t2 };
// Launch the Scanner
ibClient.ClientSocket.reqScannerSubscription(87, scsScanner, null, TagValues);
// will display all the scanner parameter in the console in xml format
//ibClient.ClientSocket.reqScannerParameters();
}
private void btnStopScan_Click(object sender, EventArgs e)
{
// cancels scanner data subscription
ibClient.ClientSocket.cancelScannerSubscription(87);
// cancels each symbol streaming data in the scanner datagridview
for (int i = 0; i < 9; i++)
{
ibClient.ClientSocket.cancelMktData(i);
}
}
private void dataGridView1_CellClick(object sender, DataGridViewCellEventArgs e)
{
if (e.RowIndex == -1) return; //check if row index is not selected
if (dataGridView1.CurrentCell.ColumnIndex.Equals(1))
if (dataGridView1.CurrentCell != null && dataGridView1.CurrentCell.Value != null)
cbSymbol.Text = Convert.ToString(dataGridView1.CurrentCell.Value);
getData();
}
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