Create a trading platform in C#
Write a Windows form program in C# using Visual Studio and connect to Interactive Brokers Application Program Interface. I prefer writing GUI apps and not console apps. Other things you will need to do is sign up for a trial version of the Interactive Brokers trading software, if you already have an account with Interactive Brokers then great
You will need to install 3 different software applications
Links to the programs that you need to install
Visual Studio
https://visualstudio.microsoft.com/downloads/
Interactive Brokers Traders Workstation trading platform
https://www.interactivebrokers.com/en/index.php?f=15876
Interactive Brokers API
https://www.interactivebrokers.com/en/index.php?f=5041
Once you have downloaded and installed the above software you are ready to get started
| # | Control | Name | Text or Value |
|---|---|---|---|
| 1 | Button |
btnConnect | Connect |
| 2 | Combobox | cbSymbol |
MSFT |
| 3 | Listbox |
lbData |
Place this on line 19 in the EWrapperImpl.cs file
public Form1 myform;
public virtual void tickPrice(int tickerId, int field, double price, TickAttrib attribs)
{
Console.WriteLine("Tick Price. Ticker Id:" +tickerId+ ", Field: "+field+", Price: "+price+", CanAutoExecute: "+attribs.CanAutoExecute +
", PastLimit: " + attribs.PastLimit + ", PreOpen: " + attribs.PreOpen);
string strData = "Tick Price. Ticker Id:" + tickerId + ", Field: " + field +
", Price: " + price + ", CanAutoExecute: " + attribs.CanAutoExecute;
// Add this tick price to the form by calling the AddListBoxItem delegate
myform.AddListBoxItem(strData);
}
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows.Forms;
using System.Threading;
using IBApi;
namespace IB_TradingPlatform
{
public partial class Form1 : Form
{
// This delegate enables asynchronous calls for setting
// the text property on a ListBox control.
delegate void SetTextCallback(string text);
public void AddListBoxItem(string text)
{
// See if a new invocation is required form a different thread
if (this.lbData.InvokeRequired)
{
SetTextCallback d = new SetTextCallback(AddListBoxItem);
this.Invoke(d, new object[] { text });
}
else
{
// Add the text string to the list box
this.lbData.Items.Add(text);
}
}
// Create the ibClient object to represent the connection
IB_TradingPlatform.EWrapperImpl ibClient;
public Form1()
{
InitializeComponent();
// instantiate the ibClient
ibClient = new IB_TradingPlatform.EWrapperImpl();
}
private void btnConnect_Click(object sender, EventArgs e)
{
// Parameters to connect to TWS are:
// host - IP address or host name of the host running TWS
// port - listening port 7496 or 7497
// clientId - client application identifier can be any number
ibClient.ClientSocket.eConnect("", 7497, 0);
var reader = new EReader(ibClient.ClientSocket, ibClient.Signal);
reader.Start();
new Thread(() => {
while (ibClient.ClientSocket.IsConnected())
{
ibClient.Signal.waitForSignal();
reader.processMsgs();
}
})
{ IsBackground = true }.Start();
// Wait until the connection is completed
while (ibClient.NextOrderId <= 0) { }
// Set up the form object in the EWrapper
ibClient.myform = (Form1)Application.OpenForms[0];
getData();
}
private void getData()
{
ibClient.ClientSocket.cancelMktData(1); // cancel market data
// Create a new contract to specify the security we are searching for
IBApi.Contract contract = new IBApi.Contract();
// Create a new TagValueList object (for API version 9.71 and later)
List<IBApi.TagValue> mktDataOptions = new List<IBApi.TagValue>();
// Set the underlying stock symbol fromthe cbSymbol combobox
contract.Symbol = cbSymbol.Text;
// 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";
// If using delayed market data subscription un-comment
// the line below to request delayed data
ibClient.ClientSocket.reqMarketDataType(3); // delayed data = 3 live = 1
// Kick off the subscription for real-time data (add the mktDataOptions list for API v9.71)
// For API v9.72 and higher, add one more parameter for regulatory snapshot
ibClient.ClientSocket.reqMktData(1, contract, "", false, false, mktDataOptions);
}
}
}
