我正在尝试为 API 创建一个程序,以一次进行多笔交易,然后获取股票价格,然后每隔一段时间重新平衡一次。我使用网上的教程来获取其中的一些代码,并进行了一些调整。
但是,当我运行代码时,它经常会连接并在我重新启动 IB TWS 时下订单。但是,如果我再次运行代码,它就不起作用,或者显示任何它会连接的迹象。谁能帮我弄清楚如何保持连接,以便我可以运行 main.java 文件,它将执行多个交易然后结束连接?我是否需要更改代码或 TWS 设置中的客户 ID 号?
共有三个文件:
订单管理.java:
package SendMarketOrder;
//import statements//
class OrderManagement extends Thread implements EWrapper{
private EClientSocket client = null; //IB API client Socket Object
private Stock stock = new Stock();
private Order order = new Order();
private int orderId;
private double limitprice;
private String Ticker;
//method to create connection class. It's the constructor
public OrderManagement() throws InterruptedException, ClassNotFoundException, SQLException {
// Create a new EClientSocket object
System.out.println("////////////// Creating a Connection ////////////");
client = new EClientSocket(this); //Creation of a socket to connect
//connect to the TWS Demo
client.eConnect(null,7497,1);
try {
Thread.sleep(3000); //waits 3 seconds for user to accept
while (!(client.isConnected()));
} catch (Exception e) {
e.printStackTrace();
}
System.out.println("///////// Connected /////////");
}
public void sendMarketOrder(String cusip, String buyorSell, int shares) throws SQLException, ClassNotFoundException{
//New Order ID
orderId++;
order.m_action = buyorSell;
order.m_orderId = orderId;
order.m_orderType = "MKT";
order.m_totalQuantity = shares;
order.m_account = "DU33xxxxx"; //write own account
order.m_clientId = 1;
//Create a new contract
stock.createContract(cusip);
client.placeOrder(orderId, stock.contract, order);
//Show order in console
SimpleDateFormat time_formatter = new SimpleDateFormat("HH:mm:ss");
String current_time_str = time_formatter.format(System.currentTimeMillis());
System.out.println("////////////////////////////////////////////////\n" +
"#Limit Price: " + order.m_lmtPrice + "///////////////////////////\n" +
"#Client number: " + order.m_clientId + "///////////////////////////\n" +
"#OrderType: " + order.m_orderType + "///////////////////////////\n" +
"#Order Quantity: " + order.m_totalQuantity + "///////////////////////////\n" +
"#Account number: " + order.m_account + "///////////////////////////\n" +
"#Symbol: " + stock.contract.m_secId + "///////////////////////////\n" +
"///////////////////////////////////////"
);
}
Stock.java
public class Stock{
private int StockId; //we can identify the stock
private String Symbol; //Ticker
public Stock() { //default constructor
}
public Stock(int StockId, String Symbol) { //constructor
this.StockId = StockId;
this.Symbol = Symbol;
}
//getter and setters
public int getStockId() {
return StockId;
}
public String getSymbol() {
return Symbol;
}
Contract contract = new Contract ();
public void createContract(String cusip){
contract.m_secId = cusip;
contract.m_secIdType = "CUSIP";
contract.m_exchange = "SMART";
contract.m_secType = "STK";
contract.m_currency = "USD";
}
}
主.java:
package SendMarketOrder;
import java.sql.SQLException;
public class Main {
public static void main(String[] args) throws InterruptedException, ClassNotFoundException, SQLException {
OrderManagement order = new OrderManagement();
order.sendMarketOrder("922908363","BUY", 100);
order.sendMarketOrder("92204A504","BUY", 50);
order.sendMarketOrder("92204A702","BUY", 100);
System.exit(0);
}
}
如果有帮助,这些是我当前的设置 TWS 设置:
在此先感谢您的帮助!