Java ExecutionFilter类代码示例

import com.ib.client.ExecutionFilter; //导入依赖的package包/类
public static void main(String[] args){

        // create connection object for to communicate with TWS
        EClientSocket eClientSocket = new EClientSocket(new TWSClientInterface());

        // try to connect to TWS
        eClientSocket.eConnect("127.0.0.1", 7496, 0);

        // auto associate TWS order with API
        eClientSocket.reqAutoOpenOrders(true);

        // get all the execution entries so init empty filter
        ExecutionFilter filter = new ExecutionFilter();

        // request execution details
        eClientSocket.reqExecutions(0,filter);
    }
 

import com.ib.client.ExecutionFilter; //导入依赖的package包/类
public void reqExecutions( ExecutionFilter filter, ITradeReportHandler handler) {
if (!checkConnection())
	return;

  	m_tradeReportHandler = handler;
  	m_client.reqExecutions( m_reqId++, filter);
sendEOM();
  }
 

import com.ib.client.ExecutionFilter; //导入依赖的package包/类
public void reqExecutions( ExecutionFilter filter, ITradeReportHandler handler) {
  	m_tradeReportHandler = handler;
  	m_client.reqExecutions( m_reqId++, filter);
sendEOM();
  }
 

import com.ib.client.ExecutionFilter; //导入依赖的package包/类
@Override
public synchronized TradeOrder requestOrderStatus(String orderId) {
    ExecutionFilter filter = new ExecutionFilter();
    ibConnection.reqExecutions(executionRequestId++, filter);
    throw new IllegalStateException("Not yet implemented");
}
 

import com.ib.client.ExecutionFilter; //导入依赖的package包/类
private void onRefresh() {
	ApiDemo.INSTANCE.controller().reqExecutions( new ExecutionFilter(), this);
}
 

import com.ib.client.ExecutionFilter; //导入依赖的package包/类
private static void orderOperations(EClientSocket client, int nextOrderId) throws InterruptedException {

/*** Requesting the next valid id ***/
//! [reqids]
      //The parameter is always ignored.
      client.reqIds(-1);
      //! [reqids]
      //Thread.sleep(1000);
      /*** Requesting all open orders ***/
      //! [reqallopenorders]
      client.reqAllOpenOrders();
      //! [reqallopenorders]
      //Thread.sleep(1000);
      /*** Taking over orders to be submitted via TWS ***/
      //! [reqautoopenorders]
      client.reqAutoOpenOrders(true);
      //! [reqautoopenorders]
      //Thread.sleep(1000);
      /*** Requesting this API client's orders ***/
      //! [reqopenorders]
      client.reqOpenOrders();
      //! [reqopenorders]
      //Thread.sleep(1000);

      /*** Placing/modifying an order - remember to ALWAYS increment the nextValidId after placing an order so it can be used for the next one! ***/
      //! [order_submission]
      client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.LimitOrder("SELL", 1, 50));
      //! [order_submission]
      
      //! [faorderoneaccount]
      Order faOrderOneAccount = OrderSamples.MarketOrder("BUY", 100);
      // Specify the Account Number directly
      faOrderOneAccount.account("DU119915");
      client.placeOrder(nextOrderId++, ContractSamples.USStock(), faOrderOneAccount);
      //! [faorderoneaccount]
      
      //! [faordergroupequalquantity]
      Order faOrderGroupEQ = OrderSamples.LimitOrder("SELL", 200, 2000);
      faOrderGroupEQ.faGroup("Group_Equal_Quantity");
      faOrderGroupEQ.faMethod("EqualQuantity");
      client.placeOrder(nextOrderId++, ContractSamples.USStock(), faOrderGroupEQ);
      //! [faordergroupequalquantity]
      
      //! [faordergrouppctchange]
      Order faOrderGroupPC = OrderSamples.MarketOrder("BUY", 0); ;
      // You should not specify any order quantity for PctChange allocation method
      faOrderGroupPC.faGroup("Pct_Change");
      faOrderGroupPC.faMethod("PctChange");
      faOrderGroupPC.faPercentage("100");
      client.placeOrder(nextOrderId++, ContractSamples.EurGbpFx(), faOrderGroupPC);
      //! [faordergrouppctchange]
      
      //! [faorderprofile]
      Order faOrderProfile = OrderSamples.LimitOrder("BUY", 200, 100);
      faOrderProfile.faProfile("Percent_60_40");
      client.placeOrder(nextOrderId++, ContractSamples.EuropeanStock(), faOrderProfile);
      //! [faorderprofile]
      
//client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.PeggedToMarket("BUY", 10, 0.01));
//client.placeOrder(nextOrderId++, ContractSamples.EurGbpFx(), OrderSamples.MarketOrder("BUY", 10));
      //client.placeOrder(nextOrderId++, ContractSamples.USStock(), OrderSamples.Discretionary("SELL", 1, 45, 0.5));

      //! [reqexecutions]
      client.reqExecutions(10001, new ExecutionFilter());
      //! [reqexecutions]
      
      Thread.sleep(10000);
      
  }