如何使用交互式代理Java API检测订单何时满？

Question

IBKR TWS（交易者工作站）是一个工具，用于通过交互式经纪人管理股票市场中的股票订单。它们提供了一个API来自动化订单，比如下订单、取消订单等等。

我正在创建一个程序来处理执行订单在我的交易员工作站使用互动经纪商JavaAPI。

我无法检测订单何时满。

留档描述了当一个订单被填满时，会调用执行细节回调（这是一个EWrapper方法，请参阅下面的代码），但是我尝试使用它，并且执行细节回调从未被调用（我通过在该回调中记录reqid int来测试它，并且我从未得到任何日志）。

我还研究了完整的订单回调，我不确定这是否是一个订单被填充时将被调用的回调，因为我用一个简单的日志测试了两个回调，没有任何东西在控制台中输出。

我不明白reqExefftions函数以及我是否需要它。我已经阅读了这个回调的留档，我不明白我做错了什么。我想知道我如何检测订单何时填满，或者使用他们的应用编程接口在TWS中执行。

下面是我的当前代码：

import com.ib.client.*;

import java.util.*;

public class Main implements EWrapper {
    private static EClientSocket clientSocket;
    private static EJavaSignal readerSignal;

    public static void main(String[] args) throws InterruptedException, IOException {
        readerSignal = new EJavaSignal();
        clientSocket = new EClientSocket(this, readerSignal);
        clientSocket.eConnect("127.0.0.1", 7497, 0);
    }
    
    clientSocket.placeOrder(orderidE, contractFill("CUSIP", "USD", tickSymbol, "STK", "SMART"), orderFill(lmtPriceDouble, actionString, "LMT", "GTC", orderQuantity, account,  0));
    //Order executes successfully after sometime
    public static Order orderFill(double lmtPrice, String action, String orderType, String tif, int totalQuantity, String account, int clientId){
        Order order = new Order();
        order.m_lmtPrice = lmtPrice;
        order.m_action = action;
        order.m_orderType = orderType;
        order.m_tif = tif;
        order.m_totalQuantity = totalQuantity;
        order.m_account = account;
        order.m_clientId = clientId;
        return order;
    }
    public static Contract contractFill(String secIdType, String currency, String symbol, String secType, String exchange){
        Contract contract = new Contract();
        contract.m_secIdType = secIdType;
        contract.m_currency = currency;
        contract.m_symbol = symbol;
        contract.m_secType = secType;
        contract.m_exchange = exchange;
        return contract;
    }
    /*Implemented EWrapper methods
    ...
    */
    @Override
    public void execDetails(int reqId, Contract contract, Execution execution) {
        System.out.println(execution + " " + contract + " " + reqId);
    }

    @Override
    public void execDetailsEnd(int reqId) {
        System.out.println(reqId);
    }
    /*Implemented EWrapper methods
    ...
    */
    @Override
    public void completedOrder(Contract contract, Order order, OrderState orderState) {
        System.out.println(contract);
        System.out.println(order);
        System.out.println(orderState);
    }
    @Override
    public void completedOrdersEnd() {
        System.out.println("cOE");
    }/*Implemented rest of EWrapper methods
    ...
    */
}

当代码运行时，我手动下订单，订单填充相当快（代码运行时），所以代码应该检测到它，但是（我的问题）--

Answer 1

下面是我用api 9.81测试的有效代码。

请注意，如果您使用的是clientID 0，那么您也应该从TWS中的交易位置获得回调。我从未尝试过，但文档很清楚。

import com.ib.client.*;
import java.io.IOException;

import java.util.*;

public class MainIB implements EWrapper {
    private EClientSocket clientSocket;
    private EJavaSignal readerSignal;
    
    public static void main(String[] args) throws IOException {
        new MainIB().connect();
        System.in.read();//press enter to exit
        System.exit(0);
    }
    
    private void connect() {
        readerSignal = new EJavaSignal();
        clientSocket = new EClientSocket(this, readerSignal);
        clientSocket.eConnect("127.0.0.1", 7497, 0);
        //Create a reader to consume messages from the TWS. The EReader will consume the incoming messages and put them in a queue
        EReader reader = new EReader(clientSocket, readerSignal);
        reader.start();
        //Once the messages are in the queue, an additional thread can be created to fetch them
        Thread processer = new Thread(() -> {
            while ( clientSocket.isConnected() ) { 
                readerSignal.waitForSignal();
                try {
                    reader.processMsgs();
                } catch (IOException ex) {}
            }
        });
        processer.setDaemon(true);
        processer.start();
    }
    
    public Order orderFill(double lmtPrice, String action, String orderType, String tif, int totalQuantity, String account, int clientId){
        Order order = new Order();
        order.lmtPrice(lmtPrice);
        order.action(action);
        order.orderType(orderType);
        order.tif(tif);
        order.totalQuantity(totalQuantity);
        //order.account(account);
        //order.clientId(clientId);
        return order;
    }
    public Contract contractFill(String secIdType, String currency, String symbol, String secType, String exchange){
        Contract contract = new Contract();
        //contract.secIdType(secIdType);
        contract.currency(currency);
        contract.symbol(symbol);
        contract.secType(secType);
        contract.exchange(exchange);
        return contract;
    }

    @Override
    public void error(int id, int errorCode, String errorMsg) {
        System.out.println(errorCode + " " + errorMsg);
    }

    @Override
    public void nextValidId(int i) {
        int orderidE = i;
        clientSocket.placeOrder(orderidE++, contractFill("", "CAD", "USD", "CASH", "IDEALPRO"), 
                                          orderFill(0, "SELL", "MKT", "GTC", 100000, "",  0));
    }

    @Override
    public void orderStatus(int i, String status, double d, double d1, double d2, int i1, int i2, double d3, int i3, String string1, double d4) {
        System.out.println("status " + status);
    }

    @Override
    public void execDetails(int reqId, Contract contract, Execution execution) {
        System.out.println(execution + " " + contract + " " + reqId);
    }
    
    /*Implemented rest of EWrapper methods
    ...
    */
}

下面是我的api。白天0.0日志文件

t:ms <-> msg#                        #  desc  
9:064 -> 15-1-DU123456-              15 my account #
9:065 -> 9-1-2-                      9 next valid id
9:065 -> 4-2--1-2104-Market da       4 errors(or info) 
9:065 -> 4-2--1-2104-Market da
9:072 <- 3-45-2-0-USD-CASH--0.       <- 3 means an order I sent   
9:671 -> 5-34-2-15016062-USD-C       5 order status
9:722 -> 11--1-2-15016062-USD-       11 exec 
9:724 -> 5-34-2-15016062-USD-C       more status
9:727 -> 5-34-2-15016062-USD-C
9:728 -> 59-1-0000e215.60b94f1       59 commission report