Add files via upload

FetchOptionsChain.java

@@ -0,0 +1,195 @@
+import fetchOptionsChain.RequestOptionChainWrapper;
+import fetchOptionsChain.RequestOptionChain;
+
+import com.ib.client.Contract;
+import com.ib.client.EClientSocket;
+import com.ib.client.EWrapper;
+
+import java.io.BufferedReader;
+import java.io.FileReader;
+import java.io.IOException;
+import java.sql.Connection;
+import java.sql.DriverManager;
+import java.sql.PreparedStatement;
+import java.sql.ResultSet;
+import java.sql.SQLException;
+import java.util.Collections;
+import java.util.ArrayList;
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
+
+
+// Read in TickerList.csv, a list of contracts to generate options chains from
+// TickerList.csv fields: Active (T/F) | symbol | secType | exchange | currency
+// | expiry | strike | right | multiplier
+// Read in PennyPilot.csv, a list of Penny Pilot tickers
+// Output option chain to IBAlgoSystem.MasterChainList
+
+public class FetchOptionsChain {
+	private EClientSocket socket = null;
+	public String delimiter = ",";
+	public String delimiter_under = "_";
+	public String csvFile = "TickerList.csv";
+	public String PennyPilotFile = "PennyPilot.csv";
+	public String[] TickerList;
+	public int counter_iter = 0;
+	public double price = -1.0;
+	public Connection sqlConnection = null;
+    public PreparedStatement preparedStatement = null;
+    public ResultSet resultSet = null;
+
+
+	public void sqlClose() {
+        try {
+            if (resultSet != null) {
+                resultSet.close();
+            }
+
+            if (sqlConnection != null) {
+                sqlConnection.close();
+            }
+        } catch (Exception e) {
+        }
+    }
+
+
+	public FetchOptionsChain() {
+		Map<String, String> PennyPilotMap = new HashMap<>();
+		boolean foundPennyTick;
+
+		// load Penny Pilot Tickers
+		List<String> PennyPilotTickers = new ArrayList<String>();
+		StringBuilder temp_ticker = new StringBuilder("");
+		try (BufferedReader br1 = new BufferedReader(new FileReader(PennyPilotFile))) {
+	        String input1;
+	        while ((input1 = br1.readLine()) != null) {
+        		if (!input1.split(delimiter)[0].equals(temp_ticker.toString())) {
+        			temp_ticker = new StringBuilder(input1.split(delimiter)[0]);
+        			PennyPilotTickers.add(temp_ticker.toString());
+        		}
+	        }
+	        br1.close();
+		} catch (IOException e) {
+	        e.printStackTrace();
+	    }
+		Collections.sort(PennyPilotTickers);
+
+
+		// find number of rows in TickerList
+		int rows = 0;
+		try (BufferedReader br2 = new BufferedReader(new FileReader(csvFile))) {
+	        String input2;
+	        while ((input2 = br2.readLine()) != null) {
+        		rows++;
+	        }
+	        br2.close();
+		} catch (IOException e) {
+	        e.printStackTrace();
+	    }
+
+
+		// write values of TickerList
+		TickerList = new String[rows];
+		try (BufferedReader br3 = new BufferedReader(new FileReader(csvFile))) {
+			String input3;
+			int row_iter = 0;
+			while ((input3 = br3.readLine()) != null) {
+				TickerList[row_iter] = input3;
+				row_iter++;
+	        }
+			br3.close();
+		} catch (IOException e) {
+			e.printStackTrace();
+		}
+
+
+		// connect to sql, update counter
+		try {
+	        Class.forName("com.mysql.jdbc.Driver");
+	        sqlConnection = DriverManager.getConnection(
+	        	"jdbc:mysql://localhost/IBAlgoSystem?user=user&password=pw");
+	        preparedStatement = sqlConnection.prepareStatement(
+	        	"UPDATE IBAlgoSystem.counter SET counter = 0");
+	        preparedStatement.executeUpdate();
+	        preparedStatement = sqlConnection.prepareStatement(
+	        	"TRUNCATE TABLE IBAlgoSystem.MasterChainList");
+	        preparedStatement.executeUpdate();
+
+
+			// write PennyPilotMap
+			for (int i=0; i < TickerList.length; i++) {
+				foundPennyTick = false;
+				for (int j=0; j < PennyPilotTickers.size(); j++) {
+					if (TickerList[i].split(delimiter)[1].equals(PennyPilotTickers.get(j))) {
+						foundPennyTick = true;
+						break;
+					}
+				}
+
+				if (foundPennyTick) {
+					PennyPilotMap.put(TickerList[i].split(delimiter)[1], "T");
+				} else {
+					PennyPilotMap.put(TickerList[i].split(delimiter)[1], "F");
+				}
+	    	}
+
+
+			// connect to socket
+	        EWrapper requestOptionChainWrapper = new RequestOptionChainWrapper(sqlConnection);
+	        EClientSocket socket = new EClientSocket(requestOptionChainWrapper);
+			socket.eConnect (null, 4002, 100);
+			try {
+				while (!(socket.isConnected()));
+			} catch (Exception e) {
+			}
+
+			// submit a new contract for every request
+	        for (int i = 0; i < rows; i++) {
+	    		String line = TickerList[i];
+	    		Contract cont = new Contract();
+	    		cont.m_symbol = line.split(delimiter)[1];
+	    		cont.m_secType = "OPT";
+	    		cont.m_exchange = "SMART";
+	    		cont.m_currency = line.split(delimiter)[4];
+	    		cont.m_multiplier = "100";
+	    		RequestOptionChain data = new RequestOptionChain(cont, socket, sqlConnection);
+		    }
+
+
+			// check counter to disconnect socket
+	    	preparedStatement = sqlConnection.prepareStatement(
+	    		"SELECT counter FROM IBAlgoSystem.counter;");
+	    	resultSet = preparedStatement.executeQuery();
+	    	counter_iter = WriteInt(resultSet, "counter");
+	    	while (counter_iter < rows) {
+	    		resultSet = preparedStatement.executeQuery();
+		    	counter_iter = WriteInt(resultSet, "counter");
+	    	}
+		    socket.eDisconnect();
+
+		} catch (Exception e) {
+            e.printStackTrace();
+        } finally {
+            sqlClose();
+        }
+	}
+
+
+    private int WriteInt(ResultSet resultSet, String column_name) throws SQLException {
+        int output_counter = 0;
+        while (resultSet.next()) {
+        	output_counter = resultSet.getInt(column_name);
+        }
+        return output_counter;
+    }
+
+
+    public static void main(String args[]) {
+        try {
+			FetchOptionsChain runProcess = new FetchOptionsChain();
+        } catch (Exception e) {
+            e.printStackTrace ();
+        }
+    }
+}

KillSwitch.java

@@ -0,0 +1,76 @@
+import tradeStrategy.TradeStrategyWrapper;
+
+import com.ib.client.EClientSocket;
+import com.ib.client.EWrapper;
+
+import java.sql.Connection;
+import java.sql.DriverManager;
+import java.sql.PreparedStatement;
+import java.sql.ResultSet;
+
+
+// kills all active orders
+
+public class KillSwitch {
+    public Connection sqlConnection = null;
+    public PreparedStatement preparedStatement = null;
+    public ResultSet resultSet = null;
+
+
+    public KillSwitch () {
+
+        // connect to SQL
+        try {
+            Class.forName("com.mysql.jdbc.Driver");
+            sqlConnection = DriverManager.getConnection(
+                "jdbc:mysql://localhost/IBAlgoSystem?user=user&password=pw");
+
+
+            // connect to socket
+            EWrapper tradeStrategyWrapper = new TradeStrategyWrapper(sqlConnection);
+            EClientSocket socket = new EClientSocket(tradeStrategyWrapper);
+            socket.eConnect("", 4002, 1000);
+            try {
+                while (!(socket.isConnected()));
+            } catch (Exception e) {
+            }
+
+
+            // find outstanding active orders
+            preparedStatement = sqlConnection.prepareStatement(
+                "SELECT orderID FROM IBAlgoSystem.orderTracking WHERE "
+                + "status <> 'Filled' AND status <> 'Cancelled' AND "
+                + "status <> 'ApiCancelled' AND status <> 'Inactive';");
+            resultSet = preparedStatement.executeQuery();
+
+            // submit cancel request
+            while (resultSet.next()) {
+                int orderId = resultSet.getInt("orderID");
+                socket.cancelOrder(orderId);
+            }
+
+            // wait for all orders to cancel
+            boolean ContinueProcess = false;
+            preparedStatement = sqlConnection.prepareStatement(
+                "SELECT COUNT(*) FROM IBAlgoSystem.orderTracking WHERE "
+                + "status <> 'Filled' AND status <> 'Cancelled' AND "
+                + "status <> 'ApiCancelled' AND status <> 'Inactive';");
+            while (!ContinueProcess) {
+                resultSet = preparedStatement.executeQuery();
+                if (resultSet.getInt("COUNT(*)") == 0) {
+                    ContinueProcess = true;
+                }
+            }
+
+            socket.eDisconnect();
+
+        } catch (Exception e) {
+            e.printStackTrace();
+        }
+    }
+
+
+    public static void main (String args[]) {
+        KillSwitch runProcess = new KillSwitch();
+    }
+}