Initial commit: IBKRTrader
.NET WinForms-Anwendung (Core, Modules/CongressTrading, UI). Enthaelt .gitignore und settings.example.json als Konfigurationsvorlage. Echte settings.json mit Zugangsdaten ist bewusst ausgeschlossen. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Richard
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using System.Net.Http.Json;
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using System.Text.Json;
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using IBKRTrader.Core.Logging;
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using IBKRTrader.Core.Settings;
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namespace IBKRTrader.Core.IBKR;
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/// <summary>
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/// HTTP-Client für die IBKR Client Portal Web API (Gateway).
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/// Alle API-Aufrufe laufen über den lokalen Client Portal Gateway
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/// (Standard: https://localhost:5000/v1/api).
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///
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/// Voraussetzungen:
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/// - Client Portal Gateway muss laufen (Java-Prozess)
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/// - Session muss per Browser + 2FA authentifiziert sein
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/// </summary>
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public class IBKRGatewayService
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{
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private readonly SettingsService _settings;
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private readonly LoggingService _logger;
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private readonly HttpClient _http;
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private readonly SemaphoreSlim _rateLimiter;
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private static readonly JsonSerializerOptions JsonOpts = new()
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{
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PropertyNameCaseInsensitive = true
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};
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public bool IsConnected { get; private set; }
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public IBKRGatewayService(SettingsService settings, LoggingService logger)
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{
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_settings = settings;
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_logger = logger;
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// HttpClient mit SSL-Bypass für localhost (Gateway hat kein signiertes Zertifikat)
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var handler = new HttpClientHandler
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{
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ServerCertificateCustomValidationCallback = (_, _, _, _) => true
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};
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var apiSettings = _settings.Settings.IBKRWebApi;
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_http = new HttpClient(handler)
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{
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BaseAddress = new Uri(apiSettings.GatewayUrl.TrimEnd('/') + "/v1/api/"),
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Timeout = TimeSpan.FromSeconds(30)
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};
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// Standard-Header setzen
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_http.DefaultRequestHeaders.Add("User-Agent", "IBKRTrader/1.0");
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_http.DefaultRequestHeaders.Add("Accept", "*/*");
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// Rate-Limiter: maximal N gleichzeitige Anfragen (wird seriell mit Delay verwendet)
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_rateLimiter = new SemaphoreSlim(1, 1);
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}
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// ─── Rate Limiting ───────────────────────────────────────────────────────
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private async Task RateLimitAsync(CancellationToken ct)
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{
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await _rateLimiter.WaitAsync(ct);
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try
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{
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var delayMs = 1000 / Math.Max(1, _settings.Settings.IBKRWebApi.MaxRequestsPerSecond);
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await Task.Delay(delayMs, ct);
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}
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finally
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{
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_rateLimiter.Release();
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}
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}
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// ─── Session / Auth ──────────────────────────────────────────────────────
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/// <summary>
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/// Prüft den Authentifizierungsstatus der Gateway-Session.
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/// </summary>
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public async Task<IBKRAuthStatus?> CheckAuthStatusAsync(CancellationToken ct = default)
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{
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try
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{
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await RateLimitAsync(ct);
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var response = await _http.PostAsync("iserver/auth/status", null, ct);
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if (!response.IsSuccessStatusCode)
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{
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_logger.Warn("IBKR", $"Auth-Status-Check fehlgeschlagen: HTTP {(int)response.StatusCode}");
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return null;
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}
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var result = await response.Content.ReadFromJsonAsync<IBKRAuthStatus>(JsonOpts, ct);
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IsConnected = result?.Authenticated == true;
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return result;
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}
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catch (HttpRequestException ex)
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{
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_logger.Warn("IBKR", $"Gateway nicht erreichbar: {ex.Message}");
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IsConnected = false;
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return null;
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}
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catch (TaskCanceledException)
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{
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return null;
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}
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}
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/// <summary>
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/// Hält die Session am Leben (Ping). Sollte alle ~60 Sekunden aufgerufen werden.
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/// </summary>
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public async Task TickleAsync(CancellationToken ct = default)
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{
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try
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{
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await RateLimitAsync(ct);
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await _http.PostAsync("tickle", null, ct);
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}
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catch (Exception ex)
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{
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_logger.Warn("IBKR", $"Tickle fehlgeschlagen: {ex.Message}");
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}
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}
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/// <summary>
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/// Initialisiert die Brokerage-Session über den Gateway.
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/// </summary>
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public async Task<bool> InitBrokerageSessionAsync(CancellationToken ct = default)
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{
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try
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{
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await RateLimitAsync(ct);
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var body = new StringContent("{\"publish\":true,\"compete\":true}",
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System.Text.Encoding.UTF8, "application/json");
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var response = await _http.PostAsync("iserver/auth/ssodh/init", body, ct);
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return response.IsSuccessStatusCode;
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}
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catch (Exception ex)
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{
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_logger.Warn("IBKR", $"Brokerage-Session-Init fehlgeschlagen: {ex.Message}");
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return false;
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}
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}
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// ─── Contract Search ─────────────────────────────────────────────────────
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/// <summary>
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/// Sucht einen Contract anhand des Symbols.
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/// POST /iserver/secdef/search
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/// Body: {"symbol":"AAPL"}
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/// </summary>
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public async Task<List<IBKRContractSearchResult>?> SearchContractBySymbolAsync(
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string symbol, CancellationToken ct = default)
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{
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try
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{
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await RateLimitAsync(ct);
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var body = JsonContent.Create(new { symbol });
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var response = await _http.PostAsync("iserver/secdef/search", body, ct);
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if (!response.IsSuccessStatusCode)
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{
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var errorBody = await response.Content.ReadAsStringAsync(ct);
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_logger.Warn("IBKR", $"Contract-Suche für '{symbol}' fehlgeschlagen: HTTP {(int)response.StatusCode} – {errorBody}");
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return null;
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}
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return await response.Content.ReadFromJsonAsync<List<IBKRContractSearchResult>>(JsonOpts, ct);
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}
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catch (Exception ex)
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{
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_logger.Error("IBKR", $"Contract-Suche für '{symbol}' fehlgeschlagen: {ex.Message}", ex);
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return null;
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}
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}
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/// <summary>
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/// Ruft detaillierte Contract-Informationen ab.
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/// GET /iserver/contract/{conid}/info
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/// </summary>
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public async Task<IBKRContractInfo?> GetContractInfoAsync(
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long conid, CancellationToken ct = default)
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{
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try
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{
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await RateLimitAsync(ct);
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var response = await _http.GetAsync($"iserver/contract/{conid}/info", ct);
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if (!response.IsSuccessStatusCode)
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{
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_logger.Warn("IBKR", $"Contract-Info für conid {conid} fehlgeschlagen: HTTP {(int)response.StatusCode}");
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return null;
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}
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return await response.Content.ReadFromJsonAsync<IBKRContractInfo>(JsonOpts, ct);
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}
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catch (Exception ex)
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{
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_logger.Error("IBKR", $"Contract-Info für conid {conid} fehlgeschlagen: {ex.Message}", ex);
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return null;
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}
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}
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/// <summary>
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/// Sucht Aktien-Contracts nach Symbolen.
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/// GET /trsrv/stocks?symbols=AAPL,MSFT
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/// </summary>
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public async Task<Dictionary<string, List<IBKRStockContract>>?> SearchStocksBySymbolAsync(
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string symbols, CancellationToken ct = default)
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{
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try
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{
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await RateLimitAsync(ct);
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var response = await _http.GetAsync($"trsrv/stocks?symbols={Uri.EscapeDataString(symbols)}", ct);
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if (!response.IsSuccessStatusCode)
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{
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_logger.Warn("IBKR", $"Stock-Suche fehlgeschlagen: HTTP {(int)response.StatusCode}");
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return null;
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}
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return await response.Content.ReadFromJsonAsync<Dictionary<string, List<IBKRStockContract>>>(JsonOpts, ct);
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}
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catch (Exception ex)
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{
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_logger.Error("IBKR", $"Stock-Suche fehlgeschlagen: {ex.Message}", ex);
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return null;
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}
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}
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// ─── Historical Market Data ──────────────────────────────────────────────
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/// <summary>
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/// Ruft historische Marktdaten ab.
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/// GET /iserver/marketdata/history?conid={conid}&period={period}&bar={bar}
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///
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/// period: 1d, 1w, 1m, 3m, 6m, 1y, 2y, 5y
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/// bar: 1min, 5min, 15min, 30min, 1h, 1d, 1w, 1m
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/// </summary>
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public async Task<IBKRHistoricalDataResponse?> GetHistoricalDataAsync(
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long conid, string period = "2y", string bar = "1d",
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bool outsideRth = false, CancellationToken ct = default)
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{
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try
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{
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await RateLimitAsync(ct);
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var url = $"iserver/marketdata/history?conid={conid}" +
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$"&period={Uri.EscapeDataString(period)}" +
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$"&bar={Uri.EscapeDataString(bar)}" +
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$"&outsideRth={outsideRth.ToString().ToLower()}";
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var response = await _http.GetAsync(url, ct);
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if (!response.IsSuccessStatusCode)
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{
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var errorBody = await response.Content.ReadAsStringAsync(ct);
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_logger.Warn("IBKR", $"Historische Daten für conid {conid} fehlgeschlagen: HTTP {(int)response.StatusCode} – {errorBody}");
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return null;
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}
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return await response.Content.ReadFromJsonAsync<IBKRHistoricalDataResponse>(JsonOpts, ct);
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}
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catch (Exception ex)
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{
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_logger.Error("IBKR", $"Historische Daten für conid {conid} fehlgeschlagen: {ex.Message}", ex);
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return null;
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}
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}
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// ─── Disconnect ──────────────────────────────────────────────────────────
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public Task DisconnectAsync()
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{
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IsConnected = false;
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return Task.CompletedTask;
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}
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}
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@@ -0,0 +1,152 @@
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using Dapper;
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using IBKRTrader.Core.Database;
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using IBKRTrader.Core.Logging;
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namespace IBKRTrader.Core.IBKR;
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/// <summary>
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/// Datenzugriffsschicht für die core_ibkr_xxx-Tabellen.
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/// Alle IBKR-Marktdaten-Operationen laufen über diese Klasse.
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/// </summary>
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public class IBKRMarketDataRepository
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{
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private readonly DatabaseService _db;
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private readonly LoggingService _logger;
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public IBKRMarketDataRepository(DatabaseService db, LoggingService logger)
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{
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_db = db;
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_logger = logger;
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}
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// ─── Instruments ─────────────────────────────────────────────────────────
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/// <summary>
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/// Legt ein neues Instrument an oder aktualisiert ein bestehendes (UPSERT via conid).
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/// Gibt die Instrument-ID zurück.
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/// </summary>
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public async Task<long> UpsertInstrumentAsync(IBKRInstrument instr)
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{
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const string sql = @"
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INSERT INTO `core_ibkr_instruments`
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(`ibkr_conid`, `symbol`, `sec_type`, `exchange`, `primary_exchange`,
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`currency`, `company_name`, `isin`, `sector`, `industry`,
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`description`, `active`, `last_fetched`)
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VALUES
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(@IbkrConid, @Symbol, @SecType, @Exchange, @PrimaryExchange,
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@Currency, @CompanyName, @Isin, @Sector, @Industry,
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@Description, @Active, @LastFetched)
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ON DUPLICATE KEY UPDATE
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`symbol` = VALUES(`symbol`),
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`sec_type` = VALUES(`sec_type`),
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`exchange` = VALUES(`exchange`),
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`primary_exchange` = VALUES(`primary_exchange`),
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`currency` = VALUES(`currency`),
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`company_name` = VALUES(`company_name`),
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`isin` = VALUES(`isin`),
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`sector` = VALUES(`sector`),
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`industry` = VALUES(`industry`),
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`description` = VALUES(`description`),
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`last_fetched` = VALUES(`last_fetched`);
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SELECT `id` FROM `core_ibkr_instruments` WHERE `ibkr_conid` = @IbkrConid;";
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await using var conn = _db.CreateConnection();
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return await conn.ExecuteScalarAsync<long>(sql, instr);
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}
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/// <summary>Gibt alle aktiven Instrumente zurück.</summary>
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public Task<IEnumerable<IBKRInstrument>> GetAllActiveInstrumentsAsync()
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=> _db.QueryAsync<IBKRInstrument>(
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"SELECT * FROM `core_ibkr_instruments` WHERE `active` = 1 ORDER BY `symbol`");
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/// <summary>Findet ein Instrument anhand seiner IBKR ConID.</summary>
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public Task<IBKRInstrument?> GetInstrumentByConidAsync(long conid)
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=> _db.QueryFirstOrDefaultAsync<IBKRInstrument>(
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"SELECT * FROM `core_ibkr_instruments` WHERE `ibkr_conid` = @conid",
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new { conid });
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/// <summary>Gibt die Anzahl aktiver Instrumente zurück.</summary>
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public Task<int> GetActiveInstrumentCountAsync()
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=> _db.ExecuteScalarAsync<int>(
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"SELECT COUNT(*) FROM `core_ibkr_instruments` WHERE `active` = 1");
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// ─── Market Data ─────────────────────────────────────────────────────────
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/// <summary>
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/// Fügt Marktdaten-Balken via UPSERT ein (ON DUPLICATE KEY UPDATE).
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/// </summary>
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public async Task UpsertMarketDataBatchAsync(IEnumerable<IBKRMarketBar> bars)
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{
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const string sql = @"
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INSERT INTO `core_ibkr_market_data`
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(`instrument_id`, `bar_size`, `timestamp`,
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`open`, `high`, `low`, `close`, `volume`, `wap`, `bar_count`)
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VALUES
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(@InstrumentId, @BarSize, @Timestamp,
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@Open, @High, @Low, @Close, @Volume, @Wap, @BarCount)
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ON DUPLICATE KEY UPDATE
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`open` = VALUES(`open`),
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`high` = VALUES(`high`),
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`low` = VALUES(`low`),
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`close` = VALUES(`close`),
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`volume` = VALUES(`volume`),
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`wap` = VALUES(`wap`),
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`bar_count` = VALUES(`bar_count`)";
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await using var conn = _db.CreateConnection();
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await conn.OpenAsync();
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await conn.ExecuteAsync(sql, bars);
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}
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/// <summary>Gibt den neuesten Timestamp für ein Instrument zurück.</summary>
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public Task<DateTime?> GetLatestBarTimestampAsync(long instrumentId, string barSize = "daily")
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=> _db.QueryFirstOrDefaultAsync<DateTime?>(
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@"SELECT MAX(`timestamp`) FROM `core_ibkr_market_data`
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WHERE `instrument_id` = @instrumentId AND `bar_size` = @barSize",
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new { instrumentId, barSize });
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/// <summary>Gibt die Anzahl Bars für ein Instrument zurück.</summary>
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public Task<int> GetBarCountAsync(long instrumentId, string barSize = "daily")
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=> _db.ExecuteScalarAsync<int>(
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@"SELECT COUNT(*) FROM `core_ibkr_market_data`
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WHERE `instrument_id` = @instrumentId AND `bar_size` = @barSize",
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new { instrumentId, barSize });
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// ─── External Identifiers ────────────────────────────────────────────────
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/// <summary>
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/// Erstellt oder ignoriert ein External-Identifier-Mapping (IGNORE bei Duplikat).
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/// </summary>
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public Task UpsertExternalIdentifierAsync(long instrumentId, string source, string ticker)
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=> _db.ExecuteAsync(@"
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INSERT IGNORE INTO `core_ibkr_external_identifiers`
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(`instrument_id`, `source`, `ticker`)
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VALUES (@instrumentId, @source, @ticker)",
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new { instrumentId, source, ticker });
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/// <summary>
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/// Findet ein Instrument anhand eines externen Tickers (z.B. aus ct_trade).
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/// </summary>
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public Task<IBKRInstrument?> FindInstrumentByExternalTickerAsync(string source, string ticker)
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=> _db.QueryFirstOrDefaultAsync<IBKRInstrument>(@"
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SELECT i.* FROM `core_ibkr_instruments` i
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INNER JOIN `core_ibkr_external_identifiers` e ON e.`instrument_id` = i.`id`
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WHERE e.`source` = @source AND e.`ticker` = @ticker
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LIMIT 1",
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new { source, ticker });
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/// <summary>
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/// Findet alle einzigartigen Ticker aus ct_trade, die noch kein IBKR-Mapping haben.
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/// </summary>
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public Task<IEnumerable<string>> GetUnmappedTickersFromCongressTradesAsync()
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=> _db.QueryAsync<string>(@"
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SELECT DISTINCT t.`ticker`
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FROM `ct_trade` t
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WHERE t.`ticker` IS NOT NULL
|
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AND t.`ticker` != ''
|
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AND NOT EXISTS (
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SELECT 1 FROM `core_ibkr_external_identifiers` e
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WHERE e.`source` = 'capitoltrades' AND e.`ticker` = t.`ticker`
|
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)
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ORDER BY t.`ticker`");
|
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}
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@@ -0,0 +1,336 @@
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using System.Text.Json.Serialization;
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namespace IBKRTrader.Core.IBKR;
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// ─── DB Entities ─────────────────────────────────────────────────────────────
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||||
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||||
/// <summary>
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||||
/// Repräsentiert ein IBKR-Instrument in core_ibkr_instruments.
|
||||
/// ibkr_conid ist der zentrale, eindeutige IBKR-Schlüssel.
|
||||
/// </summary>
|
||||
public class IBKRInstrument
|
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{
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public long Id { get; set; }
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public long IbkrConid { get; set; }
|
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public string Symbol { get; set; } = "";
|
||||
public string SecType { get; set; } = "STK";
|
||||
public string Exchange { get; set; } = "SMART";
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public string? PrimaryExchange { get; set; }
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||||
public string Currency { get; set; } = "USD";
|
||||
public string? CompanyName { get; set; }
|
||||
public string? Isin { get; set; }
|
||||
public string? Sector { get; set; }
|
||||
public string? Industry { get; set; }
|
||||
public string? Description { get; set; }
|
||||
public bool Active { get; set; } = true;
|
||||
public DateTime? LastFetched { get; set; }
|
||||
public DateTime CreatedAt { get; set; }
|
||||
public DateTime UpdatedAt { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Repräsentiert einen OHLCV-Balken in core_ibkr_market_data.
|
||||
/// </summary>
|
||||
public class IBKRMarketBar
|
||||
{
|
||||
public long InstrumentId { get; set; }
|
||||
public string BarSize { get; set; } = "daily";
|
||||
public DateTime Timestamp { get; set; }
|
||||
public decimal Open { get; set; }
|
||||
public decimal High { get; set; }
|
||||
public decimal Low { get; set; }
|
||||
public decimal Close { get; set; }
|
||||
public long Volume { get; set; }
|
||||
public decimal? Wap { get; set; }
|
||||
public int? BarCount { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Externes Ticker-Mapping in core_ibkr_external_identifiers.
|
||||
/// </summary>
|
||||
public class IBKRExternalIdentifier
|
||||
{
|
||||
public long Id { get; set; }
|
||||
public long InstrumentId { get; set; }
|
||||
public string Source { get; set; } = "";
|
||||
public string Ticker { get; set; } = "";
|
||||
}
|
||||
|
||||
// ─── API Response DTOs ───────────────────────────────────────────────────────
|
||||
|
||||
/// <summary>
|
||||
/// Response von GET /iserver/auth/status
|
||||
/// </summary>
|
||||
public class IBKRAuthStatus
|
||||
{
|
||||
[JsonPropertyName("authenticated")]
|
||||
public bool Authenticated { get; set; }
|
||||
|
||||
[JsonPropertyName("competing")]
|
||||
public bool Competing { get; set; }
|
||||
|
||||
[JsonPropertyName("connected")]
|
||||
public bool Connected { get; set; }
|
||||
|
||||
[JsonPropertyName("message")]
|
||||
public string? Message { get; set; }
|
||||
|
||||
[JsonPropertyName("fail")]
|
||||
public string? Fail { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Einzelnes Ergebnis der Contract-Suche (POST /iserver/secdef/search).
|
||||
/// </summary>
|
||||
public class IBKRContractSearchResult
|
||||
{
|
||||
[JsonPropertyName("conid")]
|
||||
public long ConId { get; set; }
|
||||
|
||||
[JsonPropertyName("companyHeader")]
|
||||
public string? CompanyHeader { get; set; }
|
||||
|
||||
[JsonPropertyName("companyName")]
|
||||
public string? CompanyName { get; set; }
|
||||
|
||||
[JsonPropertyName("symbol")]
|
||||
public string? Symbol { get; set; }
|
||||
|
||||
[JsonPropertyName("description")]
|
||||
public string? Description { get; set; }
|
||||
|
||||
[JsonPropertyName("restricted")]
|
||||
public string? Restricted { get; set; }
|
||||
|
||||
[JsonPropertyName("fop")]
|
||||
public string? Fop { get; set; }
|
||||
|
||||
[JsonPropertyName("opt")]
|
||||
public string? Opt { get; set; }
|
||||
|
||||
[JsonPropertyName("war")]
|
||||
public string? War { get; set; }
|
||||
|
||||
[JsonPropertyName("sections")]
|
||||
public List<IBKRContractSection>? Sections { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Sections innerhalb eines Contract-Suchergebnisses.
|
||||
/// </summary>
|
||||
public class IBKRContractSection
|
||||
{
|
||||
[JsonPropertyName("secType")]
|
||||
public string? SecType { get; set; }
|
||||
|
||||
[JsonPropertyName("months")]
|
||||
public string? Months { get; set; }
|
||||
|
||||
[JsonPropertyName("symbol")]
|
||||
public string? Symbol { get; set; }
|
||||
|
||||
[JsonPropertyName("exchange")]
|
||||
public string? Exchange { get; set; }
|
||||
|
||||
[JsonPropertyName("legStr")]
|
||||
public string? LegStr { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Response von GET /iserver/contract/{conid}/info
|
||||
/// </summary>
|
||||
public class IBKRContractInfo
|
||||
{
|
||||
[JsonPropertyName("cfi_code")]
|
||||
public string? CfiCode { get; set; }
|
||||
|
||||
[JsonPropertyName("symbol")]
|
||||
public string? Symbol { get; set; }
|
||||
|
||||
[JsonPropertyName("cusip")]
|
||||
public string? Cusip { get; set; }
|
||||
|
||||
[JsonPropertyName("expiry_full")]
|
||||
public string? ExpiryFull { get; set; }
|
||||
|
||||
[JsonPropertyName("con_id")]
|
||||
public long ConId { get; set; }
|
||||
|
||||
[JsonPropertyName("maturity_date")]
|
||||
public string? MaturityDate { get; set; }
|
||||
|
||||
[JsonPropertyName("industry")]
|
||||
public string? Industry { get; set; }
|
||||
|
||||
[JsonPropertyName("instrument_type")]
|
||||
public string? InstrumentType { get; set; }
|
||||
|
||||
[JsonPropertyName("trading_class")]
|
||||
public string? TradingClass { get; set; }
|
||||
|
||||
[JsonPropertyName("valid_exchanges")]
|
||||
public string? ValidExchanges { get; set; }
|
||||
|
||||
[JsonPropertyName("allow_sell_long")]
|
||||
public bool? AllowSellLong { get; set; }
|
||||
|
||||
[JsonPropertyName("is_zero_commission_security")]
|
||||
public bool? IsZeroCommissionSecurity { get; set; }
|
||||
|
||||
[JsonPropertyName("local_symbol")]
|
||||
public string? LocalSymbol { get; set; }
|
||||
|
||||
[JsonPropertyName("classifier")]
|
||||
public string? Classifier { get; set; }
|
||||
|
||||
[JsonPropertyName("currency")]
|
||||
public string? Currency { get; set; }
|
||||
|
||||
[JsonPropertyName("text")]
|
||||
public string? Text { get; set; }
|
||||
|
||||
[JsonPropertyName("underlying_con_id")]
|
||||
public long? UnderlyingConId { get; set; }
|
||||
|
||||
[JsonPropertyName("r_t_h")]
|
||||
public bool? Rth { get; set; }
|
||||
|
||||
[JsonPropertyName("company_name")]
|
||||
public string? CompanyName { get; set; }
|
||||
|
||||
[JsonPropertyName("smart_available")]
|
||||
public bool? SmartAvailable { get; set; }
|
||||
|
||||
[JsonPropertyName("exchange")]
|
||||
public string? Exchange { get; set; }
|
||||
|
||||
[JsonPropertyName("listing_exchange")]
|
||||
public string? ListingExchange { get; set; }
|
||||
|
||||
[JsonPropertyName("category")]
|
||||
public string? Category { get; set; }
|
||||
|
||||
[JsonPropertyName("sector")]
|
||||
public string? Sector { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Response von GET /iserver/marketdata/history
|
||||
/// </summary>
|
||||
public class IBKRHistoricalDataResponse
|
||||
{
|
||||
[JsonPropertyName("symbol")]
|
||||
public string? Symbol { get; set; }
|
||||
|
||||
[JsonPropertyName("text")]
|
||||
public string? Text { get; set; }
|
||||
|
||||
[JsonPropertyName("priceFactor")]
|
||||
public int? PriceFactor { get; set; }
|
||||
|
||||
[JsonPropertyName("startTime")]
|
||||
public string? StartTime { get; set; }
|
||||
|
||||
[JsonPropertyName("high")]
|
||||
public string? High { get; set; }
|
||||
|
||||
[JsonPropertyName("low")]
|
||||
public string? Low { get; set; }
|
||||
|
||||
[JsonPropertyName("timePeriod")]
|
||||
public string? TimePeriod { get; set; }
|
||||
|
||||
[JsonPropertyName("barLength")]
|
||||
public int? BarLength { get; set; }
|
||||
|
||||
[JsonPropertyName("mdAvailability")]
|
||||
public string? MdAvailability { get; set; }
|
||||
|
||||
[JsonPropertyName("mktDataDelay")]
|
||||
public int? MktDataDelay { get; set; }
|
||||
|
||||
[JsonPropertyName("outsideRth")]
|
||||
public bool? OutsideRth { get; set; }
|
||||
|
||||
[JsonPropertyName("tradingDayDuration")]
|
||||
public int? TradingDayDuration { get; set; }
|
||||
|
||||
[JsonPropertyName("volumeFactor")]
|
||||
public int? VolumeFactor { get; set; }
|
||||
|
||||
[JsonPropertyName("priceDisplayRule")]
|
||||
public int? PriceDisplayRule { get; set; }
|
||||
|
||||
[JsonPropertyName("priceDisplayValue")]
|
||||
public string? PriceDisplayValue { get; set; }
|
||||
|
||||
[JsonPropertyName("negativeCapable")]
|
||||
public bool? NegativeCapable { get; set; }
|
||||
|
||||
[JsonPropertyName("messageVersion")]
|
||||
public int? MessageVersion { get; set; }
|
||||
|
||||
[JsonPropertyName("data")]
|
||||
public List<IBKRHistoricalBar>? Data { get; set; }
|
||||
|
||||
[JsonPropertyName("points")]
|
||||
public int? Points { get; set; }
|
||||
|
||||
[JsonPropertyName("travelTime")]
|
||||
public int? TravelTime { get; set; }
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Einzelner OHLCV-Balken aus der IBKR Historical Data Response.
|
||||
/// </summary>
|
||||
public class IBKRHistoricalBar
|
||||
{
|
||||
[JsonPropertyName("o")]
|
||||
public decimal Open { get; set; }
|
||||
|
||||
[JsonPropertyName("c")]
|
||||
public decimal Close { get; set; }
|
||||
|
||||
[JsonPropertyName("h")]
|
||||
public decimal High { get; set; }
|
||||
|
||||
[JsonPropertyName("l")]
|
||||
public decimal Low { get; set; }
|
||||
|
||||
[JsonPropertyName("v")]
|
||||
public long Volume { get; set; }
|
||||
|
||||
[JsonPropertyName("t")]
|
||||
public long Timestamp { get; set; } // Unix timestamp in ms
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Response von GET /trsrv/stocks?symbols=...
|
||||
/// Die API gibt ein Dictionary zurück: { "AAPL": [{ ... }] }
|
||||
/// </summary>
|
||||
public class IBKRStockContract
|
||||
{
|
||||
[JsonPropertyName("name")]
|
||||
public string? Name { get; set; }
|
||||
|
||||
[JsonPropertyName("chineseName")]
|
||||
public string? ChineseName { get; set; }
|
||||
|
||||
[JsonPropertyName("assetClass")]
|
||||
public string? AssetClass { get; set; }
|
||||
|
||||
[JsonPropertyName("contracts")]
|
||||
public List<IBKRStockContractEntry>? Contracts { get; set; }
|
||||
}
|
||||
|
||||
public class IBKRStockContractEntry
|
||||
{
|
||||
[JsonPropertyName("conid")]
|
||||
public long ConId { get; set; }
|
||||
|
||||
[JsonPropertyName("exchange")]
|
||||
public string? Exchange { get; set; }
|
||||
|
||||
[JsonPropertyName("isUS")]
|
||||
public bool? IsUS { get; set; }
|
||||
}
|
||||
Reference in New Issue
Block a user