Add test sample code

test/samples/dnhedge/DNHedgeOrder.java

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+/* Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ * and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */
+
+package samples.dnhedge;
+
+import com.ib.client.Order;
+import com.ib.client.OrderType;
+import com.ib.client.Types.Action;
+import com.ib.client.Types.VolatilityType;
+
+public class DNHedgeOrder extends Order {
+   public DNHedgeOrder(int clientId, int id, int size, String account,
+      String settlingFirm, int underConId, String designatedLocation) {
+      clientId(clientId);
+      orderId(id);
+      permId(id);
+
+      account(account);
+      clearingIntent("AWAY");
+      settlingFirm(settlingFirm);
+
+      orderType(OrderType.VOL);
+      action(Action.BUY);
+      totalQuantity(size);
+
+      volatility(0.1);
+      volatilityType(VolatilityType.Daily);
+      continuousUpdate(1);
+      deltaNeutralOrderType(OrderType.LMT);
+
+      deltaNeutralConId(underConId);
+      deltaNeutralOpenClose("O");
+      deltaNeutralShortSale(true);
+
+      deltaNeutralDesignatedLocation(designatedLocation);
+      deltaNeutralShortSaleSlot(deltaNeutralDesignatedLocation().length() == 0 ? 1 : 2);
+   }
+}

test/samples/dnhedge/SampleDNHedge.java

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+/* Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ * and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */
+
+package samples.dnhedge;
+
+
+import com.ib.client.Contract;
+import com.ib.client.ContractDetails;
+import com.ib.contracts.OptContract;
+import com.ib.contracts.StkContract;
+
+import samples.rfq.SimpleWrapper;
+
+
+public class SampleDNHedge extends SimpleWrapper {
+   private enum Status { None, SecDef, Order, Done, Error }
+
+   private static final int ParentAcked = 1;
+   private static final int ChildAcked = 2;
+
+   private static final int AllAcked = ParentAcked | ChildAcked;
+
+   private final Object m_mutex = new Object();
+   private Status m_status = Status.None;
+
+   private int m_clientId;
+   private int m_orderId;
+
+   private String m_account;
+   private String m_settlingFirm;
+   private String m_designatedLocation;
+
+   private Contract m_contract = null;
+   private int m_underConId = 0;
+
+   private int m_receivedAcks = 0;
+
+   public SampleDNHedge(int clientId, int orderId, String account,
+      String settlingFirm, String designatedLocation) {
+
+      m_clientId = clientId;
+      m_orderId = orderId;
+
+      m_account = account;
+      m_settlingFirm = settlingFirm;
+      m_designatedLocation = designatedLocation;
+   }
+
+   public void testOrder() throws Exception {
+      connect(m_clientId);
+
+      if (client() != null && client().isConnected()) {
+         try {
+            synchronized (m_mutex) {
+
+               if (client().serverVersion() < 66) {
+                  error ("Sample will not work with TWS older that 932");
+               }
+
+               while (m_status != Status.Done &&
+                     m_status != Status.Error) {
+
+                  if (m_status == Status.None) {
+                     obtainContract();
+                     if (m_status != Status.Error &&
+                         m_status != Status.SecDef) {
+                        submitOrder();
+                     }
+                  }
+                  m_mutex.wait();
+               }
+            }
+         }
+
+         finally {
+            disconnect();
+         } 
+
+         if (m_status == Status.Done) {
+
+            consoleMsg("Done");
+         }
+      }
+   }
+
+   private void obtainContract() {
+      m_contract = new OptContract("IBM", "20121019", 200, "CALL");
+      m_contract.currency("USD");
+      m_contract.multiplier("100");
+
+      Contract underlying = new StkContract("IBM");
+      submitSecDef(1, underlying);
+
+      m_status = Status.SecDef;
+   }
+
+   private void submitSecDef(int reqId, Contract contract) {
+      consoleMsg("REQ: secDef " + reqId);
+
+      client().reqContractDetails(reqId, contract);
+   }
+
+   private void submitOrder() {
+      consoleMsg("REQ: order " + m_orderId);
+
+      m_status = Status.Order;
+
+      client().placeOrder(m_orderId, m_contract,
+            new DNHedgeOrder(m_clientId, m_orderId, 1, m_account,
+               m_settlingFirm, m_underConId, m_designatedLocation));
+   }
+
+   private void checkReceivedAllAcks() {
+      if ((m_receivedAcks & AllAcked) == AllAcked) {
+         m_status = Status.Done;
+         m_mutex.notify();
+      }
+   }
+
+   public void contractDetails(int reqId, ContractDetails contractDetails) {
+      consoleMsg("contractDetails: " + reqId);
+
+      try {
+         synchronized (m_mutex) {
+            if (m_status == Status.SecDef) {
+               /*
+                * Store underConId if needed
+                */
+               if (m_underConId == 0) {
+                  m_underConId  = contractDetails.contract().conid(); 
+               }
+
+               consoleMsg("using " + m_underConId + " for hedging");
+
+               /*
+                * And finally submit RFQ
+                */
+               submitOrder();
+            }
+         }
+      }
+      catch (Exception e) {
+         // will update status and notify main thread
+         error (e.toString());
+      }
+   }
+
+   public void contractDetailsEnd(int reqId) {
+      consoleMsg("contractDetailsEnd: " + reqId);
+
+      try {
+         synchronized (m_mutex) {
+            if (m_status == Status.SecDef) {
+               error ("Could not find hedge contract id");
+            }
+         }
+      }
+      catch (Exception e) {
+         // will update status and notify main thread
+         error (e.toString());
+      }
+   }
+
+   public void orderStatus(int orderId, String status, int filled,
+         int remaining, double avgFillPrice, int permId, int parentId,
+         double lastFillPrice, int clientId, String whyHeld) {
+      consoleMsg("orderStatus:" + orderId + " status=" + status);       
+
+      synchronized (m_mutex) {
+         if (status.equals("Cancelled")) {
+            m_status = Status.Error;
+            m_mutex.notify();
+         }
+         else if (status.equals("Submitted") ||
+            status.equals("PreSubmitted")) {
+
+            if (orderId == m_orderId) {
+               m_receivedAcks |= ParentAcked;
+            }
+            else if (orderId < 0) {
+               m_receivedAcks |= ChildAcked;
+            }
+
+            checkReceivedAllAcks();
+         }
+      }
+   }
+
+   public void error(String str) {
+      consoleMsg("Error=" + str);
+
+      synchronized (m_mutex) {
+         m_status = Status.Error;
+         m_mutex.notify();
+      }
+   }
+
+   public void error(int id, int errorCode, String errorMsg) {
+      consoleMsg("Error id=" + id + " code=" + errorCode + " msg=" + errorMsg);
+
+      if (errorCode >= 2100 && errorCode < 2200) {
+         return;
+      }
+
+      synchronized (m_mutex) {
+         m_status = Status.Error;
+         m_mutex.notify();
+      }
+   }
+
+   /* ***************************************************************
+    * Main Method
+    *****************************************************************/
+   public static void main(String[] args) {
+      try {
+         if (args.length < 2) {
+            System.err.println("Account and settlingFirm parameters " +
+               "are required");
+            return;
+         }
+
+         int orderId = (int) (System.currentTimeMillis() / 1000);
+         String account = args[0];
+         String settlingFirm = args[1];
+         String designatedLocation = (args.length >= 3) ? args[2] : "";
+         SampleDNHedge ut = new SampleDNHedge(/* clientId */ 2, orderId,
+            account, settlingFirm, designatedLocation);
+         ut.testOrder();
+      } catch (Exception e) {
+         e.printStackTrace();
+      }
+   }
+}

test/samples/rfq/RfqOrder.java

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+/* Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ * and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */
+
+package samples.rfq;
+
+import com.ib.client.Order;
+import com.ib.client.OrderType;
+
+public class RfqOrder extends Order {
+
+   public RfqOrder(int clientId, int id, int size) {
+
+      clientId(clientId);
+      orderId(id);
+      permId(id);
+      totalQuantity(size);
+      orderType(OrderType.QUOTE);
+
+      /*
+       * Note: this will be overridden by the backend
+       *       because it could not keep such order
+       *       (and it does not make too much sense)
+       */
+      transmit(false);
+   }
+}
+