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| Rev | Author | Line No. | Line |
|---|---|---|---|
| 795 | blopes | 1 | package br.com.kronus.ibkr.futures; |
| 2 | |||
| 3 | import java.math.BigDecimal; |
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| 4 | import java.util.concurrent.CompletableFuture; |
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| 5 | import java.util.concurrent.TimeUnit; |
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| 6 | import java.util.concurrent.atomic.AtomicInteger; |
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| 7 | |||
| 8 | import com.ib.client.Contract; |
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| 9 | |||
| 10 | import br.com.kronus.core.trade.ServicoMercadoFuturos; |
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| 11 | import br.com.kronus.ibkr.api.IbkrClient; |
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| 12 | import br.com.kronus.ibkr.api.IbkrMapper; |
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| 13 | |||
| 14 | /** |
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| 15 | * Implementação de mercado usando IBKR, reutilizando a assinatura do serviço da Binance. |
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| 16 | */ |
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| 17 | public class ServicoMercadoFuturosIbkr implements ServicoMercadoFuturos { |
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| 18 | |||
| 19 | private final IbkrClient ibkr; |
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| 20 | private final AtomicInteger nextTickerId = new AtomicInteger(1); |
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| 21 | |||
| 22 | public ServicoMercadoFuturosIbkr(IbkrClient ibkr) { |
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| 23 | this.ibkr = ibkr; |
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| 24 | } |
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| 25 | |||
| 26 | /** |
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| 27 | * Obtém o último preço do símbolo usando market data da IBKR. |
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| 28 | */ |
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| 29 | @Override |
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| 30 | public BigDecimal obterUltimoPreco(String symbol) throws Exception { |
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| 31 | Contract contract = IbkrMapper.contratoFuturoIndice(symbol); |
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| 32 | |||
| 33 | int tickerId = nextTickerId.getAndIncrement(); |
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| 34 | CompletableFuture<BigDecimal> future = ibkr.registrarFuturePreco(tickerId); |
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| 35 | |||
| 36 | ibkr.getClient().reqMktData(tickerId, contract, "", false, false, null); |
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| 37 | |||
| 38 | BigDecimal preco = future.get(5, TimeUnit.SECONDS); |
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| 39 | |||
| 40 | ibkr.getClient().cancelMktData(tickerId); |
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| 41 | |||
| 42 | return preco; |
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| 43 | } |
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| 44 | } |