Subversion Repositories Integrator Subversion

package br.com.kronus.ibkr.futures;

import java.math.BigDecimal;

import java.time.Duration;

import java.util.Map;

import java.util.concurrent.CompletableFuture;

import java.util.concurrent.ConcurrentHashMap;

import java.util.concurrent.TimeUnit;

import com.ib.client.Contract;

import com.ib.client.Decimal;

import com.ib.client.Order;

import br.com.kronus.core.StatusOrdemFuturos;

import br.com.kronus.core.trade.ServicoOrdensFuturos;

import br.com.kronus.ibkr.api.IbkrClient;

import br.com.kronus.ibkr.api.IbkrMapper;

/**

 * Implementação de ordens usando IBKR, mantendo a assinatura da Binance.

 */

public class ServicoOrdensFuturosIbkr implements ServicoOrdensFuturos {

    private final IbkrClient ibkr;

    private final Map<String, Integer> mapaClientOrder = new ConcurrentHashMap<>();

    public ServicoOrdensFuturosIbkr(IbkrClient ibkr) {

        super();

        this.ibkr = ibkr;

    }

    @Override

    public StatusOrdemFuturos novaOrdemLimit(

            String symbol,

            String side,

            BigDecimal quantity,

            BigDecimal price,

            String clientOrderId

    ) throws Exception {

        int orderId = ibkr.getNextOrderIdBlocking(Duration.ofSeconds(5));

        Contract contract = IbkrMapper.contratoFuturoIndice(symbol);

        Order order = new Order();

        order.action(side);

        order.orderType("LMT");

        order.totalQuantity(Decimal.get(quantity));

        order.lmtPrice(price.doubleValue());

        order.tif("GTC");

        order.orderRef(clientOrderId);

        mapaClientOrder.put(clientOrderId, orderId);

        CompletableFuture<StatusOrdemFuturos> future = ibkr.registrarFutureOrdem(orderId);

        System.out.println("[IBKR-ORDEM] Enviando ordem: id=" + orderId +

                ", symbol=" + contract.symbol() +

                ", localSymbol=" + contract.localSymbol() +

                ", secType=" + contract.getSecType() +

                ", exchange=" + contract.exchange() +

                ", primaryExch=" + contract.primaryExch() +

                ", currency=" + contract.currency());

        ibkr.getClient().placeOrder(orderId, contract, order);

        StatusOrdemFuturos status = future.get(10, TimeUnit.SECONDS);

        status.setClientOrderId(clientOrderId);

        status.setSymbol(symbol);

        return status;

    }

    @Override

    public StatusOrdemFuturos consultarStatusOrdem(String symbol, String origClientOrderId) throws Exception {

        Integer orderId = mapaClientOrder.get(origClientOrderId);

        if (orderId == null) {

            throw new IllegalArgumentException("Não há orderId mapeado para clientOrderId=" + origClientOrderId);

        }

        CompletableFuture<StatusOrdemFuturos> future = ibkr.registrarFutureOrdem(orderId);

        ibkr.getClient().reqOpenOrders();

        StatusOrdemFuturos status = future.get(5, TimeUnit.SECONDS);

        status.setClientOrderId(origClientOrderId);

        status.setSymbol(symbol);

        return status;

    }

}