function tradingDemo
% Display the GUI window
GUI.cycle = 0;
GUI.lastPortfolio = [];
GUI.selectedRow = 1;
GUI.trading = false;
initGUI();
% TODO - indicate trades on graphs
% TODO - graph line/color/style to differentiate historical data / streaming quotes
% TODO - execution callback (update log, alert via email)
% TODO - Table headers colors
% Display the initial GUI window
function initGUI()
% Create a new figure
GUI.hFig = findall(0, '-depth',1, 'type','figure', 'Name','Trading demo');
if isempty(GUI.hFig)
GUI.hFig = figure('Name','Trading demo', 'NumberTitle','off', 'Visible','off', 'Color','w', 'Position',[100,100,750,600], 'Toolbar','none', 'MenuBar','none');
else
clf(GUI.hFig);
hc=findall(gcf); delete(hc(2:end)); % bypass javacomponent-clf bug on R2012b-R2013a
end
drawnow; pause(0.05);
oldWarn = warning('off','MATLAB:HandleGraphics:ObsoletedProperty:JavaFrame');
javaFrame = get(handle(GUI.hFig),'JavaFrame');
warning(oldWarn);
folder = fileparts(mfilename('fullpath'));
newIcon = javax.swing.ImageIcon([folder '/dollar.png']);
javaFrame.setFigureIcon(newIcon);
set(GUI.hFig,'Visible','on');
drawnow; pause(0.05);
% Prepare time label
GUI.hTimeLabel = uicontrol('Style','text', 'Units','norm', 'Position',[0,.8,.2,.17], 'FontSize',20, 'Background','w', 'String','');
% Display the main title
GUI.hTitle = uicontrol('Style','text', 'Units','norm', 'Position',[.2,.8,.6,.17], 'FontSize',20, 'Background','w', 'Foreground','b', 'String',['Demo trading' 10 'application']);
% Display the logo (animated GIF)
displayLogo(GUI.hFig, [folder '/dollar_animated_64x64.gif']);
% Prepare the resizable panels
oldWarn = warning('off','MATLAB:hg:PossibleDeprecatedJavaSetHGProperty');
hMainPanel = uipanel('Units','norm', 'Position',[0,0,1,.78], 'BorderType','none', 'Background','w');
[hLeftPanel, hRightPanel, hDivider] = uisplitpane(hMainPanel, 'DividerColor',.95*[1,1,1]); %#ok<NASGU>
[hLeftBottomPanel, hLeftTopPanel, hLeftDivider] = uisplitpane(hLeftPanel, 'Orientation','Vertical'); %#ok<NASGU>
[hRightBottomPanel, hRightTopPanel, hRightDivider] = uisplitpane(hRightPanel, 'Orientation','Vertical'); %#ok<NASGU>
warning(oldWarn);
% Prepare the log editbox
GUI.hLogPanel = uicontrol('style','edit', 'max',5, 'Parent',hLeftBottomPanel, 'Units','norm', 'Position',[0,0.2,1,0.8], 'Background','w');
jScroll = findjobj(GUI.hLogPanel);
try jScroll = jScroll(1); catch; end
try
jScroll.setVerticalScrollBarPolicy(jScroll.java.VERTICAL_SCROLLBAR_AS_NEEDED);
%jScroll.setBorder([]);
jScroll = jScroll.getViewport;
catch
% may possibly already be the viewport
end
GUI.jLogPanel = handle(jScroll.getView,'CallbackProperties');
GUI.jLogPanel.setEditable(false);
set(GUI.jLogPanel,'HyperlinkUpdateCallback',@linkCallbackFcn);
logMessage(GUI.jLogPanel, 'Initializing GUI...');
% Add the action buttons: <Clear log>, <Close positions>, <Pause/Resume trading>
initButton(hLeftBottomPanel, [.00,.01,.3,.18], 'Clear log', @(varargin) GUI.jLogPanel.setText(''));
initButton(hLeftBottomPanel, [.35,.01,.3,.18], 'Close positions', @closePositions);
initButton(hLeftBottomPanel, [.70,.01,.3,.18], 'Start trading', @toggleTrading);
% Prepare the axes
GUI.axTop = axes('Parent',hRightTopPanel, 'XColor',[.4,.4,.4], 'YColor',[.4,.4,.4]);
GUI.axBottom = axes('Parent',hRightBottomPanel, 'XColor',[.4,.4,.4], 'YColor',[.4,.4,.4]);
GUI.hTopLine = line('Visible','off', 'Parent',GUI.axTop);
GUI.hBottomLine = line('Visible','off', 'Parent',GUI.axBottom);
title(GUI.axBottom, 'P & L');
% Link all subplots
%linkaxes([GUI.axTop, GUI.axBottom],'x')
%linkprop([GUI.axTop, GUI.axBottom],{'XLim','XTickLabel','Xtick'});
%axes(GUI.axTop);
%dynamicDateTicks([GUI.axTop, GUI.axBottom]);
datetick(GUI.axTop, 'x', 'HH:MM:SS')
datetick(GUI.axBottom, 'x', 'HH:MM:SS')
% Prepare the data table
initDataTable(hLeftTopPanel);
% Check for the existence of IB-Matlab
if isempty(which('IBMatlab'))
logMessage(GUI.jLogPanel, 'IB-Matlab application not found - ', 'error')
logMessage(GUI.jLogPanel, 'contact Yair Altman:</font> <font color="blue"><a href="mailto:altmany@gmail.com?subject=IB-Matlab+for+demo&body=Hi Yair,">altmany@gmail.com</a>', 'error')
end
% Stop all existing timers
try stop(timerfindall); catch; end
try delete(timerfindall); catch; end
% Start the periodic GUI update timer
logMessage(GUI.jLogPanel, 'Starting update timer...');
GUI.inDataCallback = false;
start(timer('Tag','periodicUpdate', 'Period',0.5, 'ExecutionMode','FixedDelay', 'StartDelay',0.0, 'ErrorFcn','', 'TimerFcn',@periodicUpdateFcn));
% Update the historical data for all portfolio securities (1st cycle only)
getHistoricalData();
end % initGUI
% Initialize a specific GUI button
function initButton(hParent, position, label, callback)
name = genvarname(label);
label = strrep(label, ' ', char(10));
hAxes = axes('Parent',hParent, 'Units','norm', 'Position',position, 'Color',[.3,.3,1], ...
'Box','off', 'Xtick',[], 'YTick',[], 'YColor','w', 'XColor','w');
hText = text(0.5, 0.5, label, 'Parent',hAxes, 'tag',['tx' name], 'Color','k', ...
'Horizontal','center', 'FontName','Helvetica', 'FontSize',12, 'Fontweight','bold');
set([hAxes,hText], 'ButtonDownFcn',{callback,hAxes,hText});
GUI.(['ax' name]) = hAxes;
GUI.(['tx' name]) = hText;
% Create rounded button corners
N=200; a=2*pi*(0:N)/N; % number of vertix points
sa=sin(a);
ca=cos(a); ca=0.2*ca+0.7*sign(ca);
vert = [ca,1.2,1.2,-1.2,-1.2,1.2,1.2; sa,0,-1.2,-1.2,1.2,1.2,0]';
vert = 0.5 + 0.5*vert;
p = patch('Parent',hAxes, 'Vertices',vert, 'Faces',1:size(vert,1), 'FaceColor','w', 'EdgeColor','none');
try set(p, 'LineSmooth','on'); catch, end % HG1 only
set(hAxes,'XLim',[0,1],'YLim',[0,1]);
set(GUI.hFig,'Renderer','painters'); % patch changes to OpenGL which hides the axData labels
end % initButton
% Prepare the data table
function initDataTable(hParent)
% Display an empty data table
GUI.tableData = {'Symbol','Local','Exchange','Type','Pos','Cost','Latest','Value'};
GUI.hTable = uitable('Data',GUI.tableData, 'ColumnName','', 'RowName','', ...
'Parent',hParent, ... 'Enable','inactive',
... 'ColumnEditable',false(1,numCols), ...
'CellSelectionCallback',@tbCellSelection_Callback, ...
... 'ColumnWidth',num2cell(80*ones(1,10)), ... % this needs to be done below since it gets reset by the new table model
'FontSize',8, 'FontName','Helvetica', ...
'Units','norm', 'Pos',[0,0,1,1]);
drawnow;
pause(0.05);
% Add special Java-based formatting to the data table
formatDataTable();
end % initDataTable
% Add special Java-based formatting to the data table
function formatDataTable()
% Some basic stuff
jScroll = findjobj(GUI.hTable);
try jScroll = jScroll(1); jScroll = jScroll.getViewport; catch, end % may possibly already be the viewport
try jScroll = jScroll.getComponent(0).getViewport; catch, end % HG2
jTable = jScroll.getView;
%jTable.setEditable(false) % 'Enable'='inactive' above is better
jTable.setColumnResizable(true);
%jTable.setModel(com.jidesoft.grid.DefaultSpanTableModel(data,headers)) % TODO
% Cell selection callback - entire row
jTable.setNonContiguousCellSelection(false);
jTable.setRowSelectionAllowed(true);
jTable.setColumnSelectionAllowed(false);
set(jTable.getSelectionModel,'ValueChangedCallback',@tbCellSelection_Callback);
% Note: we don't use uitable's CellSelectionCallback because it requires Enable=on which allows editing
%set(handle(jTable,'CallbackProperties'), 'MouseClickedCallback',@tbCellSelection_Callback); % no good - doesn't work...
% Disable editing
ce = javax.swing.DefaultCellEditor(javax.swing.JTextField);
ce.setClickCountToStart(intmax); % =never...
for colIdx = 0 : jTable.getColumnCount-1
jTable.getColumnModel.getColumn(colIdx).setCellEditor(ce);
end
% Set the table to span the entire available width
jTable.setAutoResizeMode(jTable.AUTO_RESIZE_SUBSEQUENT_COLUMNS);
% Some formatting magic...
jTable.getTableHeader.setVisible(false);
jTable.getTableHeader.getParent.setBackground(java.awt.Color.white);
jTable.getParent.getParent.setBackground(java.awt.Color.white);
jTable.getParent.setBackground(java.awt.Color.white);
jTable.setBackground(java.awt.Color.white);
jTable.getParent.getParent.setBorder([]);
% Some colors... % TODO
%{
% first the header column
javaaddpath(fileparts(mfilename('fullpath')));
cr = ColoredFieldCellRenderer(java.awt.Color(.76,.66,.87)); % .48,.06,.90
cr.setDisabled(true); % to bg-color the entire column
cr.setCellBgColor(0,0,java.awt.Color.white);
cr.setSmartAlign(false); % always center
cr.setHorizontalAlignment(javax.swing.SwingConstants.CENTER);
% now the header row
for colIdx = 0 : jTable.getColumnCount-1
jTable.getColumnModel.getColumn(colIdx).setCellRenderer(cr);
end
%}
% All done - repaint
jTable.repaint
GUI.jTable = jTable;
return; % debug point
end % initDataTable
% Update the data table with updated portfolio data
function updateDataTable(portfolioData)
if 1 %GUI.jTable.getRowCount ~= length(portfolio)+1
%logMessage(GUI.jLogPanel, 'Updating portfolio data table...');
data = get(GUI.hTable,'Data');
data(2:end,:) = []; % delete data rows (keep header row)
for idx = 1 : length(portfolioData)
rowData = portfolioData(idx);
cost = rowData.averageCost;
if ~isempty(rowData.contract.m_multiplier)
cost = cost / str2double(rowData.contract.m_multiplier);
end
data(idx+1,:) = {rowData.symbol, rowData.localSymbol, rowData.exchange, ...
rowData.secType, rowData.position, ...
round(1e4*cost)/1e4, ...
round(1e4*rowData.marketPrice)/1e4, ...
round(rowData.marketValue)};
end
GUI.tableData = data;
set(GUI.hTable,'Data',data);
GUI.jTable.changeSelection(GUI.selectedRow, 0, false, false);
drawnow; pause(0.02);
formatDataTable();
end
end % updateDataTable
% Refresh data table & issue trade order
function refreshData()
try
% Issue a new trade order
if GUI.trading && ~isempty(GUI.lastPortfolio)
numContracts = length(GUI.lastPortfolio);
contractIdx = randi(numContracts);
quantity = randi(3) - 2; % -1, 0 or +1
tradeContract(contractIdx, quantity);
end
% Get the latest portfolio data
%disp(datestr(now,'=> HH:MM:SS.FFF'))
GUI.inDataCallback = true;
portfolioData = IBMatlab('action','portfolio', 'MsgDisplayLevel',1, 'CallbackMessage',@apiMessage, 'AccountName','DU32943');
% Update the data table
if ~isequal(GUI.lastPortfolio, portfolioData)
%GUI.lastPortfolio, portfolioData
%disp(datestr(now,'<= HH:MM:SS.FFF'))
GUI.lastPortfolio = portfolioData;
% Update the uitable
updateDataTable(portfolioData);
end
%disp(datestr(now,'<< HH:MM:SS.FFF'))
drawnow;
catch
% Maybe IB-Matlab is not available...
err = lasterror; %#ok<LERR,NASGU>
end
end % refreshData
% Periodically update the GUI
function periodicUpdateFcn(hTimer,eventData) %#ok<INUSD>
% Update the timestamp label
try
newLabel = strrep(datestr(now, 'mmm dd-HH:MM:SS'),'-',char(10));
set(GUI.hTimeLabel, 'String',newLabel);
catch
stop(hTimer);
delete(hTimer);
end
% Update the log box's scrollbars (gets reset by Matlab...)
jScroll = GUI.jLogPanel.getParent.getParent;
jScroll.setVerticalScrollBarPolicy(jScroll.VERTICAL_SCROLLBAR_AS_NEEDED);
% Refresh the data table every 5 secs
%disp([datestr(now) ' - ' num2str(GUI.cycle)])
if ~GUI.inDataCallback && mod(GUI.cycle,10)==0
refreshData();
end
GUI.inDataCallback = false;
GUI.cycle = GUI.cycle + 1;
% Update the axes
updateAxes();
end % periodicUpdateFcn
% Update the data axes
function updateAxes()
try
if ~ishandle(GUI.axTop), return; end % sanity check
% Get the latest selected row's data
rowData = GUI.tableData(GUI.selectedRow+1,:);
fieldname = genvarname(rowData{2}); % localSymbol
data = GUI.marketData.(fieldname);
% Update the top axes
title(GUI.axTop, [rowData{2} ' @ ' rowData{3}]);
firstIdx = max(1, data.idx - 899); % Last 15 mins only
xdata = data.dateNum(firstIdx:data.idx) - floor(data.dateNum(firstIdx));
ydata = data.price(firstIdx:data.idx);
set(GUI.hTopLine, 'XData',xdata, 'YData',ydata, 'Visible','on');
xdataLim = [xdata(1),xdata(end)];
set(GUI.axTop, 'XLim',xdataLim);
% Updating the X labels takes time and is unnecessary, so do it only once every few secs
if mod(GUI.cycle,10)==1
datetick(GUI.axTop,'x', 'HH:MM', 'keeplimits');
end
catch
% never mind...
err = lasterror; %#ok<LERR,NASGU>
%GUI
end
try
% Update the bottom axes
currency = GUI.lastPortfolio(GUI.selectedRow).currency;
title(GUI.axBottom, ['P&L [' currency ']']);
pnl = rowData{8} * (ydata-rowData{6});
set(GUI.hBottomLine, 'XData',xdata, 'YData',pnl, 'Visible','on');
set(GUI.axBottom, 'XLim',xdataLim);
% Updating the X labels takes time and is unnecessary, so do it only once every few secs
if mod(GUI.cycle,10)==1
datetick(GUI.axBottom,'x', 'HH:MM', 'keeplimits');
end
catch
% never mind...
err = lasterror; %#ok<LERR,NASGU>
end
drawnow;
end % updateAxes
% Select a different table row
function tbCellSelection_Callback(hTable, eventData) %#ok<INUSL>
try
selectedRow = eventData.Indices(1) - 1;
catch
selectedRow = eventData.getSource.getMinSelectionIndex;
end
if selectedRow <= 0 % =header row (unselectable)
GUI.jTable.changeSelection(GUI.selectedRow, 0, false, false);
else
GUI.selectedRow = selectedRow;
end
end % tbCellSelection_Callback
% Get the historical data for all portfolio securities
function getHistoricalData()
try
N = 10000; % max space for data
GUI.marketData = [];
GUI.marketData.IDs = containers.Map('KeyType','double','ValueType','char');
%dbstop tradingDemo 220
for idx = 1 : length(GUI.lastPortfolio)
% Get the latest historical data for this security
rowData = GUI.lastPortfolio(idx);
fieldname = genvarname(rowData.localSymbol);
logMessage(GUI.jLogPanel, ['Retrieving historical data for ' rowData.localSymbol ' @ ' rowData.exchange '...'], 'info');
contractParams = {'symbol',rowData.symbol, 'localSymbol',rowData.localSymbol, ...
'secType',rowData.secType, 'currency',rowData.currency, ...
'expiry',rowData.expiry, 'exchange',strrep(rowData.exchange,'NASDAQ','SMART')};
%if ~strcmpi(rowData.secType,'cash'), continue; end
data = IBMatlab('action','history', contractParams{:}, 'WhatToShow','MidPoint', ...
'barSize','1 secs', 'durationValue',900, 'DurationUnits','S');
% Pre-allocate space for the streaming data
[dateNums, sortedIdx] = sort(data.dateNum);
dataStruct = struct('security',rowData, 'dateNum',dateNums, 'price',data.close(sortedIdx), 'idx',length(data.close));
dataStruct.dateNum(end+1:N) = NaN;
dataStruct.price (end+1:N) = NaN;
GUI.marketData.(fieldname) = dataStruct;
% Start collecting streaming quotes data
reqId = IBMatlab('action','query', contractParams{:}, 'QuotesNumber',inf, 'ReconnectEvery',inf, 'CallbackTickPrice',@tickPriceCallback);
if isstruct(reqId)
dummy = IBMatlab('action','query', contractParams{:}, 'QuotesNumber',0, 'CallbackTickPrice',@tickPriceCallback); %#ok<NASGU> % close streaming
reqId = IBMatlab('action','query', contractParams{:}, 'QuotesNumber',inf, 'CallbackTickPrice',@tickPriceCallback); % restart streaming
end % might happen from a previous streaming session
GUI.marketData.IDs(reqId) = fieldname;
GUI.marketData.(fieldname).reqId = reqId;
% Pause a bit before continuing to the next portfolio security
pause(2);
continue; % debug breakpoint
end
catch
err = lasterror; %#ok<LERR,NASGU>
end
end % getHistoricalData
% TickPrice event callback (for streaming quotes)
function tickPriceCallback(ibConnectionObject, eventData)
global gGUI % used for debugging only, not used by the application
try
% If GUI has existed, stop collecting data
reqId = eventData.tickerId;
if ~ishandle(GUI.hFig)
ibConnectionObject.cancelMktData(reqId);
else
% Append the streaming quotes to the contract data
fieldType = eventData.field;
if fieldType == com.ib.client.TickType.BID % ASK=1, BID==2, LAST==4, CLOSE==9
fieldname = GUI.marketData.IDs(reqId);
newIdx = GUI.marketData.(fieldname).idx + 1;
GUI.marketData.(fieldname).price(newIdx) = eventData.price;
GUI.marketData.(fieldname).dateNum(newIdx) = now;
GUI.marketData.(fieldname).idx = newIdx;
fprintf('%s %s (#%d) = %g\n', datestr(now,'HH:MM:SS.FFF'), fieldname, newIdx, eventData.price);
gGUI = GUI; % used for debugging only, not used by the application
end
end
catch
% ignore...
end
end % tickPriceCallback
% Handle API log messages
function apiMessage(ibConnection,eventData,varargin) %#ok<INUSL>
try
msg = strrep(char(eventData.message), ':', ': ');
if ~strcmpi(eventData.type,'msg2') || (eventData.data2 < 2000 && eventData.data2 ~= 300)
logMessage(GUI.jLogPanel, msg, 'error');
elseif ~ismember(eventData.data2,[2100,2107]) % API has been unsubscribed from client data; Market data farm connection is OK
%msg = [eventData.message ' (' num2str(eventData.data2) ')'];
logMessage(GUI.jLogPanel, msg, 'info');
end
catch
% never mind...
end
end % apiMessage
% Trade a specific contract
function tradeContract(contractIdx, quantity)
rowData = GUI.lastPortfolio(contractIdx);
contractParams = {'symbol',rowData.symbol, 'localSymbol',rowData.localSymbol, ...
'secType',rowData.secType, 'currency',rowData.currency, ...
'expiry',rowData.expiry, 'exchange',strrep(rowData.exchange,'NASDAQ','SMART')};
if quantity == 0
msg = 'Decided not to trade in this cycle';
elseif quantity > 0
orderId = IBMatlab('action','buy', contractParams{:}, 'quantity',quantity, 'type','mkt');
msg = sprintf('Buying %d %s (%s) on %s => order ID=%d', quantity, rowData.localSymbol, rowData.secType, rowData.exchange, orderId);
else % quantity < 0
orderId = IBMatlab('action','sell', contractParams{:}, 'quantity',-quantity, 'type','mkt');
msg = sprintf('Selling %d %s (%s) on %s => order ID=%d', -quantity, rowData.localSymbol, rowData.secType, rowData.exchange, orderId);
end
logMessage(GUI.jLogPanel, msg, 'warning');
end % tradeContract
% Button callback - close all open positions
function closePositions(varargin)
for contractIdx = 1 : length(GUI.lastPortfolio)
quantity = -GUI.lastPortfolio(contractIdx).position;
if quantity ~= 0
tradeContract(contractIdx, quantity);
end
end
end % closePositions
% Button callback - pause/resume trading
function toggleTrading(hObject,eventData,hAxes,hText) %#ok<INUSL>
GUI.trading = ~GUI.trading;
if GUI.trading
set(hText,'String',['Pause' 10 'trading']);
set(hAxes,'Color','r');
else
set(hText,'String',['Resume' 10 'trading']);
set(hAxes,'Color','g');
end
end % toggleTrading
end % tradingDemo
% Display the logo (animated GIF)
function displayLogo(hParent, logoFilename)
htmlStr = ['<html><img src="file:/' logoFilename '">'];
je = javax.swing.JEditorPane('text/html', htmlStr);
je.setEditable(false);
[hje, container] = javacomponent(je,[],hParent); %#ok<ASGLU>
set(container, 'Units','norm', 'Pos',[0.8,0.8,0.2,0.18])
end % displayLogo
% Log message utility
function logMessage(jEditbox,text,severity)
% Ensure we have an HTML-ready editbox
HTMLclassname = 'javax.swing.text.html.HTMLEditorKit';
if ~isa(jEditbox.getEditorKit,HTMLclassname)
jEditbox.setContentType('text/html');
end
% Parse the severity and prepare the HTML message segment
if nargin<3, severity='info'; end
switch lower(severity(1))
case 'i', icon = 'greenarrowicon.gif'; color='gray';
case 'w', icon = 'demoicon.gif'; color='black';
otherwise, icon = 'warning.gif'; color='red';
end
icon = fullfile(matlabroot,'toolbox/matlab/icons',icon);
iconTxt =['<img src="file:///',icon,'" height=16 width=16>'];
msgTxt = [' <font color=',color,'>',datestr(now,'HH:MM:SS'),' ',text,'</font>'];
newText = [iconTxt,msgTxt];
endPosition = jEditbox.getDocument.getLength;
if endPosition>0, newText=['<br/>' newText]; end
% Place the HTML message segment at the bottom of the editbox
currentHTML = char(jEditbox.getText);
jEditbox.setText(strrep(currentHTML,'</body>',newText));
endPosition = jEditbox.getDocument.getLength;
jEditbox.setCaretPosition(endPosition); % end of content
end % logMessage
% Hyperlink callback function
function linkCallbackFcn(src,eventData) %#ok<INUSL>
url = eventData.getURL; % a java.net.URL object
switch char(eventData.getEventType)
case char(eventData.getEventType.ACTIVATED)
%jEditbox.setPage(url);
web([char(url.getProtocol) ':' char(url.getFile)]);
end
end
