Allow getting scraped yahoo finace closing price data when not connec…

…ted to TWS (message box displayed when TWS connect fails allowing the user the choice), or when connected to TWS but after hours and without correct market data subscription.

IB-Tracker/src/Config/Config.h

@@ -26,7 +26,7 @@ SOFTWARE.
 
 #pragma once
 
-constexpr std::wstring version = L"2.0.1";
+constexpr std::wstring version = L"2.1.0";
 
 bool SaveConfig();
 bool LoadConfig();

IB-Tracker/src/MainWindow/tws-client.cpp

@@ -46,9 +46,106 @@ SOFTWARE.
 std::atomic<bool> isThreadPaused = false;
 std::atomic<bool> isMonitorThreadActive = false;
 
+bool MarketDataSubscriptionError = false;
+
 TwsClient client;
 
 
+
+//
+// If not connected to TWS or after hours and no market data then attmept to scrape yahoo finance
+// to get the closing price of the stock.
+//
+double GetScrapedClosingPrice(std::wstring wszTickerSymbol)
+{
+	static std::wstring curlCommand = L"C:/Windows/System32/curl.exe";
+	static bool curlExists = AfxFileExists(curlCommand);
+	if (!curlExists) return 0;
+
+	std::wstring cmd = L"C:/Windows/System32/curl.exe \"https://query1.finance.yahoo.com/v7/finance/download/" + wszTickerSymbol + L"?interval=1d&events=history\"";
+	std::wstring wszText = AfxExecCmd(cmd);
+
+	std::wstring wszClosingPrice = L"";
+
+	// Get the last line and parse for the closing price
+	if (wszText.size()) {
+		std::vector<std::wstring> lines = AfxSplit(wszText, L"\n");
+		std::wstring wszLastLine = lines.at(lines.size() - 1);
+		std::vector<std::wstring> prices = AfxSplit(wszLastLine, L",");
+		try { wszClosingPrice = prices.at(4); }
+		catch (...) {}
+	}
+
+	return AfxValDouble(wszClosingPrice);
+}
+
+
+//
+// Could not connect to TWS so we don't have any market data. Allow user the opportunity to try to get scraped data.
+//
+void UpdateTickersWithScrapedData()
+{
+	std::unordered_map<std::wstring, double> mapPrices;
+
+	HWND hListBox = GetDlgItem(HWND_ACTIVETRADES, IDC_TRADES_LISTBOX);
+
+	int lbCount = ListBox_GetCount(hListBox);
+
+	for (int nIndex = 0; nIndex < lbCount; nIndex++) {
+		ListBoxData* ld = (ListBoxData*)ListBox_GetItemData(hListBox, nIndex);
+		if (ld == nullptr) continue;
+
+		if ((ld->trade != nullptr) && (ld->lineType == LineType::TickerLine)) {
+
+			if (ld->trade->tickerLastPrice == 0 && ld->trade->tickerClosePrice == 0) {
+
+				std::wstring wszTickerSymbol = ld->trade->tickerSymbol;
+				if (wszTickerSymbol == L"SPX") wszTickerSymbol = L"^SPX";
+				if (wszTickerSymbol == L"NDX") wszTickerSymbol = L"^NDX";
+				if (wszTickerSymbol == L"RUT") wszTickerSymbol = L"^RUT";
+				if (wszTickerSymbol == L"VIX") wszTickerSymbol = L"^VIX";
+				if (IsFuturesTicker(wszTickerSymbol)) {
+					wszTickerSymbol = wszTickerSymbol.substr(1);
+					if (wszTickerSymbol == L"AUD") wszTickerSymbol = L"6A";
+					if (wszTickerSymbol == L"GBP") wszTickerSymbol = L"6B";
+					if (wszTickerSymbol == L"EUR") wszTickerSymbol = L"6E";
+					if (wszTickerSymbol == L"CAD") wszTickerSymbol = L"CD";
+					if (wszTickerSymbol == L"JPY") wszTickerSymbol = L"JY";
+					if (wszTickerSymbol == L"CHF") wszTickerSymbol = L"SF";
+					if (wszTickerSymbol == L"INR") wszTickerSymbol = L"IR";
+					wszTickerSymbol = wszTickerSymbol + L"=F";
+				}
+
+				// Lookup our map to see if we have already retrieved the price from a previous scrap. If
+				// yes, then use that value rather than doing yet another scrap.
+				if (mapPrices.count(wszTickerSymbol)) {
+					ld->trade->tickerClosePrice = mapPrices.at(wszTickerSymbol);
+				}
+				else {
+					ld->trade->tickerClosePrice = GetScrapedClosingPrice(wszTickerSymbol);
+					mapPrices[wszTickerSymbol] = ld->trade->tickerClosePrice;
+				}
+
+
+				std::wstring wszText = AfxMoney(ld->trade->tickerClosePrice, false, ld->trade->tickerDecimals);
+				ld->SetTextData(COLUMN_TICKER_CURRENTPRICE, wszText, COLOR_WHITELIGHT);  // current price
+
+				// Do calculation to ensure column widths are wide enough to accommodate the new
+				// price data that has just arrived.
+				ListBoxData_ResizeColumnWidths(hListBox, TableType::ActiveTrades, nIndex);
+
+				RECT rc{};
+				ListBox_GetItemRect(hListBox, nIndex, &rc);
+				InvalidateRect(hListBox, &rc, TRUE);
+				UpdateWindow(hListBox);
+
+			}
+		}
+	}
+}
+
+
+
 //
 // Thread function
 //
@@ -138,9 +235,14 @@ bool tws_connect()
 
 	if (res == false) {
         SendMessage(HWND_SIDEMENU, MSG_TWS_CONNECT_FAILURE, 0, 0);
-		std::wstring wszText = 
-			L"Could not connect to TWS.\n\nConfirm in TWS, File->Global Configuration->API->Settings menu that 'Enable ActiveX and Client Sockets' is enabled and connection port is set to 7496.";
-		MessageBox(HWND_ACTIVETRADES, wszText.c_str(), L"Connection Failed", MB_OK | MB_ICONEXCLAMATION);
+		std::wstring wszText =
+			L"Could not connect to TWS.\n\n" \
+			"Confirm in TWS, File->Global Configuration->API->Settings menu that 'Enable ActiveX and Client Sockets' is enabled and connection port is set to 7496.\n\n" \
+			"Do you wish to retrieve closing price quotes from scraped Yahoo Finance data?";
+		if (MessageBox(HWND_ACTIVETRADES, wszText.c_str(), L"Connection Failed", MB_YESNOCANCEL | MB_ICONEXCLAMATION | MB_DEFBUTTON2) == IDYES) {
+			UpdateTickersWithScrapedData();
+		}
+		return false;
     }
 
     return res;
@@ -425,6 +527,8 @@ void TwsClient::tickGeneric(TickerId tickerId, TickType tickType, double value)
 }
 
 
+
+
 void TwsClient::tickPrice(TickerId tickerId, TickType field, double price, const TickAttrib& attribs) {
 	if (isThreadPaused) return;
 
@@ -477,6 +581,8 @@ void TwsClient::tickPrice(TickerId tickerId, TickType field, double price, const
 						ld->trade->tickerClosePrice = price;
 				}
 
+
+
 				// Calculate the price change
 				double delta = 0;
 				if (ld->trade->tickerClosePrice != 0) {
@@ -625,8 +731,19 @@ void TwsClient::error(int id, int errorCode, const std::string& errorString, con
 		return;
 	}
 	printf("Error. Id: %d, Code: %d, Msg: %s\n", id, errorCode, errorString.c_str());
+
+
+	// If error codes 10091 or 10089 then we are connected most likely after hours and we do not have
+	// access to streaming data. In this case we will attempt scrap for the closing price.
+	switch (errorCode) {
+	case 10089:
+	case 10091:
+		MarketDataSubscriptionError = true;
+		return;
+	}
 }
 
+
 void TwsClient::position(const std::string& account, const Contract& contract, Decimal position, double avgCost)
 {
 	// This callback is initiated by the reqPositions() call via the clicking on Reconcile button.
@@ -639,6 +756,16 @@ void TwsClient::positionEnd()
 	// the position callback.
 	m_pClient->cancelPositions();
 	Reconcile_positionEnd();
+
+	// We have finished requesting positions. It is possible that some position closing prices were 
+	// not retrieved because maybe we are connected but it is after hours and we need additional
+	// subscriptions to access the data.
+	// Check global variable for the market subscription error and then attempt scraping from yahoo finance.
+	if (MarketDataSubscriptionError) {
+		UpdateTickersWithScrapedData();
+		MarketDataSubscriptionError = false;
+	}
+
 }
 
 void TwsClient::tickOptionComputation(TickerId tickerId, TickType tickType, int tickAttrib, double impliedVol, double delta,

IB-Tracker/src/Utilities/AfxWin.cpp

@@ -29,6 +29,81 @@ SOFTWARE.
 #include "AfxWin.h"
 
 
+//
+// Execute a command and get the results. (Only standard output)
+//
+std::wstring AfxExecCmd(std::wstring cmd) // [in] command to execute
+{
+    std::wstring strResult;
+    HANDLE hPipeRead, hPipeWrite;
+
+    SECURITY_ATTRIBUTES saAttr = { sizeof(SECURITY_ATTRIBUTES) };
+    saAttr.bInheritHandle = TRUE; // Pipe handles are inherited by child process.
+    saAttr.lpSecurityDescriptor = NULL;
+
+    // Create a pipe to get results from child's stdout.
+    if (!CreatePipe(&hPipeRead, &hPipeWrite, &saAttr, 0)) {
+        return strResult;
+    }
+
+    STARTUPINFOW si = { sizeof(STARTUPINFOW) };
+    si.dwFlags = STARTF_USESHOWWINDOW | STARTF_USESTDHANDLES;
+    si.hStdOutput = hPipeWrite;
+    si.hStdError = hPipeWrite;
+    si.wShowWindow = SW_HIDE; // Prevents cmd window from flashing.
+    // Requires STARTF_USESHOWWINDOW in dwFlags.
+
+    PROCESS_INFORMATION pi = { 0 };
+
+    BOOL fSuccess = CreateProcessW(NULL, (LPWSTR)cmd.c_str(), NULL, NULL, TRUE, CREATE_NEW_CONSOLE, NULL, NULL, &si, &pi);
+    if (!fSuccess)
+    {
+        CloseHandle(hPipeWrite);
+        CloseHandle(hPipeRead);
+        return strResult;
+    }
+
+    bool bProcessEnded = false;
+    for (; !bProcessEnded;)
+    {
+        // Give some timeslice (50 ms), so we won't waste 100% CPU.
+        bProcessEnded = WaitForSingleObject(pi.hProcess, 50) == WAIT_OBJECT_0;
+
+        // Even if process exited - we continue reading, if
+        // there is some data available over pipe.
+        for (;;)
+        {
+            char buf[1024];
+            DWORD dwRead = 0;
+            DWORD dwAvail = 0;
+
+            if (!::PeekNamedPipe(hPipeRead, NULL, 0, NULL, &dwAvail, NULL))
+                break;
+
+            if (!dwAvail) // No data available, return
+                break;
+
+            if (!::ReadFile(hPipeRead, buf, min(sizeof(buf) - 1, dwAvail), &dwRead, NULL) || !dwRead)
+                // Error, the child process might ended
+                break;
+
+            buf[dwRead] = 0;
+
+            const size_t WCHARBUF = 1024;
+            wchar_t  wszDest[WCHARBUF];
+            MultiByteToWideChar(CP_ACP, MB_PRECOMPOSED, buf, -1, wszDest, WCHARBUF);
+            strResult += wszDest;
+        }
+    }
+
+    CloseHandle(hPipeWrite);
+    CloseHandle(hPipeRead);
+    CloseHandle(pi.hProcess);
+    CloseHandle(pi.hThread);
+    return strResult;
+}
+
+
 // ========================================================================================
 // Redraws the specified window.
 // Do not use it from within a WM_PAINT message.

IB-Tracker/src/Utilities/AfxWin.h

@@ -31,6 +31,9 @@ SOFTWARE.
 #include <string>
 #include <winver.h>
 
+
+std::wstring AfxExecCmd(std::wstring cmd);
+
 void AfxRedrawWindow(HWND hwnd);
 std::wstring AfxGetWindowText(HWND hwnd);
 bool AfxSetWindowText(HWND hwnd, const std::wstring& wszText);

IB-Tracker/src/Utilities/ListBoxData.cpp

@@ -379,8 +379,9 @@ void ListBoxData_RequestMarketData(HWND hListBox)
         }
     }
 
-    if (tws_isConnected())
+    if (tws_isConnected()) {
         PrevMarketDataLoaded = true;
+    }
 
 
     // Request portfolio updates. This also loads the IBKR and local vectors that 

IB-Tracker/src/main.cpp

@@ -41,6 +41,9 @@ name='Microsoft.Windows.Common-Controls' version='6.0.0.0' \
 processorArchitecture='*' publicKeyToken='6595b64144ccf1df' language='*'\"")
 
 
+
+
+
 void BindStdHandlesToConsole()
 {
     // Redirect the CRT standard input, output, and error handles to the console