eclientsocket.java

网上期货交易的外挂原码,可实现自动交易功能,自动添加模块

                    double upper = order.m_orderType.equals("VOL") ? order.m_stockRangeUpper : Double.MAX_VALUE;
                    sendMax(lower);
                    sendMax(upper);
                }
                sendMax(order.m_referencePriceType);
            }

            if (m_serverVersion >= 30) { // TRAIL_STOP_LIMIT stop price
                sendMax(order.m_trailStopPrice);
            }
        } catch (Exception e) {
            error(id, EClientErrors.FAIL_SEND_ORDER, "" + e);
            close();
        }
    }

    public synchronized void reqAccountUpdates(boolean subscribe, String acctCode) {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 2;

        // send cancel order msg
        try {
            send(REQ_ACCOUNT_DATA);
            send(VERSION);
            send(subscribe);

            // Send the account code. This will only be used for FA clients
            if (m_serverVersion >= 9) {
                send(acctCode);
            }
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_ACCT, "" + e);
            close();
        }
    }

    public synchronized void reqExecutions(ExecutionFilter filter) {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 2;

        // send cancel order msg
        try {
            send(REQ_EXECUTIONS);
            send(VERSION);

            // Send the execution rpt filter data
            if (m_serverVersion >= 9) {
                send(filter.m_clientId);
                send(filter.m_acctCode);

                // Note that the valid format for m_time is "yyyymmdd-hh:mm:ss"
                send(filter.m_time);
                send(filter.m_symbol);
                send(filter.m_secType);
                send(filter.m_exchange);
                send(filter.m_side);
            }
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_EXEC, "" + e);
            close();
        }
    }

    public synchronized void cancelOrder(int id) {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        // send cancel order msg
        try {
            send(CANCEL_ORDER);
            send(VERSION);
            send(id);
        } catch (Exception e) {
            error(id, EClientErrors.FAIL_SEND_CORDER, "" + e);
            close();
        }
    }

    public synchronized void reqOpenOrders() {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        // send cancel order msg
        try {
            send(REQ_OPEN_ORDERS);
            send(VERSION);
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_OORDER, "" + e);
            close();
        }
    }

    public synchronized void reqIds(int numIds) {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        try {
            send(REQ_IDS);
            send(VERSION);
            send(numIds);
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_CORDER, "" + e);
            close();
        }
    }

    public synchronized void reqNewsBulletins(boolean allMsgs) {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        try {
            send(REQ_NEWS_BULLETINS);
            send(VERSION);
            send(allMsgs);
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_CORDER, "" + e);
            close();
        }
    }

    public synchronized void cancelNewsBulletins() {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        // send cancel order msg
        try {
            send(CANCEL_NEWS_BULLETINS);
            send(VERSION);
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_CORDER, "" + e);
            close();
        }
    }

    public synchronized void setServerLogLevel(int logLevel) {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        // send the set server logging level message
        try {
            send(SET_SERVER_LOGLEVEL);
            send(VERSION);
            send(logLevel);
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_SERVER_LOG_LEVEL, "" + e);
            close();
        }
    }

    public synchronized void reqAutoOpenOrders(boolean bAutoBind) {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        // send req open orders msg
        try {
            send(REQ_AUTO_OPEN_ORDERS);
            send(VERSION);
            send(bAutoBind);
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_OORDER, "" + e);
            close();
        }
    }

    public synchronized void reqAllOpenOrders() {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        // send req all open orders msg
        try {
            send(REQ_ALL_OPEN_ORDERS);
            send(VERSION);
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_OORDER, "" + e);
            close();
        }
    }

    public synchronized void reqManagedAccts() {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        // send req FA managed accounts msg
        try {
            send(REQ_MANAGED_ACCTS);
            send(VERSION);
        } catch (Exception e) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_OORDER, "" + e);
            close();
        }
    }

    public synchronized void requestFA(int faDataType) {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        // This feature is only available for versions of TWS >= 13
        if (m_serverVersion < 13) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS.code(), EClientErrors.UPDATE_TWS.msg());
            return;
        }

        final int VERSION = 1;

        try {
            send(REQ_FA);
            send(VERSION);
            send(faDataType);
        } catch (Exception e) {
            error(faDataType, EClientErrors.FAIL_SEND_FA_REQUEST, "" + e);
            close();
        }
    }

    public synchronized void replaceFA(int faDataType, String xml) {
        // not connected?
        if (!m_connected) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        // This feature is only available for versions of TWS >= 13
        if (m_serverVersion < 13) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS.code(), EClientErrors.UPDATE_TWS.msg());
            return;
        }

        final int VERSION = 1;

        try {
            send(REPLACE_FA);
            send(VERSION);
            send(faDataType);
            send(xml);
        } catch (Exception e) {
            error(faDataType, EClientErrors.FAIL_SEND_FA_REPLACE, "" + e);
            close();
        }
    }

    protected synchronized void error(String err) {
        m_anyWrapper.error(err);
    }

    protected synchronized void error(int id, int errorCode, String errorMsg) {
        m_anyWrapper.error(id, errorCode, errorMsg);
    }

    protected void close() {
        eDisconnect();
        m_anyWrapper.connectionClosed();
    }

    private static boolean is(String str) {
        // return true if the string is not empty
        return str != null && str.length() > 0;
    }

    private static boolean isNull(String str) {
        // return true if the string is null or empty
        return!is(str);
    }

    private void error(int id, EClientErrors.CodeMsgPair pair, String tail) {
        error(id, pair.code(), pair.msg() + tail);
    }

    protected void send(String str) throws IOException {
        // write string to data buffer; writer thread will
        // write it to socket
        if (str != null) {
            m_dos.write(str.getBytes());
        }
        sendEOL();
    }

    private void sendEOL() throws IOException {
        m_dos.write(EOL);
    }

    protected void send(int val) throws IOException {
        send(String.valueOf(val));
    }

    protected void send(char val) throws IOException {
        m_dos.write(val);
        sendEOL();
    }

    protected void send(double val) throws IOException {
        send(String.valueOf(val));
    }

    protected void send(long val) throws IOException {
        send(String.valueOf(val));
    }

    private void sendMax(double val) throws IOException {
        if (val == Double.MAX_VALUE) {
            sendEOL();
        } else {
            send(String.valueOf(val));
        }
    }

    private void sendMax(int val) throws IOException {
        if (val == Integer.MAX_VALUE) {
            sendEOL();
        } else {
            send(String.valueOf(val));
        }
    }

    protected void send(boolean val) throws IOException {
        send(val ? 1 : 0);
    }

    /** Overridden in subclass. */
    public EReader createReader(EClientSocket socket, DataInputStream dis) {
        return new EReader(socket, dis);
    }

}