ewrapper.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

/*
 * EWrapper.java
 *
 */
package com.ib.client;

public interface EWrapper extends AnyWrapper {

    ///////////////////////////////////////////////////////////////////////
    // Interface methods
    ///////////////////////////////////////////////////////////////////////
    void tickPrice(int tickerId, int field, double price, int canAutoExecute);

    void tickSize(int tickerId, int field, int size);

    void tickOptionComputation(int tickerId, int field, double impliedVol, double delta, double modelPrice,
                               double pvDividend);

    void orderStatus(int orderId, String status, int filled, int remaining, double avgFillPrice, int permId,
                     int parentId, double lastFillPrice, int clientId);

    void openOrder(int orderId, Contract contract, Order order);

    void updateAccountValue(String key, String value, String currency, String accountName);

    void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue, double averageCost,
                         double unrealizedPNL, double realizedPNL, String accountName);

    void updateAccountTime(String timeStamp);

    void nextValidId(int orderId);

    void contractDetails(ContractDetails contractDetails);

    void bondContractDetails(ContractDetails contractDetails);

    void execDetails(int orderId, Contract contract, Execution execution);

    void updateMktDepth(int tickerId, int position, int operation, int side, double price, int size);

    void updateMktDepthL2(int tickerId, int position, String marketMaker, int operation, int side, double price,
                          int size);

    void updateNewsBulletin(int msgId, int msgType, String message, String origExchange);

    void managedAccounts(String accountsList);

    void receiveFA(int faDataType, String xml);

    void historicalData(int reqId, String date, double open, double high, double low, double close, int volume,
                        int count, double WAP, boolean hasGaps);

    void scannerParameters(String xml);

    void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance, String benchmark,
                     String projection);

    void tickGeneric(int tickerId, int tickType, double value);

    void tickString(int tickerId, int tickType, String value);
}