eclientsocket.java

TWS Source code for IB interface

                                                int useRTH, int formatDate) {
        // not connected?
        if( !m_connected) {
            error( tickerId, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 4;

        try {
          if (m_serverVersion < 16) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS,
                  "  It does not support historical data backfill.");
            return;
          }

          send(REQ_HISTORICAL_DATA);
          send(VERSION);
          send(tickerId);
          
          // send contract fields
          send(contract.m_symbol);
          send(contract.m_secType);
          send(contract.m_expiry);
          send(contract.m_strike);
          send(contract.m_right);
          send(contract.m_multiplier);
          send(contract.m_exchange);
          send(contract.m_primaryExch);
          send(contract.m_currency);
          send(contract.m_localSymbol);
          if (m_serverVersion >= 31) {
        	  send(contract.m_includeExpired ? 1 : 0);
          }
          if (m_serverVersion >= 20) {
              send(endDateTime);
              send(barSizeSetting);
          }
          send(durationStr);
          send(useRTH);
          send(whatToShow);
          if (m_serverVersion > 16) {
              send(formatDate);
          }
          if (BAG_SEC_TYPE.equalsIgnoreCase(contract.m_secType)) {
              if (contract.m_comboLegs == null) {
                  send(0);
              }
              else {
                  send(contract.m_comboLegs.size());

                  ComboLeg comboLeg;
                  for (int i = 0; i < contract.m_comboLegs.size(); i++) {
                      comboLeg = (ComboLeg) contract.m_comboLegs.get(i);
                      send(comboLeg.m_conId);
                      send(comboLeg.m_ratio);
                      send(comboLeg.m_action);
                      send(comboLeg.m_exchange);
                  }
              }
          }
        }
        catch (Exception e) {
          error(tickerId, EClientErrors.FAIL_SEND_REQHISTDATA, "" + e);
          close();
        }
    }
    
    public synchronized void reqRealTimeBars(int tickerId, Contract contract, int barSize, String whatToShow, boolean useRTH) {
        // not connected?
        if (!m_connected ) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }
        if (m_serverVersion < MIN_SERVER_VER_REAL_TIME_BARS) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS,
                  "  It does not support real time bars.");
            return;
        }

        final int VERSION = 1;

        try {
            // send req mkt data msg
            send(REQ_REAL_TIME_BARS);
            send(VERSION);
            send(tickerId);

            // send contract fields
            send(contract.m_symbol);
            send(contract.m_secType);
            send(contract.m_expiry);
            send(contract.m_strike);
            send(contract.m_right);
            send(contract.m_multiplier);
            send(contract.m_exchange);
            send(contract.m_primaryExch);
            send(contract.m_currency);
            send(contract.m_localSymbol);
            send(barSize);
            send(whatToShow);
            send(useRTH);
            
        }
        catch( Exception e) {
            error( tickerId, EClientErrors.FAIL_SEND_REQRTBARS, "" + e);
            close();
        }

    }

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

        // This feature is only available for versions of TWS >=4
        if( m_serverVersion < 4) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS.code(),
                            EClientErrors.UPDATE_TWS.msg());
            return;
        }

        final int VERSION = 4;

        try {
            // send req mkt data msg
            send( REQ_CONTRACT_DATA);
            send( VERSION);

            // send contract fields
            if (m_serverVersion >= MIN_SERVER_VER_CONTRACT_CONID) {
            	send(contract.m_conId);
            }
            send( contract.m_symbol);
            send( contract.m_secType);
            send( contract.m_expiry);
            send( contract.m_strike);
            send( contract.m_right);
            if (m_serverVersion >= 15) {
                send(contract.m_multiplier);
            }
            send( contract.m_exchange);
            send( contract.m_currency);
            send( contract.m_localSymbol);
            if (m_serverVersion >= 31) {
                send(contract.m_includeExpired);
            }
        }
        catch( Exception e) {
            error( EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_REQCONTRACT, "" + e);
            close();
        }
    }

    public synchronized void reqMktDepth( int tickerId, Contract contract, int numRows)
    {
        // not connected?
        if( !m_connected) {
            error( EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        // This feature is only available for versions of TWS >=6
        if( m_serverVersion < 6) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS.code(),
                    EClientErrors.UPDATE_TWS.msg());
            return;
        }

        final int VERSION = 3;

        try {
            // send req mkt data msg
            send( REQ_MKT_DEPTH);
            send( VERSION);
            send( tickerId);

            // send contract fields
            send( contract.m_symbol);
            send( contract.m_secType);
            send( contract.m_expiry);
            send( contract.m_strike);
            send( contract.m_right);
            if (m_serverVersion >= 15) {
              send(contract.m_multiplier);
            }
            send( contract.m_exchange);
            send( contract.m_currency);
            send( contract.m_localSymbol);
            if (m_serverVersion >= 19) {
                send( numRows);
            }
        }
        catch( Exception e) {
            error( tickerId, EClientErrors.FAIL_SEND_REQMKTDEPTH, "" + e);
            close();
        }
    }
   
    public synchronized void cancelMktData( int tickerId) {
        // not connected?
        if( !m_connected) {
            error( EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        // send cancel mkt data msg
        try {
            send( CANCEL_MKT_DATA);
            send( VERSION);
            send( tickerId);
        }
        catch( Exception e) {
            error( tickerId, EClientErrors.FAIL_SEND_CANMKT, "" + e);
            close();
        }
    }

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

        // This feature is only available for versions of TWS >=6
        if( m_serverVersion < 6) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS.code(),
                    EClientErrors.UPDATE_TWS.msg());
            return;
        }

        final int VERSION = 1;

        // send cancel mkt data msg
        try {
            send( CANCEL_MKT_DEPTH);
            send( VERSION);
            send( tickerId);
        }
        catch( Exception e) {
            error( tickerId, EClientErrors.FAIL_SEND_CANMKTDEPTH, "" + e);
            close();
        }
    }

    public synchronized void exerciseOptions( int tickerId, Contract contract,
                                              int exerciseAction, int exerciseQuantity,
                                              String account, int override) {
        // not connected?
        if( !m_connected) {
            error( tickerId, EClientErrors.NOT_CONNECTED, "");
            return;
        }

        final int VERSION = 1;

        try {
          if (m_serverVersion < 21) {
            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS,
                  "  It does not support options exercise from the API.");
            return;
          }

          send(EXERCISE_OPTIONS);
          send(VERSION);
          send(tickerId);
          
          // send contract fields
          send(contract.m_symbol);
          send(contract.m_secType);
          send(contract.m_expiry);
          send(contract.m_strike);
          send(contract.m_right);
          send(contract.m_multiplier);
          send(contract.m_exchange);
          send(contract.m_currency);
          send(contract.m_localSymbol);
          send(exerciseAction);
          send(exerciseQuantity);
          send(account);
          send(override);
      }
      catch (Exception e) {
        error(tickerId, EClientErrors.FAIL_SEND_REQMKT, "" + e);
        close();
      }
    }

    public synchronized void placeOrder( int id, Contract contract, Order order) {
        // not connected?
        if( !m_connected) {
            error( EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
            return;
        }
        
        if (m_serverVersion < MIN_SERVER_VER_SCALE_ORDERS) {
        	if (order.m_scaleNumComponents != Integer.MAX_VALUE ||
        		order.m_scaleComponentSize != Integer.MAX_VALUE ||
        		order.m_scalePriceIncrement != Double.MAX_VALUE) {
        		error(id, EClientErrors.UPDATE_TWS,
            		"  It does not support Scale orders.");
        		return;
        	}
        }
        
        if (m_serverVersion < MIN_SERVER_VER_SSHORT_COMBO_LEGS) {
        	if (!contract.m_comboLegs.isEmpty()) {
                ComboLeg comboLeg;
                for (int i = 0; i < contract.m_comboLegs.size(); ++i) {
                    comboLeg = (ComboLeg)contract.m_comboLegs.get(i);
                    if (comboLeg.m_shortSaleSlot != 0 ||
                    	!IsEmpty(comboLeg.m_designatedLocation)) {
                		error(id, EClientErrors.UPDATE_TWS,
                			"  It does not support SSHORT flag for combo legs.");
                		return;
                    }
                }
        	}
        }
        
        if (m_serverVersion < MIN_SERVER_VER_WHAT_IF_ORDERS) {
        	if (order.m_whatIf) {
        		error(id, EClientErrors.UPDATE_TWS,
        			"  It does not support what-if orders.");
        		return;
        	}
        }

        final int VERSION = 25;

        // send place order msg
        try {
            send( PLACE_ORDER);
            send( VERSION);
            send( id);

            // send contract fields
            send( contract.m_symbol);
            send( contract.m_secType);
            send( contract.m_expiry);
            send( contract.m_strike);
            send( contract.m_right);
            if (m_serverVersion >= 15) {
                send(contract.m_multiplier);
            }
            send( contract.m_exchange);
            if( m_serverVersion >= 14) {
              send(contract.m_primaryExch);
            }
            send( contract.m_currency);
            if( m_serverVersion >= 2) {
                send (contract.m_localSymbol);
            }

            // send main order fields
            send( order.m_action);
            send( order.m_totalQuantity);
            send( order.m_orderType);
            send( order.m_lmtPrice);
            send( order.m_auxPrice);

            // send extended order fields
            send( order.m_tif);
            send( order.m_ocaGroup);
            send( order.m_account);
            send( order.m_openClose);
            send( order.m_origin);
            send( order.m_orderRef);
            send( order.m_transmit);
            if( m_serverVersion >= 4 ) {
                send (order.m_parentId);
            }

            if( m_serverVersion >= 5 ) {
                send (order.m_blockOrder);
                send (order.m_sweepToFill);
                send (order.m_displaySize);
                send (order.m_triggerMethod);
                if (m_serverVersion < 38) {
                	// will never happen
                	send(/* order.m_ignoreRth */ false);
                }
                else {
                	send (order.m_outsideRth);
                }
            }

            if(m_serverVersion >= 7 ) {
                send(order.m_hidden);
            }

            // Send combo legs for BAG requests
            if(m_serverVersion >= 8 && BAG_SEC_TYPE.equalsIgnoreCase(contract.m_secType)) {
                if ( contract.m_comboLegs == null ) {
                    send( 0);
                }
                else {
                    send( contract.m_comboLegs.size());

                    ComboLeg comboLeg;
                    for (int i=0; i < contract.m_comboLegs.size(); i ++) {
                        comboLeg = (ComboLeg)contract.m_comboLegs.get(i);
                        send( comboLeg.m_conId);
                        send( comboLeg.m_ratio);
                        send( comboLeg.m_action);
                        send( comboLeg.m_exchange);
                        send( comboLeg.m_openClose);
                        
                        if (m_serverVersion >= MIN_SERVER_VER_SSHORT_COMBO_LEGS) {
                        	send( comboLeg.m_shortSaleSlot);
                        	send( comboLeg.m_designatedLocation);
                        }
                    }
                }
            }

            if ( m_serverVersion >= 9 ) {
            	// send deprecated sharesAllocation field
                send( "");
            }

            if ( m_serverVersion >= 10 ) {
                send( order.m_discretionaryAmt);
            }

            if ( m_serverVersion >= 11 ) {
                send( order.m_goodAfterTime);
            }

            if ( m_serverVersion >= 12 ) {
                send( order.m_goodTillDate);
            }

            if ( m_serverVersion >= 13 ) {
               send( order.m_faGroup);
               send( order.m_faMethod);
               send( order.m_faPercentage);
               send( order.m_faProfile);
           }
           if (m_serverVersion >= 18) { // institutional short sale slot fields.
               send( order.m_shortSaleSlot);      // 0 only for retail, 1 or 2 only for institution.
               send( order.m_designatedLocation); // only populate when order.m_shortSaleSlot = 2.
           }
           if (m_serverVersion >= 19) {
               send( order.m_ocaType);
               if (m_serverVersion < 38) {
            	   // will never happen
            	   send( /* order.m_rthOnly */ false);
               }
               send( order.m_rule80A);
               send( order.m_settlingFirm);
               send( order.m_allOrNone);
               sendMax( order.m_minQty);
               sendMax( order.m_percentOffset);
               send( order.m_eTradeOnly);
               send( order.m_firmQuoteOnly);
               sendMax( order.m_nbboPriceCap);
               sendMax( order.m_auctionStrategy);
               sendMax( order.m_startingPrice);
               sendMax( order.m_stockRefPrice);
               sendMax( order.m_delta);
        	   // Volatility orders had specific watermark price attribs in server version 26
        	   double lower = (m_serverVersion == 26 && order.m_orderType.equals("VOL"))