ereader.java

TWS Source code for IB interface

                    order.m_allOrNone = readBoolFromInt();
                    order.m_minQty = readInt();
                    order.m_ocaType = readInt();
                    order.m_eTradeOnly = readBoolFromInt();
                    order.m_firmQuoteOnly = readBoolFromInt();
                    order.m_nbboPriceCap = readDouble();
                }

                if ( version >= 10) {
                    order.m_parentId = readInt();
                    order.m_triggerMethod = readInt();
                }

                if (version >= 11) {
                    order.m_volatility = readDouble();
                    order.m_volatilityType = readInt();
                    if (version == 11) {
                    	int receivedInt = readInt();
                    	order.m_deltaNeutralOrderType = ( (receivedInt == 0) ? "NONE" : "MKT" ); 
                    } else { // version 12 and up
                    	order.m_deltaNeutralOrderType = readStr();
                    	order.m_deltaNeutralAuxPrice = readDouble();
                    }
                    order.m_continuousUpdate = readInt();
                    if (m_parent.serverVersion() == 26) {
                    	order.m_stockRangeLower = readDouble();
                    	order.m_stockRangeUpper = readDouble();
                    }
                    order.m_referencePriceType = readInt();
                }
                
                if (version >= 13) {
                	order.m_trailStopPrice = readDouble();
                }

                if (version >= 14) {
                	order.m_basisPoints = readDouble();
                	order.m_basisPointsType = readInt();
                	contract.m_comboLegsDescrip = readStr();
                }
                
                if (version >= 15) {
                	order.m_scaleNumComponents = readIntMax();
                	order.m_scaleComponentSize = readIntMax();
                	order.m_scalePriceIncrement = readDoubleMax();
                }
                
                if (version >= 19) {
                	order.m_clearingAccount = readStr();
                	order.m_clearingIntent = readStr();
                }
                
                OrderState orderState = new OrderState();
                
                if (version >= 16) {

                	order.m_whatIf = readBoolFromInt();

                	orderState.m_status = readStr();
                	orderState.m_initMargin = readStr();
                	orderState.m_maintMargin = readStr();
                	orderState.m_equityWithLoan = readStr();
                	orderState.m_commission = readDoubleMax();
                	orderState.m_minCommission = readDoubleMax();
                	orderState.m_maxCommission = readDoubleMax();
                	orderState.m_commissionCurrency = readStr();
                	orderState.m_warningText = readStr();
                }

                eWrapper().openOrder( order.m_orderId, contract, order, orderState);
                break;
            }

            case NEXT_VALID_ID: {
                int version = readInt();
                int orderId = readInt();
                eWrapper().nextValidId( orderId);
                break;
            }

            case SCANNER_DATA: {
                ContractDetails contract = new ContractDetails();
                int version = readInt();
                int tickerId = readInt();
                int numberOfElements = readInt();
                for (int ctr=0; ctr < numberOfElements; ctr++) {
                    int rank = readInt();
                    if (version >= 3) {
                    	contract.m_summary.m_conId = readInt();
                    }
                    contract.m_summary.m_symbol = readStr();
                    contract.m_summary.m_secType = readStr();
                    contract.m_summary.m_expiry = readStr();
                    contract.m_summary.m_strike = readDouble();
                    contract.m_summary.m_right = readStr();
                    contract.m_summary.m_exchange = readStr();
                    contract.m_summary.m_currency = readStr();
                    contract.m_summary.m_localSymbol = readStr();
                    contract.m_marketName = readStr();
                    contract.m_tradingClass = readStr();
                    String distance = readStr();
                    String benchmark = readStr();
                    String projection = readStr();
                    String legsStr = null;
                    if (version >= 2) {
                    	legsStr = readStr();
                    }
                    eWrapper().scannerData(tickerId, rank, contract, distance,
                        benchmark, projection, legsStr);
                }
                eWrapper().scannerDataEnd(tickerId);
                break;
            }

            case CONTRACT_DATA: {
                int version = readInt();
                ContractDetails contract = new ContractDetails();
                contract.m_summary.m_symbol = readStr();
                contract.m_summary.m_secType = readStr();
                contract.m_summary.m_expiry = readStr();
                contract.m_summary.m_strike = readDouble();
                contract.m_summary.m_right = readStr();
                contract.m_summary.m_exchange = readStr();
                contract.m_summary.m_currency = readStr();
                contract.m_summary.m_localSymbol = readStr();
                contract.m_marketName = readStr();
                contract.m_tradingClass = readStr();
                contract.m_summary.m_conId = readInt();
                contract.m_minTick = readDouble();
                contract.m_summary.m_multiplier = readStr();
                contract.m_orderTypes = readStr();
                contract.m_validExchanges = readStr();
                if (version >= 2) {
                    contract.m_priceMagnifier = readInt();
                }
                eWrapper().contractDetails( contract);
                break;
            }
            case BOND_CONTRACT_DATA: {
                int version = readInt();
                ContractDetails contract = new ContractDetails();

                contract.m_summary.m_symbol = readStr();
                contract.m_summary.m_secType = readStr();
                contract.m_cusip = readStr();
                contract.m_coupon = readDouble();
                contract.m_maturity = readStr();
                contract.m_issueDate  = readStr();
                contract.m_ratings = readStr();
                contract.m_bondType = readStr();
                contract.m_couponType = readStr();
                contract.m_convertible = readBoolFromInt();
                contract.m_callable = readBoolFromInt();
                contract.m_putable = readBoolFromInt();
                contract.m_descAppend = readStr();
                contract.m_summary.m_exchange = readStr();
                contract.m_summary.m_currency = readStr();
                contract.m_marketName = readStr();
                contract.m_tradingClass = readStr();
                contract.m_summary.m_conId = readInt();
                contract.m_minTick = readDouble();
                contract.m_orderTypes = readStr();
                contract.m_validExchanges = readStr();
                if (version >= 2) {
                	contract.m_nextOptionDate = readStr();
                	contract.m_nextOptionType = readStr();
                	contract.m_nextOptionPartial = readBoolFromInt();
                	contract.m_notes = readStr();
                }
                eWrapper().bondContractDetails( contract);
                break;
            }
            case EXECUTION_DATA: {
                int version = readInt();
                int orderId = readInt();

                // read contract fields
                Contract contract = new Contract();
                if (version >= 5) {
                	contract.m_conId = readInt();
                }
                contract.m_symbol = readStr();
                contract.m_secType = readStr();
                contract.m_expiry = readStr();
                contract.m_strike = readDouble();
                contract.m_right = readStr();
                contract.m_exchange = readStr();
                contract.m_currency = readStr();
                contract.m_localSymbol = readStr();

                Execution exec = new Execution();
                exec.m_orderId = orderId;
                exec.m_execId = readStr();
                exec.m_time = readStr();
                exec.m_acctNumber = readStr();
                exec.m_exchange = readStr();
                exec.m_side = readStr();
                exec.m_shares = readInt();
                exec.m_price = readDouble();
                if ( version >= 2 ) {
                    exec.m_permId = readInt();
                }
                if ( version >= 3) {
                    exec.m_clientId = readInt();
                }
                if ( version >= 4) {
                    exec.m_liquidation = readInt();
                }

                eWrapper().execDetails( orderId, contract, exec);
                break;
            }
            case MARKET_DEPTH: {
                int version = readInt();
                int id = readInt();

                int position = readInt();
                int operation = readInt();
                int side = readInt();
                double price = readDouble();
                int size = readInt();

                eWrapper().updateMktDepth(id, position, operation,
                                side, price, size);
                break;
            }
            case MARKET_DEPTH_L2: {
                int version = readInt();
                int id = readInt();

                int position = readInt();
                String marketMaker = readStr();
                int operation = readInt();
                int side = readInt();
                double price = readDouble();
                int size = readInt();

                eWrapper().updateMktDepthL2(id, position, marketMaker,
                                operation, side, price, size);
                break;
            }
            case NEWS_BULLETINS: {
                int version = readInt();
                int newsMsgId = readInt();
                int newsMsgType = readInt();
                String newsMessage = readStr();
                String originatingExch = readStr();

                eWrapper().updateNewsBulletin( newsMsgId, newsMsgType, newsMessage, originatingExch);
                break;
            }
            case MANAGED_ACCTS: {
                int version = readInt();
                String accountsList = readStr();

                eWrapper().managedAccounts( accountsList);
                break;
            }
            case RECEIVE_FA: {
              int version = readInt();
              int faDataType = readInt();
              String xml = readStr();

              eWrapper().receiveFA(faDataType, xml);
              break;
            }
            case HISTORICAL_DATA: {
              int version = readInt();
              int reqId = readInt();
        	  String startDateStr;
        	  String endDateStr;
        	  String completedIndicator = "finished";
              if (version >= 2) {
            	  startDateStr = readStr();
            	  endDateStr = readStr();
            	  completedIndicator += "-" + startDateStr + "-" + endDateStr;
              }
              int itemCount = readInt();
              for (int ctr = 0; ctr < itemCount; ctr++) {
                String date = readStr();
                double open = readDouble();
                double high = readDouble();
                double low = readDouble();
                double close = readDouble();
                int volume = readInt();
                double WAP = readDouble();
                String hasGaps = readStr();
                int barCount = -1;
                if (version >= 3) {
                	barCount = readInt();
                }
                eWrapper().historicalData(reqId, date, open, high, low,
                                        close, volume, barCount, WAP,
                                        Boolean.valueOf(hasGaps).booleanValue());
              }
              // send end of dataset marker
              eWrapper().historicalData(reqId, completedIndicator, -1, -1, -1, -1, -1, -1, -1, false);
              break;
            }
            case SCANNER_PARAMETERS: {
                int version = readInt();
                String xml = readStr();
                eWrapper().scannerParameters(xml);
                break;
            }
            case CURRENT_TIME: {
                /*int version =*/ readInt();
                long time = readLong();
                eWrapper().currentTime(time);
                break;
            }
            case REAL_TIME_BARS: {
                /*int version =*/ readInt();
                int reqId = readInt();
                long time = readLong();
                double open = readDouble();
                double high = readDouble();
                double low = readDouble();
                double close = readDouble();
                long volume = readLong();
                double wap = readDouble();
                int count = readInt();
                eWrapper().realtimeBar(reqId, time, open, high, low, close, volume, wap, count);
                break;
            }
            default: {
                m_parent.error( EClientErrors.NO_VALID_ID, EClientErrors.UNKNOWN_ID.code(), EClientErrors.UNKNOWN_ID.msg());
                return false;
            }
        }
        return true;
    }


    protected String readStr() throws IOException {
        StringBuffer buf = new StringBuffer();
        while( true) {
            byte c = m_dis.readByte();
            if( c == 0) {
                break;
            }
            buf.append( (char)c);
        }

        String str = buf.toString();
        return str.length() == 0 ? null : str;
    }


    boolean readBoolFromInt() throws IOException {
        String str = readStr();
        return str == null ? false : (Integer.parseInt( str) != 0);
    }

    protected int readInt() throws IOException {
        String str = readStr();
        return str == null ? 0 : Integer.parseInt( str);
    }
    
    protected int readIntMax() throws IOException {
        String str = readStr();
        return (str == null || str.length() == 0) ? Integer.MAX_VALUE
        	                                      : Integer.parseInt( str);
    }
    
    protected long readLong() throws IOException {
        String str = readStr();
        return str == null ? 0l : Long.parseLong(str);
    }

    protected double readDouble() throws IOException {
        String str = readStr();
        return str == null ? 0 : Double.parseDouble( str);
    }
    
    protected double readDoubleMax() throws IOException {
        String str = readStr();
        return (str == null || str.length() == 0) ? Double.MAX_VALUE
        	                                      : Double.parseDouble( str);
    }
}