ewrappermsggenerator.java

TWS Source code for IB interface

package com.ib.client;

import java.text.DateFormat;
import java.util.Date;

public class EWrapperMsgGenerator extends AnyWrapperMsgGenerator {
    public static final String SCANNER_PARAMETERS = "SCANNER PARAMETERS:";
    public static final String FINANCIAL_ADVISOR = "FA:";
    
	static public String tickPrice( int tickerId, int field, double price, int canAutoExecute) {
    	return "id=" + tickerId + "  " + TickType.getField( field) + "=" + price + " " + 
        ((canAutoExecute != 0) ? " canAutoExecute" : " noAutoExecute");
    }
	
    static public String tickSize( int tickerId, int field, int size) {
    	return "id=" + tickerId + "  " + TickType.getField( field) + "=" + size;
    }
    
    static public String tickOptionComputation( int tickerId, int field, double impliedVol,
    		double delta, double modelPrice, double pvDividend) {
    	String toAdd = "id=" + tickerId + "  " + TickType.getField( field) +
		   ": vol = " + ((impliedVol >= 0 && impliedVol != Double.MAX_VALUE) ? Double.toString(impliedVol) : "N/A") +
		   " delta = " + ((Math.abs(delta) <= 1) ? Double.toString(delta) : "N/A");
    	if (field == TickType.MODEL_OPTION) {
    		toAdd += ": modelPrice = " + ((modelPrice >= 0 && modelPrice != Double.MAX_VALUE) ? Double.toString(modelPrice) : "N/A");
    		toAdd += ": pvDividend = " + ((pvDividend >= 0 && pvDividend != Double.MAX_VALUE) ? Double.toString(pvDividend) : "N/A");
    	}
		return toAdd;
    }
    
    static public String tickGeneric(int tickerId, int tickType, double value) {
    	return "id=" + tickerId + "  " + TickType.getField( tickType) + "=" + value;
    }
    
    static public String tickString(int tickerId, int tickType, String value) {
    	return "id=" + tickerId + "  " + TickType.getField( tickType) + "=" + value;
    }
    
    static public String tickEFP(int tickerId, int tickType, double basisPoints,
			String formattedBasisPoints, double impliedFuture, int holdDays,
			String futureExpiry, double dividendImpact, double dividendsToExpiry) {
    	return "id=" + tickerId + "  " + TickType.getField(tickType)
		+ ": basisPoints = " + basisPoints + "/" + formattedBasisPoints
		+ " impliedFuture = " + impliedFuture + " holdDays = " + holdDays +
		" futureExpiry = " + futureExpiry + " dividendImpact = " + dividendImpact +
		" dividends to expiry = "	+ dividendsToExpiry;
    }
    
    static public String orderStatus( int orderId, String status, int filled, int remaining,
            double avgFillPrice, int permId, int parentId, double lastFillPrice,
            int clientId, String whyHeld) {
    	return "order status: orderId=" + orderId + " clientId=" + clientId + " permId=" + permId +
        " status=" + status + " filled=" + filled + " remaining=" + remaining +
        " avgFillPrice=" + avgFillPrice + " lastFillPrice=" + lastFillPrice +
        " parent Id=" + parentId + " whyHeld=" + whyHeld;
    }
    
    static public String openOrder( int orderId, Contract contract, Order order, OrderState orderState) {
        String msg = "open order: orderId=" + orderId +
        " action=" + order.m_action +
        " quantity=" + order.m_totalQuantity +
        " symbol=" + contract.m_symbol +
        " exchange=" + contract.m_exchange +
        " secType=" + contract.m_secType +
        " type=" + order.m_orderType +
        " lmtPrice=" + order.m_lmtPrice +
        " auxPrice=" + order.m_auxPrice +
        " TIF=" + order.m_tif +
        " localSymbol=" + contract.m_localSymbol +
        " client Id=" + order.m_clientId +
        " parent Id=" + order.m_parentId +
        " permId=" + order.m_permId +
        " outsideRth=" + order.m_outsideRth +
        " hidden=" + order.m_hidden +
        " discretionaryAmt=" + order.m_discretionaryAmt +
        " triggerMethod=" + order.m_triggerMethod +
        " goodAfterTime=" + order.m_goodAfterTime +
        " goodTillDate=" + order.m_goodTillDate +
        " faGroup=" + order.m_faGroup +
        " faMethod=" + order.m_faMethod +
        " faPercentage=" + order.m_faPercentage +
        " faProfile=" + order.m_faProfile +
        " shortSaleSlot=" + order.m_shortSaleSlot +
        " designatedLocation=" + order.m_designatedLocation +
        " ocaGroup=" + order.m_ocaGroup +
        " ocaType=" + order.m_ocaType +
        " rule80A=" + order.m_rule80A +
        " allOrNone=" + order.m_allOrNone +
        " minQty=" + order.m_minQty +
        " percentOffset=" + order.m_percentOffset +
        " eTradeOnly=" + order.m_eTradeOnly +
        " firmQuoteOnly=" + order.m_firmQuoteOnly +
        " nbboPriceCap=" + order.m_nbboPriceCap +
        " auctionStrategy=" + order.m_auctionStrategy +
        " startingPrice=" + order.m_startingPrice +
        " stockRefPrice=" + order.m_stockRefPrice +
        " delta=" + order.m_delta +
        " stockRangeLower=" + order.m_stockRangeLower +
        " stockRangeUpper=" + order.m_stockRangeUpper +
        " volatility=" + order.m_volatility +
        " volatilityType=" + order.m_volatilityType +
        " deltaNeutralOrderType=" + order.m_deltaNeutralOrderType +
        " deltaNeutralAuxPrice=" + order.m_deltaNeutralAuxPrice +
        " continuousUpdate=" + order.m_continuousUpdate +
        " referencePriceType=" + order.m_referencePriceType +
        " trailStopPrice=" + order.m_trailStopPrice +
        " scaleNumComponents=" + Util.IntMaxString(order.m_scaleNumComponents) +
        " scaleComponentSize=" + Util.IntMaxString(order.m_scaleComponentSize) +
        " scalePriceIncrement=" + Util.DoubleMaxString(order.m_scalePriceIncrement) +
        " account=" + order.m_account +
        " settlingFirm=" + order.m_settlingFirm +
        " clearingAccount=" + order.m_clearingAccount +
        " clearingIntent=" + order.m_clearingIntent +
        " whatIf=" + order.m_whatIf
        ;

        if ("BAG".equals(contract.m_secType)) {
        	if (contract.m_comboLegsDescrip != null) {
        		msg += " comboLegsDescrip=" + contract.m_comboLegsDescrip;
        	}
        	if (order.m_basisPoints != Double.MAX_VALUE) {
        		msg += " basisPoints=" + order.m_basisPoints;
        		msg += " basisPointsType=" + order.m_basisPointsType;
        	}
        }
    
        String orderStateMsg =
        	" status=" + orderState.m_status
        	+ " initMargin=" + orderState.m_initMargin
        	+ " maintMargin=" + orderState.m_maintMargin
        	+ " equityWithLoan=" + orderState.m_equityWithLoan
        	+ " commission=" + Util.DoubleMaxString(orderState.m_commission)
        	+ " minCommission=" + Util.DoubleMaxString(orderState.m_minCommission)
        	+ " maxCommission=" + Util.DoubleMaxString(orderState.m_maxCommission)
        	+ " commissionCurrency=" + orderState.m_commissionCurrency
        	+ " warningText=" + orderState.m_warningText
		;

        return msg + orderStateMsg;
    }
    
    static public String updateAccountValue(String key, String value, String currency, String accountName) {
    	return "updateAccountValue: " + key + " " + value + " " + currency + " " + accountName;
    }
    
    static public String updatePortfolio(Contract contract, int position, double marketPrice,
    									 double marketValue, double averageCost, double unrealizedPNL,
    									 double realizedPNL, String accountName) {
    	String msg = "updatePortfolio: "
    		+ contractMsg(contract)
    		+ position + " " + marketPrice + " " + marketValue + " " + averageCost + " " + unrealizedPNL + " " + realizedPNL + " " + accountName;
    	return msg;
    }
    
    static public String updateAccountTime(String timeStamp) {
    	return "updateAccountTime: " + timeStamp;
    }
    
    static public String nextValidId( int orderId) {
    	return "Next Valid Order ID: " + orderId;
    }
    
    static public String contractDetails(ContractDetails contractDetails) {
    	Contract contract = contractDetails.m_summary;
    	String msg = " ---- Contract Details begin ----\n"
    		+ contractMsg(contract) + contractDetailsMsg(contractDetails)
    		+ " ---- Contract Details End ----\n";
    	return msg;