2016-08-23 15:45:06 +00:00
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/* Copyright (C) 2013 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
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* and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */
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#include "StdAfx.h"
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#include "EPosixClientSocketPlatform.h"
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#include "EClient.h"
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#include "EWrapper.h"
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#include "TwsSocketClientErrors.h"
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#include "Contract.h"
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#include "Order.h"
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#include "OrderState.h"
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#include "Execution.h"
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#include "ScannerSubscription.h"
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#include "CommissionReport.h"
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#include "EDecoder.h"
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#include "EMessage.h"
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#include "ETransport.h"
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#include <sstream>
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#include <iomanip>
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#include <algorithm>
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#include <stdio.h>
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#include <string.h>
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#include <assert.h>
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2016-11-11 16:42:37 +00:00
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using namespace ibapi::client_constants;
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2016-08-23 15:45:06 +00:00
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///////////////////////////////////////////////////////////
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// encoders
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template<class T>
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void EClient::EncodeField(std::ostream& os, T value)
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{
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os << value << '\0';
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}
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2016-11-20 06:42:29 +00:00
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template<>
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void EClient::EncodeField<const char*>(std::ostream& os, const char* str)
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{
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os << str << '\0';
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}
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2016-08-23 15:45:06 +00:00
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template<>
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void EClient::EncodeField<bool>(std::ostream& os, bool boolValue)
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{
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EncodeField<int>(os, boolValue ? 1 : 0);
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}
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template<>
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void EClient::EncodeField<double>(std::ostream& os, double doubleValue)
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{
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char str[128];
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snprintf(str, sizeof(str), "%.10g", doubleValue);
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EncodeField<const char*>(os, str);
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}
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///////////////////////////////////////////////////////////
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// "max" encoders
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void EClient::EncodeFieldMax(std::ostream& os, int intValue)
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{
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if( intValue == INT_MAX) {
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EncodeField(os, "");
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return;
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}
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EncodeField(os, intValue);
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}
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void EClient::EncodeFieldMax(std::ostream& os, double doubleValue)
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{
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if( doubleValue == DBL_MAX) {
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EncodeField(os, "");
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return;
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}
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EncodeField(os, doubleValue);
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}
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///////////////////////////////////////////////////////////
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// member funcs
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EClient::EClient( EWrapper *ptr, ETransport *pTransport)
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: m_pEWrapper(ptr)
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, m_clientId(-1)
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, m_connState(CS_DISCONNECTED)
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, m_extraAuth(false)
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, m_serverVersion(0)
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, m_useV100Plus(true)
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, m_transport(pTransport)
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{
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}
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EClient::~EClient()
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{
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}
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EClient::ConnState EClient::connState() const
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{
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return m_connState;
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}
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bool EClient::isConnected() const
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{
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return m_connState == CS_CONNECTED;
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}
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bool EClient::isConnecting() const
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{
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return m_connState == CS_CONNECTING;
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}
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void EClient::eConnectBase()
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{
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}
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void EClient::eDisconnectBase()
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{
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m_TwsTime.clear();
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m_serverVersion = 0;
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m_connState = CS_DISCONNECTED;
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m_extraAuth = false;
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m_clientId = -1;
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m_inBuffer.clear();
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}
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int EClient::serverVersion()
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{
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return m_serverVersion;
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}
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std::string EClient::TwsConnectionTime()
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{
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return m_TwsTime;
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}
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const std::string& EClient::optionalCapabilities() const
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{
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return m_optionalCapabilities;
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}
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void EClient::setOptionalCapabilities(const std::string& optCapts)
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{
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m_optionalCapabilities = optCapts;
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}
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void EClient::setConnectOptions(const std::string& connectOptions)
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{
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if( isSocketOK()) {
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m_pEWrapper->error( NO_VALID_ID, ALREADY_CONNECTED.code(), ALREADY_CONNECTED.msg());
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return;
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}
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m_connectOptions = connectOptions;
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}
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void EClient::disableUseV100Plus()
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{
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if( isSocketOK()) {
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m_pEWrapper->error( NO_VALID_ID, ALREADY_CONNECTED.code(), ALREADY_CONNECTED.msg());
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return;
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}
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m_useV100Plus = false;
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m_connectOptions = "";
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}
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bool EClient::usingV100Plus() {
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return m_useV100Plus;
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}
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int EClient::bufferedSend(const std::string& msg) {
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EMessage emsg(std::vector<char>(msg.begin(), msg.end()));
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return m_transport->send(&emsg);
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}
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void EClient::reqMktData(TickerId tickerId, const Contract& contract,
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const std::string& genericTicks, bool snapshot, const TagValueListSPtr& mktDataOptions)
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{
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// not connected?
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if( !isConnected()) {
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m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
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return;
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}
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// not needed anymore validation
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//if( m_serverVersion < MIN_SERVER_VER_SNAPSHOT_MKT_DATA && snapshot) {
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// m_pEWrapper->error( tickerId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
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// " It does not support snapshot market data requests.");
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// return;
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//}
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if( m_serverVersion < MIN_SERVER_VER_UNDER_COMP) {
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if( contract.underComp) {
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m_pEWrapper->error( tickerId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
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" It does not support delta-neutral orders.");
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return;
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}
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}
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if (m_serverVersion < MIN_SERVER_VER_REQ_MKT_DATA_CONID) {
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if( contract.conId > 0) {
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m_pEWrapper->error( tickerId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
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" It does not support conId parameter.");
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return;
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}
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}
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if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
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if( !contract.tradingClass.empty() ) {
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m_pEWrapper->error( tickerId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
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" It does not support tradingClass parameter in reqMktData.");
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return;
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}
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}
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std::stringstream msg;
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prepareBuffer( msg);
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const int VERSION = 11;
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// send req mkt data msg
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ENCODE_FIELD( REQ_MKT_DATA);
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ENCODE_FIELD( VERSION);
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ENCODE_FIELD( tickerId);
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// send contract fields
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if( m_serverVersion >= MIN_SERVER_VER_REQ_MKT_DATA_CONID) {
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ENCODE_FIELD( contract.conId);
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}
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ENCODE_FIELD( contract.symbol);
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ENCODE_FIELD( contract.secType);
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ENCODE_FIELD( contract.lastTradeDateOrContractMonth);
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ENCODE_FIELD( contract.strike);
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ENCODE_FIELD( contract.right);
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ENCODE_FIELD( contract.multiplier); // srv v15 and above
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ENCODE_FIELD( contract.exchange);
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ENCODE_FIELD( contract.primaryExchange); // srv v14 and above
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ENCODE_FIELD( contract.currency);
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ENCODE_FIELD( contract.localSymbol); // srv v2 and above
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if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
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ENCODE_FIELD( contract.tradingClass);
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}
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// Send combo legs for BAG requests (srv v8 and above)
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if( contract.secType == "BAG")
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{
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const Contract::ComboLegList* const comboLegs = contract.comboLegs.get();
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const int comboLegsCount = comboLegs ? comboLegs->size() : 0;
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ENCODE_FIELD( comboLegsCount);
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if( comboLegsCount > 0) {
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for( int i = 0; i < comboLegsCount; ++i) {
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const ComboLeg* comboLeg = ((*comboLegs)[i]).get();
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assert( comboLeg);
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ENCODE_FIELD( comboLeg->conId);
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ENCODE_FIELD( comboLeg->ratio);
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ENCODE_FIELD( comboLeg->action);
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ENCODE_FIELD( comboLeg->exchange);
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}
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}
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}
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if( m_serverVersion >= MIN_SERVER_VER_UNDER_COMP) {
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if( contract.underComp) {
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const UnderComp& underComp = *contract.underComp;
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ENCODE_FIELD( true);
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ENCODE_FIELD( underComp.conId);
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ENCODE_FIELD( underComp.delta);
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ENCODE_FIELD( underComp.price);
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}
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else {
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ENCODE_FIELD( false);
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}
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}
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ENCODE_FIELD( genericTicks); // srv v31 and above
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ENCODE_FIELD( snapshot); // srv v35 and above
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// send mktDataOptions parameter
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if( m_serverVersion >= MIN_SERVER_VER_LINKING) {
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std::string mktDataOptionsStr("");
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const int mktDataOptionsCount = mktDataOptions.get() ? mktDataOptions->size() : 0;
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if( mktDataOptionsCount > 0) {
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for( int i = 0; i < mktDataOptionsCount; ++i) {
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const TagValue* tagValue = ((*mktDataOptions)[i]).get();
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mktDataOptionsStr += tagValue->tag;
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mktDataOptionsStr += "=";
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mktDataOptionsStr += tagValue->value;
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mktDataOptionsStr += ";";
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}
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}
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ENCODE_FIELD( mktDataOptionsStr);
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}
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closeAndSend( msg.str());
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}
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void EClient::cancelMktData(TickerId tickerId)
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{
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// not connected?
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if( !isConnected()) {
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m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
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return;
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}
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std::stringstream msg;
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prepareBuffer( msg);
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const int VERSION = 2;
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// send cancel mkt data msg
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ENCODE_FIELD( CANCEL_MKT_DATA);
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ENCODE_FIELD( VERSION);
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ENCODE_FIELD( tickerId);
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closeAndSend( msg.str());
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}
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void EClient::reqMktDepth( TickerId tickerId, const Contract& contract, int numRows, const TagValueListSPtr& mktDepthOptions)
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{
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// not connected?
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if( !isConnected()) {
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m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
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return;
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}
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// Not needed anymore validation
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// This feature is only available for versions of TWS >=6
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//if( m_serverVersion < 6) {
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// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg());
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// return;
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//}
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if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
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if( !contract.tradingClass.empty() || (contract.conId > 0)) {
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|
|
|
m_pEWrapper->error( tickerId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support conId and tradingClass parameters in reqMktDepth.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 5;
|
|
|
|
|
|
|
|
|
|
// send req mkt data msg
|
|
|
|
|
ENCODE_FIELD( REQ_MKT_DEPTH);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( tickerId);
|
|
|
|
|
|
|
|
|
|
// send contract fields
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.conId);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( contract.symbol);
|
|
|
|
|
ENCODE_FIELD( contract.secType);
|
|
|
|
|
ENCODE_FIELD( contract.lastTradeDateOrContractMonth);
|
|
|
|
|
ENCODE_FIELD( contract.strike);
|
|
|
|
|
ENCODE_FIELD( contract.right);
|
|
|
|
|
ENCODE_FIELD( contract.multiplier); // srv v15 and above
|
|
|
|
|
ENCODE_FIELD( contract.exchange);
|
|
|
|
|
ENCODE_FIELD( contract.currency);
|
|
|
|
|
ENCODE_FIELD( contract.localSymbol);
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.tradingClass);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( numRows); // srv v19 and above
|
|
|
|
|
|
|
|
|
|
// send mktDepthOptions parameter
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_LINKING) {
|
|
|
|
|
std::string mktDepthOptionsStr("");
|
|
|
|
|
const int mktDepthOptionsCount = mktDepthOptions.get() ? mktDepthOptions->size() : 0;
|
|
|
|
|
if( mktDepthOptionsCount > 0) {
|
|
|
|
|
for( int i = 0; i < mktDepthOptionsCount; ++i) {
|
|
|
|
|
const TagValue* tagValue = ((*mktDepthOptions)[i]).get();
|
|
|
|
|
mktDepthOptionsStr += tagValue->tag;
|
|
|
|
|
mktDepthOptionsStr += "=";
|
|
|
|
|
mktDepthOptionsStr += tagValue->value;
|
|
|
|
|
mktDepthOptionsStr += ";";
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( mktDepthOptionsStr);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
void EClient::cancelMktDepth( TickerId tickerId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
// This feature is only available for versions of TWS >=6
|
|
|
|
|
//if( m_serverVersion < 6) {
|
|
|
|
|
// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg());
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send cancel mkt data msg
|
|
|
|
|
ENCODE_FIELD( CANCEL_MKT_DEPTH);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( tickerId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqHistoricalData( TickerId tickerId, const Contract& contract,
|
|
|
|
|
const std::string& endDateTime, const std::string& durationStr,
|
|
|
|
|
const std::string& barSizeSetting, const std::string& whatToShow,
|
|
|
|
|
int useRTH, int formatDate, const TagValueListSPtr& chartOptions)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < 16) {
|
|
|
|
|
// m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg());
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
if( !contract.tradingClass.empty() || (contract.conId > 0)) {
|
|
|
|
|
m_pEWrapper->error( tickerId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support conId and tradingClass parameters in reqHistoricalData.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 6;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_HISTORICAL_DATA);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( tickerId);
|
|
|
|
|
|
|
|
|
|
// send contract fields
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.conId);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( contract.symbol);
|
|
|
|
|
ENCODE_FIELD( contract.secType);
|
|
|
|
|
ENCODE_FIELD( contract.lastTradeDateOrContractMonth);
|
|
|
|
|
ENCODE_FIELD( contract.strike);
|
|
|
|
|
ENCODE_FIELD( contract.right);
|
|
|
|
|
ENCODE_FIELD( contract.multiplier);
|
|
|
|
|
ENCODE_FIELD( contract.exchange);
|
|
|
|
|
ENCODE_FIELD( contract.primaryExchange);
|
|
|
|
|
ENCODE_FIELD( contract.currency);
|
|
|
|
|
ENCODE_FIELD( contract.localSymbol);
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.tradingClass);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( contract.includeExpired); // srv v31 and above
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( endDateTime); // srv v20 and above
|
|
|
|
|
ENCODE_FIELD( barSizeSetting); // srv v20 and above
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( durationStr);
|
|
|
|
|
ENCODE_FIELD( useRTH);
|
|
|
|
|
ENCODE_FIELD( whatToShow);
|
|
|
|
|
ENCODE_FIELD( formatDate); // srv v16 and above
|
|
|
|
|
|
|
|
|
|
// Send combo legs for BAG requests
|
|
|
|
|
if( contract.secType == "BAG")
|
|
|
|
|
{
|
|
|
|
|
const Contract::ComboLegList* const comboLegs = contract.comboLegs.get();
|
|
|
|
|
const int comboLegsCount = comboLegs ? comboLegs->size() : 0;
|
|
|
|
|
ENCODE_FIELD( comboLegsCount);
|
|
|
|
|
if( comboLegsCount > 0) {
|
|
|
|
|
for( int i = 0; i < comboLegsCount; ++i) {
|
|
|
|
|
const ComboLeg* comboLeg = ((*comboLegs)[i]).get();
|
|
|
|
|
assert( comboLeg);
|
|
|
|
|
ENCODE_FIELD( comboLeg->conId);
|
|
|
|
|
ENCODE_FIELD( comboLeg->ratio);
|
|
|
|
|
ENCODE_FIELD( comboLeg->action);
|
|
|
|
|
ENCODE_FIELD( comboLeg->exchange);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// send chartOptions parameter
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_LINKING) {
|
|
|
|
|
std::string chartOptionsStr("");
|
|
|
|
|
const int chartOptionsCount = chartOptions.get() ? chartOptions->size() : 0;
|
|
|
|
|
if( chartOptionsCount > 0) {
|
|
|
|
|
for( int i = 0; i < chartOptionsCount; ++i) {
|
|
|
|
|
const TagValue* tagValue = ((*chartOptions)[i]).get();
|
|
|
|
|
chartOptionsStr += tagValue->tag;
|
|
|
|
|
chartOptionsStr += "=";
|
|
|
|
|
chartOptionsStr += tagValue->value;
|
|
|
|
|
chartOptionsStr += ";";
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( chartOptionsStr);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelHistoricalData(TickerId tickerId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < 24) {
|
|
|
|
|
// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support historical data query cancellation.");
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_HISTORICAL_DATA);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( tickerId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqRealTimeBars(TickerId tickerId, const Contract& contract,
|
|
|
|
|
int barSize, const std::string& whatToShow, bool useRTH,
|
|
|
|
|
const TagValueListSPtr& realTimeBarsOptions)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < MIN_SERVER_VER_REAL_TIME_BARS) {
|
|
|
|
|
// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support real time bars.");
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
if( !contract.tradingClass.empty() || (contract.conId > 0)) {
|
|
|
|
|
m_pEWrapper->error( tickerId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support conId and tradingClass parameters in reqRealTimeBars.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 3;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_REAL_TIME_BARS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( tickerId);
|
|
|
|
|
|
|
|
|
|
// send contract fields
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.conId);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( contract.symbol);
|
|
|
|
|
ENCODE_FIELD( contract.secType);
|
|
|
|
|
ENCODE_FIELD( contract.lastTradeDateOrContractMonth);
|
|
|
|
|
ENCODE_FIELD( contract.strike);
|
|
|
|
|
ENCODE_FIELD( contract.right);
|
|
|
|
|
ENCODE_FIELD( contract.multiplier);
|
|
|
|
|
ENCODE_FIELD( contract.exchange);
|
|
|
|
|
ENCODE_FIELD( contract.primaryExchange);
|
|
|
|
|
ENCODE_FIELD( contract.currency);
|
|
|
|
|
ENCODE_FIELD( contract.localSymbol);
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.tradingClass);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( barSize);
|
|
|
|
|
ENCODE_FIELD( whatToShow);
|
|
|
|
|
ENCODE_FIELD( useRTH);
|
|
|
|
|
|
|
|
|
|
// send realTimeBarsOptions parameter
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_LINKING) {
|
|
|
|
|
std::string realTimeBarsOptionsStr("");
|
|
|
|
|
const int realTimeBarsOptionsCount = realTimeBarsOptions.get() ? realTimeBarsOptions->size() : 0;
|
|
|
|
|
if( realTimeBarsOptionsCount > 0) {
|
|
|
|
|
for( int i = 0; i < realTimeBarsOptionsCount; ++i) {
|
|
|
|
|
const TagValue* tagValue = ((*realTimeBarsOptions)[i]).get();
|
|
|
|
|
realTimeBarsOptionsStr += tagValue->tag;
|
|
|
|
|
realTimeBarsOptionsStr += "=";
|
|
|
|
|
realTimeBarsOptionsStr += tagValue->value;
|
|
|
|
|
realTimeBarsOptionsStr += ";";
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( realTimeBarsOptionsStr);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
void EClient::cancelRealTimeBars(TickerId tickerId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < MIN_SERVER_VER_REAL_TIME_BARS) {
|
|
|
|
|
// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support realtime bar data query cancellation.");
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_REAL_TIME_BARS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( tickerId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
void EClient::reqScannerParameters()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < 24) {
|
|
|
|
|
// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support API scanner subscription.");
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_SCANNER_PARAMETERS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
void EClient::reqScannerSubscription(int tickerId,
|
|
|
|
|
const ScannerSubscription& subscription, const TagValueListSPtr& scannerSubscriptionOptions)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < 24) {
|
|
|
|
|
// m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support API scanner subscription.");
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 4;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_SCANNER_SUBSCRIPTION);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( tickerId);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.numberOfRows);
|
|
|
|
|
ENCODE_FIELD( subscription.instrument);
|
|
|
|
|
ENCODE_FIELD( subscription.locationCode);
|
|
|
|
|
ENCODE_FIELD( subscription.scanCode);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.abovePrice);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.belowPrice);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.aboveVolume);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.marketCapAbove);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.marketCapBelow);
|
|
|
|
|
ENCODE_FIELD( subscription.moodyRatingAbove);
|
|
|
|
|
ENCODE_FIELD( subscription.moodyRatingBelow);
|
|
|
|
|
ENCODE_FIELD( subscription.spRatingAbove);
|
|
|
|
|
ENCODE_FIELD( subscription.spRatingBelow);
|
|
|
|
|
ENCODE_FIELD( subscription.maturityDateAbove);
|
|
|
|
|
ENCODE_FIELD( subscription.maturityDateBelow);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.couponRateAbove);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.couponRateBelow);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.excludeConvertible);
|
|
|
|
|
ENCODE_FIELD_MAX( subscription.averageOptionVolumeAbove); // srv v25 and above
|
|
|
|
|
ENCODE_FIELD( subscription.scannerSettingPairs); // srv v25 and above
|
|
|
|
|
ENCODE_FIELD( subscription.stockTypeFilter); // srv v27 and above
|
|
|
|
|
|
|
|
|
|
// send scannerSubscriptionOptions parameter
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_LINKING) {
|
|
|
|
|
std::string scannerSubscriptionOptionsStr("");
|
|
|
|
|
const int scannerSubscriptionOptionsCount = scannerSubscriptionOptions.get() ? scannerSubscriptionOptions->size() : 0;
|
|
|
|
|
if( scannerSubscriptionOptionsCount > 0) {
|
|
|
|
|
for( int i = 0; i < scannerSubscriptionOptionsCount; ++i) {
|
|
|
|
|
const TagValue* tagValue = ((*scannerSubscriptionOptions)[i]).get();
|
|
|
|
|
scannerSubscriptionOptionsStr += tagValue->tag;
|
|
|
|
|
scannerSubscriptionOptionsStr += "=";
|
|
|
|
|
scannerSubscriptionOptionsStr += tagValue->value;
|
|
|
|
|
scannerSubscriptionOptionsStr += ";";
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( scannerSubscriptionOptionsStr);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelScannerSubscription(int tickerId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( tickerId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < 24) {
|
|
|
|
|
// m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support API scanner subscription.");
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_SCANNER_SUBSCRIPTION);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( tickerId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqFundamentalData(TickerId reqId, const Contract& contract,
|
|
|
|
|
const std::string& reportType)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( reqId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_FUNDAMENTAL_DATA) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support fundamental data requests.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
if( contract.conId > 0) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support conId parameter in reqFundamentalData.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 2;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_FUNDAMENTAL_DATA);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
// send contract fields
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.conId);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( contract.symbol);
|
|
|
|
|
ENCODE_FIELD( contract.secType);
|
|
|
|
|
ENCODE_FIELD( contract.exchange);
|
|
|
|
|
ENCODE_FIELD( contract.primaryExchange);
|
|
|
|
|
ENCODE_FIELD( contract.currency);
|
|
|
|
|
ENCODE_FIELD( contract.localSymbol);
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( reportType);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelFundamentalData( TickerId reqId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( reqId, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_FUNDAMENTAL_DATA) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support fundamental data requests.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_FUNDAMENTAL_DATA);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::calculateImpliedVolatility(TickerId reqId, const Contract& contract, double optionPrice, double underPrice) {
|
|
|
|
|
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_REQ_CALC_IMPLIED_VOLAT) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support calculate implied volatility requests.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
if( !contract.tradingClass.empty()) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support tradingClass parameter in calculateImpliedVolatility.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 2;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_CALC_IMPLIED_VOLAT);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
// send contract fields
|
|
|
|
|
ENCODE_FIELD( contract.conId);
|
|
|
|
|
ENCODE_FIELD( contract.symbol);
|
|
|
|
|
ENCODE_FIELD( contract.secType);
|
|
|
|
|
ENCODE_FIELD( contract.lastTradeDateOrContractMonth);
|
|
|
|
|
ENCODE_FIELD( contract.strike);
|
|
|
|
|
ENCODE_FIELD( contract.right);
|
|
|
|
|
ENCODE_FIELD( contract.multiplier);
|
|
|
|
|
ENCODE_FIELD( contract.exchange);
|
|
|
|
|
ENCODE_FIELD( contract.primaryExchange);
|
|
|
|
|
ENCODE_FIELD( contract.currency);
|
|
|
|
|
ENCODE_FIELD( contract.localSymbol);
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.tradingClass);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( optionPrice);
|
|
|
|
|
ENCODE_FIELD( underPrice);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelCalculateImpliedVolatility(TickerId reqId) {
|
|
|
|
|
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_CANCEL_CALC_IMPLIED_VOLAT) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support calculate implied volatility cancellation.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_CALC_IMPLIED_VOLAT);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::calculateOptionPrice(TickerId reqId, const Contract& contract, double volatility, double underPrice) {
|
|
|
|
|
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_REQ_CALC_OPTION_PRICE) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support calculate option price requests.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
if( !contract.tradingClass.empty()) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support tradingClass parameter in calculateOptionPrice.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 2;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_CALC_OPTION_PRICE);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
// send contract fields
|
|
|
|
|
ENCODE_FIELD( contract.conId);
|
|
|
|
|
ENCODE_FIELD( contract.symbol);
|
|
|
|
|
ENCODE_FIELD( contract.secType);
|
|
|
|
|
ENCODE_FIELD( contract.lastTradeDateOrContractMonth);
|
|
|
|
|
ENCODE_FIELD( contract.strike);
|
|
|
|
|
ENCODE_FIELD( contract.right);
|
|
|
|
|
ENCODE_FIELD( contract.multiplier);
|
|
|
|
|
ENCODE_FIELD( contract.exchange);
|
|
|
|
|
ENCODE_FIELD( contract.primaryExchange);
|
|
|
|
|
ENCODE_FIELD( contract.currency);
|
|
|
|
|
ENCODE_FIELD( contract.localSymbol);
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.tradingClass);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( volatility);
|
|
|
|
|
ENCODE_FIELD( underPrice);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelCalculateOptionPrice(TickerId reqId) {
|
|
|
|
|
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_CANCEL_CALC_OPTION_PRICE) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support calculate option price cancellation.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_CALC_OPTION_PRICE);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqContractDetails( int reqId, const Contract& contract)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
// This feature is only available for versions of TWS >=4
|
|
|
|
|
//if( m_serverVersion < 4) {
|
|
|
|
|
// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg());
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_SEC_ID_TYPE) {
|
|
|
|
|
if( !contract.secIdType.empty() || !contract.secId.empty()) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support secIdType and secId parameters.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
if( !contract.tradingClass.empty()) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support tradingClass parameter in reqContractDetails.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_LINKING) {
|
|
|
|
|
if (!contract.primaryExchange.empty()) {
|
|
|
|
|
m_pEWrapper->error( reqId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support primaryExchange parameter in reqContractDetails.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 8;
|
|
|
|
|
|
|
|
|
|
// send req mkt data msg
|
|
|
|
|
ENCODE_FIELD( REQ_CONTRACT_DATA);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_CONTRACT_DATA_CHAIN) {
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// send contract fields
|
|
|
|
|
ENCODE_FIELD( contract.conId); // srv v37 and above
|
|
|
|
|
ENCODE_FIELD( contract.symbol);
|
|
|
|
|
ENCODE_FIELD( contract.secType);
|
|
|
|
|
ENCODE_FIELD( contract.lastTradeDateOrContractMonth);
|
|
|
|
|
ENCODE_FIELD( contract.strike);
|
|
|
|
|
ENCODE_FIELD( contract.right);
|
|
|
|
|
ENCODE_FIELD( contract.multiplier); // srv v15 and above
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_PRIMARYEXCH)
|
|
|
|
|
{
|
|
|
|
|
ENCODE_FIELD(contract.exchange);
|
|
|
|
|
ENCODE_FIELD(contract.primaryExchange);
|
|
|
|
|
}
|
|
|
|
|
else if (m_serverVersion >= MIN_SERVER_VER_LINKING)
|
|
|
|
|
{
|
|
|
|
|
if (!contract.primaryExchange.empty() && (contract.exchange == "BEST" || contract.exchange == "SMART"))
|
|
|
|
|
{
|
|
|
|
|
ENCODE_FIELD( contract.exchange + ":" + contract.primaryExchange);
|
|
|
|
|
}
|
|
|
|
|
else
|
|
|
|
|
{
|
|
|
|
|
ENCODE_FIELD(contract.exchange);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( contract.currency);
|
|
|
|
|
ENCODE_FIELD( contract.localSymbol);
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.tradingClass);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( contract.includeExpired); // srv v31 and above
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_SEC_ID_TYPE){
|
|
|
|
|
ENCODE_FIELD( contract.secIdType);
|
|
|
|
|
ENCODE_FIELD( contract.secId);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqCurrentTime()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
// This feature is only available for versions of TWS >= 33
|
|
|
|
|
//if( m_serverVersion < 33) {
|
|
|
|
|
// m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support current time requests.");
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send current time req
|
|
|
|
|
ENCODE_FIELD( REQ_CURRENT_TIME);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::placeOrder( OrderId id, const Contract& contract, const Order& order)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( id, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < MIN_SERVER_VER_SCALE_ORDERS) {
|
|
|
|
|
// if( order.scaleNumComponents != UNSET_INTEGER ||
|
|
|
|
|
// order.scaleComponentSize != UNSET_INTEGER ||
|
|
|
|
|
// order.scalePriceIncrement != UNSET_DOUBLE) {
|
|
|
|
|
// m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support Scale orders.");
|
|
|
|
|
// return;
|
|
|
|
|
// }
|
|
|
|
|
//}
|
|
|
|
|
//
|
|
|
|
|
//if( m_serverVersion < MIN_SERVER_VER_SSHORT_COMBO_LEGS) {
|
|
|
|
|
// if( contract.comboLegs && !contract.comboLegs->empty()) {
|
|
|
|
|
// typedef Contract::ComboLegList ComboLegList;
|
|
|
|
|
// const ComboLegList& comboLegs = *contract.comboLegs;
|
|
|
|
|
// ComboLegList::const_iterator iter = comboLegs.begin();
|
|
|
|
|
// const ComboLegList::const_iterator iterEnd = comboLegs.end();
|
|
|
|
|
// for( ; iter != iterEnd; ++iter) {
|
|
|
|
|
// const ComboLeg* comboLeg = *iter;
|
|
|
|
|
// assert( comboLeg);
|
|
|
|
|
// if( comboLeg->shortSaleSlot != 0 ||
|
|
|
|
|
// !comboLeg->designatedLocation.IsEmpty()) {
|
|
|
|
|
// m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support SSHORT flag for combo legs.");
|
|
|
|
|
// return;
|
|
|
|
|
// }
|
|
|
|
|
// }
|
|
|
|
|
// }
|
|
|
|
|
//}
|
|
|
|
|
//
|
|
|
|
|
//if( m_serverVersion < MIN_SERVER_VER_WHAT_IF_ORDERS) {
|
|
|
|
|
// if( order.whatIf) {
|
|
|
|
|
// m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
// " It does not support what-if orders.");
|
|
|
|
|
// return;
|
|
|
|
|
// }
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_UNDER_COMP) {
|
|
|
|
|
if( contract.underComp) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support delta-neutral orders.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_SCALE_ORDERS2) {
|
|
|
|
|
if( order.scaleSubsLevelSize != UNSET_INTEGER) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support Subsequent Level Size for Scale orders.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_ALGO_ORDERS) {
|
|
|
|
|
|
|
|
|
|
if( !order.algoStrategy.empty()) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support algo orders.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_NOT_HELD) {
|
|
|
|
|
if (order.notHeld) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support notHeld parameter.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_SEC_ID_TYPE) {
|
|
|
|
|
if( !contract.secIdType.empty() || !contract.secId.empty()) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support secIdType and secId parameters.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_PLACE_ORDER_CONID) {
|
|
|
|
|
if( contract.conId > 0) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support conId parameter.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_SSHORTX) {
|
|
|
|
|
if( order.exemptCode != -1) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support exemptCode parameter.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_SSHORTX) {
|
|
|
|
|
const Contract::ComboLegList* const comboLegs = contract.comboLegs.get();
|
|
|
|
|
const int comboLegsCount = comboLegs ? comboLegs->size() : 0;
|
|
|
|
|
for( int i = 0; i < comboLegsCount; ++i) {
|
|
|
|
|
const ComboLeg* comboLeg = ((*comboLegs)[i]).get();
|
|
|
|
|
assert( comboLeg);
|
|
|
|
|
if( comboLeg->exemptCode != -1 ){
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support exemptCode parameter.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_HEDGE_ORDERS) {
|
|
|
|
|
if( !order.hedgeType.empty()) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support hedge orders.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_OPT_OUT_SMART_ROUTING) {
|
|
|
|
|
if (order.optOutSmartRouting) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support optOutSmartRouting parameter.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_DELTA_NEUTRAL_CONID) {
|
|
|
|
|
if (order.deltaNeutralConId > 0
|
|
|
|
|
|| !order.deltaNeutralSettlingFirm.empty()
|
|
|
|
|
|| !order.deltaNeutralClearingAccount.empty()
|
|
|
|
|
|| !order.deltaNeutralClearingIntent.empty()
|
|
|
|
|
) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support deltaNeutral parameters: ConId, SettlingFirm, ClearingAccount, ClearingIntent.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_DELTA_NEUTRAL_OPEN_CLOSE) {
|
|
|
|
|
if (!order.deltaNeutralOpenClose.empty()
|
|
|
|
|
|| order.deltaNeutralShortSale
|
|
|
|
|
|| order.deltaNeutralShortSaleSlot > 0
|
|
|
|
|
|| !order.deltaNeutralDesignatedLocation.empty()
|
|
|
|
|
) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support deltaNeutral parameters: OpenClose, ShortSale, ShortSaleSlot, DesignatedLocation.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_SCALE_ORDERS3) {
|
|
|
|
|
if (order.scalePriceIncrement > 0 && order.scalePriceIncrement != UNSET_DOUBLE) {
|
|
|
|
|
if (order.scalePriceAdjustValue != UNSET_DOUBLE
|
|
|
|
|
|| order.scalePriceAdjustInterval != UNSET_INTEGER
|
|
|
|
|
|| order.scaleProfitOffset != UNSET_DOUBLE
|
|
|
|
|
|| order.scaleAutoReset
|
|
|
|
|
|| order.scaleInitPosition != UNSET_INTEGER
|
|
|
|
|
|| order.scaleInitFillQty != UNSET_INTEGER
|
|
|
|
|
|| order.scaleRandomPercent) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support Scale order parameters: PriceAdjustValue, PriceAdjustInterval, " +
|
|
|
|
|
"ProfitOffset, AutoReset, InitPosition, InitFillQty and RandomPercent");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_ORDER_COMBO_LEGS_PRICE && contract.secType == "BAG") {
|
|
|
|
|
const Order::OrderComboLegList* const orderComboLegs = order.orderComboLegs.get();
|
|
|
|
|
const int orderComboLegsCount = orderComboLegs ? orderComboLegs->size() : 0;
|
|
|
|
|
for( int i = 0; i < orderComboLegsCount; ++i) {
|
|
|
|
|
const OrderComboLeg* orderComboLeg = ((*orderComboLegs)[i]).get();
|
|
|
|
|
assert( orderComboLeg);
|
|
|
|
|
if( orderComboLeg->price != UNSET_DOUBLE) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support per-leg prices for order combo legs.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_TRAILING_PERCENT) {
|
|
|
|
|
if (order.trailingPercent != UNSET_DOUBLE) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support trailing percent parameter");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
if( !contract.tradingClass.empty()) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support tradingClass parameter in placeOrder.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_SCALE_TABLE) {
|
|
|
|
|
if( !order.scaleTable.empty() || !order.activeStartTime.empty() || !order.activeStopTime.empty()) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support scaleTable, activeStartTime and activeStopTime parameters");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_ALGO_ID) {
|
|
|
|
|
if( !order.algoId.empty()) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support algoId parameter");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_ORDER_SOLICITED) {
|
|
|
|
|
if (order.solicited) {
|
|
|
|
|
m_pEWrapper->error(id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support order solicited parameter.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_MODELS_SUPPORT) {
|
|
|
|
|
if( !order.modelCode.empty()) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support model code parameter.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_EXT_OPERATOR) {
|
|
|
|
|
if( !order.extOperator.empty()) {
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support ext operator parameter");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
2016-11-11 16:42:37 +00:00
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_SOFT_DOLLAR_TIER)
|
|
|
|
|
{
|
|
|
|
|
if (!order.softDollarTier.name().empty() || !order.softDollarTier.val().empty())
|
|
|
|
|
{
|
|
|
|
|
m_pEWrapper->error( id, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support soft dollar tier");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
2016-08-23 15:45:06 +00:00
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
int VERSION = (m_serverVersion < MIN_SERVER_VER_NOT_HELD) ? 27 : 45;
|
|
|
|
|
|
|
|
|
|
// send place order msg
|
|
|
|
|
ENCODE_FIELD( PLACE_ORDER);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( id);
|
|
|
|
|
|
|
|
|
|
// send contract fields
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_PLACE_ORDER_CONID) {
|
|
|
|
|
ENCODE_FIELD( contract.conId);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( contract.symbol);
|
|
|
|
|
ENCODE_FIELD( contract.secType);
|
|
|
|
|
ENCODE_FIELD( contract.lastTradeDateOrContractMonth);
|
|
|
|
|
ENCODE_FIELD( contract.strike);
|
|
|
|
|
ENCODE_FIELD( contract.right);
|
|
|
|
|
ENCODE_FIELD( contract.multiplier); // srv v15 and above
|
|
|
|
|
ENCODE_FIELD( contract.exchange);
|
|
|
|
|
ENCODE_FIELD( contract.primaryExchange); // srv v14 and above
|
|
|
|
|
ENCODE_FIELD( contract.currency);
|
|
|
|
|
ENCODE_FIELD( contract.localSymbol); // srv v2 and above
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.tradingClass);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_SEC_ID_TYPE){
|
|
|
|
|
ENCODE_FIELD( contract.secIdType);
|
|
|
|
|
ENCODE_FIELD( contract.secId);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// send main order fields
|
|
|
|
|
ENCODE_FIELD( order.action);
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_FRACTIONAL_POSITIONS)
|
|
|
|
|
ENCODE_FIELD(order.totalQuantity)
|
|
|
|
|
else
|
|
|
|
|
ENCODE_FIELD((long)order.totalQuantity)
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( order.orderType);
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_ORDER_COMBO_LEGS_PRICE) {
|
|
|
|
|
ENCODE_FIELD( order.lmtPrice == UNSET_DOUBLE ? 0 : order.lmtPrice);
|
|
|
|
|
}
|
|
|
|
|
else {
|
|
|
|
|
ENCODE_FIELD_MAX( order.lmtPrice);
|
|
|
|
|
}
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_TRAILING_PERCENT) {
|
|
|
|
|
ENCODE_FIELD( order.auxPrice == UNSET_DOUBLE ? 0 : order.auxPrice);
|
|
|
|
|
}
|
|
|
|
|
else {
|
|
|
|
|
ENCODE_FIELD_MAX( order.auxPrice);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// send extended order fields
|
|
|
|
|
ENCODE_FIELD( order.tif);
|
|
|
|
|
ENCODE_FIELD( order.ocaGroup);
|
|
|
|
|
ENCODE_FIELD( order.account);
|
|
|
|
|
ENCODE_FIELD( order.openClose);
|
|
|
|
|
ENCODE_FIELD( order.origin);
|
|
|
|
|
ENCODE_FIELD( order.orderRef);
|
|
|
|
|
ENCODE_FIELD( order.transmit);
|
|
|
|
|
ENCODE_FIELD( order.parentId); // srv v4 and above
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( order.blockOrder); // srv v5 and above
|
|
|
|
|
ENCODE_FIELD( order.sweepToFill); // srv v5 and above
|
|
|
|
|
ENCODE_FIELD( order.displaySize); // srv v5 and above
|
|
|
|
|
ENCODE_FIELD( order.triggerMethod); // srv v5 and above
|
|
|
|
|
|
|
|
|
|
//if( m_serverVersion < 38) {
|
|
|
|
|
// will never happen
|
|
|
|
|
// ENCODE_FIELD(/* order.ignoreRth */ false);
|
|
|
|
|
//}
|
|
|
|
|
//else {
|
|
|
|
|
ENCODE_FIELD( order.outsideRth); // srv v5 and above
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( order.hidden); // srv v7 and above
|
|
|
|
|
|
|
|
|
|
// Send combo legs for BAG requests (srv v8 and above)
|
|
|
|
|
if( contract.secType == "BAG")
|
|
|
|
|
{
|
|
|
|
|
const Contract::ComboLegList* const comboLegs = contract.comboLegs.get();
|
|
|
|
|
const int comboLegsCount = comboLegs ? comboLegs->size() : 0;
|
|
|
|
|
ENCODE_FIELD( comboLegsCount);
|
|
|
|
|
if( comboLegsCount > 0) {
|
|
|
|
|
for( int i = 0; i < comboLegsCount; ++i) {
|
|
|
|
|
const ComboLeg* comboLeg = ((*comboLegs)[i]).get();
|
|
|
|
|
assert( comboLeg);
|
|
|
|
|
ENCODE_FIELD( comboLeg->conId);
|
|
|
|
|
ENCODE_FIELD( comboLeg->ratio);
|
|
|
|
|
ENCODE_FIELD( comboLeg->action);
|
|
|
|
|
ENCODE_FIELD( comboLeg->exchange);
|
|
|
|
|
ENCODE_FIELD( comboLeg->openClose);
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( comboLeg->shortSaleSlot); // srv v35 and above
|
|
|
|
|
ENCODE_FIELD( comboLeg->designatedLocation); // srv v35 and above
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_SSHORTX_OLD) {
|
|
|
|
|
ENCODE_FIELD( comboLeg->exemptCode);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Send order combo legs for BAG requests
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_ORDER_COMBO_LEGS_PRICE && contract.secType == "BAG")
|
|
|
|
|
{
|
|
|
|
|
const Order::OrderComboLegList* const orderComboLegs = order.orderComboLegs.get();
|
|
|
|
|
const int orderComboLegsCount = orderComboLegs ? orderComboLegs->size() : 0;
|
|
|
|
|
ENCODE_FIELD( orderComboLegsCount);
|
|
|
|
|
if( orderComboLegsCount > 0) {
|
|
|
|
|
for( int i = 0; i < orderComboLegsCount; ++i) {
|
|
|
|
|
const OrderComboLeg* orderComboLeg = ((*orderComboLegs)[i]).get();
|
|
|
|
|
assert( orderComboLeg);
|
|
|
|
|
ENCODE_FIELD_MAX( orderComboLeg->price);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_SMART_COMBO_ROUTING_PARAMS && contract.secType == "BAG") {
|
|
|
|
|
const TagValueList* const smartComboRoutingParams = order.smartComboRoutingParams.get();
|
|
|
|
|
const int smartComboRoutingParamsCount = smartComboRoutingParams ? smartComboRoutingParams->size() : 0;
|
|
|
|
|
ENCODE_FIELD( smartComboRoutingParamsCount);
|
|
|
|
|
if( smartComboRoutingParamsCount > 0) {
|
|
|
|
|
for( int i = 0; i < smartComboRoutingParamsCount; ++i) {
|
|
|
|
|
const TagValue* tagValue = ((*smartComboRoutingParams)[i]).get();
|
|
|
|
|
ENCODE_FIELD( tagValue->tag);
|
|
|
|
|
ENCODE_FIELD( tagValue->value);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
/////////////////////////////////////////////////////////////////////////////
|
|
|
|
|
// Send the shares allocation.
|
|
|
|
|
//
|
|
|
|
|
// This specifies the number of order shares allocated to each Financial
|
|
|
|
|
// Advisor managed account. The format of the allocation string is as
|
|
|
|
|
// follows:
|
|
|
|
|
// <account_code1>/<number_shares1>,<account_code2>/<number_shares2>,...N
|
|
|
|
|
// E.g.
|
|
|
|
|
// To allocate 20 shares of a 100 share order to account 'U101' and the
|
|
|
|
|
// residual 80 to account 'U203' enter the following share allocation string:
|
|
|
|
|
// U101/20,U203/80
|
|
|
|
|
/////////////////////////////////////////////////////////////////////////////
|
|
|
|
|
{
|
|
|
|
|
// send deprecated sharesAllocation field
|
|
|
|
|
ENCODE_FIELD( ""); // srv v9 and above
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( order.discretionaryAmt); // srv v10 and above
|
|
|
|
|
ENCODE_FIELD( order.goodAfterTime); // srv v11 and above
|
|
|
|
|
ENCODE_FIELD( order.goodTillDate); // srv v12 and above
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( order.faGroup); // srv v13 and above
|
|
|
|
|
ENCODE_FIELD( order.faMethod); // srv v13 and above
|
|
|
|
|
ENCODE_FIELD( order.faPercentage); // srv v13 and above
|
|
|
|
|
ENCODE_FIELD( order.faProfile); // srv v13 and above
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_MODELS_SUPPORT) {
|
|
|
|
|
ENCODE_FIELD( order.modelCode);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// institutional short saleslot data (srv v18 and above)
|
|
|
|
|
ENCODE_FIELD( order.shortSaleSlot); // 0 for retail, 1 or 2 for institutions
|
|
|
|
|
ENCODE_FIELD( order.designatedLocation); // populate only when shortSaleSlot = 2.
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_SSHORTX_OLD) {
|
|
|
|
|
ENCODE_FIELD( order.exemptCode);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// not needed anymore
|
|
|
|
|
//bool isVolOrder = (order.orderType.CompareNoCase("VOL") == 0);
|
|
|
|
|
|
|
|
|
|
// srv v19 and above fields
|
|
|
|
|
ENCODE_FIELD( order.ocaType);
|
|
|
|
|
//if( m_serverVersion < 38) {
|
|
|
|
|
// will never happen
|
|
|
|
|
// send( /* order.rthOnly */ false);
|
|
|
|
|
//}
|
|
|
|
|
ENCODE_FIELD( order.rule80A);
|
|
|
|
|
ENCODE_FIELD( order.settlingFirm);
|
|
|
|
|
ENCODE_FIELD( order.allOrNone);
|
|
|
|
|
ENCODE_FIELD_MAX( order.minQty);
|
|
|
|
|
ENCODE_FIELD_MAX( order.percentOffset);
|
|
|
|
|
ENCODE_FIELD( order.eTradeOnly);
|
|
|
|
|
ENCODE_FIELD( order.firmQuoteOnly);
|
|
|
|
|
ENCODE_FIELD_MAX( order.nbboPriceCap);
|
|
|
|
|
ENCODE_FIELD( order.auctionStrategy); // AUCTION_MATCH, AUCTION_IMPROVEMENT, AUCTION_TRANSPARENT
|
|
|
|
|
ENCODE_FIELD_MAX( order.startingPrice);
|
|
|
|
|
ENCODE_FIELD_MAX( order.stockRefPrice);
|
|
|
|
|
ENCODE_FIELD_MAX( order.delta);
|
|
|
|
|
// Volatility orders had specific watermark price attribs in server version 26
|
|
|
|
|
//double lower = (m_serverVersion == 26 && isVolOrder) ? DBL_MAX : order.stockRangeLower;
|
|
|
|
|
//double upper = (m_serverVersion == 26 && isVolOrder) ? DBL_MAX : order.stockRangeUpper;
|
|
|
|
|
ENCODE_FIELD_MAX( order.stockRangeLower);
|
|
|
|
|
ENCODE_FIELD_MAX( order.stockRangeUpper);
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( order.overridePercentageConstraints); // srv v22 and above
|
|
|
|
|
|
|
|
|
|
// Volatility orders (srv v26 and above)
|
|
|
|
|
ENCODE_FIELD_MAX( order.volatility);
|
|
|
|
|
ENCODE_FIELD_MAX( order.volatilityType);
|
|
|
|
|
// will never happen
|
|
|
|
|
//if( m_serverVersion < 28) {
|
|
|
|
|
// send( order.deltaNeutralOrderType.CompareNoCase("MKT") == 0);
|
|
|
|
|
//}
|
|
|
|
|
//else {
|
|
|
|
|
ENCODE_FIELD( order.deltaNeutralOrderType); // srv v28 and above
|
|
|
|
|
ENCODE_FIELD_MAX( order.deltaNeutralAuxPrice); // srv v28 and above
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_DELTA_NEUTRAL_CONID && !order.deltaNeutralOrderType.empty()){
|
|
|
|
|
ENCODE_FIELD( order.deltaNeutralConId);
|
|
|
|
|
ENCODE_FIELD( order.deltaNeutralSettlingFirm);
|
|
|
|
|
ENCODE_FIELD( order.deltaNeutralClearingAccount);
|
|
|
|
|
ENCODE_FIELD( order.deltaNeutralClearingIntent);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_DELTA_NEUTRAL_OPEN_CLOSE && !order.deltaNeutralOrderType.empty()){
|
|
|
|
|
ENCODE_FIELD( order.deltaNeutralOpenClose);
|
|
|
|
|
ENCODE_FIELD( order.deltaNeutralShortSale);
|
|
|
|
|
ENCODE_FIELD( order.deltaNeutralShortSaleSlot);
|
|
|
|
|
ENCODE_FIELD( order.deltaNeutralDesignatedLocation);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
//}
|
|
|
|
|
ENCODE_FIELD( order.continuousUpdate);
|
|
|
|
|
//if( m_serverVersion == 26) {
|
|
|
|
|
// // Volatility orders had specific watermark price attribs in server version 26
|
|
|
|
|
// double lower = (isVolOrder ? order.stockRangeLower : DBL_MAX);
|
|
|
|
|
// double upper = (isVolOrder ? order.stockRangeUpper : DBL_MAX);
|
|
|
|
|
// ENCODE_FIELD_MAX( lower);
|
|
|
|
|
// ENCODE_FIELD_MAX( upper);
|
|
|
|
|
//}
|
|
|
|
|
ENCODE_FIELD_MAX( order.referencePriceType);
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD_MAX( order.trailStopPrice); // srv v30 and above
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRAILING_PERCENT) {
|
|
|
|
|
ENCODE_FIELD_MAX( order.trailingPercent);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// SCALE orders
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_SCALE_ORDERS2) {
|
|
|
|
|
ENCODE_FIELD_MAX( order.scaleInitLevelSize);
|
|
|
|
|
ENCODE_FIELD_MAX( order.scaleSubsLevelSize);
|
|
|
|
|
}
|
|
|
|
|
else {
|
|
|
|
|
// srv v35 and above)
|
|
|
|
|
ENCODE_FIELD( ""); // for not supported scaleNumComponents
|
|
|
|
|
ENCODE_FIELD_MAX( order.scaleInitLevelSize); // for scaleComponentSize
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD_MAX( order.scalePriceIncrement);
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_SCALE_ORDERS3
|
|
|
|
|
&& order.scalePriceIncrement > 0.0 && order.scalePriceIncrement != UNSET_DOUBLE) {
|
|
|
|
|
ENCODE_FIELD_MAX( order.scalePriceAdjustValue);
|
|
|
|
|
ENCODE_FIELD_MAX( order.scalePriceAdjustInterval);
|
|
|
|
|
ENCODE_FIELD_MAX( order.scaleProfitOffset);
|
|
|
|
|
ENCODE_FIELD( order.scaleAutoReset);
|
|
|
|
|
ENCODE_FIELD_MAX( order.scaleInitPosition);
|
|
|
|
|
ENCODE_FIELD_MAX( order.scaleInitFillQty);
|
|
|
|
|
ENCODE_FIELD( order.scaleRandomPercent);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_SCALE_TABLE) {
|
|
|
|
|
ENCODE_FIELD( order.scaleTable);
|
|
|
|
|
ENCODE_FIELD( order.activeStartTime);
|
|
|
|
|
ENCODE_FIELD( order.activeStopTime);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// HEDGE orders
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_HEDGE_ORDERS) {
|
|
|
|
|
ENCODE_FIELD( order.hedgeType);
|
|
|
|
|
if ( !order.hedgeType.empty()) {
|
|
|
|
|
ENCODE_FIELD( order.hedgeParam);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_OPT_OUT_SMART_ROUTING){
|
|
|
|
|
ENCODE_FIELD( order.optOutSmartRouting);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_PTA_ORDERS) {
|
|
|
|
|
ENCODE_FIELD( order.clearingAccount);
|
|
|
|
|
ENCODE_FIELD( order.clearingIntent);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_NOT_HELD){
|
|
|
|
|
ENCODE_FIELD( order.notHeld);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_UNDER_COMP) {
|
|
|
|
|
if( contract.underComp) {
|
|
|
|
|
const UnderComp& underComp = *contract.underComp;
|
|
|
|
|
ENCODE_FIELD( true);
|
|
|
|
|
ENCODE_FIELD( underComp.conId);
|
|
|
|
|
ENCODE_FIELD( underComp.delta);
|
|
|
|
|
ENCODE_FIELD( underComp.price);
|
|
|
|
|
}
|
|
|
|
|
else {
|
|
|
|
|
ENCODE_FIELD( false);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_ALGO_ORDERS) {
|
|
|
|
|
ENCODE_FIELD( order.algoStrategy);
|
|
|
|
|
|
|
|
|
|
if( !order.algoStrategy.empty()) {
|
|
|
|
|
const TagValueList* const algoParams = order.algoParams.get();
|
|
|
|
|
const int algoParamsCount = algoParams ? algoParams->size() : 0;
|
|
|
|
|
ENCODE_FIELD( algoParamsCount);
|
|
|
|
|
if( algoParamsCount > 0) {
|
|
|
|
|
for( int i = 0; i < algoParamsCount; ++i) {
|
|
|
|
|
const TagValue* tagValue = ((*algoParams)[i]).get();
|
|
|
|
|
ENCODE_FIELD( tagValue->tag);
|
|
|
|
|
ENCODE_FIELD( tagValue->value);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_ALGO_ID) {
|
|
|
|
|
ENCODE_FIELD( order.algoId);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( order.whatIf); // srv v36 and above
|
|
|
|
|
|
|
|
|
|
// send miscOptions parameter
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_LINKING) {
|
|
|
|
|
std::string miscOptionsStr("");
|
|
|
|
|
const TagValueList* const orderMiscOptions = order.orderMiscOptions.get();
|
|
|
|
|
const int orderMiscOptionsCount = orderMiscOptions ? orderMiscOptions->size() : 0;
|
|
|
|
|
if( orderMiscOptionsCount > 0) {
|
|
|
|
|
for( int i = 0; i < orderMiscOptionsCount; ++i) {
|
|
|
|
|
const TagValue* tagValue = ((*orderMiscOptions)[i]).get();
|
|
|
|
|
miscOptionsStr += tagValue->tag;
|
|
|
|
|
miscOptionsStr += "=";
|
|
|
|
|
miscOptionsStr += tagValue->value;
|
|
|
|
|
miscOptionsStr += ";";
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( miscOptionsStr);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_ORDER_SOLICITED) {
|
|
|
|
|
ENCODE_FIELD(order.solicited);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_RANDOMIZE_SIZE_AND_PRICE) {
|
|
|
|
|
ENCODE_FIELD(order.randomizeSize);
|
|
|
|
|
ENCODE_FIELD(order.randomizePrice);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_PEGGED_TO_BENCHMARK) {
|
|
|
|
|
if (order.orderType == "PEG BENCH") {
|
|
|
|
|
ENCODE_FIELD(order.referenceContractId);
|
|
|
|
|
ENCODE_FIELD(order.isPeggedChangeAmountDecrease);
|
|
|
|
|
ENCODE_FIELD(order.peggedChangeAmount);
|
|
|
|
|
ENCODE_FIELD(order.referenceChangeAmount);
|
|
|
|
|
ENCODE_FIELD(order.referenceExchangeId);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD(order.conditions.size());
|
|
|
|
|
|
|
|
|
|
if (order.conditions.size() > 0) {
|
|
|
|
|
for (ibapi::shared_ptr<OrderCondition> item : order.conditions) {
|
|
|
|
|
ENCODE_FIELD(item->type());
|
|
|
|
|
item->writeExternal(msg);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD(order.conditionsIgnoreRth);
|
|
|
|
|
ENCODE_FIELD(order.conditionsCancelOrder);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD(order.adjustedOrderType);
|
|
|
|
|
ENCODE_FIELD(order.triggerPrice);
|
|
|
|
|
ENCODE_FIELD(order.lmtPriceOffset);
|
|
|
|
|
ENCODE_FIELD(order.adjustedStopPrice);
|
|
|
|
|
ENCODE_FIELD(order.adjustedStopLimitPrice);
|
|
|
|
|
ENCODE_FIELD(order.adjustedTrailingAmount);
|
|
|
|
|
ENCODE_FIELD(order.adjustableTrailingUnit);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_EXT_OPERATOR) {
|
|
|
|
|
ENCODE_FIELD( order.extOperator);
|
|
|
|
|
}
|
|
|
|
|
|
2016-11-11 16:42:37 +00:00
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_SOFT_DOLLAR_TIER) {
|
|
|
|
|
ENCODE_FIELD(order.softDollarTier.name());
|
|
|
|
|
ENCODE_FIELD(order.softDollarTier.val());
|
|
|
|
|
}
|
|
|
|
|
|
2016-08-23 15:45:06 +00:00
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelOrder( OrderId id)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( id, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send cancel order msg
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_ORDER);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( id);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqAccountUpdates(bool subscribe, const std::string& acctCode)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 2;
|
|
|
|
|
|
|
|
|
|
// send req acct msg
|
|
|
|
|
ENCODE_FIELD( REQ_ACCT_DATA);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( subscribe); // TRUE = subscribe, FALSE = unsubscribe.
|
|
|
|
|
|
|
|
|
|
// Send the account code. This will only be used for FA clients
|
|
|
|
|
ENCODE_FIELD( acctCode); // srv v9 and above
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqOpenOrders()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send req open orders msg
|
|
|
|
|
ENCODE_FIELD( REQ_OPEN_ORDERS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqAutoOpenOrders(bool bAutoBind)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send req open orders msg
|
|
|
|
|
ENCODE_FIELD( REQ_AUTO_OPEN_ORDERS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( bAutoBind);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqAllOpenOrders()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send req open orders msg
|
|
|
|
|
ENCODE_FIELD( REQ_ALL_OPEN_ORDERS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqExecutions(int reqId, const ExecutionFilter& filter)
|
|
|
|
|
{
|
|
|
|
|
//NOTE: Time format must be 'yyyymmdd-hh:mm:ss' E.g. '20030702-14:55'
|
|
|
|
|
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 3;
|
|
|
|
|
|
|
|
|
|
// send req open orders msg
|
|
|
|
|
ENCODE_FIELD( REQ_EXECUTIONS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_EXECUTION_DATA_CHAIN) {
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Send the execution rpt filter data (srv v9 and above)
|
|
|
|
|
ENCODE_FIELD( filter.m_clientId);
|
|
|
|
|
ENCODE_FIELD( filter.m_acctCode);
|
|
|
|
|
ENCODE_FIELD( filter.m_time);
|
|
|
|
|
ENCODE_FIELD( filter.m_symbol);
|
|
|
|
|
ENCODE_FIELD( filter.m_secType);
|
|
|
|
|
ENCODE_FIELD( filter.m_exchange);
|
|
|
|
|
ENCODE_FIELD( filter.m_side);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqIds( int numIds)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( numIds, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send req open orders msg
|
|
|
|
|
ENCODE_FIELD( REQ_IDS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( numIds);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqNewsBulletins(bool allMsgs)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send req news bulletins msg
|
|
|
|
|
ENCODE_FIELD( REQ_NEWS_BULLETINS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( allMsgs);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelNewsBulletins()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send req news bulletins msg
|
|
|
|
|
ENCODE_FIELD( CANCEL_NEWS_BULLETINS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::setServerLogLevel(int logLevel)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send the set server logging level message
|
|
|
|
|
ENCODE_FIELD( SET_SERVER_LOGLEVEL);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( logLevel);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqManagedAccts()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send req FA managed accounts msg
|
|
|
|
|
ENCODE_FIELD( REQ_MANAGED_ACCTS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
void EClient::requestFA(faDataType pFaDataType)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < 13) {
|
|
|
|
|
// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg());
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_FA);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( (int)pFaDataType);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::replaceFA(faDataType pFaDataType, const std::string& cxml)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < 13) {
|
|
|
|
|
// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg());
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REPLACE_FA);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( (int)pFaDataType);
|
|
|
|
|
ENCODE_FIELD( cxml);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
void EClient::exerciseOptions( TickerId tickerId, const Contract& contract,
|
|
|
|
|
int exerciseAction, int exerciseQuantity,
|
|
|
|
|
const std::string& account, int override)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// Not needed anymore validation
|
|
|
|
|
//if( m_serverVersion < 21) {
|
|
|
|
|
// m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg());
|
|
|
|
|
// return;
|
|
|
|
|
//}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
if( !contract.tradingClass.empty() || (contract.conId > 0)) {
|
|
|
|
|
m_pEWrapper->error( tickerId, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support conId, multiplier and tradingClass parameters in exerciseOptions.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 2;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( EXERCISE_OPTIONS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( tickerId);
|
|
|
|
|
|
|
|
|
|
// send contract fields
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.conId);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( contract.symbol);
|
|
|
|
|
ENCODE_FIELD( contract.secType);
|
|
|
|
|
ENCODE_FIELD( contract.lastTradeDateOrContractMonth);
|
|
|
|
|
ENCODE_FIELD( contract.strike);
|
|
|
|
|
ENCODE_FIELD( contract.right);
|
|
|
|
|
ENCODE_FIELD( contract.multiplier);
|
|
|
|
|
ENCODE_FIELD( contract.exchange);
|
|
|
|
|
ENCODE_FIELD( contract.currency);
|
|
|
|
|
ENCODE_FIELD( contract.localSymbol);
|
|
|
|
|
if( m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
|
|
|
|
|
ENCODE_FIELD( contract.tradingClass);
|
|
|
|
|
}
|
|
|
|
|
ENCODE_FIELD( exerciseAction);
|
|
|
|
|
ENCODE_FIELD( exerciseQuantity);
|
|
|
|
|
ENCODE_FIELD( account);
|
|
|
|
|
ENCODE_FIELD( override);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqGlobalCancel()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion < MIN_SERVER_VER_REQ_GLOBAL_CANCEL) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support globalCancel requests.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
// send current time req
|
|
|
|
|
ENCODE_FIELD( REQ_GLOBAL_CANCEL);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqMarketDataType( int marketDataType)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_REQ_MARKET_DATA_TYPE) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support market data type requests.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_MARKET_DATA_TYPE);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( marketDataType);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
int EClient::bufferedRead()
|
|
|
|
|
{
|
|
|
|
|
char buf[8192];
|
|
|
|
|
int nResult = receive( buf, sizeof(buf));
|
|
|
|
|
|
|
|
|
|
if( nResult > 0) {
|
|
|
|
|
m_inBuffer.insert( m_inBuffer.end(), &buf[0], &buf[0] + nResult);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
return nResult;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqPositions()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_POSITIONS) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support positions request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_POSITIONS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelPositions()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_POSITIONS) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support positions cancellation.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_POSITIONS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqAccountSummary( int reqId, const std::string& groupName, const std::string& tags)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_ACCOUNT_SUMMARY) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support account summary request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_ACCOUNT_SUMMARY);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
ENCODE_FIELD( groupName);
|
|
|
|
|
ENCODE_FIELD( tags);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelAccountSummary( int reqId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_ACCOUNT_SUMMARY) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support account summary cancellation.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_ACCOUNT_SUMMARY);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::verifyRequest(const std::string& apiName, const std::string& apiVersion)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_LINKING) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support verification request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( !m_extraAuth) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" Intent to authenticate needs to be expressed during initial connect request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( VERIFY_REQUEST);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( apiName);
|
|
|
|
|
ENCODE_FIELD( apiVersion);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::verifyMessage(const std::string& apiData)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_LINKING) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support verification message sending.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( VERIFY_MESSAGE);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( apiData);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::verifyAndAuthRequest(const std::string& apiName, const std::string& apiVersion, const std::string& opaqueIsvKey)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_LINKING_AUTH) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support verification request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( !m_extraAuth) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" Intent to authenticate needs to be expressed during initial connect request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( VERIFY_AND_AUTH_REQUEST);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( apiName);
|
|
|
|
|
ENCODE_FIELD( apiVersion);
|
|
|
|
|
ENCODE_FIELD( opaqueIsvKey);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::verifyAndAuthMessage(const std::string& apiData, const std::string& xyzResponse)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_LINKING_AUTH) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support verification message sending.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( VERIFY_AND_AUTH_MESSAGE);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( apiData);
|
|
|
|
|
ENCODE_FIELD( xyzResponse);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::queryDisplayGroups( int reqId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_LINKING) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support queryDisplayGroups request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( QUERY_DISPLAY_GROUPS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::subscribeToGroupEvents( int reqId, int groupId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_LINKING) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support subscribeToGroupEvents request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( SUBSCRIBE_TO_GROUP_EVENTS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
ENCODE_FIELD( groupId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::updateDisplayGroup( int reqId, const std::string& contractInfo)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_LINKING) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support updateDisplayGroup request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( UPDATE_DISPLAY_GROUP);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
ENCODE_FIELD( contractInfo);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::startApi()
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion >= 3) {
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_LINKING) {
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
ENCODE_FIELD( m_clientId);
|
|
|
|
|
bufferedSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
else
|
|
|
|
|
{
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 2;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( START_API);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( m_clientId);
|
|
|
|
|
|
|
|
|
|
if (m_serverVersion >= MIN_SERVER_VER_OPTIONAL_CAPABILITIES)
|
|
|
|
|
ENCODE_FIELD(m_optionalCapabilities);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::unsubscribeFromGroupEvents( int reqId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_LINKING) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support unsubscribeFromGroupEvents request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( UNSUBSCRIBE_FROM_GROUP_EVENTS);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqPositionsMulti( int reqId, const std::string& account, const std::string& modelCode)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_MODELS_SUPPORT) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support positions multi request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_POSITIONS_MULTI);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
ENCODE_FIELD( account);
|
|
|
|
|
ENCODE_FIELD( modelCode);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelPositionsMulti( int reqId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_MODELS_SUPPORT) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support positions multi cancellation.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_POSITIONS_MULTI);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqAccountUpdatessMulti( int reqId, const std::string& account, const std::string& modelCode, bool ledgerAndNLV)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_MODELS_SUPPORT) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support account updates multi request.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( REQ_ACCOUNT_UPDATES_MULTI);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
ENCODE_FIELD( account);
|
|
|
|
|
ENCODE_FIELD( modelCode);
|
|
|
|
|
ENCODE_FIELD( ledgerAndNLV);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::cancelAccountUpdatesMulti( int reqId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_MODELS_SUPPORT) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support account updates multi cancellation.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer( msg);
|
|
|
|
|
|
|
|
|
|
const int VERSION = 1;
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD( CANCEL_ACCOUNT_UPDATES_MULTI);
|
|
|
|
|
ENCODE_FIELD( VERSION);
|
|
|
|
|
ENCODE_FIELD( reqId);
|
|
|
|
|
|
|
|
|
|
closeAndSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::reqSecDefOptParams(int reqId, const std::string& underlyingSymbol, const std::string& futFopExchange, const std::string& underlyingSecType, int underlyingConId)
|
|
|
|
|
{
|
|
|
|
|
// not connected?
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
if( m_serverVersion < MIN_SERVER_VER_SEC_DEF_OPT_PARAMS_REQ) {
|
|
|
|
|
m_pEWrapper->error(NO_VALID_ID, UPDATE_TWS.code(), UPDATE_TWS.msg() +
|
|
|
|
|
" It does not support security definiton option requests.");
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer(msg);
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD(REQ_SEC_DEF_OPT_PARAMS);
|
|
|
|
|
ENCODE_FIELD(reqId);
|
|
|
|
|
ENCODE_FIELD(underlyingSymbol);
|
|
|
|
|
ENCODE_FIELD(futFopExchange);
|
|
|
|
|
ENCODE_FIELD(underlyingSecType);
|
|
|
|
|
ENCODE_FIELD(underlyingConId);
|
|
|
|
|
|
|
|
|
|
closeAndSend(msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
2016-11-11 16:42:37 +00:00
|
|
|
|
void EClient::reqSoftDollarTiers(int reqId)
|
|
|
|
|
{
|
|
|
|
|
if( !isConnected()) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, NOT_CONNECTED.code(), NOT_CONNECTED.msg());
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
prepareBuffer(msg);
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
ENCODE_FIELD(REQ_SOFT_DOLLAR_TIERS);
|
|
|
|
|
ENCODE_FIELD(reqId);
|
|
|
|
|
|
|
|
|
|
closeAndSend(msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
2016-08-23 15:45:06 +00:00
|
|
|
|
int EClient::processMsgImpl(const char*& beginPtr, const char* endPtr)
|
|
|
|
|
{
|
|
|
|
|
EDecoder decoder(serverVersion(), m_pEWrapper);
|
|
|
|
|
|
|
|
|
|
return decoder.parseAndProcessMsg(beginPtr, endPtr);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
int EClient::processOnePrefixedMsg(const char*& beginPtr, const char* endPtr, messageHandler handler)
|
|
|
|
|
{
|
|
|
|
|
if( beginPtr + HEADER_LEN >= endPtr)
|
|
|
|
|
return 0;
|
|
|
|
|
|
|
|
|
|
assert( sizeof(unsigned) == HEADER_LEN);
|
|
|
|
|
|
|
|
|
|
unsigned netLen = 0;
|
|
|
|
|
memcpy( &netLen, beginPtr, HEADER_LEN);
|
|
|
|
|
|
|
|
|
|
const unsigned msgLen = ntohl(netLen);
|
|
|
|
|
|
|
|
|
|
// shold never happen, but still....
|
|
|
|
|
if( !msgLen) {
|
|
|
|
|
beginPtr += HEADER_LEN;
|
|
|
|
|
return HEADER_LEN;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
// enforce max msg len limit
|
|
|
|
|
if( msgLen > MAX_MSG_LEN) {
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, BAD_LENGTH.code(), BAD_LENGTH.msg());
|
|
|
|
|
eDisconnect();
|
|
|
|
|
m_pEWrapper->connectionClosed();
|
|
|
|
|
return 0;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
const char* msgStart = beginPtr + HEADER_LEN;
|
|
|
|
|
const char* msgEnd = msgStart + msgLen;
|
|
|
|
|
|
|
|
|
|
// handle incomplete messages
|
|
|
|
|
if( msgEnd > endPtr) {
|
|
|
|
|
return 0;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
int decoded = (this->*handler)( msgStart, msgEnd);
|
|
|
|
|
if( decoded <= 0) {
|
|
|
|
|
// this would mean something went real wrong
|
|
|
|
|
// and message was incomplete from decoder POV
|
|
|
|
|
m_pEWrapper->error( NO_VALID_ID, BAD_MESSAGE.code(), BAD_MESSAGE.msg());
|
|
|
|
|
eDisconnect();
|
|
|
|
|
m_pEWrapper->connectionClosed();
|
|
|
|
|
return 0;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
int consumed = msgEnd - beginPtr;
|
|
|
|
|
beginPtr = msgEnd;
|
|
|
|
|
return consumed;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
bool EClient::extraAuth() {
|
|
|
|
|
return m_extraAuth;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
int EClient::processMsg(const char*& beginPtr, const char* endPtr)
|
|
|
|
|
{
|
|
|
|
|
if( !m_useV100Plus) {
|
|
|
|
|
return processMsgImpl( beginPtr, endPtr);
|
|
|
|
|
}
|
|
|
|
|
return processOnePrefixedMsg( beginPtr, endPtr, &EClient::processMsgImpl);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
EWrapper * EClient::getWrapper() const
|
|
|
|
|
{
|
|
|
|
|
return m_pEWrapper;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::setClientId( int clientId)
|
|
|
|
|
{
|
|
|
|
|
m_clientId = clientId;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::setExtraAuth( bool extraAuth)
|
|
|
|
|
{
|
|
|
|
|
m_extraAuth = extraAuth;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::setHost( const std::string& host)
|
|
|
|
|
{
|
|
|
|
|
m_host = host;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void EClient::setPort( unsigned port)
|
|
|
|
|
{
|
|
|
|
|
m_port = port;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
///////////////////////////////////////////////////////////
|
|
|
|
|
// callbacks from socket
|
|
|
|
|
int EClient::sendConnectRequest()
|
|
|
|
|
{
|
|
|
|
|
m_connState = CS_CONNECTING;
|
|
|
|
|
|
|
|
|
|
int rval;
|
|
|
|
|
|
|
|
|
|
// send client version
|
|
|
|
|
std::stringstream msg;
|
|
|
|
|
if( m_useV100Plus) {
|
|
|
|
|
msg.write( API_SIGN, sizeof(API_SIGN));
|
|
|
|
|
prepareBufferImpl( msg);
|
|
|
|
|
if( MIN_CLIENT_VER < MAX_CLIENT_VER) {
|
|
|
|
|
msg << 'v' << MIN_CLIENT_VER << ".." << MAX_CLIENT_VER;
|
|
|
|
|
}
|
|
|
|
|
else {
|
|
|
|
|
msg << 'v' << MIN_CLIENT_VER;
|
|
|
|
|
}
|
|
|
|
|
if( !m_connectOptions.empty()) {
|
|
|
|
|
msg << ' ' << m_connectOptions;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
rval = closeAndSend( msg.str(), sizeof(API_SIGN));
|
|
|
|
|
}
|
|
|
|
|
else {
|
|
|
|
|
ENCODE_FIELD( CLIENT_VERSION);
|
|
|
|
|
|
|
|
|
|
rval = bufferedSend( msg.str());
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
m_connState = rval > 0 ? CS_CONNECTED : CS_DISCONNECTED;
|
|
|
|
|
|
|
|
|
|
return rval;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
bool EClient::isInBufferEmpty() const
|
|
|
|
|
{
|
|
|
|
|
return m_inBuffer.empty();
|
|
|
|
|
}
|
|
|
|
|
|