82 lines
5.7 KiB
C++
82 lines
5.7 KiB
C++
/* 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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#pragma once
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#include "EWrapper.h"
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class TWSAPIDLLEXP DefaultEWrapper :
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public EWrapper
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{
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public:
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virtual void tickPrice( TickerId tickerId, TickType field, double price, int canAutoExecute);
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virtual void tickSize( TickerId tickerId, TickType field, int size);
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virtual void tickOptionComputation( TickerId tickerId, TickType tickType, double impliedVol, double delta,
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double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice);
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virtual void tickGeneric(TickerId tickerId, TickType tickType, double value);
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virtual void tickString(TickerId tickerId, TickType tickType, const std::string& value);
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virtual void tickEFP(TickerId tickerId, TickType tickType, double basisPoints, const std::string& formattedBasisPoints,
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double totalDividends, int holdDays, const std::string& futureLastTradeDate, double dividendImpact, double dividendsToLastTradeDate);
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virtual void orderStatus( OrderId orderId, const std::string& status, double filled,
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double remaining, double avgFillPrice, int permId, int parentId,
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double lastFillPrice, int clientId, const std::string& whyHeld);
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virtual void openOrder( OrderId orderId, const Contract&, const Order&, const OrderState&);
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virtual void openOrderEnd();
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virtual void winError( const std::string& str, int lastError);
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virtual void connectionClosed();
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virtual void updateAccountValue(const std::string& key, const std::string& val,
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const std::string& currency, const std::string& accountName);
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virtual void updatePortfolio( const Contract& contract, double position,
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double marketPrice, double marketValue, double averageCost,
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double unrealizedPNL, double realizedPNL, const std::string& accountName);
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virtual void updateAccountTime(const std::string& timeStamp);
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virtual void accountDownloadEnd(const std::string& accountName);
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virtual void nextValidId( OrderId orderId);
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virtual void contractDetails( int reqId, const ContractDetails& contractDetails);
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virtual void bondContractDetails( int reqId, const ContractDetails& contractDetails);
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virtual void contractDetailsEnd( int reqId);
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virtual void execDetails( int reqId, const Contract& contract, const Execution& execution);
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virtual void execDetailsEnd( int reqId);
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virtual void error(const int id, const int errorCode, const std::string errorString);
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virtual void updateMktDepth(TickerId id, int position, int operation, int side,
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double price, int size);
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virtual void updateMktDepthL2(TickerId id, int position, std::string marketMaker, int operation,
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int side, double price, int size);
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virtual void updateNewsBulletin(int msgId, int msgType, const std::string& newsMessage, const std::string& originExch);
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virtual void managedAccounts( const std::string& accountsList);
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virtual void receiveFA(faDataType pFaDataType, const std::string& cxml);
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virtual void historicalData(TickerId reqId, const std::string& date, double open, double high,
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double low, double close, int volume, int barCount, double WAP, int hasGaps);
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virtual void scannerParameters(const std::string& xml);
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virtual void scannerData(int reqId, int rank, const ContractDetails& contractDetails,
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const std::string& distance, const std::string& benchmark, const std::string& projection,
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const std::string& legsStr);
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virtual void scannerDataEnd(int reqId);
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virtual void realtimeBar(TickerId reqId, long time, double open, double high, double low, double close,
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long volume, double wap, int count);
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virtual void currentTime(long time);
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virtual void fundamentalData(TickerId reqId, const std::string& data);
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virtual void deltaNeutralValidation(int reqId, const UnderComp& underComp);
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virtual void tickSnapshotEnd( int reqId);
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virtual void marketDataType( TickerId reqId, int marketDataType);
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virtual void commissionReport( const CommissionReport& commissionReport);
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virtual void position( const std::string& account, const Contract& contract, double position, double avgCost);
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virtual void positionEnd();
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virtual void accountSummary( int reqId, const std::string& account, const std::string& tag, const std::string& value, const std::string& curency);
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virtual void accountSummaryEnd( int reqId);
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virtual void verifyMessageAPI( const std::string& apiData);
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virtual void verifyCompleted( bool isSuccessful, const std::string& errorText);
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virtual void displayGroupList( int reqId, const std::string& groups);
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virtual void displayGroupUpdated( int reqId, const std::string& contractInfo);
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virtual void verifyAndAuthMessageAPI( const std::string& apiData, const std::string& xyzChallange);
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virtual void verifyAndAuthCompleted( bool isSuccessful, const std::string& errorText);
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virtual void connectAck();
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virtual void positionMulti( int reqId, const std::string& account,const std::string& modelCode, const Contract& contract, double pos, double avgCost);
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virtual void positionMultiEnd( int reqId);
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virtual void accountUpdateMulti( int reqId, const std::string& account, const std::string& modelCode, const std::string& key, const std::string& value, const std::string& currency);
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virtual void accountUpdateMultiEnd( int reqId);
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virtual void securityDefinitionOptionalParameter(int reqId, const std::string& exchange, int underlyingConId, const std::string& tradingClass, const std::string& multiplier, std::set<std::string> expirations, std::set<double> strikes);
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virtual void securityDefinitionOptionalParameterEnd(int reqId);
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virtual void softDollarTiers(int reqId, const std::vector<SoftDollarTier> &tiers);
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};
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