def position(cls, account, contract, position, avgCost):
""" generated source for method position """
msg = " ---- Position begin ----\n" \
+ "account = " + str(account) + "\n" \
+ cls.contractMsg(contract) \
+ "position = " + Util.IntMaxString(position) + "\n" \
+ "avgCost = " + Util.DoubleMaxString(avgCost) + "\n" + \
" ---- Position end ----\n"
return msg
def commissionReport(cls, commissionReport):
""" generated source for method commissionReport """
msg = "commission report:" \
+ " execId=" + str(commissionReport.m_execId) \
+ " commission=" + Util.DoubleMaxString(commissionReport.m_commission) \
+ " currency=" + str(commissionReport.m_currency) \
+ " realizedPNL=" + Util.DoubleMaxString(commissionReport.m_realizedPNL) \
+ " yield=" + Util.DoubleMaxString(commissionReport.m_yield) \
+ " yieldRedemptionDate=" \
+ Util.IntMaxString(commissionReport.m_yieldRedemptionDate)
return msg
def openOrder(cls, orderId, contract, order, orderState):
""" generated source for method openOrder """
msg = "open order: orderId=" + orderId + " action=" + order.m_action + " quantity=" + order.m_totalQuantity + " symbol=" + contract.m_symbol + " exchange=" + contract.m_exchange + " secType=" + contract.m_secType + " type=" + order.m_orderType + " lmtPrice=" + Util.DoubleMaxString(order.m_lmtPrice) + " auxPrice=" + Util.DoubleMaxString(order.m_auxPrice) + " TIF=" + order.m_tif + " localSymbol=" + contract.m_localSymbol + " client Id=" + order.m_clientId + " parent Id=" + order.m_parentId + " permId=" + order.m_permId + " outsideRth=" + order.m_outsideRth + " hidden=" + order.m_hidden + " discretionaryAmt=" + order.m_discretionaryAmt + " displaySize=" + order.m_displaySize + " triggerMethod=" + order.m_triggerMethod + " goodAfterTime=" + order.m_goodAfterTime + " goodTillDate=" + order.m_goodTillDate + " faGroup=" + order.m_faGroup + " faMethod=" + order.m_faMethod + " faPercentage=" + order.m_faPercentage + " faProfile=" + order.m_faProfile + " shortSaleSlot=" + order.m_shortSaleSlot + " designatedLocation=" + order.m_designatedLocation + " exemptCode=" + order.m_exemptCode + " ocaGroup=" + order.m_ocaGroup + " ocaType=" + order.m_ocaType + " rule80A=" + order.m_rule80A + " allOrNone=" + order.m_allOrNone + " minQty=" + Util.IntMaxString(order.m_minQty) + " percentOffset=" + Util.DoubleMaxString(order.m_percentOffset) + " eTradeOnly=" + order.m_eTradeOnly + " firmQuoteOnly=" + order.m_firmQuoteOnly + " nbboPriceCap=" + Util.DoubleMaxString(order.m_nbboPriceCap) + " optOutSmartRouting=" + order.m_optOutSmartRouting + " auctionStrategy=" + order.m_auctionStrategy + " startingPrice=" + Util.DoubleMaxString(order.m_startingPrice) + " stockRefPrice=" + Util.DoubleMaxString(order.m_stockRefPrice) + " delta=" + Util.DoubleMaxString(order.m_delta) + " stockRangeLower=" + Util.DoubleMaxString(order.m_stockRangeLower) + " stockRangeUpper=" + Util.DoubleMaxString(order.m_stockRangeUpper) + " volatility=" + Util.DoubleMaxString(order.m_volatility) + " volatilityType=" + order.m_volatilityType + " deltaNeutralOrderType=" + order.m_deltaNeutralOrderType + " deltaNeutralAuxPrice=" + Util.DoubleMaxString(order.m_deltaNeutralAuxPrice) + " deltaNeutralConId=" + order.m_deltaNeutralConId + " deltaNeutralSettlingFirm=" + order.m_deltaNeutralSettlingFirm + " deltaNeutralClearingAccount=" + order.m_deltaNeutralClearingAccount + " deltaNeutralClearingIntent=" + order.m_deltaNeutralClearingIntent + " continuousUpdate=" + order.m_continuousUpdate + " referencePriceType=" + order.m_referencePriceType + " trailStopPrice=" + Util.DoubleMaxString(order.m_trailStopPrice) + " trailingPercent=" + Util.DoubleMaxString(order.m_trailingPercent) + " scaleInitLevelSize=" + Util.IntMaxString(order.m_scaleInitLevelSize) + " scaleSubsLevelSize=" + Util.IntMaxString(order.m_scaleSubsLevelSize) + " scalePriceIncrement=" + Util.DoubleMaxString(order.m_scalePriceIncrement) + " scalePriceAdjustValue=" + Util.DoubleMaxString(order.m_scalePriceAdjustValue) + " scalePriceAdjustInterval=" + Util.IntMaxString(order.m_scalePriceAdjustInterval) + " scaleProfitOffset=" + Util.DoubleMaxString(order.m_scaleProfitOffset) + " scaleAutoReset=" + order.m_scaleAutoReset + " scaleInitPosition=" + Util.IntMaxString(order.m_scaleInitPosition) + " scaleInitFillQty=" + Util.IntMaxString(order.m_scaleInitFillQty) + " scaleRandomPercent=" + order.m_scaleRandomPercent + " hedgeType=" + order.m_hedgeType + " hedgeParam=" + order.m_hedgeParam + " account=" + order.m_account + " settlingFirm=" + order.m_settlingFirm + " clearingAccount=" + order.m_clearingAccount + " clearingIntent=" + order.m_clearingIntent + " notHeld=" + order.m_notHeld + " whatIf=" + order.m_whatIf
if "BAG" == contract.m_secType:
if contract.m_comboLegsDescrip != None:
msg += " comboLegsDescrip=" + contract.m_comboLegsDescrip
msg += " comboLegs={"
if contract.m_comboLegs != None:
while i < len(contract.m_comboLegs):
msg += " leg " + (i + 1) + ": "
msg += "conId=" + comboLeg.m_conId
msg += " ratio=" + comboLeg.m_ratio
msg += " action=" + comboLeg.m_action
msg += " exchange=" + comboLeg.m_exchange
msg += " openClose=" + comboLeg.m_openClose
msg += " shortSaleSlot=" + comboLeg.m_shortSaleSlot
msg += " designatedLocation=" + comboLeg.m_designatedLocation
msg += " exemptCode=" + comboLeg.m_exemptCode
if order.m_orderComboLegs != None and len(contract.m_comboLegs) == len(order.m_orderComboLegs):
msg += " price=" + Util.DoubleMaxString(orderComboLeg.m_price)
msg += ";"
i += 1
msg += "}"
if order.m_basisPoints != Double.MAX_VALUE:
msg += " basisPoints=" + Util.DoubleMaxString(order.m_basisPoints)
msg += " basisPointsType=" + Util.IntMaxString(order.m_basisPointsType)
if contract.m_underComp != None:
msg += " underComp.conId =" + underComp.m_conId + " underComp.delta =" + underComp.m_delta + " underComp.price =" + underComp.m_price
if not Util.StringIsEmpty(order.m_algoStrategy):
msg += " algoStrategy=" + order.m_algoStrategy
msg += " algoParams={"
if order.m_algoParams != None:
while i < len(algoParams):
if i > 0:
msg += ","
msg += param.m_tag + "=" + param.m_value
i += 1
msg += "}"
if "BAG" == contract.m_secType:
msg += " smartComboRoutingParams={"
if order.m_smartComboRoutingParams != None:
while i < len(smartComboRoutingParams):
if i > 0:
msg += ","
msg += param.m_tag + "=" + param.m_value
i += 1
msg += "}"
orderStateMsg = " status=" + orderState.m_status + " initMargin=" + orderState.m_initMargin + " maintMargin=" + orderState.m_maintMargin + " equityWithLoan=" + orderState.m_equityWithLoan + " commission=" + Util.DoubleMaxString(orderState.m_commission) + " minCommission=" + Util.DoubleMaxString(orderState.m_minCommission) + " maxCommission=" + Util.DoubleMaxString(orderState.m_maxCommission) + " commissionCurrency=" + orderState.m_commissionCurrency + " warningText=" + orderState.m_warningText
return msg + orderStateMsg
def openOrder(cls, orderId, contract, order, orderState):
msg = "open order: orderId=" + orderId + " action=" + order.m_action + " quantity=" + order.m_totalQuantity + " symbol=" + contract.m_symbol + " exchange=" + contract.m_exchange + " secType=" + contract.m_secType + " type=" + order.m_orderType + " lmtPrice=" + order.m_lmtPrice + " auxPrice=" + order.m_auxPrice + " TIF=" + order.m_tif + " localSymbol=" + contract.m_localSymbol + " client Id=" + order.m_clientId + " parent Id=" + order.m_parentId + " permId=" + order.m_permId + " outsideRth=" + order.m_outsideRth + " hidden=" + order.m_hidden + " discretionaryAmt=" + order.m_discretionaryAmt + " triggerMethod=" + order.m_triggerMethod + " goodAfterTime=" + order.m_goodAfterTime + " goodTillDate=" + order.m_goodTillDate + " faGroup=" + order.m_faGroup + " faMethod=" + order.m_faMethod + " faPercentage=" + order.m_faPercentage + " faProfile=" + order.m_faProfile + " shortSaleSlot=" + order.m_shortSaleSlot + " designatedLocation=" + order.m_designatedLocation + " ocaGroup=" + order.m_ocaGroup + " ocaType=" + order.m_ocaType + " rule80A=" + order.m_rule80A + " allOrNone=" + order.m_allOrNone + " minQty=" + order.m_minQty + " percentOffset=" + order.m_percentOffset + " eTradeOnly=" + order.m_eTradeOnly + " firmQuoteOnly=" + order.m_firmQuoteOnly + " nbboPriceCap=" + order.m_nbboPriceCap + " auctionStrategy=" + order.m_auctionStrategy + " startingPrice=" + order.m_startingPrice + " stockRefPrice=" + order.m_stockRefPrice + " delta=" + order.m_delta + " stockRangeLower=" + order.m_stockRangeLower + " stockRangeUpper=" + order.m_stockRangeUpper + " volatility=" + order.m_volatility + " volatilityType=" + order.m_volatilityType + " deltaNeutralOrderType=" + order.m_deltaNeutralOrderType + " deltaNeutralAuxPrice=" + order.m_deltaNeutralAuxPrice + " continuousUpdate=" + order.m_continuousUpdate + " referencePriceType=" + order.m_referencePriceType + " trailStopPrice=" + order.m_trailStopPrice + " scaleInitLevelSize=" + Util.IntMaxString(
order.m_scaleInitLevelSize
) + " scaleSubsLevelSize=" + Util.IntMaxString(
order.m_scaleSubsLevelSize
) + " scalePriceIncrement=" + Util.DoubleMaxString(
order.m_scalePriceIncrement
) + " account=" + order.m_account + " settlingFirm=" + order.m_settlingFirm + " clearingAccount=" + order.m_clearingAccount + " clearingIntent=" + order.m_clearingIntent + " notHeld=" + order.m_notHeld + " whatIf=" + order.m_whatIf
if "BAG" == contract.m_secType:
if contract.m_comboLegsDescrip is not None:
msg += " comboLegsDescrip=" + contract.m_comboLegsDescrip
if (order.m_basisPoints != Double.MAX_VALUE):
msg += " basisPoints=" + order.m_basisPoints
msg += " basisPointsType=" + order.m_basisPointsType
if contract.m_underComp is not None:
underComp = contract.m_underComp
msg += " underComp.conId =" + underComp.m_conId + " underComp.delta =" + underComp.m_delta + " underComp.price =" + underComp.m_price
if not Util.StringIsEmpty(order.m_algoStrategy):
msg += " algoStrategy=" + order.m_algoStrategy
msg += " algoParams={"
if order.m_algoParams is not None:
algoParams = order.m_algoParams
## for-while
i = 0
while i < len(algoParams):
param = algoParams.elementAt(i)
if i > 0:
msg += ","
msg += param.m_tag + "=" + param.m_value
i += 1
msg += "}"
orderStateMsg = " status=" + orderState.m_status + " initMargin=" + orderState.m_initMargin + " maintMargin=" + orderState.m_maintMargin + " equityWithLoan=" + orderState.m_equityWithLoan + " commission=" + Util.DoubleMaxString(
orderState.m_commission
) + " minCommission=" + Util.DoubleMaxString(
orderState.m_minCommission
) + " maxCommission=" + Util.DoubleMaxString(
orderState.m_maxCommission
) + " commissionCurrency=" + orderState.m_commissionCurrency + " warningText=" + orderState.m_warningText
return msg + orderStateMsg
def openOrder(cls, orderId, contract, order, orderState):
""" generated source for method openOrder """
msg = "open order: orderId=" + str(orderId) \
+ " action=" + str(order.m_action) \
+ " quantity=" + str(order.m_totalQuantity) \
+ " conid=" + str(contract.m_conId) \
+ " symbol=" + str(contract.m_symbol) \
+ " secType=" + str(contract.m_secType) \
+ " expiry=" + str(contract.m_expiry) \
+ " strike=" + str(contract.m_strike) \
+ " right=" + str(contract.m_right) \
+ " multiplier=" + str(contract.m_multiplier) \
+ " exchange=" + str(contract.m_exchange) \
+ " primaryExch=" + str(contract.m_primaryExch) \
+ " currency=" + str(contract.m_currency) \
+ " localSymbol=" + str(contract.m_localSymbol) \
+ " tradingClass=" + str(contract.m_tradingClass) \
+ " type=" + str(order.m_orderType) \
+ " lmtPrice=" + Util.DoubleMaxString(order.m_lmtPrice) \
+ " auxPrice=" + Util.DoubleMaxString(order.m_auxPrice) \
+ " TIF=" + str(order.m_tif) \
+ " localSymbol=" + str(contract.m_localSymbol) \
+ " client Id=" + str(order.m_clientId) \
+ " parent Id=" + str(order.m_parentId) \
+ " permId=" + str(order.m_permId) \
+ " outsideRth=" + str(order.m_outsideRth) \
+ " hidden=" + str(order.m_hidden) \
+ " discretionaryAmt=" + str(order.m_discretionaryAmt) \
+ " displaySize=" + str(order.m_displaySize) \
+ " triggerMethod=" + str(order.m_triggerMethod) \
+ " goodAfterTime=" + str(order.m_goodAfterTime) \
+ " goodTillDate=" + str(order.m_goodTillDate) \
+ " faGroup=" + str(order.m_faGroup) \
+ " faMethod=" + str(order.m_faMethod) \
+ " faPercentage=" + str(order.m_faPercentage) \
+ " faProfile=" + str(order.m_faProfile) \
+ " shortSaleSlot=" + str(order.m_shortSaleSlot) \
+ " designatedLocation=" + str(order.m_designatedLocation) \
+ " exemptCode=" + str(order.m_exemptCode) \
+ " ocaGroup=" + str(order.m_ocaGroup) \
+ " ocaType=" + str(order.m_ocaType) \
+ " rule80A=" + str(order.m_rule80A) \
+ " allOrNone=" + str(order.m_allOrNone) \
+ " minQty=" + Util.IntMaxString(order.m_minQty) \
+ " percentOffset=" + Util.DoubleMaxString(order.m_percentOffset) \
+ " eTradeOnly=" + order.m_eTradeOnly \
+ " firmQuoteOnly=" + str(order.m_firmQuoteOnly) \
+ " nbboPriceCap=" + Util.DoubleMaxString(order.m_nbboPriceCap) \
+ " optOutSmartRouting=" + str(order.m_optOutSmartRouting) \
+ " auctionStrategy=" + str(order.m_auctionStrategy) \
+ " startingPrice=" + Util.DoubleMaxString(order.m_startingPrice) \
+ " stockRefPrice=" + Util.DoubleMaxString(order.m_stockRefPrice) \
+ " delta=" + Util.DoubleMaxString(order.m_delta) \
+ " stockRangeLower=" + Util.DoubleMaxString(order.m_stockRangeLower) \
+ " stockRangeUpper=" + Util.DoubleMaxString(order.m_stockRangeUpper) \
+ " volatility=" + Util.DoubleMaxString(order.m_volatility) \
+ " volatilityType=" + str(order.m_volatilityType) \
+ " deltaNeutralOrderType=" + str(order.m_deltaNeutralOrderType) \
+ " deltaNeutralAuxPrice=" + Util.DoubleMaxString(order.m_deltaNeutralAuxPrice) \
+ " deltaNeutralConId=" + str(order.m_deltaNeutralConId) \
+ " deltaNeutralSettlingFirm=" + str(order.m_deltaNeutralSettlingFirm) \
+ " deltaNeutralClearingAccount=" + str(order.m_deltaNeutralClearingAccount) \
+ " deltaNeutralClearingIntent=" + str(order.m_deltaNeutralClearingIntent) \
+ " deltaNeutralOpenClose=" + str(order.m_deltaNeutralOpenClose) \
+ " deltaNeutralShortSale=" + str(order.m_deltaNeutralShortSale) \
+ " deltaNeutralShortSaleSlot=" + str(order.m_deltaNeutralShortSaleSlot) \
+ " deltaNeutralDesignatedLocation=" + str(order.m_deltaNeutralDesignatedLocation) \
+ " continuousUpdate=" + str(order.m_continuousUpdate) \
+ " referencePriceType=" + str(order.m_referencePriceType) \
+ " trailStopPrice=" + Util.DoubleMaxString(order.m_trailStopPrice) \
+ " trailingPercent=" + Util.DoubleMaxString(order.m_trailingPercent) \
+ " scaleInitLevelSize=" + Util.IntMaxString(order.m_scaleInitLevelSize) \
+ " scaleSubsLevelSize=" + Util.IntMaxString(order.m_scaleSubsLevelSize) \
+ " scalePriceIncrement=" + Util.DoubleMaxString(order.m_scalePriceIncrement) \
+ " scalePriceAdjustValue=" + Util.DoubleMaxString(order.m_scalePriceAdjustValue) \
+ " scalePriceAdjustInterval=" + Util.IntMaxString(order.m_scalePriceAdjustInterval) \
+ " scaleProfitOffset=" + Util.DoubleMaxString(order.m_scaleProfitOffset) \
+ " scaleAutoReset=" + str(order.m_scaleAutoReset) \
+ " scaleInitPosition=" + Util.IntMaxString(order.m_scaleInitPosition) \
+ " scaleInitFillQty=" + Util.IntMaxString(order.m_scaleInitFillQty) \
+ " scaleRandomPercent=" + str(order.m_scaleRandomPercent) \
+ " hedgeType=" + str(order.m_hedgeType) \
+ " hedgeParam=" + str(order.m_hedgeParam) \
+ " account=" + str(order.m_account) \
+ " settlingFirm=" + str(order.m_settlingFirm) \
+ " clearingAccount=" + str(order.m_clearingAccount) \
+ " clearingIntent=" + str(order.m_clearingIntent) \
+ " notHeld=" + str(order.m_notHeld) \
+ " whatIf=" + str(order.m_whatIf)
if "BAG" == contract.m_secType:
if contract.m_comboLegsDescrip is not None:
msg += " comboLegsDescrip=" + str(contract.m_comboLegsDescrip)
msg += " comboLegs={"
if contract.m_comboLegs is not None:
i = 0
while i < len(contract.m_comboLegs):
comboLeg = contract.m_comboLegs[i]
msg += " leg " + str(i + 1) + ": "
msg += "conId=" + str(comboLeg.m_conId)
msg += " ratio=" + str(comboLeg.m_ratio)
msg += " action=" + str(comboLeg.m_action)
msg += " exchange=" + str(comboLeg.m_exchange)
msg += " openClose=" + str(comboLeg.m_openClose)
msg += " shortSaleSlot=" + str(comboLeg.m_shortSaleSlot)
msg += " designatedLocation=" + str(
comboLeg.m_designatedLocation)
msg += " exemptCode=" + str(comboLeg.m_exemptCode)
if order.m_orderComboLegs is not None and len(
contract.m_comboLegs) == len(
order.m_orderComboLegs):
orderComboLeg = order.m_orderComboLegs[i]
msg += " price=" + Util.DoubleMaxString(
orderComboLeg.m_price)
msg += ";"
i += 1
msg += "}"
if order.m_basisPoints != Double.MAX_VALUE:
msg += " basisPoints=" + Util.DoubleMaxString(
order.m_basisPoints)
msg += " basisPointsType=" + Util.IntMaxString(
order.m_basisPointsType)
if contract.m_underComp is not None:
underComp = contract.m_underComp
msg += " underComp.conId =" + str(
underComp.m_conId) + " underComp.delta =" + str(
underComp.m_delta) + " underComp.price =" + str(
underComp.m_price)
if not Util.StringIsEmpty(order.m_algoStrategy):
msg += " algoStrategy=" + str(order.m_algoStrategy)
msg += " algoParams={"
if order.m_algoParams is not None:
algoParams = order.m_algoParams
i = 0
while i < len(algoParams):
param = algoParams[i]
if i > 0:
msg += ","
msg += str(param.m_tag) + "=" + str(param.m_value)
i += 1
msg += "}"
if "BAG" == contract.m_secType:
msg += " smartComboRoutingParams={"
if order.m_smartComboRoutingParams is not None:
smartComboRoutingParams = order.m_smartComboRoutingParams
i = 0
while i < len(smartComboRoutingParams):
param = smartComboRoutingParams[i]
if i > 0:
msg += ","
msg += str(param.m_tag) + "=" + str(param.m_value)
i += 1
msg += "}"
orderStateMsg = " status=" + str(orderState.m_status) \
+ " initMargin=" + str(orderState.m_initMargin) \
+ " maintMargin=" + str(orderState.m_maintMargin) \
+ " equityWithLoan=" + str(orderState.m_equityWithLoan) \
+ " commission=" + Util.DoubleMaxString(orderState.m_commission) \
+ " minCommission=" + Util.DoubleMaxString(orderState.m_minCommission) \
+ " maxCommission=" + Util.DoubleMaxString(orderState.m_maxCommission) \
+ " commissionCurrency=" + str(orderState.m_commissionCurrency) \
+ " warningText=" + str(orderState.m_warningText)
return msg + orderStateMsg