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 __eq__(self, p_other):
""" generated source for method equals """
if self is p_other:
return True
if p_other is None:
return False
l_theOther = p_other
if Util.StringCompare(self.m_tag, l_theOther.m_tag) != 0 or Util.StringCompare(self.m_value, l_theOther.m_value) != 0:
return False
return True
def __eq__(self, p_other):
if self is p_other:
return True
if p_other is None:
return False
l_theOther = p_other
if (Util.StringCompare(self.m_tag, l_theOther.m_tag) != 0)\
or (Util.StringCompare(self.m_value, l_theOther.m_value) != 0):
return False
return True
def __eq__(self, p_other):
if self is p_other:
return True
if p_other is None or not isinstance(p_other, (Contract)):
return False
l_theOther = p_other
if (self.m_conId != l_theOther.m_conId):
return False
if (Util.StringCompare(self.m_secType, l_theOther.m_secType) != 0):
return False
if (Util.StringCompare(self.m_symbol, l_theOther.m_symbol) != 0) or (Util.StringCompare(self.m_exchange, l_theOther.m_exchange) != 0) or (Util.StringCompare(self.m_primaryExch, l_theOther.m_primaryExch) != 0) or (Util.StringCompare(self.m_currency, l_theOther.m_currency) != 0):
return False
if not Util.NormalizeString(self.m_secType) == "BOND":
if (self.m_strike != l_theOther.m_strike):
return False
if (Util.StringCompare(self.m_expiry, l_theOther.m_expiry) != 0) or (Util.StringCompare(self.m_right, l_theOther.m_right) != 0) or (Util.StringCompare(self.m_multiplier, l_theOther.m_multiplier) != 0) or (Util.StringCompare(self.m_localSymbol, l_theOther.m_localSymbol) != 0):
return False
if (Util.StringCompare(self.m_secIdType, l_theOther.m_secIdType) != 0):
return False
if (Util.StringCompare(self.m_secId, l_theOther.m_secId) != 0):
return False
if not Util.VectorEqualsUnordered(self.m_comboLegs, l_theOther.m_comboLegs):
return False
if (self.m_underComp != l_theOther.m_underComp):
if self.m_underComp is None or l_theOther.m_underComp is None:
return False
if not self.m_underComp == l_theOther.m_underComp:
return False
return True
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 __eq__(self, p_other):
if self is p_other:
return True
else:
if p_other is None:
return False
l_theOther = p_other
if (self.m_conId != l_theOther.m_conId) or (self.m_ratio != l_theOther.m_ratio) or (self.m_openClose != l_theOther.m_openClose) or (self.m_shortSaleSlot != l_theOther.m_shortSaleSlot):
return False
if (Util.StringCompareIgnCase(self.m_action, l_theOther.m_action) != 0) or (Util.StringCompareIgnCase(self.m_exchange, l_theOther.m_exchange) != 0) or (Util.StringCompareIgnCase(self.m_designatedLocation, l_theOther.m_designatedLocation) != 0):
return False
return True
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 __eq__(self, p_other):
if self is p_other:
return True
if p_other is None:
return False
l_theOther = p_other
if (self.m_permId == l_theOther.m_permId):
return True
if (self.m_orderId != l_theOther.m_orderId) or (self.m_clientId != l_theOther.m_clientId) or (self.m_totalQuantity != l_theOther.m_totalQuantity) or (self.m_lmtPrice != l_theOther.m_lmtPrice) or (self.m_auxPrice != l_theOther.m_auxPrice) or (self.m_ocaType != l_theOther.m_ocaType) or (self.m_transmit != l_theOther.m_transmit) or (self.m_parentId != l_theOther.m_parentId) or (self.m_blockOrder != l_theOther.m_blockOrder) or (self.m_sweepToFill != l_theOther.m_sweepToFill) or (self.m_displaySize != l_theOther.m_displaySize) or (self.m_triggerMethod != l_theOther.m_triggerMethod) or (self.m_outsideRth != l_theOther.m_outsideRth) or (self.m_hidden != l_theOther.m_hidden) or (self.m_overridePercentageConstraints != l_theOther.m_overridePercentageConstraints) or (self.m_allOrNone != l_theOther.m_allOrNone) or (self.m_minQty != l_theOther.m_minQty) or (self.m_percentOffset != l_theOther.m_percentOffset) or (self.m_trailStopPrice != l_theOther.m_trailStopPrice) or (self.m_origin != l_theOther.m_origin) or (self.m_shortSaleSlot != l_theOther.m_shortSaleSlot) or (self.m_discretionaryAmt != l_theOther.m_discretionaryAmt) or (self.m_eTradeOnly != l_theOther.m_eTradeOnly) or (self.m_firmQuoteOnly != l_theOther.m_firmQuoteOnly) or (self.m_nbboPriceCap != l_theOther.m_nbboPriceCap) or (self.m_auctionStrategy != l_theOther.m_auctionStrategy) or (self.m_startingPrice != l_theOther.m_startingPrice) or (self.m_stockRefPrice != l_theOther.m_stockRefPrice) or (self.m_delta != l_theOther.m_delta) or (self.m_stockRangeLower != l_theOther.m_stockRangeLower) or (self.m_stockRangeUpper != l_theOther.m_stockRangeUpper) or (self.m_volatility != l_theOther.m_volatility) or (self.m_volatilityType != l_theOther.m_volatilityType) or (self.m_continuousUpdate != l_theOther.m_continuousUpdate) or (self.m_referencePriceType != l_theOther.m_referencePriceType) or (self.m_deltaNeutralAuxPrice != l_theOther.m_deltaNeutralAuxPrice) or (self.m_basisPoints != l_theOther.m_basisPoints) or (self.m_basisPointsType != l_theOther.m_basisPointsType) or (self.m_scaleInitLevelSize != l_theOther.m_scaleInitLevelSize) or (self.m_scaleSubsLevelSize != l_theOther.m_scaleSubsLevelSize) or (self.m_scalePriceIncrement != l_theOther.m_scalePriceIncrement) or (self.m_whatIf != l_theOther.m_whatIf) or (self.m_notHeld != l_theOther.m_notHeld):
return False
if (Util.StringCompare(self.m_action, l_theOther.m_action) != 0) or (Util.StringCompare(self.m_orderType, l_theOther.m_orderType) != 0) or (Util.StringCompare(self.m_tif, l_theOther.m_tif) != 0) or (Util.StringCompare(self.m_ocaGroup, l_theOther.m_ocaGroup) != 0) or (Util.StringCompare(self.m_orderRef, l_theOther.m_orderRef) != 0) or (Util.StringCompare(self.m_goodAfterTime, l_theOther.m_goodAfterTime) != 0) or (Util.StringCompare(self.m_goodTillDate, l_theOther.m_goodTillDate) != 0) or (Util.StringCompare(self.m_rule80A, l_theOther.m_rule80A) != 0) or (Util.StringCompare(self.m_faGroup, l_theOther.m_faGroup) != 0) or (Util.StringCompare(self.m_faProfile, l_theOther.m_faProfile) != 0) or (Util.StringCompare(self.m_faMethod, l_theOther.m_faMethod) != 0) or (Util.StringCompare(self.m_faPercentage, l_theOther.m_faPercentage) != 0) or (Util.StringCompare(self.m_openClose, l_theOther.m_openClose) != 0) or (Util.StringCompare(self.m_designatedLocation, l_theOther.m_designatedLocation) != 0) or (Util.StringCompare(self.m_deltaNeutralOrderType, l_theOther.m_deltaNeutralOrderType) != 0) or (Util.StringCompare(self.m_account, l_theOther.m_account) != 0) or (Util.StringCompare(self.m_settlingFirm, l_theOther.m_settlingFirm) != 0) or (Util.StringCompare(self.m_clearingAccount, l_theOther.m_clearingAccount) != 0) or (Util.StringCompare(self.m_clearingIntent, l_theOther.m_clearingIntent) != 0) or (Util.StringCompare(self.m_algoStrategy, l_theOther.m_algoStrategy) != 0):
return False
if not Util.VectorEqualsUnordered(self.m_algoParams, l_theOther.m_algoParams):
return False
return True
def __eq__(self, p_other):
""" generated source for method equals """
if self == p_other:
return True
elif p_other == None:
return False
l_theOther = p_other
if self.m_conId != l_theOther.m_conId or self.m_ratio != l_theOther.m_ratio or self.m_openClose != l_theOther.m_openClose or self.m_shortSaleSlot != l_theOther.m_shortSaleSlot or self.m_exemptCode != l_theOther.m_exemptCode:
return False
if Util.StringCompareIgnCase(
self.m_action,
l_theOther.m_action) != 0 or Util.StringCompareIgnCase(
self.m_exchange,
l_theOther.m_exchange) != 0 or Util.StringCompareIgnCase(
self.m_designatedLocation,
l_theOther.m_designatedLocation) != 0:
return False
return True
def __eq__(self, other):
if (self == other):
return True
if other is None:
return False
state = other
if (self.m_commission != state.m_commission) or (
self.m_minCommission != state.m_minCommission) or (
self.m_maxCommission != state.m_maxCommission):
return False
if (Util.StringCompare(self.m_status, state.m_status) != 0) or (
Util.StringCompare(self.m_initMargin, state.m_initMargin) != 0
) or (Util.StringCompare(self.m_maintMargin, state.m_maintMargin) !=
0) or (Util.StringCompare(
self.m_equityWithLoan, state.m_equityWithLoan) != 0) or (
Util.StringCompare(self.m_commissionCurrency,
state.m_commissionCurrency) != 0):
return False
return True
def __eq__(self, p_other):
""" generated source for method equals """
if self is p_other:
return True
elif p_other is None:
return False
if (self.m_conId !=
p_other.m_conId) or (self.m_ratio != p_other.m_ratio) or (
self.m_openClose != p_other.m_openClose) or (
self.m_shortSaleSlot != p_other.m_shortSaleSlot) or (
self.m_exemptCode != p_other.m_exemptCode):
return False
if (Util.StringCompareIgnCase(self.m_action, p_other.m_action) !=
0) or (Util.StringCompareIgnCase(self.m_exchange,
p_other.m_exchange) !=
0) or (Util.StringCompareIgnCase(
self.m_designatedLocation,
p_other.m_designatedLocation) != 0):
return False
return True
def __eq__(self, other):
""" generated source for method equals """
if self == other:
return True
if other is None:
return False
state = other
if self.m_commission != state.m_commission or self.m_minCommission != state.m_minCommission or self.m_maxCommission != state.m_maxCommission:
return False
if Util.StringCompare(
self.m_status, state.m_status) != 0 or Util.StringCompare(
self.m_initMargin,
state.m_initMargin) != 0 or Util.StringCompare(
self.m_maintMargin,
state.m_maintMargin) != 0 or Util.StringCompare(
self.m_equityWithLoan,
state.m_equityWithLoan) != 0 or Util.StringCompare(
self.m_commissionCurrency,
state.m_commissionCurrency) != 0:
return False
return True
def __eq__(self, p_other): """ generated source for method equals """ if self is p_other: return True if p_other is None: return False l_theOther = p_other if self.m_permId == l_theOther.m_permId: return True if self.m_orderId != l_theOther.m_orderId or self.m_clientId != l_theOther.m_clientId or self.m_totalQuantity != l_theOther.m_totalQuantity or self.m_lmtPrice != l_theOther.m_lmtPrice or self.m_auxPrice != l_theOther.m_auxPrice or self.m_ocaType != l_theOther.m_ocaType or self.m_transmit != l_theOther.m_transmit or self.m_parentId != l_theOther.m_parentId or self.m_blockOrder != l_theOther.m_blockOrder or self.m_sweepToFill != l_theOther.m_sweepToFill or self.m_displaySize != l_theOther.m_displaySize or self.m_triggerMethod != l_theOther.m_triggerMethod or self.m_outsideRth != l_theOther.m_outsideRth or self.m_hidden != l_theOther.m_hidden or self.m_overridePercentageConstraints != l_theOther.m_overridePercentageConstraints or self.m_allOrNone != l_theOther.m_allOrNone or self.m_minQty != l_theOther.m_minQty or self.m_percentOffset != l_theOther.m_percentOffset or self.m_trailStopPrice != l_theOther.m_trailStopPrice or self.m_trailingPercent != l_theOther.m_trailingPercent or self.m_origin != l_theOther.m_origin or self.m_shortSaleSlot != l_theOther.m_shortSaleSlot or self.m_discretionaryAmt != l_theOther.m_discretionaryAmt or self.m_eTradeOnly != l_theOther.m_eTradeOnly or self.m_firmQuoteOnly != l_theOther.m_firmQuoteOnly or self.m_nbboPriceCap != l_theOther.m_nbboPriceCap or self.m_optOutSmartRouting != l_theOther.m_optOutSmartRouting or self.m_auctionStrategy != l_theOther.m_auctionStrategy or self.m_startingPrice != l_theOther.m_startingPrice or self.m_stockRefPrice != l_theOther.m_stockRefPrice or self.m_delta != l_theOther.m_delta or self.m_stockRangeLower != l_theOther.m_stockRangeLower or self.m_stockRangeUpper != l_theOther.m_stockRangeUpper or self.m_volatility != l_theOther.m_volatility or self.m_volatilityType != l_theOther.m_volatilityType or self.m_continuousUpdate != l_theOther.m_continuousUpdate or self.m_referencePriceType != l_theOther.m_referencePriceType or self.m_deltaNeutralAuxPrice != l_theOther.m_deltaNeutralAuxPrice or self.m_deltaNeutralConId != l_theOther.m_deltaNeutralConId or self.m_deltaNeutralShortSale != l_theOther.m_deltaNeutralShortSale or self.m_deltaNeutralShortSaleSlot != l_theOther.m_deltaNeutralShortSaleSlot or self.m_basisPoints != l_theOther.m_basisPoints or self.m_basisPointsType != l_theOther.m_basisPointsType or self.m_scaleInitLevelSize != l_theOther.m_scaleInitLevelSize or self.m_scaleSubsLevelSize != l_theOther.m_scaleSubsLevelSize or self.m_scalePriceIncrement != l_theOther.m_scalePriceIncrement or self.m_scalePriceAdjustValue != l_theOther.m_scalePriceAdjustValue or self.m_scalePriceAdjustInterval != l_theOther.m_scalePriceAdjustInterval or self.m_scaleProfitOffset != l_theOther.m_scaleProfitOffset or self.m_scaleAutoReset != l_theOther.m_scaleAutoReset or self.m_scaleInitPosition != l_theOther.m_scaleInitPosition or self.m_scaleInitFillQty != l_theOther.m_scaleInitFillQty or self.m_scaleRandomPercent != l_theOther.m_scaleRandomPercent or self.m_whatIf != l_theOther.m_whatIf or self.m_notHeld != l_theOther.m_notHeld or self.m_exemptCode != l_theOther.m_exemptCode: return False if Util.StringCompare(self.m_action, l_theOther.m_action) != 0 or Util.StringCompare(self.m_orderType, l_theOther.m_orderType) != 0 or Util.StringCompare(self.m_tif, l_theOther.m_tif) != 0 or Util.StringCompare(self.m_activeStartTime, l_theOther.m_activeStartTime) != 0 or Util.StringCompare(self.m_activeStopTime, l_theOther.m_activeStopTime) != 0 or Util.StringCompare(self.m_ocaGroup, l_theOther.m_ocaGroup) != 0 or Util.StringCompare(self.m_orderRef, l_theOther.m_orderRef) != 0 or Util.StringCompare(self.m_goodAfterTime, l_theOther.m_goodAfterTime) != 0 or Util.StringCompare(self.m_goodTillDate, l_theOther.m_goodTillDate) != 0 or Util.StringCompare(self.m_rule80A, l_theOther.m_rule80A) != 0 or Util.StringCompare(self.m_faGroup, l_theOther.m_faGroup) != 0 or Util.StringCompare(self.m_faProfile, l_theOther.m_faProfile) != 0 or Util.StringCompare(self.m_faMethod, l_theOther.m_faMethod) != 0 or Util.StringCompare(self.m_faPercentage, l_theOther.m_faPercentage) != 0 or Util.StringCompare(self.m_openClose, l_theOther.m_openClose) != 0 or Util.StringCompare(self.m_designatedLocation, l_theOther.m_designatedLocation) != 0 or Util.StringCompare(self.m_deltaNeutralOrderType, l_theOther.m_deltaNeutralOrderType) != 0 or Util.StringCompare(self.m_deltaNeutralSettlingFirm, l_theOther.m_deltaNeutralSettlingFirm) != 0 or Util.StringCompare(self.m_deltaNeutralClearingAccount, l_theOther.m_deltaNeutralClearingAccount) != 0 or Util.StringCompare(self.m_deltaNeutralClearingIntent, l_theOther.m_deltaNeutralClearingIntent) != 0 or Util.StringCompare(self.m_deltaNeutralOpenClose, l_theOther.m_deltaNeutralOpenClose) != 0 or Util.StringCompare(self.m_deltaNeutralDesignatedLocation, l_theOther.m_deltaNeutralDesignatedLocation) != 0 or Util.StringCompare(self.m_hedgeType, l_theOther.m_hedgeType) != 0 or Util.StringCompare(self.m_hedgeParam, l_theOther.m_hedgeParam) != 0 or Util.StringCompare(self.m_account, l_theOther.m_account) != 0 or Util.StringCompare(self.m_settlingFirm, l_theOther.m_settlingFirm) != 0 or Util.StringCompare(self.m_clearingAccount, l_theOther.m_clearingAccount) != 0 or Util.StringCompare(self.m_clearingIntent, l_theOther.m_clearingIntent) != 0 or Util.StringCompare(self.m_algoStrategy, l_theOther.m_algoStrategy) != 0 or Util.StringCompare(self.m_scaleTable, l_theOther.m_scaleTable) != 0: return False if not Util.VectorEqualsUnordered(self.m_algoParams, l_theOther.m_algoParams): return False if not Util.VectorEqualsUnordered(self.m_smartComboRoutingParams, l_theOther.m_smartComboRoutingParams): return False # compare order combo legs if not Util.VectorEqualsUnordered(self.m_orderComboLegs, l_theOther.m_orderComboLegs): return False return True
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
def processMsg(self, msgId):
if (msgId == -1):
return False
if msgId == self.TICK_PRICE:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
price = self.readDouble()
size = 0
if version >= 2:
size = self.readInt()
canAutoExecute = 0
if version >= 3:
canAutoExecute = self.readInt()
self.eWrapper().tickPrice(tickerId, tickType, price, canAutoExecute)
if version >= 2:
sizeTickType = -1
if tickType == 1:
sizeTickType = 0
elif tickType == 2:
sizeTickType = 3
elif tickType == 4:
sizeTickType = 5
if (sizeTickType != -1):
self.eWrapper().tickSize(tickerId, sizeTickType, size)
elif msgId == self.TICK_SIZE:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
size = self.readInt()
self.eWrapper().tickSize(tickerId, tickType, size)
elif msgId == self.TICK_OPTION_COMPUTATION:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
impliedVol = self.readDouble()
if impliedVol < 0:
impliedVol = Double.MAX_VALUE
delta = self.readDouble()
if abs(delta) > 1:
delta = Double.MAX_VALUE
modelPrice = float()
pvDividend = float()
if (tickType == TickType.MODEL_OPTION):
modelPrice = self.readDouble()
pvDividend = self.readDouble()
else:
modelPrice = pvDividend = Double.MAX_VALUE
self.eWrapper().tickOptionComputation(tickerId, tickType, impliedVol, delta, modelPrice, pvDividend)
elif msgId == self.TICK_GENERIC:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
value = self.readDouble()
self.eWrapper().tickGeneric(tickerId, tickType, value)
elif msgId == self.TICK_STRING:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
value = self.readStr()
self.eWrapper().tickString(tickerId, tickType, value)
elif msgId == self.TICK_EFP:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
basisPoints = self.readDouble()
formattedBasisPoints = self.readStr()
impliedFuturesPrice = self.readDouble()
holdDays = self.readInt()
futureExpiry = self.readStr()
dividendImpact = self.readDouble()
dividendsToExpiry = self.readDouble()
self.eWrapper().tickEFP(tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuturesPrice, holdDays, futureExpiry, dividendImpact, dividendsToExpiry)
elif msgId == self.ORDER_STATUS:
version = self.readInt()
id = self.readInt()
status = self.readStr()
filled = self.readInt()
remaining = self.readInt()
avgFillPrice = self.readDouble()
permId = 0
if version >= 2:
permId = self.readInt()
parentId = 0
if version >= 3:
parentId = self.readInt()
lastFillPrice = 0
if version >= 4:
lastFillPrice = self.readDouble()
clientId = 0
if version >= 5:
clientId = self.readInt()
whyHeld = None
if version >= 6:
whyHeld = self.readStr()
self.eWrapper().orderStatus(id, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld)
elif msgId == self.ACCT_VALUE:
version = self.readInt()
key = self.readStr()
val = self.readStr()
cur = self.readStr()
accountName = None
if version >= 2:
accountName = self.readStr()
self.eWrapper().updateAccountValue(key, val, cur, accountName)
elif msgId == self.PORTFOLIO_VALUE:
version = self.readInt()
contract = Contract()
if version >= 6:
contract.m_conId = self.readInt()
contract.m_symbol = self.readStr()
contract.m_secType = self.readStr()
contract.m_expiry = self.readStr()
contract.m_strike = self.readDouble()
contract.m_right = self.readStr()
if version >= 7:
contract.m_multiplier = self.readStr()
contract.m_primaryExch = self.readStr()
contract.m_currency = self.readStr()
if version >= 2:
contract.m_localSymbol = self.readStr()
position = self.readInt()
marketPrice = self.readDouble()
marketValue = self.readDouble()
averageCost = 0.0
unrealizedPNL = 0.0
realizedPNL = 0.0
if version >= 3:
averageCost = self.readDouble()
unrealizedPNL = self.readDouble()
realizedPNL = self.readDouble()
accountName = None
if version >= 4:
accountName = self.readStr()
if (version == 6) and (self.m_parent.serverVersion() == 39):
contract.m_primaryExch = self.readStr()
self.eWrapper().updatePortfolio(contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName)
elif msgId == self.ACCT_UPDATE_TIME:
version = self.readInt()
timeStamp = self.readStr()
self.eWrapper().updateAccountTime(timeStamp)
elif msgId == self.ERR_MSG:
version = self.readInt()
if version < 2:
msg = self.readStr()
self.m_parent.error(msg)
else:
id = self.readInt()
errorCode = self.readInt()
errorMsg = self.readStr()
self.m_parent.error(id, errorCode, errorMsg)
elif msgId == self.OPEN_ORDER:
version = self.readInt()
order = Order()
order.m_orderId = self.readInt()
contract = Contract()
if version >= 17:
contract.m_conId = self.readInt()
contract.m_symbol = self.readStr()
contract.m_secType = self.readStr()
contract.m_expiry = self.readStr()
contract.m_strike = self.readDouble()
contract.m_right = self.readStr()
contract.m_exchange = self.readStr()
contract.m_currency = self.readStr()
if version >= 2:
contract.m_localSymbol = self.readStr()
order.m_action = self.readStr()
order.m_totalQuantity = self.readInt()
order.m_orderType = self.readStr()
order.m_lmtPrice = self.readDouble()
order.m_auxPrice = self.readDouble()
order.m_tif = self.readStr()
order.m_ocaGroup = self.readStr()
order.m_account = self.readStr()
order.m_openClose = self.readStr()
order.m_origin = self.readInt()
order.m_orderRef = self.readStr()
if version >= 3:
order.m_clientId = self.readInt()
if version >= 4:
order.m_permId = self.readInt()
if version < 18:
self.readBoolFromInt()
else:
order.m_outsideRth = self.readBoolFromInt()
order.m_hidden = (self.readInt() == 1)
order.m_discretionaryAmt = self.readDouble()
if version >= 5:
order.m_goodAfterTime = self.readStr()
if version >= 6:
self.readStr()
if version >= 7:
order.m_faGroup = self.readStr()
order.m_faMethod = self.readStr()
order.m_faPercentage = self.readStr()
order.m_faProfile = self.readStr()
if version >= 8:
order.m_goodTillDate = self.readStr()
if version >= 9:
order.m_rule80A = self.readStr()
order.m_percentOffset = self.readDouble()
order.m_settlingFirm = self.readStr()
order.m_shortSaleSlot = self.readInt()
order.m_designatedLocation = self.readStr()
order.m_auctionStrategy = self.readInt()
order.m_startingPrice = self.readDouble()
order.m_stockRefPrice = self.readDouble()
order.m_delta = self.readDouble()
order.m_stockRangeLower = self.readDouble()
order.m_stockRangeUpper = self.readDouble()
order.m_displaySize = self.readInt()
if version < 18:
self.readBoolFromInt()
order.m_blockOrder = self.readBoolFromInt()
order.m_sweepToFill = self.readBoolFromInt()
order.m_allOrNone = self.readBoolFromInt()
order.m_minQty = self.readInt()
order.m_ocaType = self.readInt()
order.m_eTradeOnly = self.readBoolFromInt()
order.m_firmQuoteOnly = self.readBoolFromInt()
order.m_nbboPriceCap = self.readDouble()
if version >= 10:
order.m_parentId = self.readInt()
order.m_triggerMethod = self.readInt()
if version >= 11:
order.m_volatility = self.readDouble()
order.m_volatilityType = self.readInt()
if (version == 11):
receivedInt = self.readInt()
order.m_deltaNeutralOrderType = "NONE" if (receivedInt == 0) else "MKT"
else:
order.m_deltaNeutralOrderType = self.readStr()
order.m_deltaNeutralAuxPrice = self.readDouble()
order.m_continuousUpdate = self.readInt()
if (self.m_parent.serverVersion() == 26):
order.m_stockRangeLower = self.readDouble()
order.m_stockRangeUpper = self.readDouble()
order.m_referencePriceType = self.readInt()
if version >= 13:
order.m_trailStopPrice = self.readDouble()
if version >= 14:
order.m_basisPoints = self.readDouble()
order.m_basisPointsType = self.readInt()
contract.m_comboLegsDescrip = self.readStr()
if version >= 15:
if version >= 20:
order.m_scaleInitLevelSize = self.readIntMax()
order.m_scaleSubsLevelSize = self.readIntMax()
else:
self.readIntMax()
order.m_scaleInitLevelSize = self.readIntMax()
order.m_scalePriceIncrement = self.readDoubleMax()
if version >= 19:
order.m_clearingAccount = self.readStr()
order.m_clearingIntent = self.readStr()
if version >= 22:
order.m_notHeld = self.readBoolFromInt()
if version >= 20:
if self.readBoolFromInt():
underComp = UnderComp()
underComp.m_conId = self.readInt()
underComp.m_delta = self.readDouble()
underComp.m_price = self.readDouble()
contract.m_underComp = underComp
if version >= 21:
order.m_algoStrategy = self.readStr()
if not Util.StringIsEmpty(order.m_algoStrategy):
algoParamsCount = self.readInt()
if algoParamsCount > 0:
order.m_algoParams = Vector(algoParamsCount)
## for-while
i = 0
while i < algoParamsCount:
tagValue = TagValue()
tagValue.m_tag = self.readStr()
tagValue.m_value = self.readStr()
order.m_algoParams.add(tagValue)
i += 1
orderState = OrderState()
if version >= 16:
order.m_whatIf = self.readBoolFromInt()
orderState.m_status = self.readStr()
orderState.m_initMargin = self.readStr()
orderState.m_maintMargin = self.readStr()
orderState.m_equityWithLoan = self.readStr()
orderState.m_commission = self.readDoubleMax()
orderState.m_minCommission = self.readDoubleMax()
orderState.m_maxCommission = self.readDoubleMax()
orderState.m_commissionCurrency = self.readStr()
orderState.m_warningText = self.readStr()
self.eWrapper().openOrder(order.m_orderId, contract, order, orderState)
elif msgId == self.NEXT_VALID_ID:
version = self.readInt()
orderId = self.readInt()
self.eWrapper().nextValidId(orderId)
elif msgId == self.SCANNER_DATA:
contract = ContractDetails()
version = self.readInt()
tickerId = self.readInt()
numberOfElements = self.readInt()
## for-while
ctr = 0
while ctr < numberOfElements:
rank = self.readInt()
if version >= 3:
contract.m_summary.m_conId = self.readInt()
contract.m_summary.m_symbol = self.readStr()
contract.m_summary.m_secType = self.readStr()
contract.m_summary.m_expiry = self.readStr()
contract.m_summary.m_strike = self.readDouble()
contract.m_summary.m_right = self.readStr()
contract.m_summary.m_exchange = self.readStr()
contract.m_summary.m_currency = self.readStr()
contract.m_summary.m_localSymbol = self.readStr()
contract.m_marketName = self.readStr()
contract.m_tradingClass = self.readStr()
distance = self.readStr()
benchmark = self.readStr()
projection = self.readStr()
legsStr = None
if version >= 2:
legsStr = self.readStr()
self.eWrapper().scannerData(tickerId, rank, contract, distance, benchmark, projection, legsStr)
ctr += 1
self.eWrapper().scannerDataEnd(tickerId)
elif msgId == self.CONTRACT_DATA:
version = self.readInt()
reqId = -1
if version >= 3:
reqId = self.readInt()
contract = ContractDetails()
contract.m_summary.m_symbol = self.readStr()
contract.m_summary.m_secType = self.readStr()
contract.m_summary.m_expiry = self.readStr()
contract.m_summary.m_strike = self.readDouble()
contract.m_summary.m_right = self.readStr()
contract.m_summary.m_exchange = self.readStr()
contract.m_summary.m_currency = self.readStr()
contract.m_summary.m_localSymbol = self.readStr()
contract.m_marketName = self.readStr()
contract.m_tradingClass = self.readStr()
contract.m_summary.m_conId = self.readInt()
contract.m_minTick = self.readDouble()
contract.m_summary.m_multiplier = self.readStr()
contract.m_orderTypes = self.readStr()
contract.m_validExchanges = self.readStr()
if version >= 2:
contract.m_priceMagnifier = self.readInt()
if version >= 4:
contract.m_underConId = self.readInt()
if version >= 5:
contract.m_longName = self.readStr()
contract.m_summary.m_primaryExch = self.readStr()
self.eWrapper().contractDetails(reqId, contract)
elif msgId == self.BOND_CONTRACT_DATA:
version = self.readInt()
reqId = -1
if version >= 3:
reqId = self.readInt()
contract = ContractDetails()
contract.m_summary.m_symbol = self.readStr()
contract.m_summary.m_secType = self.readStr()
contract.m_cusip = self.readStr()
contract.m_coupon = self.readDouble()
contract.m_maturity = self.readStr()
contract.m_issueDate = self.readStr()
contract.m_ratings = self.readStr()
contract.m_bondType = self.readStr()
contract.m_couponType = self.readStr()
contract.m_convertible = self.readBoolFromInt()
contract.m_callable = self.readBoolFromInt()
contract.m_putable = self.readBoolFromInt()
contract.m_descAppend = self.readStr()
contract.m_summary.m_exchange = self.readStr()
contract.m_summary.m_currency = self.readStr()
contract.m_marketName = self.readStr()
contract.m_tradingClass = self.readStr()
contract.m_summary.m_conId = self.readInt()
contract.m_minTick = self.readDouble()
contract.m_orderTypes = self.readStr()
contract.m_validExchanges = self.readStr()
if version >= 2:
contract.m_nextOptionDate = self.readStr()
contract.m_nextOptionType = self.readStr()
contract.m_nextOptionPartial = self.readBoolFromInt()
contract.m_notes = self.readStr()
if version >= 4:
contract.m_longName = self.readStr()
self.eWrapper().bondContractDetails(reqId, contract)
elif msgId == self.EXECUTION_DATA:
version = self.readInt()
reqId = -1
if version >= 7:
reqId = self.readInt()
orderId = self.readInt()
contract = Contract()
if version >= 5:
contract.m_conId = self.readInt()
contract.m_symbol = self.readStr()
contract.m_secType = self.readStr()
contract.m_expiry = self.readStr()
contract.m_strike = self.readDouble()
contract.m_right = self.readStr()
contract.m_exchange = self.readStr()
contract.m_currency = self.readStr()
contract.m_localSymbol = self.readStr()
exec_ = Execution()
exec_.m_orderId = orderId
exec_.m_execId = self.readStr()
exec_.m_time = self.readStr()
exec_.m_acctNumber = self.readStr()
exec_.m_exchange = self.readStr()
exec_.m_side = self.readStr()
exec_.m_shares = self.readInt()
exec_.m_price = self.readDouble()
if version >= 2:
exec_.m_permId = self.readInt()
if version >= 3:
exec_.m_clientId = self.readInt()
if version >= 4:
exec_.m_liquidation = self.readInt()
if version >= 6:
exec_.m_cumQty = self.readInt()
exec_.m_avgPrice = self.readDouble()
self.eWrapper().execDetails(reqId, contract, exec_)
elif msgId == self.MARKET_DEPTH:
version = self.readInt()
id = self.readInt()
position = self.readInt()
operation = self.readInt()
side = self.readInt()
price = self.readDouble()
size = self.readInt()
self.eWrapper().updateMktDepth(id, position, operation, side, price, size)
elif msgId == self.MARKET_DEPTH_L2:
version = self.readInt()
id = self.readInt()
position = self.readInt()
marketMaker = self.readStr()
operation = self.readInt()
side = self.readInt()
price = self.readDouble()
size = self.readInt()
self.eWrapper().updateMktDepthL2(id, position, marketMaker, operation, side, price, size)
elif msgId == self.NEWS_BULLETINS:
version = self.readInt()
newsMsgId = self.readInt()
newsMsgType = self.readInt()
newsMessage = self.readStr()
originatingExch = self.readStr()
self.eWrapper().updateNewsBulletin(newsMsgId, newsMsgType, newsMessage, originatingExch)
elif msgId == self.MANAGED_ACCTS:
version = self.readInt()
accountsList = self.readStr()
self.eWrapper().managedAccounts(accountsList)
elif msgId == self.RECEIVE_FA:
version = self.readInt()
faDataType = self.readInt()
xml = self.readStr()
self.eWrapper().receiveFA(faDataType, xml)
elif msgId == self.HISTORICAL_DATA:
version = self.readInt()
reqId = self.readInt()
startDateStr = ""
endDateStr = ""
completedIndicator = "finished"
if version >= 2:
startDateStr = self.readStr()
endDateStr = self.readStr()
completedIndicator += "-" + startDateStr + "-" + endDateStr
itemCount = self.readInt()
## for-while
ctr = 0
while ctr < itemCount:
date = self.readStr()
open = self.readDouble()
high = self.readDouble()
low = self.readDouble()
close = self.readDouble()
volume = self.readInt()
WAP = self.readDouble()
hasGaps = self.readStr()
barCount = -1
if version >= 3:
barCount = self.readInt()
self.eWrapper().historicalData(reqId, date, open, high, low, close, volume, barCount, WAP, Boolean.valueOf(hasGaps).booleanValue())
ctr += 1
self.eWrapper().historicalData(reqId, completedIndicator, -1, -1, -1, -1, -1, -1, -1, False)
elif msgId == self.SCANNER_PARAMETERS:
version = self.readInt()
xml = self.readStr()
self.eWrapper().scannerParameters(xml)
elif msgId == self.CURRENT_TIME:
self.readInt()
time = self.readLong()
self.eWrapper().currentTime(time)
elif msgId == self.REAL_TIME_BARS:
self.readInt()
reqId = self.readInt()
time = self.readLong()
open = self.readDouble()
high = self.readDouble()
low = self.readDouble()
close = self.readDouble()
volume = self.readLong()
wap = self.readDouble()
count = self.readInt()
self.eWrapper().realtimeBar(reqId, time, open, high, low, close, volume, wap, count)
elif msgId == self.FUNDAMENTAL_DATA:
self.readInt()
reqId = self.readInt()
data = self.readStr()
self.eWrapper().fundamentalData(reqId, data)
elif msgId == self.CONTRACT_DATA_END:
self.readInt()
reqId = self.readInt()
self.eWrapper().contractDetailsEnd(reqId)
elif msgId == self.OPEN_ORDER_END:
self.readInt()
self.eWrapper().openOrderEnd()
elif msgId == self.ACCT_DOWNLOAD_END:
self.readInt()
accountName = self.readStr()
self.eWrapper().accountDownloadEnd(accountName)
elif msgId == self.EXECUTION_DATA_END:
self.readInt()
reqId = self.readInt()
self.eWrapper().execDetailsEnd(reqId)
elif msgId == self.DELTA_NEUTRAL_VALIDATION:
self.readInt()
reqId = self.readInt()
underComp = UnderComp()
underComp.m_conId = self.readInt()
underComp.m_delta = self.readDouble()
underComp.m_price = self.readDouble()
self.eWrapper().deltaNeutralValidation(reqId, underComp)
elif msgId == self.TICK_SNAPSHOT_END:
self.readInt()
reqId = self.readInt()
self.eWrapper().tickSnapshotEnd(reqId)
else:
self.m_parent.error(EClientErrors.NO_VALID_ID, EClientErrors.UNKNOWN_ID.code(), EClientErrors.UNKNOWN_ID.msg())
return False
return True
def processMsg(self, msgId):
""" generated source for method processMsg """
if msgId == -1:
return False
if msgId == self.TICK_PRICE:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
price = self.readDouble()
size = 0
if version >= 2:
size = self.readInt()
canAutoExecute = 0
if version >= 3:
canAutoExecute = self.readInt()
self.eWrapper().tickPrice(tickerId, tickType, price,
canAutoExecute)
if version >= 2:
# not a tick
sizeTickType = -1
if tickType == 1:
# BID
sizeTickType = 0
# BID_SIZE
elif tickType == 2:
# ASK
sizeTickType = 3
# ASK_SIZE
elif tickType == 4:
# LAST
sizeTickType = 5
# LAST_SIZE
if sizeTickType != -1:
self.eWrapper().tickSize(tickerId, sizeTickType, size)
elif msgId == self.TICK_SIZE:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
size = self.readInt()
self.eWrapper().tickSize(tickerId, tickType, size)
elif msgId == self.POSITION:
version = self.readInt()
account = self.readStr()
contract = Contract()
contract.m_conId = self.readInt()
contract.m_symbol = self.readStr()
contract.m_secType = self.readStr()
contract.m_expiry = self.readStr()
contract.m_strike = self.readDouble()
contract.m_right = self.readStr()
contract.m_multiplier = self.readStr()
contract.m_exchange = self.readStr()
contract.m_currency = self.readStr()
contract.m_localSymbol = self.readStr()
if version >= 2:
contract.m_tradingClass = self.readStr()
pos = self.readInt()
avgCost = 0
if version >= 3:
avgCost = self.readDouble()
self.eWrapper().position(account, contract, pos, avgCost)
elif msgId == self.POSITION_END:
version = self.readInt()
self.eWrapper().positionEnd()
elif msgId == self.ACCOUNT_SUMMARY:
version = self.readInt()
reqId = self.readInt()
account = self.readStr()
tag = self.readStr()
value = self.readStr()
currency = self.readStr()
self.eWrapper().accountSummary(reqId, account, tag, value,
currency)
elif msgId == self.ACCOUNT_SUMMARY_END:
version = self.readInt()
reqId = self.readInt()
self.eWrapper().accountSummaryEnd(reqId)
elif msgId == self.TICK_OPTION_COMPUTATION:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
impliedVol = self.readDouble()
if impliedVol < 0: # -1 is the "not yet computed" indicator
impliedVol = Double.MAX_VALUE
delta = self.readDouble()
if abs(delta) > 1: # -2 is the "not yet computed" indicator
delta = Double.MAX_VALUE
optPrice = Double.MAX_VALUE
pvDividend = Double.MAX_VALUE
gamma = Double.MAX_VALUE
vega = Double.MAX_VALUE
theta = Double.MAX_VALUE
undPrice = Double.MAX_VALUE
if version >= 6 or (tickType == TickType.MODEL_OPTION):
# introduced in version == 5
optPrice = self.readDouble()
if optPrice < 0: # -1 is the "not yet computed" indicator
optPrice = Double.MAX_VALUE
pvDividend = self.readDouble()
if pvDividend < 0: # -1 is the "not yet computed" indicator
pvDividend = Double.MAX_VALUE
if version >= 6:
gamma = self.readDouble()
if abs(gamma) > 1: # -2 is the "not yet computed" indicator
gamma = Double.MAX_VALUE
vega = self.readDouble()
if abs(vega) > 1: # -2 is the "not yet computed" indicator
vega = Double.MAX_VALUE
theta = self.readDouble()
if abs(theta) > 1: # -2 is the "not yet computed" indicator
theta = Double.MAX_VALUE
undPrice = self.readDouble()
if undPrice < 0: # -1 is the "not yet computed" indicator
undPrice = Double.MAX_VALUE
self.eWrapper().tickOptionComputation(tickerId, tickType,
impliedVol, delta, optPrice,
pvDividend, gamma, vega,
theta, undPrice)
elif msgId == self.TICK_GENERIC:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
value = self.readDouble()
self.eWrapper().tickGeneric(tickerId, tickType, value)
elif msgId == self.TICK_STRING:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
value = self.readStr()
self.eWrapper().tickString(tickerId, tickType, value)
elif msgId == self.TICK_EFP:
version = self.readInt()
tickerId = self.readInt()
tickType = self.readInt()
basisPoints = self.readDouble()
formattedBasisPoints = self.readStr()
impliedFuturesPrice = self.readDouble()
holdDays = self.readInt()
futureExpiry = self.readStr()
dividendImpact = self.readDouble()
dividendsToExpiry = self.readDouble()
self.eWrapper().tickEFP(tickerId, tickType, basisPoints,
formattedBasisPoints, impliedFuturesPrice,
holdDays, futureExpiry, dividendImpact,
dividendsToExpiry)
elif msgId == self.ORDER_STATUS:
version = self.readInt()
id = self.readInt()
status = self.readStr()
filled = self.readInt()
remaining = self.readInt()
avgFillPrice = self.readDouble()
permId = 0
if version >= 2:
permId = self.readInt()
parentId = 0
if version >= 3:
parentId = self.readInt()
lastFillPrice = 0
if version >= 4:
lastFillPrice = self.readDouble()
clientId = 0
if version >= 5:
clientId = self.readInt()
whyHeld = None
if version >= 6:
whyHeld = self.readStr()
self.eWrapper().orderStatus(id, status, filled, remaining,
avgFillPrice, permId, parentId,
lastFillPrice, clientId, whyHeld)
elif msgId == self.ACCT_VALUE:
version = self.readInt()
key = self.readStr()
val = self.readStr()
cur = self.readStr()
accountName = None
if version >= 2:
accountName = self.readStr()
self.eWrapper().updateAccountValue(key, val, cur, accountName)
elif msgId == self.PORTFOLIO_VALUE:
version = self.readInt()
contract = Contract()
if version >= 6:
contract.m_conId = self.readInt()
contract.m_symbol = self.readStr()
contract.m_secType = self.readStr()
contract.m_expiry = self.readStr()
contract.m_strike = self.readDouble()
contract.m_right = self.readStr()
if version >= 7:
contract.m_multiplier = self.readStr()
contract.m_primaryExch = self.readStr()
contract.m_currency = self.readStr()
if version >= 2:
contract.m_localSymbol = self.readStr()
if version >= 8:
contract.m_tradingClass = self.readStr()
position = self.readInt()
marketPrice = self.readDouble()
marketValue = self.readDouble()
averageCost = 0.0
unrealizedPNL = 0.0
realizedPNL = 0.0
if version >= 3:
averageCost = self.readDouble()
unrealizedPNL = self.readDouble()
realizedPNL = self.readDouble()
accountName = None
if version >= 4:
accountName = self.readStr()
if version == 6 and self.m_parent.serverVersion() == 39:
contract.m_primaryExch = self.readStr()
self.eWrapper().updatePortfolio(contract, position, marketPrice,
marketValue, averageCost,
unrealizedPNL, realizedPNL,
accountName)
elif msgId == self.ACCT_UPDATE_TIME:
version = self.readInt()
timeStamp = self.readStr()
self.eWrapper().updateAccountTime(timeStamp)
elif msgId == self.ERR_MSG:
version = self.readInt()
if version < 2:
msg = self.readStr()
self.m_parent.error(msg)
else:
id = self.readInt()
errorCode = self.readInt()
errorMsg = self.readStr()
self.m_parent.error(id, errorCode, errorMsg)
elif msgId == self.OPEN_ORDER:
# read version
version = self.readInt()
# read order id
order = Order()
order.m_orderId = self.readInt()
# read contract fields
contract = Contract()
if version >= 17:
contract.m_conId = self.readInt()
contract.m_symbol = self.readStr()
contract.m_secType = self.readStr()
contract.m_expiry = self.readStr()
contract.m_strike = self.readDouble()
contract.m_right = self.readStr()
if version >= 32:
contract.m_multiplier = self.readStr()
contract.m_exchange = self.readStr()
contract.m_currency = self.readStr()
if version >= 2:
contract.m_localSymbol = self.readStr()
if version >= 32:
contract.m_tradingClass = self.readStr()
# read order fields
order.m_action = self.readStr()
order.m_totalQuantity = self.readInt()
order.m_orderType = self.readStr()
if version < 29:
order.m_lmtPrice = self.readDouble()
else:
order.m_lmtPrice = self.readDoubleMax()
if version < 30:
order.m_auxPrice = self.readDouble()
else:
order.m_auxPrice = self.readDoubleMax()
order.m_tif = self.readStr()
order.m_ocaGroup = self.readStr()
order.m_account = self.readStr()
order.m_openClose = self.readStr()
order.m_origin = self.readInt()
order.m_orderRef = self.readStr()
if version >= 3:
order.m_clientId = self.readInt()
if version >= 4:
order.m_permId = self.readInt()
if version < 18:
# will never happen
# order.m_ignoreRth =
self.readBoolFromInt()
else:
order.m_outsideRth = self.readBoolFromInt()
order.m_hidden = self.readInt() == 1
order.m_discretionaryAmt = self.readDouble()
if version >= 5:
order.m_goodAfterTime = self.readStr()
if version >= 6:
# skip deprecated sharesAllocation field
self.readStr()
if version >= 7:
order.m_faGroup = self.readStr()
order.m_faMethod = self.readStr()
order.m_faPercentage = self.readStr()
order.m_faProfile = self.readStr()
if version >= 8:
order.m_goodTillDate = self.readStr()
if version >= 9:
order.m_rule80A = self.readStr()
order.m_percentOffset = self.readDoubleMax()
order.m_settlingFirm = self.readStr()
order.m_shortSaleSlot = self.readInt()
order.m_designatedLocation = self.readStr()
if self.m_parent.serverVersion() == 51:
self.readInt() # exemptCode
elif version >= 23:
order.m_exemptCode = self.readInt()
order.m_auctionStrategy = self.readInt()
order.m_startingPrice = self.readDoubleMax()
order.m_stockRefPrice = self.readDoubleMax()
order.m_delta = self.readDoubleMax()
order.m_stockRangeLower = self.readDoubleMax()
order.m_stockRangeUpper = self.readDoubleMax()
order.m_displaySize = self.readInt()
if version < 18:
# will never happen
# order.m_rthOnly =
self.readBoolFromInt()
order.m_blockOrder = self.readBoolFromInt()
order.m_sweepToFill = self.readBoolFromInt()
order.m_allOrNone = self.readBoolFromInt()
order.m_minQty = self.readIntMax()
order.m_ocaType = self.readInt()
order.m_eTradeOnly = self.readBoolFromInt()
order.m_firmQuoteOnly = self.readBoolFromInt()
order.m_nbboPriceCap = self.readDoubleMax()
if version >= 10:
order.m_parentId = self.readInt()
order.m_triggerMethod = self.readInt()
if version >= 11:
order.m_volatility = self.readDoubleMax()
order.m_volatilityType = self.readInt()
if version == 11:
receivedInt = self.readInt()
order.m_deltaNeutralOrderType = ("NONE" if
(receivedInt
== 0) else "MKT")
else:
# version 12 and up
order.m_deltaNeutralOrderType = self.readStr()
order.m_deltaNeutralAuxPrice = self.readDoubleMax()
if version >= 27 and not Util.StringIsEmpty(
order.m_deltaNeutralOrderType):
order.m_deltaNeutralConId = self.readInt()
order.m_deltaNeutralSettlingFirm = self.readStr()
order.m_deltaNeutralClearingAccount = self.readStr()
order.m_deltaNeutralClearingIntent = self.readStr()
if version >= 31 and not Util.StringIsEmpty(
order.m_deltaNeutralOrderType):
order.m_deltaNeutralOpenClose = self.readStr()
order.m_deltaNeutralShortSale = self.readBoolFromInt()
order.m_deltaNeutralShortSaleSlot = self.readInt()
order.m_deltaNeutralDesignatedLocation = self.readStr()
order.m_continuousUpdate = self.readInt()
if self.m_parent.serverVersion() == 26:
order.m_stockRangeLower = self.readDouble()
order.m_stockRangeUpper = self.readDouble()
order.m_referencePriceType = self.readInt()
if version >= 13:
order.m_trailStopPrice = self.readDoubleMax()
if version >= 30:
order.m_trailingPercent = self.readDoubleMax()
if version >= 14:
order.m_basisPoints = self.readDoubleMax()
order.m_basisPointsType = self.readIntMax()
contract.m_comboLegsDescrip = self.readStr()
if version >= 29:
comboLegsCount = self.readInt()
if comboLegsCount > 0:
contract.m_comboLegs = []
i = 0
while i < comboLegsCount:
comboLeg = ComboLeg()
comboLeg.m_conId = self.readInt()
comboLeg.m_ratio = self.readInt()
comboLeg.m_action = self.readStr()
comboLeg.m_exchange = self.readStr()
comboLeg.m_openClose = self.readInt()
comboLeg.m_shortSaleSlot = self.readInt()
comboLeg.m_designatedLocation = self.readStr()
comboLeg.m_exemptCode = self.readInt()
contract.m_comboLegs.append(comboLeg)
i += 1
orderComboLegsCount = self.readInt()
if orderComboLegsCount > 0:
order.m_orderComboLegs = []
i = 0
while i < orderComboLegsCount:
price = self.readDoubleMax()
orderComboLeg = OrderComboLeg(price)
order.m_orderComboLegs.append(orderComboLeg)
i += 1
if version >= 26:
smartComboRoutingParamsCount = self.readInt()
if smartComboRoutingParamsCount > 0:
order.m_smartComboRoutingParams = []
i = 0
while i < smartComboRoutingParamsCount:
tagValue = TagValue()
tagValue.m_tag = self.readStr()
tagValue.m_value = self.readStr()
order.m_smartComboRoutingParams.append(tagValue)
i += 1
if version >= 15:
if version >= 20:
order.m_scaleInitLevelSize = self.readIntMax()
order.m_scaleSubsLevelSize = self.readIntMax()
else:
# int notSuppScaleNumComponents =
self.readIntMax()
order.m_scaleInitLevelSize = self.readIntMax()
order.m_scalePriceIncrement = self.readDoubleMax()
if version >= 28 and order.m_scalePriceIncrement > 0.0 and order.m_scalePriceIncrement != Double.MAX_VALUE:
order.m_scalePriceAdjustValue = self.readDoubleMax()
order.m_scalePriceAdjustInterval = self.readIntMax()
order.m_scaleProfitOffset = self.readDoubleMax()
order.m_scaleAutoReset = self.readBoolFromInt()
order.m_scaleInitPosition = self.readIntMax()
order.m_scaleInitFillQty = self.readIntMax()
order.m_scaleRandomPercent = self.readBoolFromInt()
if version >= 24:
order.m_hedgeType = self.readStr()
if not Util.StringIsEmpty(order.m_hedgeType):
order.m_hedgeParam = self.readStr()
if version >= 25:
order.m_optOutSmartRouting = self.readBoolFromInt()
if version >= 19:
order.m_clearingAccount = self.readStr()
order.m_clearingIntent = self.readStr()
if version >= 22:
order.m_notHeld = self.readBoolFromInt()
if version >= 20:
if self.readBoolFromInt():
underComp = UnderComp()
underComp.m_conId = self.readInt()
underComp.m_delta = self.readDouble()
underComp.m_price = self.readDouble()
contract.m_underComp = underComp
if version >= 21:
order.m_algoStrategy = self.readStr()
if not Util.StringIsEmpty(order.m_algoStrategy):
algoParamsCount = self.readInt()
if algoParamsCount > 0:
order.m_algoParams = []
i = 0
while i < algoParamsCount:
tagValue = TagValue()
tagValue.m_tag = self.readStr()
tagValue.m_value = self.readStr()
order.m_algoParams.append(tagValue)
i += 1
orderState = OrderState()
if version >= 16:
order.m_whatIf = self.readBoolFromInt()
orderState.m_status = self.readStr()
orderState.m_initMargin = self.readStr()
orderState.m_maintMargin = self.readStr()
orderState.m_equityWithLoan = self.readStr()
orderState.m_commission = self.readDoubleMax()
orderState.m_minCommission = self.readDoubleMax()
orderState.m_maxCommission = self.readDoubleMax()
orderState.m_commissionCurrency = self.readStr()
orderState.m_warningText = self.readStr()
self.eWrapper().openOrder(order.m_orderId, contract, order,
orderState)
elif msgId == self.NEXT_VALID_ID:
version = self.readInt()
orderId = self.readInt()
self.eWrapper().nextValidId(orderId)
elif msgId == self.SCANNER_DATA:
contract = ContractDetails()
version = self.readInt()
tickerId = self.readInt()
numberOfElements = self.readInt()
ctr = 0
while ctr < numberOfElements:
rank = self.readInt()
if version >= 3:
contract.m_summary.m_conId = self.readInt()
contract.m_summary.m_symbol = self.readStr()
contract.m_summary.m_secType = self.readStr()
contract.m_summary.m_expiry = self.readStr()
contract.m_summary.m_strike = self.readDouble()
contract.m_summary.m_right = self.readStr()
contract.m_summary.m_exchange = self.readStr()
contract.m_summary.m_currency = self.readStr()
contract.m_summary.m_localSymbol = self.readStr()
contract.m_marketName = self.readStr()
contract.m_summary.m_tradingClass = self.readStr()
distance = self.readStr()
benchmark = self.readStr()
projection = self.readStr()
legsStr = None
if version >= 2:
legsStr = self.readStr()
self.eWrapper().scannerData(tickerId, rank, contract, distance,
benchmark, projection, legsStr)
ctr += 1
self.eWrapper().scannerDataEnd(tickerId)
elif msgId == self.CONTRACT_DATA:
version = self.readInt()
reqId = -1
if version >= 3:
reqId = self.readInt()
contract = ContractDetails()
contract.m_summary.m_symbol = self.readStr()
contract.m_summary.m_secType = self.readStr()
contract.m_summary.m_expiry = self.readStr()
contract.m_summary.m_strike = self.readDouble()
contract.m_summary.m_right = self.readStr()
contract.m_summary.m_exchange = self.readStr()
contract.m_summary.m_currency = self.readStr()
contract.m_summary.m_localSymbol = self.readStr()
contract.m_marketName = self.readStr()
contract.m_summary.m_tradingClass = self.readStr()
contract.m_summary.m_conId = self.readInt()
contract.m_minTick = self.readDouble()
contract.m_summary.m_multiplier = self.readStr()
contract.m_orderTypes = self.readStr()
contract.m_validExchanges = self.readStr()
if version >= 2:
contract.m_priceMagnifier = self.readInt()
if version >= 4:
contract.m_underConId = self.readInt()
if version >= 5:
contract.m_longName = self.readStr()
contract.m_summary.m_primaryExch = self.readStr()
if version >= 6:
contract.m_contractMonth = self.readStr()
contract.m_industry = self.readStr()
contract.m_category = self.readStr()
contract.m_subcategory = self.readStr()
contract.m_timeZoneId = self.readStr()
contract.m_tradingHours = self.readStr()
contract.m_liquidHours = self.readStr()
if version >= 8:
contract.m_evRule = self.readStr()
contract.m_evMultiplier = self.readDouble()
if version >= 7:
secIdListCount = self.readInt()
if secIdListCount > 0:
contract.m_secIdList = []
i = 0
while i < secIdListCount:
tagValue = TagValue()
tagValue.m_tag = self.readStr()
tagValue.m_value = self.readStr()
contract.m_secIdList.append(tagValue)
i += 1
self.eWrapper().contractDetails(reqId, contract)
elif msgId == self.BOND_CONTRACT_DATA:
version = self.readInt()
reqId = -1
if version >= 3:
reqId = self.readInt()
contract = ContractDetails()
contract.m_summary.m_symbol = self.readStr()
contract.m_summary.m_secType = self.readStr()
contract.m_cusip = self.readStr()
contract.m_coupon = self.readDouble()
contract.m_maturity = self.readStr()
contract.m_issueDate = self.readStr()
contract.m_ratings = self.readStr()
contract.m_bondType = self.readStr()
contract.m_couponType = self.readStr()
contract.m_convertible = self.readBoolFromInt()
contract.m_callable = self.readBoolFromInt()
contract.m_putable = self.readBoolFromInt()
contract.m_descAppend = self.readStr()
contract.m_summary.m_exchange = self.readStr()
contract.m_summary.m_currency = self.readStr()
contract.m_marketName = self.readStr()
contract.m_summary.m_tradingClass = self.readStr()
contract.m_summary.m_conId = self.readInt()
contract.m_minTick = self.readDouble()
contract.m_orderTypes = self.readStr()
contract.m_validExchanges = self.readStr()
if version >= 2:
contract.m_nextOptionDate = self.readStr()
contract.m_nextOptionType = self.readStr()
contract.m_nextOptionPartial = self.readBoolFromInt()
contract.m_notes = self.readStr()
if version >= 4:
contract.m_longName = self.readStr()
if version >= 6:
contract.m_evRule = self.readStr()
contract.m_evMultiplier = self.readDouble()
if version >= 5:
secIdListCount = self.readInt()
if secIdListCount > 0:
contract.m_secIdList = []
i = 0
while i < secIdListCount:
tagValue = TagValue()
tagValue.m_tag = self.readStr()
tagValue.m_value = self.readStr()
contract.m_secIdList.append(tagValue)
i += 1
self.eWrapper().bondContractDetails(reqId, contract)
elif msgId == self.EXECUTION_DATA:
version = self.readInt()
reqId = -1
if version >= 7:
reqId = self.readInt()
orderId = self.readInt()
contract = Contract()
# read contract fields
if version >= 5:
contract.m_conId = self.readInt()
contract.m_symbol = self.readStr()
contract.m_secType = self.readStr()
contract.m_expiry = self.readStr()
contract.m_strike = self.readDouble()
contract.m_right = self.readStr()
if version >= 9:
contract.m_multiplier = self.readStr()
contract.m_exchange = self.readStr()
contract.m_currency = self.readStr()
contract.m_localSymbol = self.readStr()
if version >= 10:
contract.m_tradingClass = self.readStr()
exec_ = Execution()
exec_.m_orderId = orderId
exec_.m_execId = self.readStr()
exec_.m_time = self.readStr()
exec_.m_acctNumber = self.readStr()
exec_.m_exchange = self.readStr()
exec_.m_side = self.readStr()
exec_.m_shares = self.readInt()
exec_.m_price = self.readDouble()
if version >= 2:
exec_.m_permId = self.readInt()
if version >= 3:
exec_.m_clientId = self.readInt()
if version >= 4:
exec_.m_liquidation = self.readInt()
if version >= 6:
exec_.m_cumQty = self.readInt()
exec_.m_avgPrice = self.readDouble()
if version >= 8:
exec_.m_orderRef = self.readStr()
if version >= 9:
exec_.m_evRule = self.readStr()
exec_.m_evMultiplier = self.readDouble()
self.eWrapper().execDetails(reqId, contract, exec_)
elif msgId == self.MARKET_DEPTH:
version = self.readInt()
id = self.readInt()
position = self.readInt()
operation = self.readInt()
side = self.readInt()
price = self.readDouble()
size = self.readInt()
self.eWrapper().updateMktDepth(id, position, operation, side,
price, size)
elif msgId == self.MARKET_DEPTH_L2:
version = self.readInt()
id = self.readInt()
position = self.readInt()
marketMaker = self.readStr()
operation = self.readInt()
side = self.readInt()
price = self.readDouble()
size = self.readInt()
self.eWrapper().updateMktDepthL2(id, position, marketMaker,
operation, side, price, size)
elif msgId == self.NEWS_BULLETINS:
version = self.readInt()
newsMsgId = self.readInt()
newsMsgType = self.readInt()
newsMessage = self.readStr()
originatingExch = self.readStr()
self.eWrapper().updateNewsBulletin(newsMsgId, newsMsgType,
newsMessage, originatingExch)
elif msgId == self.MANAGED_ACCTS:
version = self.readInt()
accountsList = self.readStr()
self.eWrapper().managedAccounts(accountsList)
elif msgId == self.RECEIVE_FA:
version = self.readInt()
faDataType = self.readInt()
xml = self.readStr()
self.eWrapper().receiveFA(faDataType, xml)
elif msgId == self.HISTORICAL_DATA:
version = self.readInt()
reqId = self.readInt()
startDateStr = ""
endDateStr = ""
completedIndicator = "finished"
if version >= 2:
startDateStr = self.readStr()
endDateStr = self.readStr()
completedIndicator += "-" + startDateStr + "-" + endDateStr
itemCount = self.readInt()
ctr = 0
while ctr < itemCount:
date = self.readStr()
open = self.readDouble()
high = self.readDouble()
low = self.readDouble()
close = self.readDouble()
volume = self.readInt()
WAP = self.readDouble()
hasGaps = self.readStr()
barCount = -1
if version >= 3:
barCount = self.readInt()
self.eWrapper().historicalData(
reqId, date, open, high, low, close, volume, barCount, WAP,
Boolean.valueOf(hasGaps).booleanValue())
ctr += 1
# send end of dataset marker
self.eWrapper().historicalData(reqId, completedIndicator, -1, -1,
-1, -1, -1, -1, -1, False)
elif msgId == self.SCANNER_PARAMETERS:
version = self.readInt()
xml = self.readStr()
self.eWrapper().scannerParameters(xml)
elif msgId == self.CURRENT_TIME:
# int version =
self.readInt()
time = self.readLong()
self.eWrapper().currentTime(time)
elif msgId == self.REAL_TIME_BARS:
# int version =
self.readInt()
reqId = self.readInt()
time = self.readLong()
open = self.readDouble()
high = self.readDouble()
low = self.readDouble()
close = self.readDouble()
volume = self.readLong()
wap = self.readDouble()
count = self.readInt()
self.eWrapper().realtimeBar(reqId, time, open, high, low, close,
volume, wap, count)
elif msgId == self.FUNDAMENTAL_DATA:
# int version =
self.readInt()
reqId = self.readInt()
data = self.readStr()
self.eWrapper().fundamentalData(reqId, data)
elif msgId == self.CONTRACT_DATA_END:
# int version =
self.readInt()
reqId = self.readInt()
self.eWrapper().contractDetailsEnd(reqId)
elif msgId == self.OPEN_ORDER_END:
# int version =
self.readInt()
self.eWrapper().openOrderEnd()
elif msgId == self.ACCT_DOWNLOAD_END:
# int version =
self.readInt()
accountName = self.readStr()
self.eWrapper().accountDownloadEnd(accountName)
elif msgId == self.EXECUTION_DATA_END:
# int version =
self.readInt()
reqId = self.readInt()
self.eWrapper().execDetailsEnd(reqId)
elif msgId == self.DELTA_NEUTRAL_VALIDATION:
# int version =
self.readInt()
reqId = self.readInt()
underComp = UnderComp()
underComp.m_conId = self.readInt()
underComp.m_delta = self.readDouble()
underComp.m_price = self.readDouble()
self.eWrapper().deltaNeutralValidation(reqId, underComp)
elif msgId == self.TICK_SNAPSHOT_END:
# int version =
self.readInt()
reqId = self.readInt()
self.eWrapper().tickSnapshotEnd(reqId)
elif msgId == self.MARKET_DATA_TYPE:
# int version =
self.readInt()
reqId = self.readInt()
marketDataType = self.readInt()
self.eWrapper().marketDataType(reqId, marketDataType)
elif msgId == self.COMMISSION_REPORT:
# int version =
self.readInt()
commissionReport = CommissionReport()
commissionReport.m_execId = self.readStr()
commissionReport.m_commission = self.readDouble()
commissionReport.m_currency = self.readStr()
commissionReport.m_realizedPNL = self.readDouble()
commissionReport.m_yield = self.readDouble()
commissionReport.m_yieldRedemptionDate = self.readInt()
self.eWrapper().commissionReport(commissionReport)
else:
self.m_parent.error(EClientErrors.NO_VALID_ID,
EClientErrors.UNKNOWN_ID.code(),
EClientErrors.UNKNOWN_ID.msg())
return False
return True
def __eq__(self, p_other):
""" generated source for method equals """
if self == p_other:
return True
if p_other == None or not (isinstance(p_other, (Contract, ))):
return False
l_theOther = p_other
if self.m_conId != l_theOther.m_conId:
return False
if Util.StringCompare(self.m_secType, l_theOther.m_secType) != 0:
return False
if Util.StringCompare(
self.m_symbol, l_theOther.m_symbol) != 0 or Util.StringCompare(
self.m_exchange,
l_theOther.m_exchange) != 0 or Util.StringCompare(
self.m_primaryExch,
l_theOther.m_primaryExch) != 0 or Util.StringCompare(
self.m_currency, l_theOther.m_currency) != 0:
return False
if not Util.NormalizeString(self.m_secType) == "BOND":
if self.m_strike != l_theOther.m_strike:
return False
if Util.StringCompare(
self.m_expiry,
l_theOther.m_expiry) != 0 or Util.StringCompare(
self.m_right,
l_theOther.m_right) != 0 or Util.StringCompare(
self.m_multiplier, l_theOther.m_multiplier
) != 0 or Util.StringCompare(
self.m_localSymbol, l_theOther.m_localSymbol) != 0:
return False
if Util.StringCompare(self.m_secIdType, l_theOther.m_secIdType) != 0:
return False
if Util.StringCompare(self.m_secId, l_theOther.m_secId) != 0:
return False
# compare combo legs
if not Util.VectorEqualsUnordered(self.m_comboLegs,
l_theOther.m_comboLegs):
return False
if self.m_underComp != l_theOther.m_underComp:
if self.m_underComp == None or l_theOther.m_underComp == None:
return False
if not self.m_underComp == l_theOther.m_underComp:
return False
return True
def __eq__(self, p_other):
if self is p_other:
return True
if p_other is None or not isinstance(p_other, (Contract)):
return False
l_theOther = p_other
if (self.m_conId != l_theOther.m_conId):
return False
if self.m_comboLegs and l_theOther.comboLegsSize and len(
self.m_comboLegs) != len(l_theOther.m_comboLegs):
return False
elif self.m_comboLegs or self.m_comboLegs:
return False
if (Util.StringCompare(self.m_secType, l_theOther.m_secType) != 0):
return False
if (Util.StringCompare(self.m_symbol, l_theOther.m_symbol) != 0) or (
Util.StringCompare(self.m_exchange, l_theOther.m_exchange) != 0
) or (Util.StringCompare(self.m_primaryExch, l_theOther.m_primaryExch)
!= 0) or (Util.StringCompare(self.m_currency,
l_theOther.m_currency) != 0):
return False
if not Util.NormalizeString(self.m_secType) == "BOND":
if (self.m_strike != l_theOther.m_strike):
return False
if (Util.StringCompare(self.m_expiry, l_theOther.m_expiry) !=
0) or (Util.StringCompare(self.m_right, l_theOther.m_right)
!= 0) or (Util.StringCompare(
self.m_multiplier, l_theOther.m_multiplier) !=
0) or (Util.StringCompare(
self.m_localSymbol,
l_theOther.m_localSymbol) != 0):
return False
if self.m_comboLegs and len(self.m_comboLegs) > 0:
comboLegsSize = len(self.m_comboLegs)
alreadyMatchedSecondLeg = [
bool() for __idx0 in range(comboLegsSize)
]
## for-while
ctr1 = 0
while ctr1 < comboLegsSize:
l_thisComboLeg = self.m_comboLegs[ctr1]
ctr2 = 0
## for-while
while ctr2 < comboLegsSize:
if alreadyMatchedSecondLeg[ctr2]:
continue
if l_thisComboLeg == l_theOther.m_comboLegs[ctr2]:
alreadyMatchedSecondLeg[ctr2] = True
break
ctr2 += 1
if ctr2 >= comboLegsSize:
return False
ctr1 += 1
if (self.m_underComp != l_theOther.m_underComp):
if self.m_underComp is None or l_theOther.m_underComp is None:
return False
if not self.m_underComp == l_theOther.m_underComp:
return False
return True
