forked from hadrianl/ibapi
/
const.go
384 lines (375 loc) · 14.4 KB
/
const.go
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package ibapi
// IN identifies the msg type of the buf received from TWS or Gateway
type IN = int64
// OUT identifies the msg type of the buf sended to TWS or Gateway
type OUT = int64
type FiledType = int64
type Version = int
const (
INT FiledType = 1
STR FiledType = 2
FLT FiledType = 3
)
const (
mTICK_PRICE IN = 1
mTICK_SIZE IN = 2
mORDER_STATUS IN = 3
mERR_MSG IN = 4
mOPEN_ORDER IN = 5
mACCT_VALUE IN = 6
mPORTFOLIO_VALUE IN = 7
mACCT_UPDATE_TIME IN = 8
mNEXT_VALID_ID IN = 9
mCONTRACT_DATA IN = 10
mEXECUTION_DATA IN = 11
mMARKET_DEPTH IN = 12
mMARKET_DEPTH_L2 IN = 13
mNEWS_BULLETINS IN = 14
mMANAGED_ACCTS IN = 15
mRECEIVE_FA IN = 16
mHISTORICAL_DATA IN = 17
mBOND_CONTRACT_DATA IN = 18
mSCANNER_PARAMETERS IN = 19
mSCANNER_DATA IN = 20
mTICK_OPTION_COMPUTATION IN = 21
mTICK_GENERIC IN = 45
mTICK_STRING IN = 46
mTICK_EFP IN = 47
mCURRENT_TIME IN = 49
mREAL_TIME_BARS IN = 50
mFUNDAMENTAL_DATA IN = 51
mCONTRACT_DATA_END IN = 52
mOPEN_ORDER_END IN = 53
mACCT_DOWNLOAD_END IN = 54
mEXECUTION_DATA_END IN = 55
mDELTA_NEUTRAL_VALIDATION IN = 56
mTICK_SNAPSHOT_END IN = 57
mMARKET_DATA_TYPE IN = 58
mCOMMISSION_REPORT IN = 59
mPOSITION_DATA IN = 61
mPOSITION_END IN = 62
mACCOUNT_SUMMARY IN = 63
mACCOUNT_SUMMARY_END IN = 64
mVERIFY_MESSAGE_API IN = 65
mVERIFY_COMPLETED IN = 66
mDISPLAY_GROUP_LIST IN = 67
mDISPLAY_GROUP_UPDATED IN = 68
mVERIFY_AND_AUTH_MESSAGE_API IN = 69
mVERIFY_AND_AUTH_COMPLETED IN = 70
mPOSITION_MULTI IN = 71
mPOSITION_MULTI_END IN = 72
mACCOUNT_UPDATE_MULTI IN = 73
mACCOUNT_UPDATE_MULTI_END IN = 74
mSECURITY_DEFINITION_OPTION_PARAMETER IN = 75
mSECURITY_DEFINITION_OPTION_PARAMETER_END IN = 76
mSOFT_DOLLAR_TIERS IN = 77
mFAMILY_CODES IN = 78
mSYMBOL_SAMPLES IN = 79
mMKT_DEPTH_EXCHANGES IN = 80
mTICK_REQ_PARAMS IN = 81
mSMART_COMPONENTS IN = 82
mNEWS_ARTICLE IN = 83
mTICK_NEWS IN = 84
mNEWS_PROVIDERS IN = 85
mHISTORICAL_NEWS IN = 86
mHISTORICAL_NEWS_END IN = 87
mHEAD_TIMESTAMP IN = 88
mHISTOGRAM_DATA IN = 89
mHISTORICAL_DATA_UPDATE IN = 90
mREROUTE_MKT_DATA_REQ IN = 91
mREROUTE_MKT_DEPTH_REQ IN = 92
mMARKET_RULE IN = 93
mPNL IN = 94
mPNL_SINGLE IN = 95
mHISTORICAL_TICKS IN = 96
mHISTORICAL_TICKS_BID_ASK IN = 97
mHISTORICAL_TICKS_LAST IN = 98
mTICK_BY_TICK IN = 99
mORDER_BOUND IN = 100
mCOMPLETED_ORDER IN = 101
mCOMPLETED_ORDERS_END IN = 102
mREPLACE_FA_END IN = 103
)
const (
mREQ_MKT_DATA OUT = 1
mCANCEL_MKT_DATA OUT = 2
mPLACE_ORDER OUT = 3
mCANCEL_ORDER OUT = 4
mREQ_OPEN_ORDERS OUT = 5
mREQ_ACCT_DATA OUT = 6
mREQ_EXECUTIONS OUT = 7
mREQ_IDS OUT = 8
mREQ_CONTRACT_DATA OUT = 9
mREQ_MKT_DEPTH OUT = 10
mCANCEL_MKT_DEPTH OUT = 11
mREQ_NEWS_BULLETINS OUT = 12
mCANCEL_NEWS_BULLETINS OUT = 13
mSET_SERVER_LOGLEVEL OUT = 14
mREQ_AUTO_OPEN_ORDERS OUT = 15
mREQ_ALL_OPEN_ORDERS OUT = 16
mREQ_MANAGED_ACCTS OUT = 17
mREQ_FA OUT = 18
mREPLACE_FA OUT = 19
mREQ_HISTORICAL_DATA OUT = 20
mEXERCISE_OPTIONS OUT = 21
mREQ_SCANNER_SUBSCRIPTION OUT = 22
mCANCEL_SCANNER_SUBSCRIPTION OUT = 23
mREQ_SCANNER_PARAMETERS OUT = 24
mCANCEL_HISTORICAL_DATA OUT = 25
mREQ_CURRENT_TIME OUT = 49
mREQ_REAL_TIME_BARS OUT = 50
mCANCEL_REAL_TIME_BARS OUT = 51
mREQ_FUNDAMENTAL_DATA OUT = 52
mCANCEL_FUNDAMENTAL_DATA OUT = 53
mREQ_CALC_IMPLIED_VOLAT OUT = 54
mREQ_CALC_OPTION_PRICE OUT = 55
mCANCEL_CALC_IMPLIED_VOLAT OUT = 56
mCANCEL_CALC_OPTION_PRICE OUT = 57
mREQ_GLOBAL_CANCEL OUT = 58
mREQ_MARKET_DATA_TYPE OUT = 59
mREQ_POSITIONS OUT = 61
mREQ_ACCOUNT_SUMMARY OUT = 62
mCANCEL_ACCOUNT_SUMMARY OUT = 63
mCANCEL_POSITIONS OUT = 64
mVERIFY_REQUEST OUT = 65
mVERIFY_MESSAGE OUT = 66
mQUERY_DISPLAY_GROUPS OUT = 67
mSUBSCRIBE_TO_GROUP_EVENTS OUT = 68
mUPDATE_DISPLAY_GROUP OUT = 69
mUNSUBSCRIBE_FROM_GROUP_EVENTS OUT = 70
mSTART_API OUT = 71
mVERIFY_AND_AUTH_REQUEST OUT = 72
mVERIFY_AND_AUTH_MESSAGE OUT = 73
mREQ_POSITIONS_MULTI OUT = 74
mCANCEL_POSITIONS_MULTI OUT = 75
mREQ_ACCOUNT_UPDATES_MULTI OUT = 76
mCANCEL_ACCOUNT_UPDATES_MULTI OUT = 77
mREQ_SEC_DEF_OPT_PARAMS OUT = 78
mREQ_SOFT_DOLLAR_TIERS OUT = 79
mREQ_FAMILY_CODES OUT = 80
mREQ_MATCHING_SYMBOLS OUT = 81
mREQ_MKT_DEPTH_EXCHANGES OUT = 82
mREQ_SMART_COMPONENTS OUT = 83
mREQ_NEWS_ARTICLE OUT = 84
mREQ_NEWS_PROVIDERS OUT = 85
mREQ_HISTORICAL_NEWS OUT = 86
mREQ_HEAD_TIMESTAMP OUT = 87
mREQ_HISTOGRAM_DATA OUT = 88
mCANCEL_HISTOGRAM_DATA OUT = 89
mCANCEL_HEAD_TIMESTAMP OUT = 90
mREQ_MARKET_RULE OUT = 91
mREQ_PNL OUT = 92
mCANCEL_PNL OUT = 93
mREQ_PNL_SINGLE OUT = 94
mCANCEL_PNL_SINGLE OUT = 95
mREQ_HISTORICAL_TICKS OUT = 96
mREQ_TICK_BY_TICK_DATA OUT = 97
mCANCEL_TICK_BY_TICK_DATA OUT = 98
mREQ_COMPLETED_ORDERS OUT = 99
)
const (
// mMIN_SERVER_VER_REAL_TIME_BARS = 34
// mMIN_SERVER_VER_SCALE_ORDERS = 35
// mMIN_SERVER_VER_SNAPSHOT_MKT_DATA = 35
// mMIN_SERVER_VER_SSHORT_COMBO_LEGS = 35
// mMIN_SERVER_VER_WHAT_IF_ORDERS = 36
// mMIN_SERVER_VER_CONTRACT_CONID = 37
mMIN_SERVER_VER_PTA_ORDERS Version = 39
mMIN_SERVER_VER_FUNDAMENTAL_DATA Version = 40
mMIN_SERVER_VER_DELTA_NEUTRAL Version = 40
mMIN_SERVER_VER_CONTRACT_DATA_CHAIN Version = 40
mMIN_SERVER_VER_SCALE_ORDERS2 Version = 40
mMIN_SERVER_VER_ALGO_ORDERS Version = 41
mMIN_SERVER_VER_EXECUTION_DATA_CHAIN Version = 42
mMIN_SERVER_VER_NOT_HELD Version = 44
mMIN_SERVER_VER_SEC_ID_TYPE Version = 45
mMIN_SERVER_VER_PLACE_ORDER_CONID Version = 46
mMIN_SERVER_VER_REQ_MKT_DATA_CONID Version = 47
mMIN_SERVER_VER_REQ_CALC_IMPLIED_VOLAT Version = 49
mMIN_SERVER_VER_REQ_CALC_OPTION_PRICE Version = 50
mMIN_SERVER_VER_SSHORTX_OLD Version = 51
mMIN_SERVER_VER_SSHORTX Version = 52
mMIN_SERVER_VER_REQ_GLOBAL_CANCEL Version = 53
mMIN_SERVER_VER_HEDGE_ORDERS Version = 54
mMIN_SERVER_VER_REQ_MARKET_DATA_TYPE Version = 55
mMIN_SERVER_VER_OPT_OUT_SMART_ROUTING Version = 56
mMIN_SERVER_VER_SMART_COMBO_ROUTING_PARAMS Version = 57
mMIN_SERVER_VER_DELTA_NEUTRAL_CONID Version = 58
mMIN_SERVER_VER_SCALE_ORDERS3 Version = 60
mMIN_SERVER_VER_ORDER_COMBO_LEGS_PRICE Version = 61
mMIN_SERVER_VER_TRAILING_PERCENT Version = 62
mMIN_SERVER_VER_DELTA_NEUTRAL_OPEN_CLOSE Version = 66
mMIN_SERVER_VER_POSITIONS Version = 67
mMIN_SERVER_VER_ACCOUNT_SUMMARY Version = 67
mMIN_SERVER_VER_TRADING_CLASS Version = 68
mMIN_SERVER_VER_SCALE_TABLE Version = 69
mMIN_SERVER_VER_LINKING Version = 70
mMIN_SERVER_VER_ALGO_ID Version = 71
mMIN_SERVER_VER_OPTIONAL_CAPABILITIES Version = 72
mMIN_SERVER_VER_ORDER_SOLICITED Version = 73
mMIN_SERVER_VER_LINKING_AUTH Version = 74
mMIN_SERVER_VER_PRIMARYEXCH Version = 75
mMIN_SERVER_VER_RANDOMIZE_SIZE_AND_PRICE Version = 76
mMIN_SERVER_VER_FRACTIONAL_POSITIONS Version = 101
mMIN_SERVER_VER_PEGGED_TO_BENCHMARK Version = 102
mMIN_SERVER_VER_MODELS_SUPPORT Version = 103
mMIN_SERVER_VER_SEC_DEF_OPT_PARAMS_REQ Version = 104
mMIN_SERVER_VER_EXT_OPERATOR Version = 105
mMIN_SERVER_VER_SOFT_DOLLAR_TIER Version = 106
mMIN_SERVER_VER_REQ_FAMILY_CODES Version = 107
mMIN_SERVER_VER_REQ_MATCHING_SYMBOLS Version = 108
mMIN_SERVER_VER_PAST_LIMIT Version = 109
mMIN_SERVER_VER_MD_SIZE_MULTIPLIER Version = 110
mMIN_SERVER_VER_CASH_QTY Version = 111
mMIN_SERVER_VER_REQ_MKT_DEPTH_EXCHANGES Version = 112
mMIN_SERVER_VER_TICK_NEWS Version = 113
mMIN_SERVER_VER_REQ_SMART_COMPONENTS Version = 114
mMIN_SERVER_VER_REQ_NEWS_PROVIDERS Version = 115
mMIN_SERVER_VER_REQ_NEWS_ARTICLE Version = 116
mMIN_SERVER_VER_REQ_HISTORICAL_NEWS Version = 117
mMIN_SERVER_VER_REQ_HEAD_TIMESTAMP Version = 118
mMIN_SERVER_VER_REQ_HISTOGRAM Version = 119
mMIN_SERVER_VER_SERVICE_DATA_TYPE Version = 120
mMIN_SERVER_VER_AGG_GROUP Version = 121
mMIN_SERVER_VER_UNDERLYING_INFO Version = 122
mMIN_SERVER_VER_CANCEL_HEADTIMESTAMP Version = 123
mMIN_SERVER_VER_SYNT_REALTIME_BARS Version = 124
mMIN_SERVER_VER_CFD_REROUTE Version = 125
mMIN_SERVER_VER_MARKET_RULES Version = 126
mMIN_SERVER_VER_PNL Version = 127
mMIN_SERVER_VER_NEWS_QUERY_ORIGINS Version = 128
mMIN_SERVER_VER_UNREALIZED_PNL Version = 129
mMIN_SERVER_VER_HISTORICAL_TICKS Version = 130
mMIN_SERVER_VER_MARKET_CAP_PRICE Version = 131
mMIN_SERVER_VER_PRE_OPEN_BID_ASK Version = 132
mMIN_SERVER_VER_REAL_EXPIRATION_DATE Version = 134
mMIN_SERVER_VER_REALIZED_PNL Version = 135
mMIN_SERVER_VER_LAST_LIQUIDITY Version = 136
mMIN_SERVER_VER_TICK_BY_TICK Version = 137
mMIN_SERVER_VER_DECISION_MAKER Version = 138
mMIN_SERVER_VER_MIFID_EXECUTION Version = 139
mMIN_SERVER_VER_TICK_BY_TICK_IGNORE_SIZE Version = 140
mMIN_SERVER_VER_AUTO_PRICE_FOR_HEDGE Version = 141
mMIN_SERVER_VER_WHAT_IF_EXT_FIELDS Version = 142
mMIN_SERVER_VER_SCANNER_GENERIC_OPTS Version = 143
mMIN_SERVER_VER_API_BIND_ORDER Version = 144
mMIN_SERVER_VER_ORDER_CONTAINER Version = 145
mMIN_SERVER_VER_SMART_DEPTH Version = 146
mMIN_SERVER_VER_REMOVE_NULL_ALL_CASTING Version = 147
mMIN_SERVER_VER_D_PEG_ORDERS Version = 148
mMIN_SERVER_VER_MKT_DEPTH_PRIM_EXCHANGE Version = 149
mMIN_SERVER_VER_COMPLETED_ORDERS Version = 150
mMIN_SERVER_VER_PRICE_MGMT_ALGO Version = 151
mMIN_SERVER_VER_STOCK_TYPE Version = 152
mMIN_SERVER_VER_ENCODE_MSG_ASCII7 Version = 153
mMIN_SERVER_VER_SEND_ALL_FAMILY_CODES Version = 154
mMIN_SERVER_VER_NO_DEFAULT_OPEN_CLOSE Version = 155
mMIN_SERVER_VER_PRICE_BASED_VOLATILITY Version = 156
mMIN_SERVER_VER_REPLACE_FA_END Version = 157
mMIN_SERVER_VER_DURATION Version = 158
mMIN_SERVER_VER_MARKET_DATA_IN_SHARES Version = 159
mMIN_SERVER_VER_POST_TO_ATS Version = 160
MIN_CLIENT_VER Version = 100
MAX_CLIENT_VER Version = mMIN_SERVER_VER_POST_TO_ATS
)
// tick const
const (
BID_SIZE = iota
BID
ASK
ASK_SIZE
LAST
LAST_SIZE
HIGH
LOW
VOLUME
CLOSE
BID_OPTION_COMPUTATION
ASK_OPTION_COMPUTATION
LAST_OPTION_COMPUTATION
MODEL_OPTION
OPEN
LOW_13_WEEK
HIGH_13_WEEK
LOW_26_WEEK
HIGH_26_WEEK
LOW_52_WEEK
HIGH_52_WEEK
AVG_VOLUME
OPEN_INTEREST
OPTION_HISTORICAL_VOL
OPTION_IMPLIED_VOL
OPTION_BID_EXCH
OPTION_ASK_EXCH
OPTION_CALL_OPEN_INTEREST
OPTION_PUT_OPEN_INTEREST
OPTION_CALL_VOLUME
OPTION_PUT_VOLUME
INDEX_FUTURE_PREMIUM
BID_EXCH
ASK_EXCH
AUCTION_VOLUME
AUCTION_PRICE
AUCTION_IMBALANCE
MARK_PRICE
BID_EFP_COMPUTATION
ASK_EFP_COMPUTATION
LAST_EFP_COMPUTATION
OPEN_EFP_COMPUTATION
HIGH_EFP_COMPUTATION
LOW_EFP_COMPUTATION
CLOSE_EFP_COMPUTATION
LAST_TIMESTAMP
SHORTABLE
FUNDAMENTAL_RATIOS
RT_VOLUME
HALTED
BID_YIELD
ASK_YIELD
LAST_YIELD
CUST_OPTION_COMPUTATION
TRADE_COUNT
TRADE_RATE
VOLUME_RATE
LAST_RTH_TRADE
RT_HISTORICAL_VOL
IB_DIVIDENDS
BOND_FACTOR_MULTIPLIER
REGULATORY_IMBALANCE
NEWS_TICK
SHORT_TERM_VOLUME_3_MIN
SHORT_TERM_VOLUME_5_MIN
SHORT_TERM_VOLUME_10_MIN
DELAYED_BID
DELAYED_ASK
DELAYED_LAST
DELAYED_BID_SIZE
DELAYED_ASK_SIZE
DELAYED_LAST_SIZE
DELAYED_HIGH
DELAYED_LOW
DELAYED_VOLUME
DELAYED_CLOSE
DELAYED_OPEN
RT_TRD_VOLUME
CREDITMAN_MARK_PRICE
CREDITMAN_SLOW_MARK_PRICE
DELAYED_BID_OPTION
DELAYED_ASK_OPTION
DELAYED_LAST_OPTION
DELAYED_MODEL_OPTION
LAST_EXCH
LAST_REG_TIME
FUTURES_OPEN_INTEREST
AVG_OPT_VOLUME
DELAYED_LAST_TIMESTAMP
SHORTABLE_SHARES
NOT_SET
)
// ConnectionState
const (
DISCONNECTED = iota
CONNECTING
CONNECTED
REDIRECT
)