forked from hadrianl/ibapi
/
const.go
380 lines (371 loc) · 14.2 KB
/
const.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
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_REPLACE_FA_END Version = 157
MIN_CLIENT_VER Version = 100
MAX_CLIENT_VER Version = mMIN_SERVER_VER_REPLACE_FA_END
)
// 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
)