EReader.py

#!/usr/bin/env python
""" generated source for module EReader """
#
# Original file copyright original author(s).
# This file copyright Troy Melhase, troy@gci.net.
#
# WARNING: all changes to this file will be lost.

from ib.lib import Boolean, Double, DataInputStream, Integer, Long, StringBuffer, Thread
from ib.lib.overloading import overloaded

from ib.ext.Contract import Contract
from ib.ext.ContractDetails import ContractDetails
from ib.ext.ComboLeg import ComboLeg
from ib.ext.CommissionReport import CommissionReport
from ib.ext.EClientErrors import EClientErrors
from ib.ext.Execution import Execution
from ib.ext.Order import Order
from ib.ext.OrderComboLeg import OrderComboLeg
from ib.ext.OrderState import OrderState
from ib.ext.TagValue import TagValue
from ib.ext.TickType import TickType
from ib.ext.UnderComp import UnderComp
from ib.ext.Util import Util

# 
#  * EReader.java
#  *
#  
# package: com.ib.client






class EReader(Thread):
    """ generated source for class EReader """
    #  incoming msg id's
    TICK_PRICE = 1
    TICK_SIZE = 2
    ORDER_STATUS = 3
    ERR_MSG = 4
    OPEN_ORDER = 5
    ACCT_VALUE = 6
    PORTFOLIO_VALUE = 7
    ACCT_UPDATE_TIME = 8
    NEXT_VALID_ID = 9
    CONTRACT_DATA = 10
    EXECUTION_DATA = 11
    MARKET_DEPTH = 12
    MARKET_DEPTH_L2 = 13
    NEWS_BULLETINS = 14
    MANAGED_ACCTS = 15
    RECEIVE_FA = 16
    HISTORICAL_DATA = 17
    BOND_CONTRACT_DATA = 18
    SCANNER_PARAMETERS = 19
    SCANNER_DATA = 20
    TICK_OPTION_COMPUTATION = 21
    TICK_GENERIC = 45
    TICK_STRING = 46
    TICK_EFP = 47
    CURRENT_TIME = 49
    REAL_TIME_BARS = 50
    FUNDAMENTAL_DATA = 51
    CONTRACT_DATA_END = 52
    OPEN_ORDER_END = 53
    ACCT_DOWNLOAD_END = 54
    EXECUTION_DATA_END = 55
    DELTA_NEUTRAL_VALIDATION = 56
    TICK_SNAPSHOT_END = 57
    MARKET_DATA_TYPE = 58
    COMMISSION_REPORT = 59
    POSITION = 61
    POSITION_END = 62
    ACCOUNT_SUMMARY = 63
    ACCOUNT_SUMMARY_END = 64
    m_parent = None
    m_dis = None

    def parent(self):
        """ generated source for method parent """
        return self.m_parent

    def eWrapper(self):
        """ generated source for method eWrapper """
        return self.parent().wrapper()

    @overloaded
    def __init__(self, parent, dis):
        """ generated source for method __init__ """
        self.__init__("EReader", parent, dis)

    @__init__.register(object, str, object, DataInputStream)
    def __init___0(self, name, parent, dis):
        """ generated source for method __init___0 """
        Thread.__init__(self, name, parent, dis)
        self.setName(name)
        self.m_parent = parent
        self.m_dis = dis

    def run(self):
        """ generated source for method run """
        try:
            #  loop until thread is terminated
            while not self.isInterrupted() and self.processMsg(self.readInt()):
                pass
        except Exception as ex:
            if self.parent().isConnected():
                self.eWrapper().error(ex)
        if self.parent().isConnected():
            self.m_parent.close()
        try:
            self.m_dis.close()
            self.m_dis = None
        except Exception as e:
            pass

    #  Overridden in subclass. 
    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:
                        conId = self.readInt()
                        ratio = self.readInt()
                        action = self.readStr()
                        exchange = self.readStr()
                        openClose = self.readInt()
                        shortSaleSlot = self.readInt()
                        designatedLocation = self.readStr()
                        exemptCode = self.readInt()
                        comboLeg = ComboLeg(conId, ratio, action, exchange, openClose, shortSaleSlot, designatedLocation, exemptCode)
                        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 readStr(self):
        """ generated source for method readStr """
        buf = StringBuffer()
        while True:
            c = self.m_dis.readByte()
            if c == 0:
                break
            buf.append(c)

        strval = str(buf)
        return None if 0 == len(strval) else strval

    def readBoolFromInt(self):
        """ generated source for method readBoolFromInt """
        strval = self.readStr()
        return False if strval is None else (Integer.parseInt(strval) != 0)

    def readInt(self):
        """ generated source for method readInt """
        strval = self.readStr()
        return 0 if strval is None else Integer.parseInt(strval)

    def readIntMax(self):
        """ generated source for method readIntMax """
        strval = self.readStr()
        return Integer.MAX_VALUE if (strval is None or 0 == len(strval)) else Integer.parseInt(strval)

    def readLong(self):
        """ generated source for method readLong """
        strval = self.readStr()
        return 0l if strval is None else Long.parseLong(strval)

    def readDouble(self):
        """ generated source for method readDouble """
        strval = self.readStr()
        return 0 if strval is None else Double.parseDouble(strval)

    def readDoubleMax(self):
        """ generated source for method readDoubleMax """
        strval = self.readStr()
        return Double.MAX_VALUE if (strval is None or 0 == len(strval)) else Double.parseDouble(strval)