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/
decoder.py
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/
decoder.py
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"""Deserialize and dispatch messages."""
import dataclasses
import logging
from datetime import datetime, timezone
from .contract import (
ComboLeg, Contract, ContractDescription, ContractDetails,
DeltaNeutralContract)
from .objects import (
BarData, CommissionReport, DepthMktDataDescription, Execution, FamilyCode,
HistogramData, HistoricalTick, HistoricalTickBidAsk, HistoricalTickLast,
NewsProvider, PriceIncrement, SmartComponent, SoftDollarTier, TagValue,
TickAttribBidAsk, TickAttribLast)
from .order import Order, OrderComboLeg, OrderCondition, OrderState
from .util import UNSET_DOUBLE, parseIBDatetime
from .wrapper import Wrapper
__all__ = ['Decoder']
class Decoder:
"""Decode IB messages and invoke corresponding wrapper methods."""
def __init__(self, wrapper: Wrapper, serverVersion: int):
self.wrapper = wrapper
self.serverVersion = serverVersion
self.logger = logging.getLogger('ib_insync.Decoder')
self.handlers = {
1: self.priceSizeTick,
2: self.wrap(
'tickSize', [int, int, float]),
3: self.wrap(
'orderStatus', [
int, str, float, float, float, int, int,
float, int, str, float], skip=1),
4: self.wrap(
'error', [int, int, str]),
5: self.openOrder,
6: self.wrap(
'updateAccountValue', [str, str, str, str]),
7: self.updatePortfolio,
8: self.wrap(
'updateAccountTime', [str]),
9: self.wrap(
'nextValidId', [int]),
10: self.contractDetails,
11: self.execDetails,
12: self.wrap(
'updateMktDepth', [int, int, int, int, float, float]),
13: self.wrap(
'updateMktDepthL2',
[int, int, str, int, int, float, float, bool]),
14: self.wrap(
'updateNewsBulletin', [int, int, str, str]),
15: self.wrap(
'managedAccounts', [str]),
16: self.wrap(
'receiveFA', [int, str]),
17: self.historicalData,
18: self.bondContractDetails,
19: self.wrap(
'scannerParameters', [str]),
20: self.scannerData,
21: self.tickOptionComputation,
45: self.wrap(
'tickGeneric', [int, int, float]),
46: self.wrap(
'tickString', [int, int, str]),
47: self.wrap(
'tickEFP',
[int, int, float, str, float, int, str, float, float]),
49: self.wrap(
'currentTime', [int]),
50: self.wrap(
'realtimeBar',
[int, int, float, float, float, float, float, float, int]),
51: self.wrap(
'fundamentalData', [int, str]),
52: self.wrap(
'contractDetailsEnd', [int]),
53: self.wrap(
'openOrderEnd', []),
54: self.wrap(
'accountDownloadEnd', [str]),
55: self.wrap(
'execDetailsEnd', [int]),
56: self.deltaNeutralValidation,
57: self.wrap(
'tickSnapshotEnd', [int]),
58: self.wrap(
'marketDataType', [int, int]),
59: self.commissionReport,
61: self.position,
62: self.wrap(
'positionEnd', []),
63: self.wrap(
'accountSummary', [int, str, str, str, str]),
64: self.wrap(
'accountSummaryEnd', [int]),
65: self.wrap(
'verifyMessageAPI', [str]),
66: self.wrap(
'verifyCompleted', [bool, str]),
67: self.wrap(
'displayGroupList', [int, str]),
68: self.wrap(
'displayGroupUpdated', [int, str]),
69: self.wrap(
'verifyAndAuthMessageAPI', [str, str]),
70: self.wrap(
'verifyAndAuthCompleted', [bool, str]),
71: self.positionMulti,
72: self.wrap(
'positionMultiEnd', [int]),
73: self.wrap(
'accountUpdateMulti', [int, str, str, str, str, str]),
74: self.wrap(
'accountUpdateMultiEnd', [int]),
75: self.securityDefinitionOptionParameter,
76: self.wrap(
'securityDefinitionOptionParameterEnd', [int], skip=1),
77: self.softDollarTiers,
78: self.familyCodes,
79: self.symbolSamples,
80: self.mktDepthExchanges,
81: self.wrap(
'tickReqParams', [int, float, str, int], skip=1),
82: self.smartComponents,
83: self.wrap(
'newsArticle', [int, int, str], skip=1),
84: self.wrap(
'tickNews', [int, int, str, str, str, str], skip=1),
85: self.newsProviders,
86: self.wrap(
'historicalNews', [int, str, str, str, str], skip=1),
87: self.wrap(
'historicalNewsEnd', [int, bool], skip=1),
88: self.wrap(
'headTimestamp', [int, str], skip=1),
89: self.histogramData,
90: self.historicalDataUpdate,
91: self.wrap(
'rerouteMktDataReq', [int, int, str], skip=1),
92: self.wrap(
'rerouteMktDepthReq', [int, int, str], skip=1),
93: self.marketRule,
94: self.wrap(
'pnl', [int, float, float, float], skip=1),
95: self.wrap(
'pnlSingle', [int, int, float, float, float, float], skip=1),
96: self.historicalTicks,
97: self.historicalTicksBidAsk,
98: self.historicalTicksLast,
99: self.tickByTick,
100: self.wrap(
'orderBound', [int, int, int], skip=1),
101: self.completedOrder,
102: self.wrap(
'completedOrdersEnd', [], skip=1),
103: self.wrap(
'replaceFAEnd', [int, str], skip=1),
}
def wrap(self, methodName, types, skip=2):
"""
Create a message handler that invokes a wrapper method
with the in-order message fields as parameters, skipping over
the first ``skip`` fields, and parsed according to the ``types`` list.
"""
def handler(fields):
method = getattr(self.wrapper, methodName, None)
if method:
try:
args = [
field if typ is str else
int(field or 0) if typ is int else
float(field or 0) if typ is float else
bool(int(field or 0))
for (typ, field) in zip(types, fields[skip:])]
method(*args)
except Exception:
self.logger.exception(f'Error for {methodName}:')
return handler
def interpret(self, fields):
"""Decode fields and invoke corresponding wrapper method."""
try:
msgId = int(fields[0])
handler = self.handlers[msgId]
handler(fields)
except Exception:
self.logger.exception(f'Error handling fields: {fields}')
def parse(self, obj):
"""Parse the object's properties according to its default types."""
for field in dataclasses.fields(obj):
typ = type(field.default)
if typ is str:
continue
v = getattr(obj, field.name)
if typ is int:
setattr(obj, field.name, int(v) if v else field.default)
elif typ is float:
setattr(obj, field.name, float(v) if v else field.default)
elif typ is bool:
setattr(obj, field.name, bool(int(v)) if v else field.default)
def priceSizeTick(self, fields):
_, _, reqId, tickType, price, size, _ = fields
if price:
self.wrapper.priceSizeTick(
int(reqId), int(tickType), float(price), float(size))
def updatePortfolio(self, fields):
c = Contract()
(
_, _,
c.conId,
c.symbol,
c.secType,
c.lastTradeDateOrContractMonth,
c.strike,
c.right,
c.multiplier,
c.primaryExchange,
c.currency,
c.localSymbol,
c.tradingClass,
position,
marketPrice,
marketValue,
averageCost,
unrealizedPNL,
realizedPNL,
accountName) = fields
self.parse(c)
self.wrapper.updatePortfolio(
c, float(position), float(marketPrice),
float(marketValue), float(averageCost), float(unrealizedPNL),
float(realizedPNL), accountName)
def contractDetails(self, fields):
cd = ContractDetails()
cd.contract = c = Contract()
(
_, _,
reqId,
c.symbol,
c.secType,
lastTimes,
c.strike,
c.right,
c.exchange,
c.currency,
c.localSymbol,
cd.marketName,
c.tradingClass,
c.conId,
cd.minTick,
cd.mdSizeMultiplier,
c.multiplier,
cd.orderTypes,
cd.validExchanges,
cd.priceMagnifier,
cd.underConId,
cd.longName,
c.primaryExchange,
cd.contractMonth,
cd.industry,
cd.category,
cd.subcategory,
cd.timeZoneId,
cd.tradingHours,
cd.liquidHours,
cd.evRule,
cd.evMultiplier,
numSecIds,
*fields) = fields
numSecIds = int(numSecIds)
if numSecIds > 0:
cd.secIdList = []
for _ in range(numSecIds):
tag, value, *fields = fields
cd.secIdList += [TagValue(tag, value)]
(
cd.aggGroup,
cd.underSymbol,
cd.underSecType,
cd.marketRuleIds,
cd.realExpirationDate,
*fields) = fields
if self.serverVersion >= 152:
cd.stockType, *fields = fields
if self.serverVersion >= 163:
cd.sizeMinTick, *fields = fields
times = lastTimes.split()
if len(times) > 0:
c.lastTradeDateOrContractMonth = times[0]
if len(times) > 1:
cd.lastTradeTime = times[1]
if self.serverVersion >= 153:
cd.longName = cd.longName.encode().decode('unicode-escape')
self.parse(cd)
self.parse(c)
self.wrapper.contractDetails(int(reqId), cd)
def bondContractDetails(self, fields):
cd = ContractDetails()
cd.contract = c = Contract()
(
_, _,
reqId,
c.symbol,
c.secType,
cd.cusip,
cd.coupon,
lastTimes,
cd.issueDate,
cd.ratings,
cd.bondType,
cd.couponType,
cd.convertible,
cd.callable,
cd.putable,
cd.descAppend,
c.exchange,
c.currency,
cd.marketName,
c.tradingClass,
c.conId,
cd.minTick,
cd.mdSizeMultiplier,
cd.orderTypes,
cd.validExchanges,
cd.nextOptionDate,
cd.nextOptionType,
cd.nextOptionPartial,
cd.notes,
cd.longName,
cd.evRule,
cd.evMultiplier,
numSecIds,
*fields) = fields
numSecIds = int(numSecIds)
if numSecIds > 0:
cd.secIdList = []
for _ in range(numSecIds):
tag, value, *fields = fields
cd.secIdList += [TagValue(tag, value)]
cd.aggGroup, cd.marketRuleIds = fields
times = lastTimes.split()
if len(times) > 0:
cd.maturity = times[0]
if len(times) > 1:
cd.lastTradeTime = times[1]
if len(times) > 2:
cd.timeZoneId = times[2]
self.parse(cd)
self.parse(c)
self.wrapper.bondContractDetails(int(reqId), cd)
def execDetails(self, fields):
c = Contract()
ex = Execution()
(
_,
reqId,
ex.orderId,
c.conId,
c.symbol,
c.secType,
c.lastTradeDateOrContractMonth,
c.strike,
c.right,
c.multiplier,
c.exchange,
c.currency,
c.localSymbol,
c.tradingClass,
ex.execId,
timeStr,
ex.acctNumber,
ex.exchange,
ex.side,
ex.shares,
ex.price,
ex.permId,
ex.clientId,
ex.liquidation,
ex.cumQty,
ex.avgPrice,
ex.orderRef,
ex.evRule,
ex.evMultiplier,
ex.modelCode,
ex.lastLiquidity) = fields
self.parse(c)
self.parse(ex)
time = parseIBDatetime(timeStr)
tz = self.wrapper.ib.TimezoneTWS
if tz:
time = tz.localize(time)
ex.time = time.astimezone(timezone.utc)
self.wrapper.execDetails(int(reqId), c, ex)
def historicalData(self, fields):
_, reqId, startDateStr, endDateStr, numBars, *fields = fields
get = iter(fields).__next__
for _ in range(int(numBars)):
bar = BarData(
date=get(),
open=float(get()),
high=float(get()),
low=float(get()),
close=float(get()),
volume=float(get()),
average=float(get()),
barCount=int(get()))
self.wrapper.historicalData(int(reqId), bar)
self.wrapper.historicalDataEnd(int(reqId), startDateStr, endDateStr)
def historicalDataUpdate(self, fields):
_, reqId, *fields = fields
get = iter(fields).__next__
bar = BarData(
barCount=int(get() or 0),
date=get(),
open=float(get() or 0),
close=float(get() or 0),
high=float(get() or 0),
low=float(get() or 0),
average=float(get() or 0),
volume=float(get() or 0))
self.wrapper.historicalDataUpdate(int(reqId), bar)
def scannerData(self, fields):
_, _, reqId, n, *fields = fields
for _ in range(int(n)):
cd = ContractDetails()
cd.contract = c = Contract()
(
rank,
c.conId,
c.symbol,
c.secType,
c.lastTradeDateOrContractMonth,
c.strike,
c.right,
c.exchange,
c.currency,
c.localSymbol,
cd.marketName,
c.tradingClass,
distance,
benchmark,
projection,
legsStr,
*fields) = fields
self.parse(cd)
self.parse(c)
self.wrapper.scannerData(
int(reqId), int(rank), cd,
distance, benchmark, projection, legsStr)
self.wrapper.scannerDataEnd(int(reqId))
def tickOptionComputation(self, fields):
if self.serverVersion >= 156:
_, reqId, tickTypeInt, tickAttrib, *fields = fields
else:
_, _, reqId, tickTypeInt, *fields = fields
tickAttrib = 0
impliedVol, delta, optPrice, pvDividend, \
gamma, vega, theta, undPrice = fields
self.wrapper.tickOptionComputation(
int(reqId), int(tickTypeInt), int(tickAttrib),
float(impliedVol) if impliedVol != '-1' else None,
float(delta) if delta != '-2' else None,
float(optPrice) if optPrice != '-1' else None,
float(pvDividend) if pvDividend != '-1' else None,
float(gamma) if gamma != '-2' else None,
float(vega) if vega != '-2' else None,
float(theta) if theta != '-2' else None,
float(undPrice) if undPrice != '-1' else None)
def deltaNeutralValidation(self, fields):
_, _, reqId, conId, delta, price = fields
self.wrapper.deltaNeutralValidation(
int(reqId), DeltaNeutralContract(
int(conId), float(delta or 0), float(price or 0)))
def commissionReport(self, fields):
_, _, execId, commission, currency, realizedPNL, \
yield_, yieldRedemptionDate = fields
self.wrapper.commissionReport(
CommissionReport(
execId, float(commission or 0), currency,
float(realizedPNL or 0), float(yield_ or 0),
int(yieldRedemptionDate or 0)))
def position(self, fields):
c = Contract()
(
_, _,
account,
c.conId,
c.symbol,
c.secType,
c.lastTradeDateOrContractMonth,
c.strike,
c.right,
c.multiplier,
c.exchange,
c.currency,
c.localSymbol,
c.tradingClass,
position,
avgCost) = fields
self.parse(c)
self.wrapper.position(
account, c, float(position or 0), float(avgCost or 0))
def positionMulti(self, fields):
c = Contract()
(
_, _,
reqId,
account,
c.conId,
c.symbol,
c.secType,
c.lastTradeDateOrContractMonth,
c.strike,
c.right,
c.multiplier,
c.exchange,
c.currency,
c.localSymbol,
c.tradingClass,
position,
avgCost,
modelCode) = fields
self.parse(c)
self.wrapper.positionMulti(
int(reqId), account, modelCode, c,
float(position or 0), float(avgCost or 0))
def securityDefinitionOptionParameter(self, fields):
_, reqId, exchange, underlyingConId, tradingClass, multiplier, \
n, *fields = fields
n = int(n)
expirations = fields[:n]
strikes = [float(field) for field in fields[n + 1:]]
self.wrapper.securityDefinitionOptionParameter(
int(reqId), exchange, underlyingConId, tradingClass,
multiplier, expirations, strikes)
def softDollarTiers(self, fields):
_, reqId, n, *fields = fields
get = iter(fields).__next__
tiers = [
SoftDollarTier(
name=get(),
val=get(),
displayName=get())
for _ in range(int(n))]
self.wrapper.softDollarTiers(int(reqId), tiers)
def familyCodes(self, fields):
_, n, *fields = fields
get = iter(fields).__next__
familyCodes = [
FamilyCode(
accountID=get(),
familyCodeStr=get())
for _ in range(int(n))]
self.wrapper.familyCodes(familyCodes)
def symbolSamples(self, fields):
_, reqId, n, *fields = fields
cds = []
for _ in range(int(n)):
cd = ContractDescription()
cd.contract = c = Contract()
c.conId, c.symbol, c.secType, c.primaryExchange, c.currency, \
m, *fields = fields
c.conId = int(c.conId)
m = int(m)
cd.derivativeSecTypes = fields[:m]
fields = fields[m:]
cds.append(cd)
self.wrapper.symbolSamples(int(reqId), cds)
def smartComponents(self, fields):
_, reqId, n, *fields = fields
get = iter(fields).__next__
components = [
SmartComponent(
bitNumber=int(get()),
exchange=get(),
exchangeLetter=get())
for _ in range(int(n))]
self.wrapper.smartComponents(int(reqId), components)
def mktDepthExchanges(self, fields):
_, n, *fields = fields
get = iter(fields).__next__
descriptions = [
DepthMktDataDescription(
exchange=get(),
secType=get(),
listingExch=get(),
serviceDataType=get(),
aggGroup=int(get()))
for _ in range(int(n))]
self.wrapper.mktDepthExchanges(descriptions)
def newsProviders(self, fields):
_, n, *fields = fields
get = iter(fields).__next__
providers = [
NewsProvider(
code=get(),
name=get())
for _ in range(int(n))]
self.wrapper.newsProviders(providers)
def histogramData(self, fields):
_, reqId, n, *fields = fields
get = iter(fields).__next__
histogram = [
HistogramData(
price=float(get()),
count=int(get()))
for _ in range(int(n))]
self.wrapper.histogramData(int(reqId), histogram)
def marketRule(self, fields):
_, marketRuleId, n, *fields = fields
get = iter(fields).__next__
increments = [
PriceIncrement(
lowEdge=float(get()),
increment=float(get()))
for _ in range(int(n))]
self.wrapper.marketRule(int(marketRuleId), increments)
def historicalTicks(self, fields):
_, reqId, n, *fields = fields
get = iter(fields).__next__
ticks = []
for _ in range(int(n)):
time = int(get())
get()
price = float(get())
size = int(get())
dt = datetime.fromtimestamp(time, timezone.utc)
ticks.append(
HistoricalTick(dt, price, size))
done = bool(int(get()))
self.wrapper.historicalTicks(int(reqId), ticks, done)
def historicalTicksBidAsk(self, fields):
_, reqId, n, *fields = fields
get = iter(fields).__next__
ticks = []
for _ in range(int(n)):
time = int(get())
mask = int(get())
attrib = TickAttribBidAsk(
askPastHigh=bool(mask & 1),
bidPastLow=bool(mask & 2))
priceBid = float(get())
priceAsk = float(get())
sizeBid = int(get())
sizeAsk = int(get())
dt = datetime.fromtimestamp(time, timezone.utc)
ticks.append(
HistoricalTickBidAsk(
dt, attrib, priceBid, priceAsk, sizeBid, sizeAsk))
done = bool(int(get()))
self.wrapper.historicalTicksBidAsk(int(reqId), ticks, done)
def historicalTicksLast(self, fields):
_, reqId, n, *fields = fields
get = iter(fields).__next__
ticks = []
for _ in range(int(n)):
time = int(get())
mask = int(get())
attrib = TickAttribLast(
pastLimit=bool(mask & 1),
unreported=bool(mask & 2))
price = float(get())
size = int(get())
exchange = get()
specialConditions = get()
dt = datetime.fromtimestamp(time, timezone.utc)
ticks.append(
HistoricalTickLast(
dt, attrib, price, size, exchange, specialConditions))
done = bool(int(get()))
self.wrapper.historicalTicksLast(int(reqId), ticks, done)
def tickByTick(self, fields):
_, reqId, tickType, time, *fields = fields
reqId = int(reqId)
tickType = int(tickType)
time = int(time)
if tickType in (1, 2):
price, size, mask, exchange, specialConditions = fields
mask = int(mask)
attrib = TickAttribLast(
pastLimit=bool(mask & 1),
unreported=bool(mask & 2))
self.wrapper.tickByTickAllLast(
reqId, tickType, time, float(price), float(size),
attrib, exchange, specialConditions)
elif tickType == 3:
bidPrice, askPrice, bidSize, askSize, mask = fields
mask = int(mask)
attrib = TickAttribBidAsk(
bidPastLow=bool(mask & 1),
askPastHigh=bool(mask & 2))
self.wrapper.tickByTickBidAsk(
reqId, time, float(bidPrice), float(askPrice),
float(bidSize), float(askSize), attrib)
elif tickType == 4:
midPoint, = fields
self.wrapper.tickByTickMidPoint(reqId, time, float(midPoint))
def openOrder(self, fields):
o = Order()
c = Contract()
st = OrderState()
if self.serverVersion < 145:
fields.pop(0)
(
_,
o.orderId,
c.conId,
c.symbol,
c.secType,
c.lastTradeDateOrContractMonth,
c.strike,
c.right,
c.multiplier,
c.exchange,
c.currency,
c.localSymbol,
c.tradingClass,
o.action,
o.totalQuantity,
o.orderType,
o.lmtPrice,
o.auxPrice,
o.tif,
o.ocaGroup,
o.account,
o.openClose,
o.origin,
o.orderRef,
o.clientId,
o.permId,
o.outsideRth,
o.hidden,
o.discretionaryAmt,
o.goodAfterTime,
_,
o.faGroup,
o.faMethod,
o.faPercentage,
o.faProfile,
o.modelCode,
o.goodTillDate,
o.rule80A,
o.percentOffset,
o.settlingFirm,
o.shortSaleSlot,
o.designatedLocation,
o.exemptCode,
o.auctionStrategy,
o.startingPrice,
o.stockRefPrice,
o.delta,
o.stockRangeLower,
o.stockRangeUpper,
o.displaySize,
o.blockOrder,
o.sweepToFill,
o.allOrNone,
o.minQty,
o.ocaType,
o.eTradeOnly,
o.firmQuoteOnly,
o.nbboPriceCap,
o.parentId,
o.triggerMethod,
o.volatility,
o.volatilityType,
o.deltaNeutralOrderType,
o.deltaNeutralAuxPrice,
*fields) = fields
if o.deltaNeutralOrderType:
(
o.deltaNeutralConId,
o.deltaNeutralSettlingFirm,
o.deltaNeutralClearingAccount,
o.deltaNeutralClearingIntent,
o.deltaNeutralOpenClose,
o.deltaNeutralShortSale,
o.deltaNeutralShortSaleSlot,
o.deltaNeutralDesignatedLocation,
*fields) = fields
(
o.continuousUpdate,
o.referencePriceType,
o.trailStopPrice,
o.trailingPercent,
o.basisPoints,
o.basisPointsType,
c.comboLegsDescrip,
*fields) = fields
numLegs = int(fields.pop(0))
c.comboLegs = []
for _ in range(numLegs):
leg = ComboLeg()
(
leg.conId,
leg.ratio,
leg.action,
leg.exchange,
leg.openClose,
leg.shortSaleSlot,
leg.designatedLocation,
leg.exemptCode,
*fields) = fields
self.parse(leg)
c.comboLegs.append(leg)
numOrderLegs = int(fields.pop(0))
o.orderComboLegs = []
for _ in range(numOrderLegs):
leg = OrderComboLeg()
leg.price = fields.pop(0)
self.parse(leg)
o.orderComboLegs.append(leg)
numParams = int(fields.pop(0))
if numParams > 0:
o.smartComboRoutingParams = []
for _ in range(numParams):
tag, value, *fields = fields
o.smartComboRoutingParams.append(
TagValue(tag, value))
(
o.scaleInitLevelSize,
o.scaleSubsLevelSize,
increment,
*fields) = fields
o.scalePriceIncrement = float(increment or UNSET_DOUBLE)
if 0 < o.scalePriceIncrement < UNSET_DOUBLE:
(
o.scalePriceAdjustValue,
o.scalePriceAdjustInterval,
o.scaleProfitOffset,
o.scaleAutoReset,
o.scaleInitPosition,
o.scaleInitFillQty,
o.scaleRandomPercent,
*fields) = fields
o.hedgeType = fields.pop(0)
if o.hedgeType:
o.hedgeParam = fields.pop(0)
(
o.optOutSmartRouting,
o.clearingAccount,
o.clearingIntent,
o.notHeld,
dncPresent,
*fields) = fields
if int(dncPresent):
conId, delta, price, *fields = fields
c.deltaNeutralContract = DeltaNeutralContract(
int(conId or 0), float(delta or 0), float(price or 0))
o.algoStrategy = fields.pop(0)
if o.algoStrategy:
numParams = int(fields.pop(0))
if numParams > 0:
o.algoParams = []
for _ in range(numParams):
tag, value, *fields = fields
o.algoParams.append(
TagValue(tag, value))
(
o.solicited,
o.whatIf,
st.status,
*fields) = fields
if self.serverVersion >= 142:
(
st.initMarginBefore,
st.maintMarginBefore,
st.equityWithLoanBefore,
st.initMarginChange,
st.maintMarginChange,
st.equityWithLoanChange,
*fields) = fields
(
st.initMarginAfter,
st.maintMarginAfter,
st.equityWithLoanAfter,
st.commission,
st.minCommission,
st.maxCommission,
st.commissionCurrency,
st.warningText,
o.randomizeSize,
o.randomizePrice,
*fields) = fields
if o.orderType == 'PEG BENCH':
(
o.referenceContractId,
o.isPeggedChangeAmountDecrease,
o.peggedChangeAmount,
o.referenceChangeAmount,
o.referenceExchangeId,
*fields) = fields
numConditions = int(fields.pop(0))
if numConditions > 0:
for _ in range(numConditions):