-
Notifications
You must be signed in to change notification settings - Fork 132
/
EWrapper.java
101 lines (97 loc) · 6.03 KB
/
EWrapper.java
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
/* Copyright (C) 2013 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
* and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */
package com.ib.client;
import java.util.List;
import java.util.Map;
import java.util.Map.Entry;
import java.util.Set;
public interface EWrapper {
///////////////////////////////////////////////////////////////////////
// Interface methods
///////////////////////////////////////////////////////////////////////
void tickPrice( int tickerId, int field, double price, TickAttr attrib);
void tickSize( int tickerId, int field, int size);
void tickOptionComputation( int tickerId, int field, double impliedVol,
double delta, double optPrice, double pvDividend,
double gamma, double vega, double theta, double undPrice);
void tickGeneric(int tickerId, int tickType, double value);
void tickString(int tickerId, int tickType, String value);
void tickEFP(int tickerId, int tickType, double basisPoints,
String formattedBasisPoints, double impliedFuture, int holdDays,
String futureLastTradeDate, double dividendImpact, double dividendsToLastTradeDate);
void orderStatus( int orderId, String status, double filled, double remaining,
double avgFillPrice, int permId, int parentId, double lastFillPrice,
int clientId, String whyHeld);
void openOrder( int orderId, Contract contract, Order order, OrderState orderState);
void openOrderEnd();
void updateAccountValue(String key, String value, String currency, String accountName);
void updatePortfolio(Contract contract, double position, double marketPrice, double marketValue,
double averageCost, double unrealizedPNL, double realizedPNL, String accountName);
void updateAccountTime(String timeStamp);
void accountDownloadEnd(String accountName);
void nextValidId( int orderId);
void contractDetails(int reqId, ContractDetails contractDetails);
void bondContractDetails(int reqId, ContractDetails contractDetails);
void contractDetailsEnd(int reqId);
void execDetails( int reqId, Contract contract, Execution execution);
void execDetailsEnd( int reqId);
void updateMktDepth( int tickerId, int position, int operation, int side, double price, int size);
void updateMktDepthL2( int tickerId, int position, String marketMaker, int operation,
int side, double price, int size);
void updateNewsBulletin( int msgId, int msgType, String message, String origExchange);
void managedAccounts( String accountsList);
void receiveFA(int faDataType, String xml);
void historicalData(int reqId, Bar bar);
void scannerParameters(String xml);
void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance,
String benchmark, String projection, String legsStr);
void scannerDataEnd(int reqId);
void realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap, int count);
void currentTime(long time);
void fundamentalData(int reqId, String data);
void deltaNeutralValidation(int reqId, DeltaNeutralContract underComp);
void tickSnapshotEnd(int reqId);
void marketDataType(int reqId, int marketDataType);
void commissionReport(CommissionReport commissionReport);
void position(String account, Contract contract, double pos, double avgCost);
void positionEnd();
void accountSummary(int reqId, String account, String tag, String value, String currency);
void accountSummaryEnd(int reqId);
void verifyMessageAPI( String apiData);
void verifyCompleted( boolean isSuccessful, String errorText);
void verifyAndAuthMessageAPI( String apiData, String xyzChallenge);
void verifyAndAuthCompleted( boolean isSuccessful, String errorText);
void displayGroupList( int reqId, String groups);
void displayGroupUpdated( int reqId, String contractInfo);
void error( Exception e);
void error( String str);
void error(int id, int errorCode, String errorMsg);
void connectionClosed();
void connectAck();
void positionMulti( int reqId, String account, String modelCode, Contract contract, double pos, double avgCost);
void positionMultiEnd( int reqId);
void accountUpdateMulti( int reqId, String account, String modelCode, String key, String value, String currency);
void accountUpdateMultiEnd( int reqId);
void securityDefinitionOptionalParameter(int reqId, String exchange, int underlyingConId, String tradingClass, String multiplier, Set<String> expirations, Set<Double> strikes);
void securityDefinitionOptionalParameterEnd(int reqId);
void softDollarTiers(int reqId, SoftDollarTier[] tiers);
void familyCodes(FamilyCode[] familyCodes);
void symbolSamples(int reqId, ContractDescription[] contractDescriptions);
void historicalDataEnd(int reqId, String startDateStr, String endDateStr);
void mktDepthExchanges(DepthMktDataDescription[] depthMktDataDescriptions);
void tickNews(int tickerId, long timeStamp, String providerCode, String articleId, String headline, String extraData);
void smartComponents(int reqId, Map<Integer, Entry<String, Character>> theMap);
void tickReqParams(int tickerId, double minTick, String bboExchange, int snapshotPermissions);
void newsProviders(NewsProvider[] newsProviders);
void newsArticle(int requestId, int articleType, String articleText);
void historicalNews(int requestId, String time, String providerCode, String articleId, String headline);
void historicalNewsEnd(int requestId, boolean hasMore);
void headTimestamp(int reqId, String headTimestamp);
void histogramData(int reqId, List<HistogramEntry> items);
void historicalDataUpdate(int reqId, Bar bar);
void rerouteMktDataReq(int reqId, int conId, String exchange);
void rerouteMktDepthReq(int reqId, int conId, String exchange);
void marketRule(int marketRuleId, PriceIncrement[] priceIncrements);
void pnl(int reqId, double dailyPnL, double unrealizedPnL);
void pnlSingle(int reqId, int pos, double dailyPnL, double unrealizedPnL, double value);
}