ch.algotrader.adapter.ib

Class AbstractIBMessageHandler

java.lang.Object

ch.algotrader.adapter.ib.AbstractIBMessageHandler

Direct Known Subclasses:

DefaultIBMessageHandler

public abstract class AbstractIBMessageHandler
extends java.lang.Object

Default MessageHandler that implements the EWrapper interface. Most methods have a do-nothing implementation.

Constructor Summary

Constructors

Constructor and Description
AbstractIBMessageHandler()

Method Summary

Modifier and Type	Method and Description
void	accountDownloadEnd(java.lang.String accountName)
void	accountSummary(int paramInt, java.lang.String paramString1, java.lang.String paramString2, java.lang.String paramString3, java.lang.String paramString4)
void	accountSummaryEnd(int paramInt)
void	accountUpdateMulti(int reqId, java.lang.String account, java.lang.String modelCode, java.lang.String key, java.lang.String value, java.lang.String currency)
void	accountUpdateMultiEnd(int reqId)
void	bondContractDetails(int reqId, ContractDetails contractDetails)
void	commissionReport(CommissionReport paramCommissionReport)
void	connectAck()
void	connectionClosed()
void	contractDetails(int reqId, ContractDetails contractDetails)
void	contractDetailsEnd(int reqId)
void	currentTime(long time)
void	deltaNeutralValidation(int reqId, DeltaNeutralContract underComp)
void	displayGroupList(int reqId, java.lang.String groups)
void	displayGroupUpdated(int reqId, java.lang.String contractInfo)
void	error(java.lang.Exception e)
void	error(int id, int code, java.lang.String message)
void	error(java.lang.String errorMessage)
void	execDetails(int reqId, Contract contract, Execution execution)
void	execDetailsEnd(int reqId)
void	fundamentalData(int reqId, java.lang.String data)
void	historicalData(int reqId, java.lang.String date, double open, double high, double low, double close, int volume, int count, double wap, boolean hasGaps)
void	managedAccounts(java.lang.String accountsList)
void	marketDataType(int reqId, int marketDataType)
void	nextValidId(int orderId)
void	openOrder(int orderId, Contract contract, Order order, OrderState orderState)
void	openOrderEnd()
abstract void	orderRejected(int orderId, java.lang.String reason)
void	orderStatus(int id, java.lang.String status, double filled, double remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, java.lang.String whyHeld)
void	position(java.lang.String account, Contract contract, double pos, double avgCost)
void	positionEnd()
void	positionMulti(int reqId, java.lang.String account, java.lang.String modelCode, Contract contract, double pos, double avgCost)
void	positionMultiEnd(int reqId)
void	realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap, int count)
void	receiveFA(int faDataType, java.lang.String xml)
void	scannerData(int reqId, int rank, ContractDetails contractDetails, java.lang.String distance, java.lang.String benchmark, java.lang.String projection, java.lang.String legsStr)
void	scannerDataEnd(int reqId)
void	scannerParameters(java.lang.String xml)
void	securityDefinitionOptionalParameter(int reqId, java.lang.String exchange, int underlyingConId, java.lang.String tradingClass, java.lang.String multiplier, java.util.Set<java.lang.String> expirations, java.util.Set<java.lang.Double> strikes)
void	securityDefinitionOptionalParameterEnd(int reqId)
void	softDollarTiers(int reqId, SoftDollarTier[] tiers)
void	tickEFP(int tickerId, int tickType, double basisPoints, java.lang.String formattedBasisPoints, double impliedFuture, int holdDays, java.lang.String futureExpiry, double dividendImpact, double dividendsToExpiry)
void	tickGeneric(int tickerId, int tickType, double value)
void	tickOptionComputation(int tickerId, int tickType, double impliedVol, double delta, double optPrice, double pvDividend, double gamma, double vega, double theta, double undPrice)
void	tickPrice(int tickerId, int tickType, double price, int canAutoExecute)
void	tickSize(int tickerId, int field, int size)
void	tickSnapshotEnd(int reqId)
void	tickString(int tickerId, int tickType, java.lang.String value)
void	updateAccountTime(java.lang.String timeStamp)
void	updateAccountValue(java.lang.String key, java.lang.String value, java.lang.String currency, java.lang.String accountName)
void	updateMktDepth(int tickerId, int position, int operation, int side, double price, int size)
void	updateMktDepthL2(int tickerId, int position, java.lang.String marketMaker, int operation, int side, double price, int size)
void	updateNewsBulletin(int msgId, int msgType, java.lang.String message, java.lang.String origExchange)
void	updatePortfolio(Contract contract, double position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, java.lang.String accountName)
void	verifyAndAuthCompleted(boolean isSuccessful, java.lang.String errorText)
void	verifyAndAuthMessageAPI(java.lang.String apiData, java.lang.String xyzChallenge)
void	verifyCompleted(boolean isSuccessful, java.lang.String errorText)
void	verifyMessageAPI(java.lang.String apiData)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AbstractIBMessageHandler

public AbstractIBMessageHandler()

Method Detail

accountDownloadEnd

public void accountDownloadEnd(java.lang.String accountName)

accountUpdateMulti

public void accountUpdateMulti(int reqId,
                               java.lang.String account,
                               java.lang.String modelCode,
                               java.lang.String key,
                               java.lang.String value,
                               java.lang.String currency)

accountUpdateMultiEnd

public void accountUpdateMultiEnd(int reqId)

accountSummary

public void accountSummary(int paramInt,
                           java.lang.String paramString1,
                           java.lang.String paramString2,
                           java.lang.String paramString3,
                           java.lang.String paramString4)

accountSummaryEnd

public void accountSummaryEnd(int paramInt)

bondContractDetails

public void bondContractDetails(int reqId,
                                ContractDetails contractDetails)

commissionReport

public void commissionReport(CommissionReport paramCommissionReport)

contractDetails

public void contractDetails(int reqId,
                            ContractDetails contractDetails)

contractDetailsEnd

public void contractDetailsEnd(int reqId)

connectAck

public void connectAck()

connectionClosed

public void connectionClosed()

currentTime

public void currentTime(long time)

displayGroupList

public void displayGroupList(int reqId,
                             java.lang.String groups)

displayGroupUpdated

public void displayGroupUpdated(int reqId,
                                java.lang.String contractInfo)

deltaNeutralValidation

public void deltaNeutralValidation(int reqId,
                                   DeltaNeutralContract underComp)

error

public void error(java.lang.Exception e)

error

public void error(int id,
                  int code,
                  java.lang.String message)

error

public void error(java.lang.String errorMessage)

execDetails

public void execDetails(int reqId,
                        Contract contract,
                        Execution execution)

execDetailsEnd

public void execDetailsEnd(int reqId)

fundamentalData

public void fundamentalData(int reqId,
                            java.lang.String data)

historicalData

public void historicalData(int reqId,
                           java.lang.String date,
                           double open,
                           double high,
                           double low,
                           double close,
                           int volume,
                           int count,
                           double wap,
                           boolean hasGaps)

managedAccounts

public void managedAccounts(java.lang.String accountsList)

marketDataType

public void marketDataType(int reqId,
                           int marketDataType)

nextValidId

public void nextValidId(int orderId)

orderStatus

public void orderStatus(int id,
                        java.lang.String status,
                        double filled,
                        double remaining,
                        double avgFillPrice,
                        int permId,
                        int parentId,
                        double lastFillPrice,
                        int clientId,
                        java.lang.String whyHeld)

orderRejected

public abstract void orderRejected(int orderId,
                                   java.lang.String reason)

openOrder

public void openOrder(int orderId,
                      Contract contract,
                      Order order,
                      OrderState orderState)

openOrderEnd

public void openOrderEnd()

positionEnd

public void positionEnd()

position

public void position(java.lang.String account,
                     Contract contract,
                     double pos,
                     double avgCost)

positionMulti

public void positionMulti(int reqId,
                          java.lang.String account,
                          java.lang.String modelCode,
                          Contract contract,
                          double pos,
                          double avgCost)

positionMultiEnd

public void positionMultiEnd(int reqId)

realtimeBar

public void realtimeBar(int reqId,
                        long time,
                        double open,
                        double high,
                        double low,
                        double close,
                        long volume,
                        double wap,
                        int count)

receiveFA

public void receiveFA(int faDataType,
                      java.lang.String xml)

scannerData

public void scannerData(int reqId,
                        int rank,
                        ContractDetails contractDetails,
                        java.lang.String distance,
                        java.lang.String benchmark,
                        java.lang.String projection,
                        java.lang.String legsStr)

scannerDataEnd

public void scannerDataEnd(int reqId)

scannerParameters

public void scannerParameters(java.lang.String xml)

securityDefinitionOptionalParameter

public void securityDefinitionOptionalParameter(int reqId,
                                                java.lang.String exchange,
                                                int underlyingConId,
                                                java.lang.String tradingClass,
                                                java.lang.String multiplier,
                                                java.util.Set<java.lang.String> expirations,
                                                java.util.Set<java.lang.Double> strikes)

securityDefinitionOptionalParameterEnd

public void securityDefinitionOptionalParameterEnd(int reqId)

softDollarTiers

public void softDollarTiers(int reqId,
                            SoftDollarTier[] tiers)

tickPrice

public void tickPrice(int tickerId,
                      int tickType,
                      double price,
                      int canAutoExecute)

tickEFP

public void tickEFP(int tickerId,
                    int tickType,
                    double basisPoints,
                    java.lang.String formattedBasisPoints,
                    double impliedFuture,
                    int holdDays,
                    java.lang.String futureExpiry,
                    double dividendImpact,
                    double dividendsToExpiry)

tickGeneric

public void tickGeneric(int tickerId,
                        int tickType,
                        double value)

tickSize

public void tickSize(int tickerId,
                     int field,
                     int size)

tickSnapshotEnd

public void tickSnapshotEnd(int reqId)

tickString

public void tickString(int tickerId,
                       int tickType,
                       java.lang.String value)

tickOptionComputation

public void tickOptionComputation(int tickerId,
                                  int tickType,
                                  double impliedVol,
                                  double delta,
                                  double optPrice,
                                  double pvDividend,
                                  double gamma,
                                  double vega,
                                  double theta,
                                  double undPrice)

updateAccountTime

public void updateAccountTime(java.lang.String timeStamp)

updateAccountValue

public void updateAccountValue(java.lang.String key,
                               java.lang.String value,
                               java.lang.String currency,
                               java.lang.String accountName)

updateMktDepth

public void updateMktDepth(int tickerId,
                           int position,
                           int operation,
                           int side,
                           double price,
                           int size)

updateMktDepthL2

public void updateMktDepthL2(int tickerId,
                             int position,
                             java.lang.String marketMaker,
                             int operation,
                             int side,
                             double price,
                             int size)

updateNewsBulletin

public void updateNewsBulletin(int msgId,
                               int msgType,
                               java.lang.String message,
                               java.lang.String origExchange)

updatePortfolio

public void updatePortfolio(Contract contract,
                            double position,
                            double marketPrice,
                            double marketValue,
                            double averageCost,
                            double unrealizedPNL,
                            double realizedPNL,
                            java.lang.String accountName)

verifyMessageAPI

public void verifyMessageAPI(java.lang.String apiData)

verifyCompleted

public void verifyCompleted(boolean isSuccessful,
                            java.lang.String errorText)

verifyAndAuthCompleted

public void verifyAndAuthCompleted(boolean isSuccessful,
                                   java.lang.String errorText)

verifyAndAuthMessageAPI

public void verifyAndAuthMessageAPI(java.lang.String apiData,
                                    java.lang.String xyzChallenge)