B 9-e|@s|dZddlTddlTddlmZmZmZddlmZddl m Z ddl m Z ddl TddlmZeeZGdd d Zd S) z Copyright (C) 2019 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. )*)ContractContractDetailsDeltaNeutralContract)Order) OrderState) Execution)CommissionReportc @sVeZdZddZddZdeeedddZeed d d Z d d Z eedddZ ee e edddZee edddZedddZee e dddZee edddZee e ee eee e d d d!Zeeeee eee eee d" d#d$Zeeeed%d&d'Zd(d)Zd*d+Zeeeed,d-d.Zeee e e e e ed/d0d1Zed2d3d4Z ed5d6d7Z!ed8d9d:Z"ee#d;dd?Z%edd@dAZ&eee'dBdCdDZ(eddEdFZ)eeeee edGdHdIZ*eeeeee ee+dJdKdLZ,eeeedMdNdOZ-edPdQdRZ.e/edSdTdUZ0ee1dVdWdXZ2eeedYdZd[Z3ed\d]d^Z4eee#eeeed_d`daZ5eddbdcZ6eee e e e eeedd dedfZ7edgdhdiZ8eedjdkdlZ9ee:dmdndoZ;edvdwZ?eeeeedxdydzZ@edd{d|ZAed}d~dZBe+edddZCeedddZDe+edddZEeedddZFeedddZGeeeeee dddZHedddZIeeeeeedddZJedddZKee ee e e e e e e e d ddZLeeeeeeMeNdddZOedddZPeeQdddZReSdddZTeeUdddZVeWdddZXeeeeeedddZYeeZdddZ[ee eedddZ\e]dddZ^eeedddZ_eeeeedddZ`ee+dddZaeedddÄZbeecdĜddƄZdee1dVddȄZeeeedɜdd˄Zfeeedɜdd̈́ZgeehdΜddЄZiee e e dќddӄZjeee e e e dԜddքZkeele+dלddلZmeene+dלddۄZoeepe+dלdd݄Zqeeee eereedޜddZseee e eeetdddZueee dddZveeedddZweeedddZxddZyeedddZzeedddZ{eedddZ|eeeee}dddZ~eedddZdS)EWrappercCsdS)N)selfr r G:\My Drive\STUDY\EPAT\09 TBP - Trading & Back-testing Platforms\TBP04 - Backtesting & Live Trading\IB IBridgePy API\02 Python 3.7 IBridgePy_Win_Anaconda37_64\ibapi\wrapper.py__init__$szEWrapper.__init__cCs:ttjr6d|kr$t|}|d=n|}td||dS)Nr z ANSWER %s %s)logger isEnabledForloggingINFOdictinfo)r fnNamefnParamsprmsr r r logAnswer's  zEWrapper.logAnswer)reqId errorCode errorStringcCs<|tt|r(td||||ntd|||dS)z}This event is called when there is an error with the communication or when TWS wants to send a message to the client.zERROR %s %s %s %szERROR %s %s %sN)rcurrent_fn_namevarsrerror)r rrradvancedOrderRejectJsonr r r r1szEWrapper.error)text lastErrorcCs|ttdS)N)rrr)r r!r"r r r winError;szEWrapper.winErrorcCs|ttdS)z9 callback signifying completion of successful connection N)rrr)r r r r connectAck?szEWrapper.connectAck)rmarketDataTypecCs|ttdS)aTWS sends a marketDataType(type) callback to the API, where type is set to Frozen or RealTime, to announce that market data has been switched between frozen and real-time. This notification occurs only when market data switches between real-time and frozen. The marketDataType( ) callback accepts a reqId parameter and is sent per every subscription because different contracts can generally trade on a different schedule.N)rrr)r rr%r r r r%Ds zEWrapper.marketDataType)rtickTypepriceattribcCs|ttdS)zAMarket data tick price callback. Handles all price related ticks.N)rrr)r rr&r'r(r r r tickPricePszEWrapper.tickPrice)rr&sizecCs|ttdS)z?Market data tick size callback. Handles all size-related ticks.N)rrr)r rr&r*r r r tickSizeWszEWrapper.tickSize)rcCs|ttdS)zmWhen requesting market data snapshots, this market will indicate the snapshot reception is finished. N)rrr)r rr r r tickSnapshotEnd]szEWrapper.tickSnapshotEnd)rr&valuecCs|ttdS)N)rrr)r rr&r-r r r tickGenericdszEWrapper.tickGenericcCs|ttdS)N)rrr)r rr&r-r r r tickStringhszEWrapper.tickString) rr& basisPointsformattedBasisPointstotalDividendsholdDaysfutureLastTradeDatedividendImpactdividendsToLastTradeDatec Cs$|tt|ttdS)N)rrr) r rr&r0r1r2r3r4r5r6r r r tickEFPlszEWrapper.tickEFP) orderIdstatusfilled remaining avgFillPricepermIdparentId lastFillPriceclientIdwhyHeld mktCapPricec Cs|ttdS)a2 This event is called whenever the status of an order changes. It is also fired after reconnecting to TWS if the client has any open orders. orderId: OrderId - The order ID that was specified previously in the call to placeOrder() status:str - The order status. Possible values include: PendingSubmit - indicates that you have transmitted the order, but have not yet received confirmation that it has been accepted by the order destination. NOTE: This order status is not sent by TWS and should be explicitly set by the API developer when an order is submitted. PendingCancel - indicates that you have sent a request to cancel the order but have not yet received cancel confirmation from the order destination. At this point, your order is not confirmed canceled. You may still receive an execution while your cancellation request is pending. NOTE: This order status is not sent by TWS and should be explicitly set by the API developer when an order is canceled. PreSubmitted - indicates that a simulated order type has been accepted by the IB system and that this order has yet to be elected. The order is held in the IB system until the election criteria are met. At that time the order is transmitted to the order destination as specified. Submitted - indicates that your order has been accepted at the order destination and is working. Cancelled - indicates that the balance of your order has been confirmed canceled by the IB system. This could occur unexpectedly when IB or the destination has rejected your order. Filled - indicates that the order has been completely filled. Inactive - indicates that the order has been accepted by the system (simulated orders) or an exchange (native orders) but that currently the order is inactive due to system, exchange or other issues. filled:int - Specifies the number of shares that have been executed. For more information about partial fills, see Order Status for Partial Fills. remaining:int - Specifies the number of shares still outstanding. avgFillPrice:float - The average price of the shares that have been executed. This parameter is valid only if the filled parameter value is greater than zero. Otherwise, the price parameter will be zero. permId:int - The TWS id used to identify orders. Remains the same over TWS sessions. parentId:int - The order ID of the parent order, used for bracket and auto trailing stop orders. lastFilledPrice:float - The last price of the shares that have been executed. This parameter is valid only if the filled parameter value is greater than zero. Otherwise, the price parameter will be zero. clientId:int - The ID of the client (or TWS) that placed the order. Note that TWS orders have a fixed clientId and orderId of 0 that distinguishes them from API orders. whyHeld:str - This field is used to identify an order held when TWS is trying to locate shares for a short sell. The value used to indicate this is 'locate'. N)rrr) r r8r9r:r;r<r=r>r?r@rArBr r r orderStatusszEWrapper.orderStatus)r8contractorder orderStatecCs|ttdS)aThis function is called to feed in open orders. orderID: OrderId - The order ID assigned by TWS. Use to cancel or update TWS order. contract: Contract - The Contract class attributes describe the contract. order: Order - The Order class gives the details of the open order. orderState: OrderState - The orderState class includes attributes Used for both pre and post trade margin and commission data.N)rrr)r r8rDrErFr r r openOrders zEWrapper.openOrdercCs|ttdS)z=This is called at the end of a given request for open orders.N)rrr)r r r r openOrderEndszEWrapper.openOrderEndcCs|ttdS)zzThis function is called when TWS closes the sockets connection with the ActiveX control, or when TWS is shut down.N)rrr)r r r r connectionClosedszEWrapper.connectionClosed)keyvalcurrency accountNamecCs|ttdS)zg This function is called only when ReqAccountUpdates on EEClientSocket object has been called. N)rrr)r rJrKrLrMr r r updateAccountValueszEWrapper.updateAccountValue)rDposition marketPrice marketValue averageCost unrealizedPNL realizedPNLrMc Cs|ttdS)zeThis function is called only when reqAccountUpdates on EEClientSocket object has been called.N)rrr) r rDrOrPrQrRrSrTrMr r r updatePortfolioszEWrapper.updatePortfolio) timeStampcCs|ttdS)N)rrr)r rVr r r updateAccountTimeszEWrapper.updateAccountTime)rMcCs|ttdS)zXThis is called after a batch updateAccountValue() and updatePortfolio() is sent.N)rrr)r rMr r r accountDownloadEndszEWrapper.accountDownloadEnd)r8cCs|ttdS)z Receives next valid order id.N)rrr)r r8r r r nextVa1idIdszEWrapper.nextVa1idId)rcontractDetailscCs|ttdS)zReceives the full contract's definitions. This method will return all contracts matching the requested via EEClientSocket::reqContractDetails. For example, one can obtain the whole option chain with it.N)rrr)r rrZr r r rZszEWrapper.contractDetailscCs|ttdS)z[This function is called when reqContractDetails function has been called for bonds.N)rrr)r rrZr r r bondContractDetailsszEWrapper.bondContractDetailscCs|ttdS)zThis function is called once all contract details for a given request are received. This helps to define the end of an option chain.N)rrr)r rr r r contractDetailsEndszEWrapper.contractDetailsEnd)rrD executioncCs|ttdS)zhThis event is fired when the reqExecutions() functions is invoked, or when an order is filled. N)rrr)r rrDr]r r r execDetailsszEWrapper.execDetailscCs|ttdS)znThis function is called once all executions have been sent to a client in response to reqExecutions().N)rrr)r rr r r execDetailsEndszEWrapper.execDetailsEnd)rrO operationsider'r*cCs|ttdS)aReturns the order book. tickerId - the request's identifier position - the order book's row being updated operation - how to refresh the row: 0 = insert (insert this new order into the row identified by 'position') 1 = update (update the existing order in the row identified by 'position') 2 = delete (delete the existing order at the row identified by 'position'). side - 0 for ask, 1 for bid price - the order's price size - the order's sizeN)rrr)r rrOr`rar'r*r r r updateMktDepthszEWrapper.updateMktDepth)rrO marketMakerr`rar'r* isSmartDepthc Cs|ttdS)awReturns the order book. tickerId - the request's identifier position - the order book's row being updated marketMaker - the exchange holding the order operation - how to refresh the row: 0 = insert (insert this new order into the row identified by 'position') 1 = update (update the existing order in the row identified by 'position') 2 = delete (delete the existing order at the row identified by 'position'). side - 0 for ask, 1 for bid price - the order's price size - the order's size isSmartDepth - is SMART Depth requestN)rrr) r rrOrcr`rar'r*rdr r r updateMktDepthL2szEWrapper.updateMktDepthL2)msgIdmsgType newsMessage originExchcCs|ttdS)a: provides IB's bulletins msgId - the bulletin's identifier msgType - one of: 1 - Regular news bulletin 2 - Exchange no longer available for trading 3 - Exchange is available for trading message - the message origExchange - the exchange where the message comes from. N)rrr)r rfrgrhrir r r updateNewsBulletin)s zEWrapper.updateNewsBulletin) accountsListcCs|ttdS)z?Receives a comma-separated string with the managed account ids.N)rrr)r rkr r r managedAccounts5szEWrapper.managedAccounts)faDatacxmlcCs|ttdS)a9 receives the Financial Advisor's configuration available in the TWS faDataType - one of: Groups: offer traders a way to create a group of accounts and apply a single allocation method to all accounts in the group. Profiles: let you allocate shares on an account-by-account basis using a predefined calculation value. Account Aliases: let you easily identify the accounts by meaningful names rather than account numbers. faXmlData - the xml-formatted configuration N)rrr)r rmrnr r r receiveFA:s zEWrapper.receiveFA)rbarcCs|ttdS)a returns the requested historical data bars reqId - the request's identifier date - the bar's date and time (either as a yyyymmss hh:mm:ssformatted string or as system time according to the request) open - the bar's open point high - the bar's high point low - the bar's low point close - the bar's closing point volume - the bar's traded volume if available count - the number of trades during the bar's timespan (only available for TRADES). WAP - the bar's Weighted Average Price hasGaps -indicates if the data has gaps or not. N)rrr)r rrpr r r historicalDataHszEWrapper.historicalData)rstartendcCs|ttdS)z4 Marks the ending of the historical bars reception. N)rrr)r rrrrsr r r historicalDataEnd[szEWrapper.historicalDataEnd)xmlcCs|ttdS)z Provides the xml-formatted parameters available to create a market scanner. xml - the xml-formatted string with the available parameters.N)rrr)r rur r r scannerParameters`szEWrapper.scannerParameters)rrankrZdistance benchmark projectionlegsStrcCs|ttdS)a Provides the data resulting from the market scanner request. reqid - the request's identifier. rank - the ranking within the response of this bar. contractDetails - the data's ContractDetails distance - according to query. benchmark - according to query. projection - according to query. legStr - describes the combo legs when the scanner is returning EFPN)rrr)r rrwrZrxryrzr{r r r scannerDatahs zEWrapper.scannerDatacCs|ttdS)z_ Indicates the scanner data reception has terminated. reqId - the request's identifierN)rrr)r rr r r scannerDataEndwszEWrapper.scannerDataEnd) rtimeopen_highlowclosevolumewapcountc Cs|ttdS)af Updates the real time 5 seconds bars reqId - the request's identifier bar.time - start of bar in unix (or 'epoch') time bar.endTime - for synthetic bars, the end time (requires TWS v964). Otherwise -1. bar.open_ - the bar's open value bar.high - the bar's high value bar.low - the bar's low value bar.close - the bar's closing value bar.volume - the bar's traded volume if available bar.WAP - the bar's Weighted Average Price bar.count - the number of trades during the bar's timespan (only available for TRADES).N)rrr) r rr~rrrrrrrr r r realtimeBarszEWrapper.realtimeBar)r~cCs|ttdS)z Server's current time. This method will receive IB server's system time resulting after the invokation of reqCurrentTime. N)rrr)r r~r r r currentszEWrapper.current)rdatacCs|ttdS)zThis function is called to receive fundamental market data. The appropriate market data subscription must be set up in Account Management before you can receive this data.N)rrr)r rrr r r fundamentalDataszEWrapper.fundamentalData)rdeltaNeutralContractcCs|ttdS)aUpon accepting a Delta-Neutral RFQ(request for quote), the server sends a deltaNeutralValidation() message with the DeltaNeutralContract structure. If the delta and price fields are empty in the original request, the confirmation will contain the current values from the server. These values are locked when the RFQ is processed and remain locked until the RFQ is canceled.N)rrr)r rrr r r deltaNeutralValidationszEWrapper.deltaNeutralValidation)commissionReportcCs|ttdS)zThe commissionReport() callback is triggered as follows: - immediately after a trade execution - by calling reqExecutions().N)rrr)r rr r r rszEWrapper.commissionReport)accountrDrOavgCostcCs|ttdS)ziThis event returns real-time positions for all accounts in response to the reqPositions() method.N)rrr)r rrDrOrr r r rOszEWrapper.positioncCs|ttdS)zThis is called once all position data for a given request are received and functions as an end marker for the position() data. N)rrr)r r r r positionEndszEWrapper.positionEnd)rrtagr-rLcCs|ttdS)zdReturns the data from the TWS Account Window Summary tab in response to reqAccountSummary().N)rrr)r rrrr-rLr r r accountSummaryszEWrapper.accountSummarycCs|ttdS)z]This method is called once all account summary data for a given request are received.N)rrr)r rr r r accountSummaryEndszEWrapper.accountSummaryEnd)apiDatacCs|ttdS)z Deprecated Function N)rrr)r rr r r verifyMessageAPIszEWrapper.verifyMessageAPI) isSuccessful errorTextcCs|ttdS)N)rrr)r rrr r r verifyCompletedszEWrapper.verifyCompleted)r xyzChallangecCs|ttdS)N)rrr)r rrr r r verifyAndAuthMessageAPIsz EWrapper.verifyAndAuthMessageAPIcCs|ttdS)N)rrr)r rrr r r verifyAndAuthCompletedszEWrapper.verifyAndAuthCompleted)rgroupscCs|ttdS)aThis callback is a one-time response to queryDisplayGroups(). reqId - The requestId specified in queryDisplayGroups(). groups - A list of integers representing visible group ID separated by the | character, and sorted by most used group first. This list will not change during TWS session (in other words, user cannot add a new group; sorting can change though).N)rrr)r rrr r r displayGroupLists zEWrapper.displayGroupList)r contractInfocCs|ttdS)aThis is sent by TWS to the API client once after receiving the subscription request subscribeToGroupEvents(), and will be sent again if the selected contract in the subscribed display group has changed. requestId - The requestId specified in subscribeToGroupEvents(). contractInfo - The encoded value that uniquely represents the contract in IB. Possible values include: none = empty selection contractID@exchange = any non-combination contract. Examples: 8314@SMART for IBM SMART; 8314@ARCA for IBM @ARCA. combo = if any combo is selected. N)rrr)r rrr r r displayGroupUpdatedszEWrapper.displayGroupUpdated)rr modelCoderDposrcCs|ttdS)zGsame as position() except it can be for a certain account/modelN)rrr)r rrrrDrrr r r positionMultiszEWrapper.positionMulticCs|ttdS)zJsame as positionEnd() except it can be for a certain account/modelN)rrr)r rr r r positionMultiEnd szEWrapper.positionMultiEnd)rrrrJr-rLcCs|ttdS)zQsame as updateAccountValue() except it can be for a certain account/modelN)rrr)r rrrrJr-rLr r r accountUpdateMultiszEWrapper.accountUpdateMulticCs|ttdS)zQsame as accountDownloadEnd() except it can be for a certain account/modelN)rrr)r rr r r accountUpdateMultiEndszEWrapper.accountUpdateMultiEnd) rr& tickAttrib impliedVoldeltaoptPrice pvDividendgammavegathetaundPricec Cs|ttdS)zThis function is called when the market in an option or its underlier moves. TWS's option model volatilities, prices, and deltas, along with the present value of dividends expected on that options underlier are received.N)rrr) r rr&rrrrrrrrrr r r tickOptionComputation"szEWrapper.tickOptionComputation)rexchangeunderlyingConId tradingClass multiplier expirationsstrikescCs|ttdS)a Returns the option chain for an underlying on an exchange specified in reqSecDefOptParams There will be multiple callbacks to securityDefinitionOptionParameter if multiple exchanges are specified in reqSecDefOptParams reqId - ID of the request initiating the callback underlyingConId - The conID of the underlying security tradingClass - the option trading class multiplier - the option multiplier expirations - a list of the expiries for the options of this underlying on this exchange strikes - a list of the possible strikes for options of this underlying on this exchange N)rrr)r rrrrrrrr r r !securityDefinitionOptionParameter-sz*EWrapper.securityDefinitionOptionParametercCs|ttdS)z Called when all callbacks to securityDefinitionOptionParameter are complete reqId - the ID used in the call to securityDefinitionOptionParameter N)rrr)r rr r r $securityDefinitionOptionParameterEndAsz-EWrapper.securityDefinitionOptionParameterEnd)rtierscCs|ttdS)z Called when receives Soft Dollar Tier configuration information reqId - The request ID used in the call to EEClient::reqSoftDollarTiers tiers - Stores a list of SoftDollarTier that contains all Soft Dollar Tiers information N)rrr)r rrr r r softDollarTiersJszEWrapper.softDollarTiers) familyCodescCs|ttdS)z returns array of family codes N)rrr)r rr r r rTszEWrapper.familyCodes)rcontractDescriptionscCs|ttdS)z/ returns array of sample contract descriptions N)rrr)r rrr r r symbolSamplesYszEWrapper.symbolSamples)depthMktDataDescriptionscCs|ttdS)zB returns array of exchanges which return depth to UpdateMktDepthL2N)rrr)r rr r r mktDepthExchanges^szEWrapper.mktDepthExchanges)tickerIdrV providerCode articleIdheadline extraDatacCs|ttdS)z returns news headlinesN)rrr)r rrVrrrrr r r tickNewsbszEWrapper.tickNews)rsmartComponentMapcCs|ttdS)z"returns exchange component mappingN)rrr)r rrr r r smartComponentsfszEWrapper.smartComponents)rminTick bboExchangesnapshotPermissionscCs|ttdS)z-returns exchange map of a particular contractN)rrr)r rrrrr r r tickReqParamsjszEWrapper.tickReqParams) newsProviderscCs|ttdS)z0returns available, subscribed API news providersN)rrr)r rr r r rnszEWrapper.newsProviders) requestId articleType articleTextcCs|ttdS)zreturns body of news articleN)rrr)r rrrr r r newsArticlerszEWrapper.newsArticle)rr~rrrcCs|ttdS)z!returns historical news headlinesN)rrr)r rr~rrrr r r historicalNewsvszEWrapper.historicalNews)rhasMorecCs|ttdS)zsignals end of historical newsN)rrr)r rrr r r historicalNewsEndzszEWrapper.historicalNewsEnd)r headTimestampcCs|ttdS)zKreturns earliest available data of a type of data for a particular contractN)rrr)r rrr r r r~szEWrapper.headTimestamp)ritemscCs|ttdS)z%returns histogram data for a contractN)rrr)r rrr r r histogramDataszEWrapper.histogramDatacCs|ttdS)z=returns updates in real time when keepUpToDate is set to TrueN)rrr)r rrpr r r historicalDataUpdateszEWrapper.historicalDataUpdate)rconIdrcCs|ttdS)z@returns reroute CFD contract information for market data requestN)rrr)r rrrr r r rerouteMktDataReqszEWrapper.rerouteMktDataReqcCs|ttdS)zAreturns reroute CFD contract information for market depth requestN)rrr)r rrrr r r rerouteMktDepthReqszEWrapper.rerouteMktDepthReq) marketRuleIdpriceIncrementscCs|ttdS)zIreturns minimum price increment structure for a particular market rule IDN)rrr)r rrr r r marketRuleszEWrapper.marketRule)rdailyPnL unrealizedPnL realizedPnLcCs|ttdS)z%returns the daily PnL for the accountN)rrr)r rrrrr r r pnlsz EWrapper.pnl)rrrrrr-cCs|ttdS)z:returns the daily PnL for a single position in the accountN)rrr)r rrrrrr-r r r pnlSingleszEWrapper.pnlSingle)rticksdonecCs|ttdS)z5returns historical tick data when whatToShow=MIDPOINTN)rrr)r rrrr r r historicalTicksszEWrapper.historicalTickscCs|ttdS)z4returns historical tick data when whatToShow=BID_ASKN)rrr)r rrrr r r historicalTicksBidAskszEWrapper.historicalTicksBidAskcCs|ttdS)z3returns historical tick data when whatToShow=TRADESN)rrr)r rrrr r r historicalTicksLastszEWrapper.historicalTicksLast)rr&r~r'r*tickAttribLastrspecialConditionsc Cs|ttdS)z=returns tick-by-tick data for tickType = "Last" or "AllLast" N)rrr) r rr&r~r'r*rrrr r r tickByTickAllLastszEWrapper.tickByTickAllLast)rr~bidPriceaskPricebidSizeaskSizetickAttribBidAskcCs|ttdS)z2returns tick-by-tick data for tickType = "BidAsk" N)rrr)r rr~rrrrrr r r tickByTickBidAskszEWrapper.tickByTickBidAsk)rr~midPointcCs|ttdS)z4returns tick-by-tick data for tickType = "MidPoint" N)rrr)r rr~rr r r tickByTickMidPointszEWrapper.tickByTickMidPoint)r apiClientId apiOrderIdcCs|ttdS)zreturns orderBound notificationN)rrr)r rrrr r r orderBoundszEWrapper.orderBound)rDrErFcCs|ttdS)a7This function is called to feed in completed orders. contract: Contract - The Contract class attributes describe the contract. order: Order - The Order class gives the details of the completed order. orderState: OrderState - The orderState class includes completed order status details.N)rrr)r rDrErFr r r completedOrderszEWrapper.completedOrdercCs|ttdS)zBThis is called at the end of a given request for completed orders.N)rrr)r r r r completedOrdersEndszEWrapper.completedOrdersEnd)rr!cCs|ttdS)z*This is called at the end of a replace FA.N)rrr)r rr!r r r replaceFAEndszEWrapper.replaceFAEnd)rdataJsoncCs|ttdS)N)rrr)r rrr r r wshMetaDataszEWrapper.wshMetaDatacCs|ttdS)N)rrr)r rrr r r wshEventDataszEWrapper.wshEventData)r startDateTime endDateTimetimeZonesessionscCs|ttdS)zPreturns historical schedule for historical data request with whatToShow=SCHEDULEN)rrr)r rrrrrr r r historicalScheduleszEWrapper.historicalSchedule)rwhiteBrandingIdcCs|ttdS)zreturns user infoN)rrr)r rrr r r userInfoszEWrapper.userInfoN)r)__name__ __module__ __qualname__rrTickerIdintstrrr#r$r%TickTypefloat TickAttribr)Decimalr+r,r.r/r7OrderIdrCrrrrGrHrIrNrUrWrXrYrrZr[r\rr^r_rbboolrerjrl FaDataTyperoBarDatarqrtrvr|r}rrrrrr rrOrrrrrrrrrrrrrrZ SetOfStringZ SetOfFloatrrlistrZListOfFamilyCoderZListOfContractDescriptionrZListOfDepthExchangesrrZSmartComponentMaprrZListOfNewsProvidersrrrrr HistogramDatarrrrZListOfPriceIncrementsrrrZListOfHistoricalTickrZListOfHistoricalTickBidAskrZListOfHistoricalTickLastrTickAttribLastrTickAttribBidAskrrrrrrrrZListOfHistoricalSessionsrrr r r r r #s            r N)__doc__ ibapi.common ibapi.utilsibapi.contractrrr ibapi.orderrZibapi.order_stateribapi.executionribapi.ticktypeZibapi.commission_reportr r getLoggerrrr r r r r s