""" 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. """ """ The Decoder knows how to transform a message's payload into higher level IB message (eg: order info, mkt data, etc). It will call the corresponding method from the EWrapper so that customer's code (eg: class derived from EWrapper) can make further use of the data. """ from ibapi.message import IN from ibapi.wrapper import * # @UnusedWildImport from ibapi.contract import ContractDescription from ibapi.server_versions import * # @UnusedWildImport from ibapi.utils import * # @UnusedWildImport from ibapi.softdollartier import SoftDollarTier from ibapi.ticktype import * # @UnusedWildImport from ibapi.tag_value import TagValue from ibapi.scanner import ScanData from ibapi.errors import BAD_MESSAGE from ibapi.common import * # @UnusedWildImport from ibapi.orderdecoder import OrderDecoder logger = logging.getLogger(__name__) class HandleInfo(Object): def __init__(self, wrap=None, proc=None): self.wrapperMeth = wrap self.wrapperParams = None self.processMeth = proc if wrap is None and proc is None: raise ValueError("both wrap and proc can't be None") def __str__(self): s = "wrap:%s meth:%s prms:%s" % (self.wrapperMeth, self.processMeth, self.wrapperParams) return s class Decoder(Object): def __init__(self, wrapper, serverVersion): self.wrapper = wrapper self.serverVersion = serverVersion self.discoverParams() def processTickPriceMsg(self, fields): next(fields) decode(int, fields) reqId = decode(int, fields) tickType = decode(int, fields) price = decode(float, fields) size = decode(Decimal, fields) # ver 2 field attrMask = decode(int, fields) # ver 3 field attrib = TickAttrib() attrib.canAutoExecute = attrMask == 1 if self.serverVersion >= MIN_SERVER_VER_PAST_LIMIT: attrib.canAutoExecute = attrMask & 1 != 0 attrib.pastLimit = attrMask & 2 != 0 if self.serverVersion >= MIN_SERVER_VER_PRE_OPEN_BID_ASK: attrib.preOpen = attrMask & 4 != 0 self.wrapper.tickPrice(reqId, tickType, price, attrib) # process ver 2 fields sizeTickType = TickTypeEnum.NOT_SET if TickTypeEnum.BID == tickType: sizeTickType = TickTypeEnum.BID_SIZE elif TickTypeEnum.ASK == tickType: sizeTickType = TickTypeEnum.ASK_SIZE elif TickTypeEnum.LAST == tickType: sizeTickType = TickTypeEnum.LAST_SIZE elif TickTypeEnum.DELAYED_BID == tickType: sizeTickType = TickTypeEnum.DELAYED_BID_SIZE elif TickTypeEnum.DELAYED_ASK == tickType: sizeTickType = TickTypeEnum.DELAYED_ASK_SIZE elif TickTypeEnum.DELAYED_LAST == tickType: sizeTickType = TickTypeEnum.DELAYED_LAST_SIZE if sizeTickType != TickTypeEnum.NOT_SET: self.wrapper.tickSize(reqId, sizeTickType, size) def processTickSizeMsg(self, fields): next(fields) decode(int, fields) reqId = decode(int, fields) sizeTickType = decode(int, fields) size = decode(Decimal, fields) if sizeTickType != TickTypeEnum.NOT_SET: self.wrapper.tickSize(reqId, sizeTickType, size) def processOrderStatusMsg(self, fields): next(fields) if self.serverVersion < MIN_SERVER_VER_MARKET_CAP_PRICE: decode(int, fields) orderId = decode(int, fields) status = decode(str, fields) filled = decode(Decimal, fields) remaining = decode(Decimal, fields) avgFillPrice = decode(float, fields) permId = decode(int, fields) # ver 2 field parentId = decode(int, fields) # ver 3 field lastFillPrice = decode(float, fields) # ver 4 field clientId = decode(int, fields) # ver 5 field whyHeld = decode(str, fields) # ver 6 field if self.serverVersion >= MIN_SERVER_VER_MARKET_CAP_PRICE: mktCapPrice = decode(float, fields) else: mktCapPrice = None self.wrapper.orderStatus(orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld, mktCapPrice) def processOpenOrder(self, fields): next(fields) order = Order() contract = Contract() orderState = OrderState() if self.serverVersion < MIN_SERVER_VER_ORDER_CONTAINER: version = decode(int, fields) else: version = self.serverVersion OrderDecoder.__init__(self, contract, order, orderState, version, self.serverVersion) # read orderId OrderDecoder.decodeOrderId(self, fields) # read contract fields OrderDecoder.decodeContractFields(self, fields) # read order fields OrderDecoder.decodeAction(self, fields) OrderDecoder.decodeTotalQuantity(self, fields) OrderDecoder.decodeOrderType(self, fields) OrderDecoder.decodeLmtPrice(self, fields) OrderDecoder.decodeAuxPrice(self, fields) OrderDecoder.decodeTIF(self, fields) OrderDecoder.decodeOcaGroup(self, fields) OrderDecoder.decodeAccount(self, fields) OrderDecoder.decodeOpenClose(self, fields) OrderDecoder.decodeOrigin(self, fields) OrderDecoder.decodeOrderRef(self, fields) OrderDecoder.decodeClientId(self, fields) OrderDecoder.decodePermId(self, fields) OrderDecoder.decodeOutsideRth(self, fields) OrderDecoder.decodeHidden(self, fields) OrderDecoder.decodeDiscretionaryAmt(self, fields) OrderDecoder.decodeGoodAfterTime(self, fields) OrderDecoder.skipSharesAllocation(self, fields) OrderDecoder.decodeFAParams(self, fields) OrderDecoder.decodeModelCode(self, fields) OrderDecoder.decodeGoodTillDate(self, fields) OrderDecoder.decodeRule80A(self, fields) OrderDecoder.decodePercentOffset(self, fields) OrderDecoder.decodeSettlingFirm(self, fields) OrderDecoder.decodeShortSaleParams(self, fields) OrderDecoder.decodeAuctionStrategy(self, fields) OrderDecoder.decodeBoxOrderParams(self, fields) OrderDecoder.decodePegToStkOrVolOrderParams(self, fields) OrderDecoder.decodeDisplaySize(self, fields) OrderDecoder.decodeBlockOrder(self, fields) OrderDecoder.decodeSweepToFill(self, fields) OrderDecoder.decodeAllOrNone(self, fields) OrderDecoder.decodeMinQty(self, fields) OrderDecoder.decodeOcaType(self, fields) OrderDecoder.skipETradeOnly(self, fields) OrderDecoder.skipFirmQuoteOnly(self, fields) OrderDecoder.skipNbboPriceCap(self, fields) OrderDecoder.decodeParentId(self, fields) OrderDecoder.decodeTriggerMethod(self, fields) OrderDecoder.decodeVolOrderParams(self, fields, True) OrderDecoder.decodeTrailParams(self, fields) OrderDecoder.decodeBasisPoints(self, fields) OrderDecoder.decodeComboLegs(self, fields) OrderDecoder.decodeSmartComboRoutingParams(self, fields) OrderDecoder.decodeScaleOrderParams(self, fields) OrderDecoder.decodeHedgeParams(self, fields) OrderDecoder.decodeOptOutSmartRouting(self, fields) OrderDecoder.decodeClearingParams(self, fields) OrderDecoder.decodeNotHeld(self, fields) OrderDecoder.decodeDeltaNeutral(self, fields) OrderDecoder.decodeAlgoParams(self, fields) OrderDecoder.decodeSolicited(self, fields) OrderDecoder.decodeWhatIfInfoAndCommission(self, fields) OrderDecoder.decodeVolRandomizeFlags(self, fields) OrderDecoder.decodePegToBenchParams(self, fields) OrderDecoder.decodeConditions(self, fields) OrderDecoder.decodeAdjustedOrderParams(self, fields) OrderDecoder.decodeSoftDollarTier(self, fields) OrderDecoder.decodeCashQty(self, fields) OrderDecoder.decodeDontUseAutoPriceForHedge(self, fields) OrderDecoder.decodeIsOmsContainers(self, fields) OrderDecoder.decodeDiscretionaryUpToLimitPrice(self, fields) OrderDecoder.decodeUsePriceMgmtAlgo(self, fields) OrderDecoder.decodeDuration(self, fields) OrderDecoder.decodePostToAts(self, fields) OrderDecoder.decodeAutoCancelParent(self, fields, MIN_SERVER_VER_AUTO_CANCEL_PARENT) OrderDecoder.decodePegBestPegMidOrderAttributes(self, fields) self.wrapper.openOrder(order.orderId, contract, order, orderState) def processPortfolioValueMsg(self, fields): next(fields) version = decode(int, fields) # read contract fields contract = Contract() contract.conId = decode(int, fields) # ver 6 field contract.symbol = decode(str, fields) contract.secType = decode(str, fields) contract.lastTradeDateOrContractMonth = decode(str, fields) contract.strike = decode(float, fields) contract.right = decode(str, fields) if version >= 7: contract.multiplier = decode(str, fields) contract.primaryExchange = decode(str, fields) contract.currency = decode(str, fields) contract.localSymbol = decode(str, fields) # ver 2 field if version >= 8: contract.tradingClass = decode(str, fields) position = decode(Decimal, fields) marketPrice = decode(float, fields) marketValue = decode(float, fields) averageCost = decode(float, fields) # ver 3 field unrealizedPNL = decode(float, fields) # ver 3 field realizedPNL = decode(float, fields) # ver 3 field accountName = decode(str, fields) # ver 4 field if version == 6 and self.serverVersion == 39: contract.primaryExchange = decode(str, fields) self.wrapper.updatePortfolio( contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName) def processContractDataMsg(self, fields): next(fields) version = 8 if self.serverVersion < MIN_SERVER_VER_SIZE_RULES: version = decode(int, fields) reqId = -1 if version >= 3: reqId = decode(int, fields) contract = ContractDetails() contract.contract.symbol = decode(str, fields) contract.contract.secType = decode(str, fields) self.readLastTradeDate(fields, contract, False) contract.contract.strike = decode(float, fields) contract.contract.right = decode(str, fields) contract.contract.exchange = decode(str, fields) contract.contract.currency = decode(str, fields) contract.contract.localSymbol = decode(str, fields) contract.marketName = decode(str, fields) contract.contract.tradingClass = decode(str, fields) contract.contract.conId = decode(int, fields) contract.minTick = decode(float, fields) if self.serverVersion >= MIN_SERVER_VER_MD_SIZE_MULTIPLIER and self.serverVersion < MIN_SERVER_VER_SIZE_RULES: decode(int, fields) # mdSizeMultiplier - not used anymore contract.contract.multiplier = decode(str, fields) contract.orderTypes = decode(str, fields) contract.validExchanges = decode(str, fields) contract.priceMagnifier = decode(int, fields) # ver 2 field if version >= 4: contract.underConId = decode(int, fields) if version >= 5: contract.longName = decode(str, fields).encode().decode('unicode-escape') if self.serverVersion >= MIN_SERVER_VER_ENCODE_MSG_ASCII7 else decode(str, fields) contract.contract.primaryExchange = decode(str, fields) if version >= 6: contract.contractMonth = decode(str, fields) contract.industry = decode(str, fields) contract.category = decode(str, fields) contract.subcategory = decode(str, fields) contract.timeZoneId = decode(str, fields) contract.tradingHours = decode(str, fields) contract.liquidHours = decode(str, fields) if version >= 8: contract.evRule = decode(str, fields) contract.evMultiplier = decode(int, fields) if version >= 7: secIdListCount = decode(int, fields) if secIdListCount > 0: contract.secIdList = [] for _ in range(secIdListCount): tagValue = TagValue() tagValue.tag = decode(str, fields) tagValue.value = decode(str, fields) contract.secIdList.append(tagValue) if self.serverVersion >= MIN_SERVER_VER_AGG_GROUP: contract.aggGroup = decode(int, fields) if self.serverVersion >= MIN_SERVER_VER_UNDERLYING_INFO: contract.underSymbol = decode(str, fields) contract.underSecType = decode(str, fields) if self.serverVersion >= MIN_SERVER_VER_MARKET_RULES: contract.marketRuleIds = decode(str, fields) if self.serverVersion >= MIN_SERVER_VER_REAL_EXPIRATION_DATE: contract.realExpirationDate = decode(str, fields) if self.serverVersion >= MIN_SERVER_VER_STOCK_TYPE: contract.stockType = decode(str, fields) if self.serverVersion >= MIN_SERVER_VER_FRACTIONAL_SIZE_SUPPORT and self.serverVersion < MIN_SERVER_VER_SIZE_RULES: decode(Decimal, fields) # sizeMinTick - not used anymore if self.serverVersion >= MIN_SERVER_VER_SIZE_RULES: contract.minSize = decode(Decimal, fields) contract.sizeIncrement = decode(Decimal, fields) contract.suggestedSizeIncrement = decode(Decimal, fields) self.wrapper.contractDetails(reqId, contract) def processBondContractDataMsg(self, fields): next(fields) version = 6; if self.serverVersion < MIN_SERVER_VER_SIZE_RULES: version = decode(int, fields) reqId = -1 if version >= 3: reqId = decode(int, fields) contract = ContractDetails() contract.contract.symbol = decode(str, fields) contract.contract.secType = decode(str, fields) contract.cusip = decode(str, fields) contract.coupon = decode(float, fields) self.readLastTradeDate(fields, contract, True) contract.issueDate = decode(str, fields) contract.ratings = decode(str, fields) contract.bondType = decode(str, fields) contract.couponType = decode(str, fields) contract.convertible = decode(bool, fields) contract.callable = decode(bool, fields) contract.putable = decode(bool, fields) contract.descAppend = decode(str, fields) contract.contract.exchange = decode(str, fields) contract.contract.currency = decode(str, fields) contract.marketName = decode(str, fields) contract.contract.tradingClass = decode(str, fields) contract.contract.conId = decode(int, fields) contract.minTick = decode(float, fields) if self.serverVersion >= MIN_SERVER_VER_MD_SIZE_MULTIPLIER and self.serverVersion < MIN_SERVER_VER_SIZE_RULES: decode(int, fields) # mdSizeMultiplier - not used anymore contract.orderTypes = decode(str, fields) contract.validExchanges = decode(str, fields) contract.nextOptionDate = decode(str, fields) # ver 2 field contract.nextOptionType = decode(str, fields) # ver 2 field contract.nextOptionPartial = decode(bool, fields) # ver 2 field contract.notes = decode(str, fields) # ver 2 field if version >= 4: contract.longName = decode(str, fields) if version >= 6: contract.evRule = decode(str, fields) contract.evMultiplier = decode(int, fields) if version >= 5: secIdListCount = decode(int, fields) if secIdListCount > 0: contract.secIdList = [] for _ in range(secIdListCount): tagValue = TagValue() tagValue.tag = decode(str, fields) tagValue.value = decode(str, fields) contract.secIdList.append(tagValue) if self.serverVersion >= MIN_SERVER_VER_AGG_GROUP: contract.aggGroup = decode(int, fields) if self.serverVersion >= MIN_SERVER_VER_MARKET_RULES: contract.marketRuleIds = decode(str, fields) if self.serverVersion >= MIN_SERVER_VER_SIZE_RULES: contract.minSize = decode(Decimal, fields) contract.sizeIncrement = decode(Decimal, fields) contract.suggestedSizeIncrement = decode(Decimal, fields) self.wrapper.bondContractDetails(reqId, contract) def processScannerDataMsg(self, fields): next(fields) decode(int, fields) reqId = decode(int, fields) numberOfElements = decode(int, fields) for _ in range(numberOfElements): data = ScanData() data.contract = ContractDetails() data.rank = decode(int, fields) data.contract.contract.conId = decode(int, fields) # ver 3 field data.contract.contract.symbol = decode(str, fields) data.contract.contract.secType = decode(str, fields) data.contract.contract.lastTradeDateOrContractMonth = decode(str, fields) data.contract.contract.strike = decode(float, fields) data.contract.contract.right = decode(str, fields) data.contract.contract.exchange = decode(str, fields) data.contract.contract.currency = decode(str, fields) data.contract.contract.localSymbol = decode(str, fields) data.contract.marketName = decode(str, fields) data.contract.contract.tradingClass = decode(str, fields) data.distance = decode(str, fields) data.benchmark = decode(str, fields) data.projection = decode(str, fields) data.legsStr = decode(str, fields) self.wrapper.scannerData(reqId, data.rank, data.contract, data.distance, data.benchmark, data.projection, data.legsStr) self.wrapper.scannerDataEnd(reqId) def processExecutionDataMsg(self, fields): next(fields) version = self.serverVersion if(self.serverVersion < MIN_SERVER_VER_LAST_LIQUIDITY): version = decode(int, fields) reqId = -1 if version >= 7: reqId = decode(int, fields) orderId = decode(int, fields) # decode contract fields contract = Contract() contract.conId = decode(int, fields) # ver 5 field contract.symbol = decode(str, fields) contract.secType = decode(str, fields) contract.lastTradeDateOrContractMonth = decode(str, fields) contract.strike = decode(float, fields) contract.right = decode(str, fields) if version >= 9: contract.multiplier = decode(str, fields) contract.exchange = decode(str, fields) contract.currency = decode(str, fields) contract.localSymbol = decode(str, fields) if version >= 10: contract.tradingClass = decode(str, fields) # decode execution fields execution = Execution() execution.orderId = orderId execution.execId = decode(str, fields) execution.time = decode(str, fields) execution.acctNumber = decode(str, fields) execution.exchange = decode(str, fields) execution.side = decode(str, fields) execution.shares = decode(Decimal, fields) execution.price = decode(float, fields) execution.permId = decode(int, fields) # ver 2 field execution.clientId = decode(int, fields) # ver 3 field execution.liquidation = decode(int, fields) # ver 4 field if version >= 6: execution.cumQty = decode(Decimal, fields) execution.avgPrice = decode(float, fields) if version >= 8: execution.orderRef = decode(str, fields) if version >= 9: execution.evRule = decode(str, fields) execution.evMultiplier = decode(float, fields) if self.serverVersion >= MIN_SERVER_VER_MODELS_SUPPORT: execution.modelCode = decode(str, fields) if self.serverVersion >= MIN_SERVER_VER_LAST_LIQUIDITY: execution.lastLiquidity = decode(int, fields) self.wrapper.execDetails(reqId, contract, execution) def processHistoricalDataMsg(self, fields): next(fields) if self.serverVersion < MIN_SERVER_VER_SYNT_REALTIME_BARS: decode(int, fields) reqId = decode(int, fields) startDateStr = decode(str, fields) # ver 2 field endDateStr = decode(str, fields) # ver 2 field itemCount = decode(int, fields) for _ in range(itemCount): bar = BarData() bar.date = decode(str, fields) bar.open = decode(float, fields) bar.high = decode(float, fields) bar.low = decode(float, fields) bar.close = decode(float, fields) bar.volume = decode(Decimal, fields) bar.wap = decode(Decimal, fields) if self.serverVersion < MIN_SERVER_VER_SYNT_REALTIME_BARS: decode(str, fields) bar.barCount = decode(int, fields) # ver 3 field self.wrapper.historicalData(reqId, bar) # send end of dataset marker self.wrapper.historicalDataEnd(reqId, startDateStr, endDateStr) def processHistoricalDataUpdateMsg(self, fields): next(fields) reqId = decode(int, fields) bar = BarData() bar.barCount = decode(int, fields) bar.date = decode(str, fields) bar.open = decode(float, fields) bar.close = decode(float, fields) bar.high = decode(float, fields) bar.low = decode(float, fields) bar.wap = decode(Decimal, fields) bar.volume = decode(Decimal, fields) self.wrapper.historicalDataUpdate(reqId, bar) def processRealTimeBarMsg(self, fields): next(fields) decode(int, fields) reqId = decode(int, fields) bar = RealTimeBar() bar.time = decode(int, fields) bar.open = decode(float, fields) bar.high = decode(float, fields) bar.low = decode(float, fields) bar.close = decode(float, fields) bar.volume = decode(Decimal, fields) bar.wap = decode(Decimal, fields) bar.count = decode(int, fields) self.wrapper.realtimeBar(reqId, bar.time, bar.open, bar.high, bar.low, bar.close, bar.volume, bar.wap, bar.count) def processTickOptionComputationMsg(self, fields): version = self.serverVersion tickAttrib = None optPrice = None pvDividend = None gamma = None vega = None theta = None undPrice = None next(fields) if self.serverVersion < MIN_SERVER_VER_PRICE_BASED_VOLATILITY: version = decode(int, fields) reqId = decode(int, fields) tickTypeInt = decode(int, fields) if self.serverVersion >= MIN_SERVER_VER_PRICE_BASED_VOLATILITY: tickAttrib = decode(int, fields) impliedVol = decode(float, fields) delta = decode(float, fields) if impliedVol < 0: # -1 is the "not computed" indicator impliedVol = None if delta == -2: # -2 is the "not computed" indicator delta = None if version >= 6 or \ tickTypeInt == TickTypeEnum.MODEL_OPTION or \ tickTypeInt == TickTypeEnum.DELAYED_MODEL_OPTION: optPrice = decode(float, fields) pvDividend = decode(float, fields) if optPrice == -1: # -1 is the "not computed" indicator optPrice = None if pvDividend == -1: # -1 is the "not computed" indicator pvDividend = None if version >= 6: gamma = decode(float, fields) vega = decode(float, fields) theta = decode(float, fields) undPrice = decode(float, fields) if gamma == -2: # -2 is the "not yet computed" indicator gamma = None if vega == -2: # -2 is the "not yet computed" indicator vega = None if theta == -2: # -2 is the "not yet computed" indicator theta = None if undPrice == -1: # -1 is the "not computed" indicator undPrice = None self.wrapper.tickOptionComputation(reqId, tickTypeInt, tickAttrib, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice) def processDeltaNeutralValidationMsg(self, fields): next(fields) decode(int, fields) reqId = decode(int, fields) deltaNeutralContract = DeltaNeutralContract() deltaNeutralContract.conId = decode(int, fields) deltaNeutralContract.delta = decode(float, fields) deltaNeutralContract.price = decode(float, fields) self.wrapper.deltaNeutralValidation(reqId, deltaNeutralContract) def processMarketDataTypeMsg(self, fields): next(fields) decode(int, fields) reqId = decode(int, fields) marketDataType = decode(int, fields) self.wrapper.marketDataType(reqId, marketDataType) def processCommissionReportMsg(self, fields): next(fields) decode(int, fields) commissionReport = CommissionReport() commissionReport.execId = decode(str, fields) commissionReport.commission = decode(float, fields) commissionReport.currency = decode(str, fields) commissionReport.realizedPNL = decode(float, fields) commissionReport.yield_ = decode(float, fields) commissionReport.yieldRedemptionDate = decode(int, fields) self.wrapper.commissionReport(commissionReport) def processPositionDataMsg(self, fields): next(fields) version = decode(int, fields) account = decode(str, fields) # decode contract fields contract = Contract() contract.conId = decode(int, fields) contract.symbol = decode(str, fields) contract.secType = decode(str, fields) contract.lastTradeDateOrContractMonth = decode(str, fields) contract.strike = decode(float, fields) contract.right = decode(str, fields) contract.multiplier = decode(str, fields) contract.exchange = decode(str, fields) contract.currency = decode(str, fields) contract.localSymbol = decode(str, fields) if version >= 2: contract.tradingClass = decode(str, fields) position = decode(Decimal, fields) avgCost = 0. if version >= 3: avgCost = decode(float, fields) self.wrapper.position(account, contract, position, avgCost) def processPositionMultiMsg(self, fields): next(fields) decode(int, fields) reqId = decode(int, fields) account = decode(str, fields) # decode contract fields contract = Contract() contract.conId = decode(int, fields) contract.symbol = decode(str, fields) contract.secType = decode(str, fields) contract.lastTradeDateOrContractMonth = decode(str, fields) contract.strike = decode(float, fields) contract.right = decode(str, fields) contract.multiplier = decode(str, fields) contract.exchange = decode(str, fields) contract.currency = decode(str, fields) contract.localSymbol = decode(str, fields) contract.tradingClass = decode(str, fields) position = decode(Decimal, fields) avgCost = decode(float, fields) modelCode = decode(str, fields) self.wrapper.positionMulti(reqId, account, modelCode, contract, position, avgCost) def processSecurityDefinitionOptionParameterMsg(self, fields): next(fields) reqId = decode(int, fields) exchange = decode(str, fields) underlyingConId = decode(int, fields) tradingClass = decode(str, fields) multiplier = decode(str, fields) expCount = decode(int, fields) expirations = set() for _ in range(expCount): expiration = decode(str, fields) expirations.add(expiration) strikeCount = decode(int, fields) strikes = set() for _ in range(strikeCount): strike = decode(float, fields) strikes.add(strike) self.wrapper.securityDefinitionOptionParameter(reqId, exchange, underlyingConId, tradingClass, multiplier, expirations, strikes) def processSecurityDefinitionOptionParameterEndMsg(self, fields): next(fields) reqId = decode(int, fields) self.wrapper.securityDefinitionOptionParameterEnd(reqId) def processSoftDollarTiersMsg(self, fields): next(fields) reqId = decode(int, fields) nTiers = decode(int, fields) tiers = [] for _ in range(nTiers): tier = SoftDollarTier() tier.name = decode(str, fields) tier.val = decode(str, fields) tier.displayName = decode(str, fields) tiers.append(tier) self.wrapper.softDollarTiers(reqId, tiers) def processFamilyCodesMsg(self, fields): next(fields) nFamilyCodes = decode(int, fields) familyCodes = [] for _ in range(nFamilyCodes): famCode = FamilyCode() famCode.accountID = decode(str, fields) famCode.familyCodeStr = decode(str, fields) familyCodes.append(famCode) self.wrapper.familyCodes(familyCodes) def processSymbolSamplesMsg(self, fields): next(fields) reqId = decode(int, fields) nContractDescriptions = decode(int, fields) contractDescriptions = [] for _ in range(nContractDescriptions): conDesc = ContractDescription() conDesc.contract.conId = decode(int, fields) conDesc.contract.symbol = decode(str, fields) conDesc.contract.secType = decode(str, fields) conDesc.contract.primaryExchange = decode(str, fields) conDesc.contract.currency = decode(str, fields) nDerivativeSecTypes = decode(int, fields) conDesc.derivativeSecTypes = [] for _ in range(nDerivativeSecTypes): derivSecType = decode(str, fields) conDesc.derivativeSecTypes.append(derivSecType) contractDescriptions.append(conDesc) if self.serverVersion >= MIN_SERVER_VER_BOND_ISSUERID: conDesc.contract.description = decode(str, fields) conDesc.contract.issuerId = decode(str, fields) self.wrapper.symbolSamples(reqId, contractDescriptions) def processSmartComponents(self,fields): next(fields) reqId = decode(int, fields) n = decode(int, fields) smartComponentMap = [] for _ in range(n): smartComponent = SmartComponent() smartComponent.bitNumber = decode(int, fields) smartComponent.exchange = decode(str, fields) smartComponent.exchangeLetter = decode(str, fields) smartComponentMap.append(smartComponent) self.wrapper.smartComponents(reqId, smartComponentMap) def processTickReqParams(self,fields): next(fields) tickerId = decode(int, fields) minTick = decode(float, fields) bboExchange = decode(str, fields) snapshotPermissions = decode(int, fields) self.wrapper.tickReqParams(tickerId, minTick, bboExchange, snapshotPermissions) def processMktDepthExchanges(self,fields): next(fields) depthMktDataDescriptions = [] nDepthMktDataDescriptions = decode(int, fields) if nDepthMktDataDescriptions > 0: for _ in range(nDepthMktDataDescriptions): desc = DepthMktDataDescription() desc.exchange = decode(str, fields) desc.secType = decode(str, fields) if self.serverVersion >= MIN_SERVER_VER_SERVICE_DATA_TYPE: desc.listingExch = decode(str, fields) desc.serviceDataType = decode(str, fields) desc.aggGroup = decode(int, fields) else: decode(int,fields) #boolean notSuppIsL2 depthMktDataDescriptions.append(desc) self.wrapper.mktDepthExchanges(depthMktDataDescriptions) def processHeadTimestamp(self,fields): next(fields) reqId = decode(int, fields) headTimestamp = decode(str, fields) self.wrapper.headTimestamp(reqId,headTimestamp) def processTickNews(self,fields): next(fields) tickerId = decode( int, fields) timeStamp = decode(int, fields) providerCode = decode(str, fields) articleId = decode(str, fields) headline = decode(str, fields) extraData = decode(str, fields) self.wrapper.tickNews(tickerId, timeStamp, providerCode, articleId, headline, extraData) def processNewsProviders(self,fields): next(fields) newsProviders = [] nNewsProviders = decode(int, fields) if nNewsProviders > 0: for _ in range(nNewsProviders): provider = NewsProvider() provider.code = decode(str, fields) provider.name = decode(str, fields) newsProviders.append(provider) self.wrapper.newsProviders(newsProviders) def processNewsArticle(self,fields): next(fields) reqId = decode(int, fields) articleType = decode(int, fields) articleText = decode(str, fields) self.wrapper.newsArticle(reqId, articleType, articleText) def processHistoricalNews(self,fields): next(fields) requestId = decode(int, fields) time = decode(str, fields) providerCode = decode(str, fields) articleId = decode(str, fields) headline = decode(str, fields) self.wrapper.historicalNews(requestId, time, providerCode, articleId, headline) def processHistoricalNewsEnd(self,fields): next(fields) reqId = decode(int, fields) hasMore = decode(bool, fields) self.wrapper.historicalNewsEnd(reqId, hasMore) def processHistogramData(self,fields): next(fields) reqId = decode(int, fields) numPoints = decode(int, fields) histogram = [] for _ in range(numPoints): dataPoint = HistogramData() dataPoint.price = decode(float,fields) dataPoint.size = decode(Decimal,fields) histogram.append(dataPoint) self.wrapper.histogramData(reqId, histogram) def processRerouteMktDataReq(self, fields): next(fields) reqId = decode(int, fields) conId = decode(int, fields) exchange = decode(str, fields) self.wrapper.rerouteMktDataReq(reqId, conId, exchange) def processRerouteMktDepthReq(self, fields): next(fields) reqId = decode(int, fields) conId = decode(int, fields) exchange = decode(str, fields) self.wrapper.rerouteMktDepthReq(reqId, conId, exchange) def processMarketRuleMsg(self, fields): next(fields) marketRuleId = decode(int, fields) nPriceIncrements = decode(int, fields) priceIncrements = [] if nPriceIncrements > 0: for _ in range(nPriceIncrements): prcInc = PriceIncrement() prcInc.lowEdge = decode(float, fields) prcInc.increment = decode(float, fields) priceIncrements.append(prcInc) self.wrapper.marketRule(marketRuleId, priceIncrements) def processPnLMsg(self, fields): next(fields) reqId = decode(int, fields) dailyPnL = decode(float, fields) unrealizedPnL = None realizedPnL = None if self.serverVersion >= MIN_SERVER_VER_UNREALIZED_PNL: unrealizedPnL = decode(float, fields) if self.serverVersion >= MIN_SERVER_VER_REALIZED_PNL: realizedPnL = decode(float, fields) self.wrapper.pnl(reqId, dailyPnL, unrealizedPnL, realizedPnL) def processPnLSingleMsg(self, fields): next(fields) reqId = decode(int, fields) pos = decode(Decimal, fields) dailyPnL = decode(float, fields) unrealizedPnL = None realizedPnL = None if self.serverVersion >= MIN_SERVER_VER_UNREALIZED_PNL: unrealizedPnL = decode(float, fields) if self.serverVersion >= MIN_SERVER_VER_REALIZED_PNL: realizedPnL = decode(float, fields) value = decode(float, fields) self.wrapper.pnlSingle(reqId, pos, dailyPnL, unrealizedPnL, realizedPnL, value) def processHistoricalTicks(self, fields): next(fields) reqId = decode(int, fields) tickCount = decode(int, fields) ticks = [] for _ in range(tickCount): historicalTick = HistoricalTick() historicalTick.time = decode(int, fields) next(fields) # for consistency historicalTick.price = decode(float, fields) historicalTick.size = decode(Decimal, fields) ticks.append(historicalTick) done = decode(bool, fields) self.wrapper.historicalTicks(reqId, ticks, done) def processHistoricalTicksBidAsk(self, fields): next(fields) reqId = decode(int, fields) tickCount = decode(int, fields) ticks = [] for _ in range(tickCount): historicalTickBidAsk = HistoricalTickBidAsk() historicalTickBidAsk.time = decode(int, fields) mask = decode(int, fields) tickAttribBidAsk = TickAttribBidAsk() tickAttribBidAsk.askPastHigh = mask & 1 != 0 tickAttribBidAsk.bidPastLow = mask & 2 != 0 historicalTickBidAsk.tickAttribBidAsk = tickAttribBidAsk historicalTickBidAsk.priceBid = decode(float, fields) historicalTickBidAsk.priceAsk = decode(float, fields) historicalTickBidAsk.sizeBid = decode(Decimal, fields) historicalTickBidAsk.sizeAsk = decode(Decimal, fields) ticks.append(historicalTickBidAsk) done = decode(bool, fields) self.wrapper.historicalTicksBidAsk(reqId, ticks, done) def processHistoricalTicksLast(self, fields): next(fields) reqId = decode(int, fields) tickCount = decode(int, fields) ticks = [] for _ in range(tickCount): historicalTickLast = HistoricalTickLast() historicalTickLast.time = decode(int, fields) mask = decode(int, fields) tickAttribLast = TickAttribLast() tickAttribLast.pastLimit = mask & 1 != 0 tickAttribLast.unreported = mask & 2 != 0 historicalTickLast.tickAttribLast = tickAttribLast historicalTickLast.price = decode(float, fields) historicalTickLast.size = decode(Decimal, fields) historicalTickLast.exchange = decode(str, fields) historicalTickLast.specialConditions = decode(str, fields) ticks.append(historicalTickLast) done = decode(bool, fields) self.wrapper.historicalTicksLast(reqId, ticks, done) def processTickByTickMsg(self, fields): next(fields) reqId = decode(int, fields) tickType = decode(int, fields) time = decode(int, fields) if tickType == 0: # None pass elif tickType == 1 or tickType == 2: # Last or AllLast price = decode(float, fields) size = decode(Decimal, fields) mask = decode(int, fields) tickAttribLast = TickAttribLast() tickAttribLast.pastLimit = mask & 1 != 0 tickAttribLast.unreported = mask & 2 != 0 exchange = decode(str, fields) specialConditions = decode(str, fields) self.wrapper.tickByTickAllLast(reqId, tickType, time, price, size, tickAttribLast, exchange, specialConditions) elif tickType == 3: # BidAsk bidPrice = decode(float, fields) askPrice = decode(float, fields) bidSize = decode(Decimal, fields) askSize = decode(Decimal, fields) mask = decode(int, fields) tickAttribBidAsk = TickAttribBidAsk() tickAttribBidAsk.bidPastLow = mask & 1 != 0 tickAttribBidAsk.askPastHigh = mask & 2 != 0 self.wrapper.tickByTickBidAsk(reqId, time, bidPrice, askPrice, bidSize, askSize, tickAttribBidAsk) elif tickType == 4: # MidPoint midPoint = decode(float, fields) self.wrapper.tickByTickMidPoint(reqId, time, midPoint) def processOrderBoundMsg(self, fields): next(fields) reqId = decode(int, fields) apiClientId = decode(int, fields) apiOrderId = decode(int, fields) self.wrapper.orderBound(reqId, apiClientId, apiOrderId) def processMarketDepthMsg(self, fields): next(fields) decode(int, fields) reqId = decode(int, fields) position = decode(int, fields) operation = decode(int, fields) side = decode(int, fields) price = decode(float, fields) size = decode(Decimal, fields) self.wrapper.updateMktDepth(reqId, position, operation, side, price, size) def processMarketDepthL2Msg(self, fields): next(fields) decode(int, fields) reqId = decode(int, fields) position = decode(int, fields) marketMaker = decode(str, fields) operation = decode(int, fields) side = decode(int, fields) price = decode(float, fields) size = decode(Decimal, fields) isSmartDepth = False if self.serverVersion >= MIN_SERVER_VER_SMART_DEPTH: isSmartDepth = decode(bool, fields) self.wrapper.updateMktDepthL2(reqId, position, marketMaker, operation, side, price, size, isSmartDepth) def processCompletedOrderMsg(self, fields): next(fields) order = Order() contract = Contract() orderState = OrderState() OrderDecoder.__init__(self, contract, order, orderState, UNSET_INTEGER, self.serverVersion) # read contract fields OrderDecoder.decodeContractFields(self, fields) # read order fields OrderDecoder.decodeAction(self, fields) OrderDecoder.decodeTotalQuantity(self, fields) OrderDecoder.decodeOrderType(self, fields) OrderDecoder.decodeLmtPrice(self, fields) OrderDecoder.decodeAuxPrice(self, fields) OrderDecoder.decodeTIF(self, fields) OrderDecoder.decodeOcaGroup(self, fields) OrderDecoder.decodeAccount(self, fields) OrderDecoder.decodeOpenClose(self, fields) OrderDecoder.decodeOrigin(self, fields) OrderDecoder.decodeOrderRef(self, fields) OrderDecoder.decodePermId(self, fields) OrderDecoder.decodeOutsideRth(self, fields) OrderDecoder.decodeHidden(self, fields) OrderDecoder.decodeDiscretionaryAmt(self, fields) OrderDecoder.decodeGoodAfterTime(self, fields) OrderDecoder.decodeFAParams(self, fields) OrderDecoder.decodeModelCode(self, fields) OrderDecoder.decodeGoodTillDate(self, fields) OrderDecoder.decodeRule80A(self, fields) OrderDecoder.decodePercentOffset(self, fields) OrderDecoder.decodeSettlingFirm(self, fields) OrderDecoder.decodeShortSaleParams(self, fields) OrderDecoder.decodeBoxOrderParams(self, fields) OrderDecoder.decodePegToStkOrVolOrderParams(self, fields) OrderDecoder.decodeDisplaySize(self, fields) OrderDecoder.decodeSweepToFill(self, fields) OrderDecoder.decodeAllOrNone(self, fields) OrderDecoder.decodeMinQty(self, fields) OrderDecoder.decodeOcaType(self, fields) OrderDecoder.decodeTriggerMethod(self, fields) OrderDecoder.decodeVolOrderParams(self, fields, False) OrderDecoder.decodeTrailParams(self, fields) OrderDecoder.decodeComboLegs(self, fields) OrderDecoder.decodeSmartComboRoutingParams(self, fields) OrderDecoder.decodeScaleOrderParams(self, fields) OrderDecoder.decodeHedgeParams(self, fields) OrderDecoder.decodeClearingParams(self, fields) OrderDecoder.decodeNotHeld(self, fields) OrderDecoder.decodeDeltaNeutral(self, fields) OrderDecoder.decodeAlgoParams(self, fields) OrderDecoder.decodeSolicited(self, fields) OrderDecoder.decodeOrderStatus(self, fields) OrderDecoder.decodeVolRandomizeFlags(self, fields) OrderDecoder.decodePegToBenchParams(self, fields) OrderDecoder.decodeConditions(self, fields) OrderDecoder.decodeStopPriceAndLmtPriceOffset(self, fields) OrderDecoder.decodeCashQty(self, fields) OrderDecoder.decodeDontUseAutoPriceForHedge(self, fields) OrderDecoder.decodeIsOmsContainers(self, fields) OrderDecoder.decodeAutoCancelDate(self, fields) OrderDecoder.decodeFilledQuantity(self, fields) OrderDecoder.decodeRefFuturesConId(self, fields) OrderDecoder.decodeAutoCancelParent(self, fields) OrderDecoder.decodeShareholder(self, fields) OrderDecoder.decodeImbalanceOnly(self, fields) OrderDecoder.decodeRouteMarketableToBbo(self, fields) OrderDecoder.decodeParentPermId(self, fields) OrderDecoder.decodeCompletedTime(self, fields) OrderDecoder.decodeCompletedStatus(self, fields) OrderDecoder.decodePegBestPegMidOrderAttributes(self, fields) self.wrapper.completedOrder(contract, order, orderState) def processCompletedOrdersEndMsg(self, fields): next(fields) self.wrapper.completedOrdersEnd() def processReplaceFAEndMsg(self, fields): next(fields) reqId = decode(int, fields) text = decode(str, fields) self.wrapper.replaceFAEnd(reqId, text) def processWshMetaDataMsg(self, fields): next(fields) reqId = decode(int, fields) dataJson = decode(str, fields) self.wrapper.wshMetaData(reqId, dataJson) def processWshEventDataMsg(self, fields): next(fields) reqId = decode(int, fields) dataJson = decode(str, fields) self.wrapper.wshEventData(reqId, dataJson) def processHistoricalSchedule(self, fields): next(fields) reqId = decode(int, fields) startDateTime = decode(str, fields) endDateTime = decode(str, fields) timeZone = decode(str, fields) sessionsCount = decode(int, fields) sessions = [] for _ in range(sessionsCount): historicalSession = HistoricalSession() historicalSession.startDateTime = decode(str, fields) historicalSession.endDateTime = decode(str, fields) historicalSession.refDate = decode(str, fields) sessions.append(historicalSession) self.wrapper.historicalSchedule(reqId, startDateTime, endDateTime, timeZone, sessions) def processUserInfo(self, fields): next(fields) reqId = decode(int, fields) whiteBrandingId = decode(str, fields) self.wrapper.userInfo(reqId, whiteBrandingId) def processErrorMsg(self, fields): next(fields) decode(int, fields) reqId = decode(TickerId, fields) errorCode = decode(int, fields) errorString = decode(str, fields, False, self.serverVersion >= MIN_SERVER_VER_ENCODE_MSG_ASCII7) advancedOrderRejectJson = "" if self.serverVersion >= MIN_SERVER_VER_ADVANCED_ORDER_REJECT: advancedOrderRejectJson = decode(str, fields, False, True) self.wrapper.error(reqId, errorCode, errorString, advancedOrderRejectJson) ###################################################################### def readLastTradeDate(self, fields, contract: ContractDetails, isBond: bool): lastTradeDateOrContractMonth = decode(str, fields) if lastTradeDateOrContractMonth is not None: if '-' in lastTradeDateOrContractMonth: splitted = lastTradeDateOrContractMonth.split('-') else: splitted = lastTradeDateOrContractMonth.split() if len(splitted) > 0: if isBond: contract.maturity = splitted[0] else: contract.contract.lastTradeDateOrContractMonth = splitted[0] if len(splitted) > 1: contract.lastTradeTime = splitted[1] if isBond and len(splitted) > 2: contract.timeZoneId = splitted[2] ###################################################################### def discoverParams(self): meth2handleInfo = {} for handleInfo in self.msgId2handleInfo.values(): meth2handleInfo[handleInfo.wrapperMeth] = handleInfo methods = inspect.getmembers(EWrapper, inspect.isfunction) for (_, meth) in methods: #logger.debug("meth %s", name) sig = inspect.signature(meth) handleInfo = meth2handleInfo.get(meth, None) if handleInfo is not None: handleInfo.wrapperParams = sig.parameters #for (pname, param) in sig.parameters.items(): # logger.debug("\tparam %s %s %s", pname, param.name, param.annotation) def printParams(self): for (_, handleInfo) in self.msgId2handleInfo.items(): if handleInfo.wrapperMeth is not None: logger.debug("meth %s", handleInfo.wrapperMeth.__name__) if handleInfo.wrapperParams is not None: for (pname, param) in handleInfo.wrapperParams.items(): logger.debug("\tparam %s %s %s", pname, param.name, param.annotation) def interpretWithSignature(self, fields, handleInfo): if handleInfo.wrapperParams is None: logger.debug("%s: no param info in %s", fields, handleInfo) return nIgnoreFields = 2 #bypass msgId and versionId faster this way if len(fields) - nIgnoreFields != len(handleInfo.wrapperParams) - 1: logger.error("diff len fields and params %d %d for fields: %s and handleInfo: %s", len(fields), len(handleInfo.wrapperParams), fields, handleInfo) return fieldIdx = nIgnoreFields args = [] for (pname, param) in handleInfo.wrapperParams.items(): if pname != "self": logger.debug("field %s ", fields[fieldIdx]) try: arg = fields[fieldIdx].decode('unicode-escape' if self.serverVersion >= MIN_SERVER_VER_ENCODE_MSG_ASCII7 else 'UTF-8') except UnicodeDecodeError: arg = fields[fieldIdx].decode('latin-1') logger.debug("arg %s type %s", arg, param.annotation) if param.annotation is int: arg = int(arg) elif param.annotation is float: arg = float(arg) elif param.annotation is Decimal: if arg is None or len(arg) == 0: return UNSET_DECIMAL else: return Decimal(arg) args.append(arg) fieldIdx += 1 method = getattr(self.wrapper, handleInfo.wrapperMeth.__name__) logger.debug("calling %s with %s %s", method, self.wrapper, args) method(*args) def interpret(self, fields): if len(fields) == 0: logger.debug("no fields") return sMsgId = fields[0] nMsgId = int(sMsgId) handleInfo = self.msgId2handleInfo.get(nMsgId, None) if handleInfo is None: logger.debug("%s: no handleInfo", fields) return try: if handleInfo.wrapperMeth is not None: logger.debug("In interpret(), handleInfo: %s", handleInfo) self.interpretWithSignature(fields, handleInfo) elif handleInfo.processMeth is not None: handleInfo.processMeth(self, iter(fields)) except BadMessage: theBadMsg = ",".join(fields) self.wrapper.error(NO_VALID_ID, BAD_MESSAGE.code(), BAD_MESSAGE.msg() + theBadMsg, '') raise msgId2handleInfo = { IN.TICK_PRICE: HandleInfo(proc=processTickPriceMsg), IN.TICK_SIZE: HandleInfo(proc=processTickSizeMsg), IN.ORDER_STATUS: HandleInfo(proc=processOrderStatusMsg), IN.ERR_MSG: HandleInfo(proc=processErrorMsg), IN.OPEN_ORDER: HandleInfo(proc=processOpenOrder), IN.ACCT_VALUE: HandleInfo(wrap=EWrapper.updateAccountValue), IN.PORTFOLIO_VALUE: HandleInfo(proc=processPortfolioValueMsg), IN.ACCT_UPDATE_TIME: HandleInfo(wrap=EWrapper.updateAccountTime), IN.NEXT_VALID_ID: HandleInfo(wrap=EWrapper.nextVa1idId), IN.CONTRACT_DATA: HandleInfo(proc=processContractDataMsg), IN.EXECUTION_DATA: HandleInfo(proc=processExecutionDataMsg), IN.MARKET_DEPTH: HandleInfo(proc=processMarketDepthMsg), IN.MARKET_DEPTH_L2: HandleInfo(proc=processMarketDepthL2Msg), IN.NEWS_BULLETINS: HandleInfo(wrap=EWrapper.updateNewsBulletin), IN.MANAGED_ACCTS: HandleInfo(wrap=EWrapper.managedAccounts), IN.RECEIVE_FA: HandleInfo(wrap=EWrapper.receiveFA), IN.HISTORICAL_DATA: HandleInfo(proc=processHistoricalDataMsg), IN.HISTORICAL_DATA_UPDATE: HandleInfo(proc=processHistoricalDataUpdateMsg), IN.BOND_CONTRACT_DATA: HandleInfo(proc=processBondContractDataMsg), IN.SCANNER_PARAMETERS: HandleInfo(wrap=EWrapper.scannerParameters), IN.SCANNER_DATA: HandleInfo(proc=processScannerDataMsg), IN.TICK_OPTION_COMPUTATION: HandleInfo(proc=processTickOptionComputationMsg), IN.TICK_GENERIC: HandleInfo(wrap=EWrapper.tickGeneric), IN.TICK_STRING: HandleInfo(wrap=EWrapper.tickString), IN.TICK_EFP: HandleInfo(wrap=EWrapper.tickEFP), IN.CURRENT_TIME: HandleInfo(wrap=EWrapper.current), IN.REAL_TIME_BARS: HandleInfo(proc=processRealTimeBarMsg), IN.FUNDAMENTAL_DATA: HandleInfo(wrap=EWrapper.fundamentalData), IN.CONTRACT_DATA_END: HandleInfo(wrap=EWrapper.contractDetailsEnd), IN.OPEN_ORDER_END: HandleInfo(wrap=EWrapper.openOrderEnd), IN.ACCT_DOWNLOAD_END: HandleInfo(wrap=EWrapper.accountDownloadEnd), IN.EXECUTION_DATA_END: HandleInfo(wrap=EWrapper.execDetailsEnd), IN.DELTA_NEUTRAL_VALIDATION: HandleInfo(proc=processDeltaNeutralValidationMsg), IN.TICK_SNAPSHOT_END: HandleInfo(wrap=EWrapper.tickSnapshotEnd), IN.MARKET_DATA_TYPE: HandleInfo(wrap=EWrapper.marketDataType), IN.COMMISSION_REPORT: HandleInfo(proc=processCommissionReportMsg), IN.POSITION_DATA: HandleInfo(proc=processPositionDataMsg), IN.POSITION_END: HandleInfo(wrap=EWrapper.positionEnd), IN.ACCOUNT_SUMMARY: HandleInfo(wrap=EWrapper.accountSummary), IN.ACCOUNT_SUMMARY_END: HandleInfo(wrap=EWrapper.accountSummaryEnd), IN.VERIFY_MESSAGE_API: HandleInfo(wrap=EWrapper.verifyMessageAPI), IN.VERIFY_COMPLETED: HandleInfo(wrap=EWrapper.verifyCompleted), IN.DISPLAY_GROUP_LIST: HandleInfo(wrap=EWrapper.displayGroupList), IN.DISPLAY_GROUP_UPDATED: HandleInfo(wrap=EWrapper.displayGroupUpdated), IN.VERIFY_AND_AUTH_MESSAGE_API: HandleInfo(wrap=EWrapper.verifyAndAuthMessageAPI), IN.VERIFY_AND_AUTH_COMPLETED: HandleInfo(wrap=EWrapper.verifyAndAuthCompleted), IN.POSITION_MULTI: HandleInfo(proc=processPositionMultiMsg), IN.POSITION_MULTI_END: HandleInfo(wrap=EWrapper.positionMultiEnd), IN.ACCOUNT_UPDATE_MULTI: HandleInfo(wrap=EWrapper.accountUpdateMulti), IN.ACCOUNT_UPDATE_MULTI_END: HandleInfo(wrap=EWrapper.accountUpdateMultiEnd), IN.SECURITY_DEFINITION_OPTION_PARAMETER: HandleInfo(proc=processSecurityDefinitionOptionParameterMsg), IN.SECURITY_DEFINITION_OPTION_PARAMETER_END: HandleInfo(proc=processSecurityDefinitionOptionParameterEndMsg), IN.SOFT_DOLLAR_TIERS: HandleInfo(proc=processSoftDollarTiersMsg), IN.FAMILY_CODES: HandleInfo(proc=processFamilyCodesMsg), IN.SYMBOL_SAMPLES: HandleInfo(proc=processSymbolSamplesMsg), IN.SMART_COMPONENTS: HandleInfo(proc=processSmartComponents), IN.TICK_REQ_PARAMS: HandleInfo(proc=processTickReqParams), IN.MKT_DEPTH_EXCHANGES: HandleInfo(proc=processMktDepthExchanges), IN.HEAD_TIMESTAMP: HandleInfo(proc=processHeadTimestamp), IN.TICK_NEWS: HandleInfo(proc=processTickNews), IN.NEWS_PROVIDERS: HandleInfo(proc=processNewsProviders), IN.NEWS_ARTICLE: HandleInfo(proc=processNewsArticle), IN.HISTORICAL_NEWS: HandleInfo(proc=processHistoricalNews), IN.HISTORICAL_NEWS_END: HandleInfo(proc=processHistoricalNewsEnd), IN.HISTOGRAM_DATA: HandleInfo(proc=processHistogramData), IN.REROUTE_MKT_DATA_REQ: HandleInfo(proc=processRerouteMktDataReq), IN.REROUTE_MKT_DEPTH_REQ: HandleInfo(proc=processRerouteMktDepthReq), IN.MARKET_RULE: HandleInfo(proc=processMarketRuleMsg), IN.PNL: HandleInfo(proc=processPnLMsg), IN.PNL_SINGLE: HandleInfo(proc=processPnLSingleMsg), IN.HISTORICAL_TICKS: HandleInfo(proc=processHistoricalTicks), IN.HISTORICAL_TICKS_BID_ASK: HandleInfo(proc=processHistoricalTicksBidAsk), IN.HISTORICAL_TICKS_LAST: HandleInfo(proc=processHistoricalTicksLast), IN.TICK_BY_TICK: HandleInfo(proc=processTickByTickMsg), IN.ORDER_BOUND: HandleInfo(proc=processOrderBoundMsg), IN.COMPLETED_ORDER: HandleInfo(proc=processCompletedOrderMsg), IN.COMPLETED_ORDERS_END: HandleInfo(proc=processCompletedOrdersEndMsg), IN.REPLACE_FA_END: HandleInfo(proc=processReplaceFAEndMsg), IN.WSH_META_DATA: HandleInfo(proc=processWshMetaDataMsg), IN.WSH_EVENT_DATA: HandleInfo(proc=processWshEventDataMsg), IN.HISTORICAL_SCHEDULE: HandleInfo(proc=processHistoricalSchedule), IN.USER_INFO: HandleInfo(proc=processUserInfo) }