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messages.go
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messages.go
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package ibapi
import (
"fmt"
"strconv"
"strings"
)
// Codes for incoming messages.
const (
endConn = 0
tickPrice = 1
tickSize = 2
orderStatus = 3
errMsg = 4
openOrder = 5
accountValue = 6
portfolioValue = 7
accountUpdateTime = 8
nextValidId = 9
contractData = 10
executionData = 11
marketDepth = 12
marketDepthL2 = 13
newsBulletins = 14
managedAccounts = 15
receiveFa = 16
historicalData = 17
bondContractData = 18
scannerParameters = 19
scannerData = 20
tickOptionComputation = 21
tickGeneric = 45
tickString = 46
tickEfp = 47
currentTime = 49
realTimeBars = 50
fundamentalData = 51
contractDataEnd = 52
openOrderEnd = 53
accountDownloadEnd = 54
executionDataEnd = 55
deltaNeutralValidation = 56
tickSnapshotEnd = 57
marketDataType = 58
commissionReport = 59
positionData = 61
positionEnd = 62
accountSummary = 63
accountSummaryEnd = 64
verifyMessageApi = 65
verifyCompleted = 66
displayGroupList = 67
displayGroupUpdated = 68
verifyAndAuthMessageApi = 69
verifyAndAuthCompleted = 70
positionMulti = 71
positionMultiEnd = 72
accountUpdateMulti = 73
accountUpdateMultiEnd = 74
securityDefinitionOptionParameter = 75
securityDefinitionOptionParameterEnd = 76
softDollarTiers = 77
familyCode = 78
symbolSample = 79
marketDepthExchanges = 80
tickRequestParameters = 81
smartComponents = 82
newsArticls = 83
tickNews = 84
newsProviders = 85
historicalNews = 86
historicalNewsEnd = 87
headTimestamp = 88
histogramData = 89
historicalDataUpdate = 90
rerouteMarketDataRequest = 91
rerouteMarketDepthRequest = 92
markeRule = 93
pnl = 94
pnlSingle = 95
historicalTicks = 96
historicalTicksBidAsk = 97
historicalTicksLast = 98
tickByTick = 99
orderBound = 100
completedOrder = 101
completedOrdersEnd = 102
replaceFaEnd = 103
wshMetaData = 104
wshEventData = 105
historicalSchedule = 106
)
// Codes for outgoing messages.
const (
requestMarketData = 1
cancelMarketData = 2
placeOrder = 3
cancelOrder = 4
requestOpenOrders = 5
requestAccountData = 6
requestExecutions = 7
requestIds = 8
requestContractData = 9
requestMarketDepth = 10
cancelMarketDepth = 11
requestNewsBulletins = 12
cancelNewsBulletins = 13
setServerLoglevel = 14
requestAutoOpenOrders = 15
requestAllOpenOrders = 16
requestManagedAccounts = 17
requestFa = 18
replaceFa = 19
requestHistoricalData = 20
exerciseOptions = 21
requestScannerSubscription = 22
cancelScannerSubscription = 23
requestScannerParameters = 24
cancelHistoricalData = 25
requestCurrentTime = 49
requestRealTimeBars = 50
cancelRealTimeBars = 51
requestFundamentalData = 52
cancelFundamentalData = 53
requestCalculateImpliedVolatility = 54
requestCalculateOptionPrice = 55
cancelCalculateImpliedVolatility = 56
cancelCalculateOptionPrice = 57
requestGlobalCancel = 58
requestMarketDataType = 59
requestPositions = 61
requestAccountSummary = 62
cancelAccountSummary = 63
cancelPositions = 64
verifyRequest = 65
veridyMessage = 66
queryDisplayGroups = 67
subscribeToGroupEvents = 68
updateDisplayGroup = 69
unsubscribeFromGroupEvents = 70
startApi = 71
verifyAndAuthRequest = 72
verifyAndAuthMessage = 73
requestPositionsMulti = 74
cancelPositionsMulti = 75
requestAccountUpdatesMulti = 76
cancelAccountUpdatesMulti = 77
requestSecurityDefinitionOptParams = 78
requestSoftDollarTiers = 79
requestFamilyCodes = 80
requestMatchingSymbols = 81
requestMarketDepthExchanges = 82
requestSmartComponents = 83
requestNewsArticle = 84
requestNewsProviders = 85
requestHistoricalNews = 86
requestHeadTimestamp = 87
requestHistogramData = 88
cancelHistogramData = 89
cancelHeadTimestamp = 90
requestMarketRule = 91
requestPnl = 92
cancelPnl = 93
requestPnlSingle = 94
cancelPnlSingle = 95
requestHistoricalTicks = 96
requestTickByTickData = 97
cancelTickByTickData = 98
requestCompleteOrders = 99
requestWshMetaData = 100
cancelWshMetaData = 101
requestWshEventData = 102
cancelWashEventData = 103
)
type messageBuilder struct {
builder strings.Builder
}
func (b *messageBuilder) addInt(i int) {
fmt.Fprintf(&b.builder, "%d\x00", i)
}
func (b *messageBuilder) addString(s string) {
fmt.Fprintf(&b.builder, "%s\x00", s)
}
func (b *messageBuilder) addFloat32(num float32) {
fmt.Fprintf(&b.builder, "%f\x00", num)
}
func (b *messageBuilder) addFloat64(num float64) {
fmt.Fprintf(&b.builder, "%f\x00", num)
}
func (b *messageBuilder) addBool(flag bool) {
if flag {
fmt.Fprintf(&b.builder, "1\x00")
} else {
fmt.Fprintf(&b.builder, "0\x00")
}
}
func (b *messageBuilder) Encode() string {
return b.builder.String()
}
type parser struct {
fields []string
}
func (s *parser) readInt() int {
result := s.fields[0]
s.fields = s.fields[1:]
if result == "" {
return 0
}
num, err := strconv.Atoi(result)
if err != nil {
panic(err)
}
return num
}
func (s *parser) readInt64() int64 {
return int64(s.readInt())
}
func (s *parser) readFloat64() float64 {
result := s.fields[0]
s.fields = s.fields[1:]
if result == "" {
return 0
}
num, err := strconv.ParseFloat(result, 64)
if err != nil {
panic(err)
}
return num
}
func (s *parser) readString() string {
result := s.fields[0]
s.fields = s.fields[1:]
return result
}