EWrapperMsgGenerator.java

/* Copyright (C) 2013 Interactive Brokers LLC. All rights reserved.  This code is subject to the terms
 * and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable. */

package com.ib.client;

import java.text.DateFormat;
import java.util.Date;
import java.util.Vector;

public class EWrapperMsgGenerator extends AnyWrapperMsgGenerator {
	public static final String SCANNER_PARAMETERS = "SCANNER PARAMETERS:";
	public static final String FINANCIAL_ADVISOR = "FA:";

	static public String tickPrice(int tickerId, int field, double price, int canAutoExecute) {
		return "id=" + tickerId + "  " + TickType.getField(field) + "=" + price + " " + ((canAutoExecute != 0) ? " canAutoExecute" : " noAutoExecute");
	}

	static public String tickSize(int tickerId, int field, int size) {
		return "id=" + tickerId + "  " + TickType.getField(field) + "=" + size;
	}

	static public String tickOptionComputation(int tickerId, int field, double impliedVol, double delta, double optPrice, double pvDividend, double gamma,
			double vega, double theta, double undPrice) {
		String toAdd = "id=" + tickerId + "  " + TickType.getField(field) + ": vol = "
				+ ((impliedVol >= 0 && impliedVol != Double.MAX_VALUE) ? Double.toString(impliedVol) : "N/A") + " delta = "
				+ ((Math.abs(delta) <= 1) ? Double.toString(delta) : "N/A") + " gamma = " + ((Math.abs(gamma) <= 1) ? Double.toString(gamma) : "N/A") + " vega = "
				+ ((Math.abs(vega) <= 1) ? Double.toString(vega) : "N/A") + " theta = " + ((Math.abs(theta) <= 1) ? Double.toString(theta) : "N/A") + " optPrice = "
				+ ((optPrice >= 0 && optPrice != Double.MAX_VALUE) ? Double.toString(optPrice) : "N/A") + " pvDividend = "
				+ ((pvDividend >= 0 && pvDividend != Double.MAX_VALUE) ? Double.toString(pvDividend) : "N/A") + " undPrice = "
				+ ((undPrice >= 0 && undPrice != Double.MAX_VALUE) ? Double.toString(undPrice) : "N/A");
		return toAdd;
	}

	static public String tickGeneric(int tickerId, int tickType, double value) {
		return "id=" + tickerId + "  " + TickType.getField(tickType) + "=" + value;
	}

	static public String tickString(int tickerId, int tickType, String value) {
		return "id=" + tickerId + "  " + TickType.getField(tickType) + "=" + value;
	}

	static public String tickEFP(int tickerId, int tickType, double basisPoints, String formattedBasisPoints, double impliedFuture, int holdDays,
			String futureExpiry, double dividendImpact, double dividendsToExpiry) {
		return "id=" + tickerId + "  " + TickType.getField(tickType) + ": basisPoints = " + basisPoints + "/" + formattedBasisPoints + " impliedFuture = "
				+ impliedFuture + " holdDays = " + holdDays + " futureExpiry = " + futureExpiry + " dividendImpact = " + dividendImpact + " dividends to expiry = "
				+ dividendsToExpiry;
	}

	static public String orderStatus(int orderId, String status, int filled, int remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice,
			int clientId, String whyHeld) {
		return "order status: orderId=" + orderId + " clientId=" + clientId + " permId=" + permId + " status=" + status + " filled=" + filled + " remaining="
				+ remaining + " avgFillPrice=" + avgFillPrice + " lastFillPrice=" + lastFillPrice + " parent Id=" + parentId + " whyHeld=" + whyHeld;
	}

	static public String openOrder(int orderId, Contract contract, Order order, OrderState orderState) {
		String msg = "open order: orderId=" + orderId + " action=" + order.m_action + " quantity=" + order.m_totalQuantity + " conid=" + contract.m_conId
				+ " symbol=" + contract.m_symbol + " secType=" + contract.m_secType + " expiry=" + contract.m_expiry + " strike=" + contract.m_strike + " right="
				+ contract.m_right + " multiplier=" + contract.m_multiplier + " exchange=" + contract.m_exchange + " primaryExch=" + contract.m_primaryExch
				+ " currency=" + contract.m_currency + " localSymbol=" + contract.m_localSymbol + " tradingClass=" + contract.m_tradingClass + " type="
				+ order.m_orderType + " lmtPrice=" + Util.DoubleMaxString(order.m_lmtPrice) + " auxPrice=" + Util.DoubleMaxString(order.m_auxPrice) + " TIF="
				+ order.m_tif + " localSymbol=" + contract.m_localSymbol + " client Id=" + order.m_clientId + " parent Id=" + order.m_parentId + " permId="
				+ order.m_permId + " outsideRth=" + order.m_outsideRth + " hidden=" + order.m_hidden + " discretionaryAmt=" + order.m_discretionaryAmt
				+ " displaySize=" + order.m_displaySize + " triggerMethod=" + order.m_triggerMethod + " goodAfterTime=" + order.m_goodAfterTime + " goodTillDate="
				+ order.m_goodTillDate + " faGroup=" + order.m_faGroup + " faMethod=" + order.m_faMethod + " faPercentage=" + order.m_faPercentage + " faProfile="
				+ order.m_faProfile + " shortSaleSlot=" + order.m_shortSaleSlot + " designatedLocation=" + order.m_designatedLocation + " exemptCode="
				+ order.m_exemptCode + " ocaGroup=" + order.m_ocaGroup + " ocaType=" + order.m_ocaType + " rule80A=" + order.m_rule80A + " allOrNone="
				+ order.m_allOrNone + " minQty=" + Util.IntMaxString(order.m_minQty) + " percentOffset=" + Util.DoubleMaxString(order.m_percentOffset) + " eTradeOnly="
				+ order.m_eTradeOnly + " firmQuoteOnly=" + order.m_firmQuoteOnly + " nbboPriceCap=" + Util.DoubleMaxString(order.m_nbboPriceCap)
				+ " optOutSmartRouting=" + order.m_optOutSmartRouting + " auctionStrategy=" + order.m_auctionStrategy + " startingPrice="
				+ Util.DoubleMaxString(order.m_startingPrice) + " stockRefPrice=" + Util.DoubleMaxString(order.m_stockRefPrice) + " delta="
				+ Util.DoubleMaxString(order.m_delta) + " stockRangeLower=" + Util.DoubleMaxString(order.m_stockRangeLower) + " stockRangeUpper="
				+ Util.DoubleMaxString(order.m_stockRangeUpper) + " volatility=" + Util.DoubleMaxString(order.m_volatility) + " volatilityType="
				+ order.m_volatilityType + " deltaNeutralOrderType=" + order.m_deltaNeutralOrderType + " deltaNeutralAuxPrice="
				+ Util.DoubleMaxString(order.m_deltaNeutralAuxPrice) + " deltaNeutralConId=" + order.m_deltaNeutralConId + " deltaNeutralSettlingFirm="
				+ order.m_deltaNeutralSettlingFirm + " deltaNeutralClearingAccount=" + order.m_deltaNeutralClearingAccount + " deltaNeutralClearingIntent="
				+ order.m_deltaNeutralClearingIntent + " deltaNeutralOpenClose=" + order.m_deltaNeutralOpenClose + " deltaNeutralShortSale="
				+ order.m_deltaNeutralShortSale + " deltaNeutralShortSaleSlot=" + order.m_deltaNeutralShortSaleSlot + " deltaNeutralDesignatedLocation="
				+ order.m_deltaNeutralDesignatedLocation + " continuousUpdate=" + order.m_continuousUpdate + " referencePriceType=" + order.m_referencePriceType
				+ " trailStopPrice=" + Util.DoubleMaxString(order.m_trailStopPrice) + " trailingPercent=" + Util.DoubleMaxString(order.m_trailingPercent)
				+ " scaleInitLevelSize=" + Util.IntMaxString(order.m_scaleInitLevelSize) + " scaleSubsLevelSize=" + Util.IntMaxString(order.m_scaleSubsLevelSize)
				+ " scalePriceIncrement=" + Util.DoubleMaxString(order.m_scalePriceIncrement) + " scalePriceAdjustValue="
				+ Util.DoubleMaxString(order.m_scalePriceAdjustValue) + " scalePriceAdjustInterval=" + Util.IntMaxString(order.m_scalePriceAdjustInterval)
				+ " scaleProfitOffset=" + Util.DoubleMaxString(order.m_scaleProfitOffset) + " scaleAutoReset=" + order.m_scaleAutoReset + " scaleInitPosition="
				+ Util.IntMaxString(order.m_scaleInitPosition) + " scaleInitFillQty=" + Util.IntMaxString(order.m_scaleInitFillQty) + " scaleRandomPercent="
				+ order.m_scaleRandomPercent + " hedgeType=" + order.m_hedgeType + " hedgeParam=" + order.m_hedgeParam + " account=" + order.m_account
				+ " settlingFirm=" + order.m_settlingFirm + " clearingAccount=" + order.m_clearingAccount + " clearingIntent=" + order.m_clearingIntent + " notHeld="
				+ order.m_notHeld + " whatIf=" + order.m_whatIf;

		if ("BAG".equals(contract.m_secType)) {
			if (contract.m_comboLegsDescrip != null) {
				msg += " comboLegsDescrip=" + contract.m_comboLegsDescrip;
			}

			msg += " comboLegs={";
			if (contract.m_comboLegs != null) {
				for (int i = 0; i < contract.m_comboLegs.size(); ++i) {
					ComboLeg comboLeg = (ComboLeg) contract.m_comboLegs.get(i);
					msg += " leg " + (i + 1) + ": ";
					msg += "conId=" + comboLeg.m_conId;
					msg += " ratio=" + comboLeg.m_ratio;
					msg += " action=" + comboLeg.m_action;
					msg += " exchange=" + comboLeg.m_exchange;
					msg += " openClose=" + comboLeg.m_openClose;
					msg += " shortSaleSlot=" + comboLeg.m_shortSaleSlot;
					msg += " designatedLocation=" + comboLeg.m_designatedLocation;
					msg += " exemptCode=" + comboLeg.m_exemptCode;
					if (order.m_orderComboLegs != null && contract.m_comboLegs.size() == order.m_orderComboLegs.size()) {
						OrderComboLeg orderComboLeg = (OrderComboLeg) order.m_orderComboLegs.get(i);
						msg += " price=" + Util.DoubleMaxString(orderComboLeg.m_price);
					}
					msg += ";";
				}
			}
			msg += "}";

			if (order.m_basisPoints != Double.MAX_VALUE) {
				msg += " basisPoints=" + Util.DoubleMaxString(order.m_basisPoints);
				msg += " basisPointsType=" + Util.IntMaxString(order.m_basisPointsType);
			}
		}

		if (contract.m_underComp != null) {
			UnderComp underComp = contract.m_underComp;
			msg += " underComp.conId =" + underComp.m_conId + " underComp.delta =" + underComp.m_delta + " underComp.price =" + underComp.m_price;
		}

		if (!Util.StringIsEmpty(order.m_algoStrategy)) {
			msg += " algoStrategy=" + order.m_algoStrategy;
			msg += " algoParams={";
			if (order.m_algoParams != null) {
				Vector algoParams = order.m_algoParams;
				for (int i = 0; i < algoParams.size(); ++i) {
					TagValue param = (TagValue) algoParams.elementAt(i);
					if (i > 0) {
						msg += ",";
					}
					msg += param.m_tag + "=" + param.m_value;
				}
			}
			msg += "}";
		}

		if ("BAG".equals(contract.m_secType)) {
			msg += " smartComboRoutingParams={";
			if (order.m_smartComboRoutingParams != null) {
				Vector smartComboRoutingParams = order.m_smartComboRoutingParams;
				for (int i = 0; i < smartComboRoutingParams.size(); ++i) {
					TagValue param = (TagValue) smartComboRoutingParams.elementAt(i);
					if (i > 0) {
						msg += ",";
					}
					msg += param.m_tag + "=" + param.m_value;
				}
			}
			msg += "}";
		}

		String orderStateMsg = " status=" + orderState.m_status + " initMargin=" + orderState.m_initMargin + " maintMargin=" + orderState.m_maintMargin
				+ " equityWithLoan=" + orderState.m_equityWithLoan + " commission=" + Util.DoubleMaxString(orderState.m_commission) + " minCommission="
				+ Util.DoubleMaxString(orderState.m_minCommission) + " maxCommission=" + Util.DoubleMaxString(orderState.m_maxCommission) + " commissionCurrency="
				+ orderState.m_commissionCurrency + " warningText=" + orderState.m_warningText;

		return msg + orderStateMsg;
	}

	static public String openOrderEnd() {
		return " =============== end ===============";
	}

	static public String updateAccountValue(String key, String value, String currency, String accountName) {
		return "updateAccountValue: " + key + " " + value + " " + currency + " " + accountName;
	}

	static public String updatePortfolio(Contract contract, int position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL,
			double realizedPNL, String accountName) {
		String msg = "updatePortfolio: " + contractMsg(contract) + position + " " + marketPrice + " " + marketValue + " " + averageCost + " " + unrealizedPNL + " "
				+ realizedPNL + " " + accountName;
		return msg;
	}

	static public String updateAccountTime(String timeStamp) {
		return "updateAccountTime: " + timeStamp;
	}

	static public String accountDownloadEnd(String accountName) {
		return "accountDownloadEnd: " + accountName;
	}

	static public String nextValidId(int orderId) {
		return "Next Valid Order ID: " + orderId;
	}

	static public String contractDetails(int reqId, ContractDetails contractDetails) {
		Contract contract = contractDetails.m_summary;
		String msg = "reqId = " + reqId + " ===================================\n" + " ---- Contract Details begin ----\n" + contractMsg(contract)
				+ contractDetailsMsg(contractDetails) + " ---- Contract Details End ----\n";
		return msg;
	}

	private static String contractDetailsMsg(ContractDetails contractDetails) {
		String msg = "marketName = " + contractDetails.m_marketName + "\n" + "minTick = " + contractDetails.m_minTick + "\n" + "price magnifier = "
				+ contractDetails.m_priceMagnifier + "\n" + "orderTypes = " + contractDetails.m_orderTypes + "\n" + "validExchanges = "
				+ contractDetails.m_validExchanges + "\n" + "underConId = " + contractDetails.m_underConId + "\n" + "longName = " + contractDetails.m_longName + "\n"
				+ "contractMonth = " + contractDetails.m_contractMonth + "\n" + "industry = " + contractDetails.m_industry + "\n" + "category = "
				+ contractDetails.m_category + "\n" + "subcategory = " + contractDetails.m_subcategory + "\n" + "timeZoneId = " + contractDetails.m_timeZoneId + "\n"
				+ "tradingHours = " + contractDetails.m_tradingHours + "\n" + "liquidHours = " + contractDetails.m_liquidHours + "\n" + "evRule = "
				+ contractDetails.m_evRule + "\n" + "evMultiplier = " + contractDetails.m_evMultiplier + "\n" + contractDetailsSecIdList(contractDetails);
		return msg;
	}

	static public String contractMsg(Contract contract) {
		String msg = "conid = " + contract.m_conId + "\n" + "symbol = " + contract.m_symbol + "\n" + "secType = " + contract.m_secType + "\n" + "expiry = "
				+ contract.m_expiry + "\n" + "strike = " + contract.m_strike + "\n" + "right = " + contract.m_right + "\n" + "multiplier = " + contract.m_multiplier
				+ "\n" + "exchange = " + contract.m_exchange + "\n" + "primaryExch = " + contract.m_primaryExch + "\n" + "currency = " + contract.m_currency + "\n"
				+ "localSymbol = " + contract.m_localSymbol + "\n" + "tradingClass = " + contract.m_tradingClass + "\n";
		return msg;
	}

	static public String bondContractDetails(int reqId, ContractDetails contractDetails) {
		Contract contract = contractDetails.m_summary;
		String msg = "reqId = " + reqId + " ===================================\n" + " ---- Bond Contract Details begin ----\n" + "symbol = " + contract.m_symbol
				+ "\n" + "secType = " + contract.m_secType + "\n" + "cusip = " + contractDetails.m_cusip + "\n" + "coupon = " + contractDetails.m_coupon + "\n"
				+ "maturity = " + contractDetails.m_maturity + "\n" + "issueDate = " + contractDetails.m_issueDate + "\n" + "ratings = " + contractDetails.m_ratings
				+ "\n" + "bondType = " + contractDetails.m_bondType + "\n" + "couponType = " + contractDetails.m_couponType + "\n" + "convertible = "
				+ contractDetails.m_convertible + "\n" + "callable = " + contractDetails.m_callable + "\n" + "putable = " + contractDetails.m_putable + "\n"
				+ "descAppend = " + contractDetails.m_descAppend + "\n" + "exchange = " + contract.m_exchange + "\n" + "currency = " + contract.m_currency + "\n"
				+ "marketName = " + contractDetails.m_marketName + "\n" + "tradingClass = " + contract.m_tradingClass + "\n" + "conid = " + contract.m_conId + "\n"
				+ "minTick = " + contractDetails.m_minTick + "\n" + "orderTypes = " + contractDetails.m_orderTypes + "\n" + "validExchanges = "
				+ contractDetails.m_validExchanges + "\n" + "nextOptionDate = " + contractDetails.m_nextOptionDate + "\n" + "nextOptionType = "
				+ contractDetails.m_nextOptionType + "\n" + "nextOptionPartial = " + contractDetails.m_nextOptionPartial + "\n" + "notes = " + contractDetails.m_notes
				+ "\n" + "longName = " + contractDetails.m_longName + "\n" + "evRule = " + contractDetails.m_evRule + "\n" + "evMultiplier = "
				+ contractDetails.m_evMultiplier + "\n" + contractDetailsSecIdList(contractDetails) + " ---- Bond Contract Details End ----\n";
		return msg;
	}

	static public String contractDetailsSecIdList(ContractDetails contractDetails) {
		String msg = "secIdList={";
		if (contractDetails.m_secIdList != null) {
			Vector secIdList = contractDetails.m_secIdList;
			for (int i = 0; i < secIdList.size(); ++i) {
				TagValue param = (TagValue) secIdList.elementAt(i);
				if (i > 0) {
					msg += ",";
				}
				msg += param.m_tag + "=" + param.m_value;
			}
		}
		msg += "}\n";
		return msg;
	}

	static public String contractDetailsEnd(int reqId) {
		return "reqId = " + reqId + " =============== end ===============";
	}

	static public String execDetails(int reqId, Contract contract, Execution execution) {
		String msg = " ---- Execution Details begin ----\n" + "reqId = " + reqId + "\n" + "orderId = " + execution.m_orderId + "\n" + "clientId = "
				+ execution.m_clientId + "\n" + contractMsg(contract) + "execId = " + execution.m_execId + "\n" + "time = " + execution.m_time + "\n" + "acctNumber = "
				+ execution.m_acctNumber + "\n" + "executionExchange = " + execution.m_exchange + "\n" + "side = " + execution.m_side + "\n" + "shares = "
				+ execution.m_shares + "\n" + "price = " + execution.m_price + "\n" + "permId = " + execution.m_permId + "\n" + "liquidation = "
				+ execution.m_liquidation + "\n" + "cumQty = " + execution.m_cumQty + "\n" + "avgPrice = " + execution.m_avgPrice + "\n" + "orderRef = "
				+ execution.m_orderRef + "\n" + "evRule = " + execution.m_evRule + "\n" + "evMultiplier = " + execution.m_evMultiplier + "\n"
				+ " ---- Execution Details end ----\n";
		return msg;
	}

	static public String execDetailsEnd(int reqId) {
		return "reqId = " + reqId + " =============== end ===============";
	}

	static public String updateMktDepth(int tickerId, int position, int operation, int side, double price, int size) {
		return "updateMktDepth: " + tickerId + " " + position + " " + operation + " " + side + " " + price + " " + size;
	}

	static public String updateMktDepthL2(int tickerId, int position, String marketMaker, int operation, int side, double price, int size) {
		return "updateMktDepth: " + tickerId + " " + position + " " + marketMaker + " " + operation + " " + side + " " + price + " " + size;
	}

	static public String updateNewsBulletin(int msgId, int msgType, String message, String origExchange) {
		return "MsgId=" + msgId + " :: MsgType=" + msgType + " :: Origin=" + origExchange + " :: Message=" + message;
	}

	static public String managedAccounts(String accountsList) {
		return "Connected : The list of managed accounts are : [" + accountsList + "]";
	}

	static public String receiveFA(int faDataType, String xml) {
		return FINANCIAL_ADVISOR + " " + EClientSocket.faMsgTypeName(faDataType) + " " + xml;
	}

	static public String historicalData(int reqId, String date, double open, double high, double low, double close, int volume, int count, double WAP,
			boolean hasGaps) {
		return "id=" + reqId + " date = " + date + " open=" + open + " high=" + high + " low=" + low + " close=" + close + " volume=" + volume + " count=" + count
				+ " WAP=" + WAP + " hasGaps=" + hasGaps;
	}

	public static String realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap, int count) {
		return "id=" + reqId + " time = " + time + " open=" + open + " high=" + high + " low=" + low + " close=" + close + " volume=" + volume + " count=" + count
				+ " WAP=" + wap;
	}

	static public String scannerParameters(String xml) {
		return SCANNER_PARAMETERS + "\n" + xml;
	}

	static public String scannerData(int reqId, int rank, ContractDetails contractDetails, String distance, String benchmark, String projection, String legsStr) {
		Contract contract = contractDetails.m_summary;
		return "id = " + reqId + " rank=" + rank + " symbol=" + contract.m_symbol + " secType=" + contract.m_secType + " expiry=" + contract.m_expiry + " strike="
				+ contract.m_strike + " right=" + contract.m_right + " exchange=" + contract.m_exchange + " currency=" + contract.m_currency + " localSymbol="
				+ contract.m_localSymbol + " marketName=" + contractDetails.m_marketName + " tradingClass=" + contract.m_tradingClass + " distance=" + distance
				+ " benchmark=" + benchmark + " projection=" + projection + " legsStr=" + legsStr;
	}

	static public String scannerDataEnd(int reqId) {
		return "id = " + reqId + " =============== end ===============";
	}

	static public String currentTime(long time) {
		return "current time = " + time + " (" + DateFormat.getDateTimeInstance().format(new Date(time * 1000)) + ")";
	}

	static public String fundamentalData(int reqId, String data) {
		return "id  = " + reqId + " len = " + data.length() + '\n' + data;
	}

	static public String deltaNeutralValidation(int reqId, UnderComp underComp) {
		return "id = " + reqId + " underComp.conId =" + underComp.m_conId + " underComp.delta =" + underComp.m_delta + " underComp.price =" + underComp.m_price;
	}

	static public String tickSnapshotEnd(int tickerId) {
		return "id=" + tickerId + " =============== end ===============";
	}

	static public String marketDataType(int reqId, int marketDataType) {
		return "id=" + reqId + " marketDataType = " + MarketDataType.getField(marketDataType);
	}

	static public String commissionReport(CommissionReport commissionReport) {
		String msg = "commission report:" + " execId=" + commissionReport.m_execId + " commission=" + Util.DoubleMaxString(commissionReport.m_commission)
				+ " currency=" + commissionReport.m_currency + " realizedPNL=" + Util.DoubleMaxString(commissionReport.m_realizedPNL) + " yield="
				+ Util.DoubleMaxString(commissionReport.m_yield) + " yieldRedemptionDate=" + Util.IntMaxString(commissionReport.m_yieldRedemptionDate);
		return msg;
	}

	static public String position(String account, Contract contract, int position, double avgCost) {
		String msg = " ---- Position begin ----\n" + "account = " + account + "\n" + contractMsg(contract) + "position = " + Util.IntMaxString(position) + "\n"
				+ "avgCost = " + Util.DoubleMaxString(avgCost) + "\n" + " ---- Position end ----\n";
		return msg;
	}

	static public String positionEnd() {
		return " =============== end ===============";
	}

	static public String accountSummary(int reqId, String account, String tag, String value, String currency) {
		String msg = " ---- Account Summary begin ----\n" + "reqId = " + reqId + "\n" + "account = " + account + "\n" + "tag = " + tag + "\n" + "value = " + value
				+ "\n" + "currency = " + currency + "\n" + " ---- Account Summary end ----\n";
		return msg;
	}

	static public String accountSummaryEnd(int reqId) {
		return "id=" + reqId + " =============== end ===============";
	}

}