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 +
" symbol=" + contract.m_symbol +
" exchange=" + contract.m_exchange +
" secType=" + contract.m_secType +
" 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 +
" 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"
+ "tradingClass = " + contractDetails.m_tradingClass + "\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";
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 = " + contractDetails.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"
+ "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"
+ "contractExchange = " + contract.m_exchange + "\n"
+ "currency = " + contract.m_currency + "\n"
+ "localSymbol = " + contract.m_localSymbol + "\n"
+ "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=" + contractDetails.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;
}
}