Update to API v161

Project.toml

@@ -1,7 +1,7 @@
 name = "Jib"
 uuid = "f310f2d2-a263-11e8-3998-47bd686f18f7"
 authors = ["Luca Billi <noreply.section+dev@gmail.com>"]
-version = "0.12.2"
+version = "0.12.3"
 
 [deps]
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"

src/Jib.jl

@@ -62,10 +62,10 @@ function connect(host, port, clientId, connectOptions::String="", optionalCapabi
 
   @assert length(res) == 2
 
-  @info "Connected" V=res[1] T=res[2]
+  @info "connected" V=res[1] T=res[2]
 
   v = parse(Int, res[1])
-  m ≤ v ≤ M || error("Unsupported version.")
+  m ≤ v ≤ M || error("unsupported version")
 
   ib = Connection(s, clientId, connectOptions, Client.Version(v), from_ibtime(res[2]))
 

src/decoder.jl

@@ -27,20 +27,20 @@ function decode(msg, w, ver)
   f = get(process, id, nothing)
 
   if isnothing(f)
-    @error "Decoder: unknown message" id
+    @error "decoder: unknown message" id
 
   else
     try
       f(it, w, ver)
     catch e
       if e isa EOFError
-        @error "Decoder: reached end of message" id
+        @error "decoder: reached end of message" id
       else
         rethrow()
       end
     end
 
-    isempty(it) || @error "Decoder: messsage not fully parsed" id
+    isempty(it) || @error "decoder: message not fully parsed" id
   end
 end
 

src/encoder.jl

@@ -13,7 +13,7 @@ end
 
 Define various encodings for known types
 """
-(e::Encoder)(::T) where T = error("Unknown Type: $T")
+(e::Encoder)(::T) where T = error("unknown Type: $T")
 
 (e::Encoder)(x::Union{AbstractString,Int,Float64,Symbol}) = print(e.buf, x, '\0')
 
@@ -29,7 +29,7 @@ function (e::Encoder)(x::NamedTuple)
 
   for (n, v) ∈ pairs(x)
     v isa Union{AbstractString,Int,Float64} ||
-      @warn "Unsupported Type in NamedTuple" n v T=typeof(v)
+      @warn "unsupported Type in NamedTuple" n v T=typeof(v)
 
     print(e.buf, n, '=', v, ';')
   end

src/field.jl

@@ -30,7 +30,7 @@ function Base.convert(::Type{Bool}, x::Field)
 
   res = findfirst(==(x.value), ("1", "true", "0", "false"))
 
-  isnothing(res) && error("Invalid Bool: $(x.value)")
+  isnothing(res) && error("invalid Bool: $(x.value)")
 
   res < 3
 end

src/process.jl

@@ -876,7 +876,7 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
             w.tickByTickMidPoint(reqId, time, slurp(Float64, it))
 
           else
-            @warn "TICK_BY_TICK: Unknown ticktype" T=ticktype
+            @warn "TICK_BY_TICK: unknown ticktype" T=ticktype
           end
         end,
 
@@ -1017,6 +1017,12 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
  102 => (it, w, ver) -> w.completedOrdersEnd(),
 
   # REPLACE_FA_END
- 103 => (it, w, ver) -> w.replaceFAEnd(slurp((Int,String), it)...)
+ 103 => (it, w, ver) -> w.replaceFAEnd(slurp((Int,String), it)...),
+
+ # WSH_META_DATA
+ 104 => (it, w, ver) -> w.wshMetaData(slurp((Int,String), it)...),
+
+ # WSH_EVENT_DATA
+ 105 => (it, w, ver) -> w.wshEventData(slurp((Int,String), it)...)
 
 )

src/reader.jl

@@ -69,13 +69,13 @@ function start_reader(ib, w)
             catch e
 
               if e isa EOFError
-                @warn "Connection Terminated"
+                @warn "connection terminated"
               else
-                @error "Exception thrown" e
+                @error "exception thrown" e
               end
             end
 
-            @info "Reader Exiting"
+            @info "reader exiting"
           end
 end
 

src/requests.jl

@@ -613,6 +613,13 @@ cancelTickByTickData(ib::Connection, reqId::Int) = req_simple(ib, 98, reqId) ###
 
 reqCompletedOrders(ib::Connection, apiOnly::Bool) = req_simple(ib, 99, apiOnly) ### REQ_COMPLETED_ORDERS
 
+reqWshMetaData(ib::Connection, reqId::Int) = req_simple(ib, 100, reqId) ### REQ_WSH_META_DATA
+
+cancelWshMetaData(ib::Connection, reqId::Int) = req_simple(ib, 101, reqId) ### CANCEL_WSH_META_DATA
+
+reqWshEventData(ib::Connection, reqId::Int, conId::Int) = req_simple(ib, 102, reqId) ### REQ_WSH_EVENT_DATA
+
+cancelWshEventData(ib::Connection, reqId::Int) = req_simple(ib, 103, reqId) ### CANCEL_WSH_EVENT_DATA
 
 # Exports
 export reqMktData,
@@ -689,5 +696,9 @@ export reqMktData,
        reqHistoricalTicks,
        reqTickByTickData,
        cancelTickByTickData,
-       reqCompletedOrders
+       reqCompletedOrders,
+       reqWshMetaData,
+       cancelWshMetaData,
+       reqWshEventData,
+       cancelWshEventData
 end

src/utils.jl

@@ -10,7 +10,7 @@ function from_ibtime(s)
     ZonedDateTime(DateTime(s[1:17], "yyyymmdd HH:MM:SS"), tz)
 
   else
-    error("Unknown format $s")
+    error("unknown format $s")
   end
 end
 
@@ -57,7 +57,7 @@ function validatetz(tz)
     tz"Asia/Shanghai"
 
   else
-    error("Unknown TZ: $tz")
+    error("unknown TZ: $tz")
   end
 end
 

src/versions.jl

@@ -6,5 +6,6 @@
   DURATION                 = 158
   MARKET_DATA_IN_SHARES    = 159
   POST_TO_ATS              = 160
+  WSHE_CALENDAR            = 161
 
 end

src/wrapper.jl

@@ -82,6 +82,8 @@ struct Wrapper
   completedOrder::Function
   completedOrdersEnd::Function
   replaceFAEnd::Function
+  wshMetaData::Function
+  wshEventData::Function
 end
 function Wrapper(; kw...)
 
@@ -136,7 +138,7 @@ function simple_wrap()
                  println("OpenOrder: $orderId $(orderstate.status)")
               end,
 
-    openOrderEnd= () -> println("OpenOrderEnd."),
+    openOrderEnd= () -> println("OpenOrderEnd"),
 
     updateAccountValue= (key::String, val::String, currency::String, accountName::String) ->
                           println("AccountValue: $key $val $currency $accountName"),
@@ -202,7 +204,7 @@ function simple_wrap()
 
     scannerParameters= function(xml::String)
                         d[:scannerparam] = xml
-                        println("ScannerParameters.")
+                        println("ScannerParameters")
                        end,
 
     scannerData= function(reqId::Int, rank::Vector{Int}, contractDetails::Vector{ContractDetails}, distance::Vector{String}, benchmark::Vector{String}, projection::Vector{String}, legsStr::Vector{String})
@@ -231,13 +233,13 @@ function simple_wrap()
 
     commissionReport= function(commissionReport::CommissionReport)
                         d[:commission] = commissionReport
-                        println("CommissionReport.")
+                        println("CommissionReport")
                       end,
 
     position= (account::String, contract::Contract, position::Float64, avgCost::Float64) ->
                 println("Position: $account $(contract.symbol) $position $avgCost"),
 
-    positionEnd= () -> println("PositionEnd."),
+    positionEnd= () -> println("PositionEnd"),
 
     accountSummary= (reqId::Int, account::String, tag::String, value::String, currency::String) -> println("AccountSummary: $reqId $account $tag $value $currency"),
 
@@ -281,7 +283,7 @@ function simple_wrap()
 
     mktDepthExchanges= function(depthMktDataDescriptions::DataFrame)
                         d[:mktdepthexchanges] = depthMktDataDescriptions
-                        println("MktDepthExchanges.")
+                        println("MktDepthExchanges")
                       end,
 
     tickNews= (tickerId::Int, timeStamp::Int, providerCode::String, articleId::String, headline::String, extraData::String) ->
@@ -299,7 +301,7 @@ function simple_wrap()
 
     newsProviders= function(newsProviders::DataFrame)
                      d[:newsproviders] = newsProviders
-                     println("NewsProviders.")
+                     println("NewsProviders")
                    end,
 
     newsArticle= function(requestId::Int, articleType::Int, articleText::String)
@@ -377,9 +379,13 @@ function simple_wrap()
                  println("CompletedOrder: $(contract.symbol) $(orderState.status)")
               end,
 
-    completedOrdersEnd= () -> println("CompletedOrdersEnd."),
+    completedOrdersEnd= () -> println("CompletedOrdersEnd"),
 
     replaceFAEnd= (reqId::Int, text::String) -> println("ReplaceFAEnd: $reqId $text"),
+
+    wshMetaData= (reqId::Int, dataJson::String) -> println("WshMetaData: $reqId $dataJson"),
+
+    wshEventData= (reqId::Int, dataJson::String) -> println("WshEventData: $reqId $dataJson"),
   )
 
   d, w