Added necessary parameters to handle multiple sink formats. Functiona…

…lity unchanged. Transparent if you pass DataFrame to you initial processing method.

Project.toml

@@ -5,8 +5,13 @@ version = "0.20.4"
 
 [deps]
 Sockets = "6462fe0b-24de-5631-8697-dd941f90decc"
+
+[weakdeps]
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 
+[extensions]
+DataFramesExt = "DataFrames"
+
 [compat]
 DataFrames = "1.0"
 julia = "1.7"
@@ -15,4 +20,4 @@ julia = "1.7"
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"
 
 [targets]
-test = ["Test"]
+test = ["Test", "DataFrames"]

README.md

@@ -78,13 +78,17 @@ Jib.disconnect(ib)
 ##### Foreground vs. Background Processing
 It is possible to process the server responses either within the main process
 or in a separate background `Task`:
-- **foreground processing** is triggered by invoking `Jib.check_all(ib, wrap)`.
+- **foreground processing** is triggered by invoking `Jib.check_all(ib, wrap, Tab=Dict)`.
   It is the user's responsibility to call it on a **regular basis**,
   especially when data are streaming in.
-- **background processing** is started by `Jib.start_reader(ib, wrap)`.
+- **background processing** is started by `Jib.start_reader(ib, wrap, Tab=Dict)`.
   A separate `Task` is started in the background, which monitors the connection and processes
   the responses as they arrive.
 
+Tab is the sink format. that is used when applicable. The library supports an extension for 
+DataFrames (just pass `DataFrame` as a last parameter to the above functions), otherwise 
+you'll receive a Dict as a default format.
+
 To avoid undesired effects, the two approaches should not be mixed together
 on the same connection.
 

data/wrapper_signatures.jl

@@ -48,7 +48,7 @@ managedAccounts(accountsList::String)
 
 receiveFA(faDataType::FaDataType, xml::String)
 
-historicalData(reqId::Int, bar::DataFrame)
+historicalData(reqId::Int, bar::Dict)
 
 scannerParameters(xml::String)
 
@@ -106,15 +106,15 @@ familyCodes(familyCodes::Vector{FamilyCode})
 
 symbolSamples(reqId::Int, contractDescriptions::Vector{ContractDescription})
 
-mktDepthExchanges(depthMktDataDescriptions::DataFrame)
+mktDepthExchanges(depthMktDataDescriptions::Dict)
 
 tickNews(tickerId::Int, timeStamp::Int, providerCode::String, articleId::String, headline::String, extraData::String)
 
-smartComponents(reqId::Int, theMap::DataFrame)
+smartComponents(reqId::Int, theMap::Dict)
 
 tickReqParams(tickerId::Int, minTick::Union{Float64,Nothing}, bboExchange::String, snapshotPermissions::Int)
 
-newsProviders(newsProviders::DataFrame)
+newsProviders(newsProviders::Dict)
 
 newsArticle(requestId::Int, articleType::Int, articleText::String)
 
@@ -124,25 +124,25 @@ historicalNewsEnd(requestId::Int, hasMore::Bool)
 
 headTimestamp(reqId::Int, headTimestamp::String)
 
-histogramData(reqId::Int, data::DataFrame)
+histogramData(reqId::Int, data::Dict)
 
 historicalDataUpdate(reqId::Int, bar::Bar)
 
 rerouteMktDataReq(reqId::Int, conid::Int, exchange::String)
 
 rerouteMktDepthReq(reqId::Int, conid::Int, exchange::String)
 
-marketRule(marketRuleId::Int, priceIncrements::DataFrame)
+marketRule(marketRuleId::Int, priceIncrements::Dict)
 
 pnl(reqId::Int, dailyPnL::Float64, unrealizedPnL::Float64, realizedPnL::Float64)
 
 pnlSingle(reqId::Int, pos::Int, dailyPnL::Float64, unrealizedPnL::Union{Float64,Nothing}, realizedPnL::Union{Float64,Nothing}, value::Float64)
 
-historicalTicks(reqId::Int, ticks::DataFrame, done::Bool)
+historicalTicks(reqId::Int, ticks::Dict, done::Bool)
 
-historicalTicksBidAsk(reqId::Int, ticks::DataFrame, done::Bool)
+historicalTicksBidAsk(reqId::Int, ticks::Dict, done::Bool)
 
-historicalTicksLast(reqId::Int, ticks::DataFrame, done::Bool)
+historicalTicksLast(reqId::Int, ticks::Dict, done::Bool)
 
 tickByTickAllLast(reqId::Int, tickType::Int, time::Int, price::Float64, size::Float64, attribs::TickAttribLast, exchange::String, specialConditions::String)
 
@@ -162,6 +162,6 @@ wshMetaData(reqId::Int, dataJson::String)
 
 wshEventData(reqId::Int, dataJson::String)
 
-historicalSchedule(reqId::Int, startDateTime::String, endDateTime::String, timeZone::String, sessions::DataFrame)
+historicalSchedule(reqId::Int, startDateTime::String, endDateTime::String, timeZone::String, sessions::Dict)
 
 userInfo(reqId::Int, whiteBrandingId::String)

ext/DataFramesExt.jl

@@ -0,0 +1,21 @@
+module DataFramesExt
+
+import Jib
+
+using DataFrames
+
+function Jib.Reader.fill_table(cols, n::Int, it, Tab::Type{<:DataFrame})
+
+    df = Tab([k => Vector{T}(undef, n) for (k, T) ∈ pairs(cols)];
+                   copycols=false)
+
+    nr, nc = size(df)
+
+    for r ∈ 1:nr, c ∈ 1:nc
+      df[r, c] = Jib.Reader.pop(it)
+    end
+
+    df
+  end
+
+end

src/Jib.jl

@@ -1,7 +1,6 @@
 module Jib
 
-using DataFrames,
-      Sockets
+using Sockets
 
 include("client.jl")
 include("enums.jl")

src/decode.jl

@@ -6,7 +6,7 @@ include("ticktype.jl")
 # Make a shortcut
 const pop = popfirst!
 
-function decode(it, w, ver)
+function decode(it, w, ver, Tab=Dict)
 
   # The first field is the message ID
   id::Int = pop(it)
@@ -23,7 +23,7 @@ function decode(it, w, ver)
 
   else
     try
-      f(it, w, ver)
+      f(it, w, ver, Tab)
     catch e
       @error "decode(): exception caught" M=it.msg
       # Print stacktrace to stderr