InteractiveBrokers.jl/src/wrapper.jl at main · oliviermilla/InteractiveBrokers.jl · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
const callbacks = [:tickPrice,
                   :tickSize,
                   :tickOptionComputation,
                   :tickGeneric,
                   :tickString,
                   :tickEFP,
                   :orderStatus,
                   :openOrder,
                   :openOrderEnd,
#                  :winError,
#                  :connectionClosed,
                   :updateAccountValue,
                   :updatePortfolio,
                   :updateAccountTime,
                   :accountDownloadEnd,
                   :nextValidId,
                   :contractDetails,
                   :bondContractDetails,
                   :contractDetailsEnd,
                   :execDetails,
                   :execDetailsEnd,
                   :error,
                   :updateMktDepth,
                   :updateMktDepthL2,
                   :updateNewsBulletin,
                   :managedAccounts,
                   :receiveFA,
                   :historicalData,
                   :scannerParameters,
                   :scannerData,
                   :realtimeBar,
                   :currentTime,
                   :fundamentalData,
                   :deltaNeutralValidation,
                   :tickSnapshotEnd,
                   :marketDataType,
                   :commissionReport,
                   :position,
                   :positionEnd,
                   :accountSummary,
                   :accountSummaryEnd,
                   :verifyMessageAPI,
                   :verifyCompleted,
                   :displayGroupList,
                   :displayGroupUpdated,
                   :verifyAndAuthMessageAPI,
                   :verifyAndAuthCompleted,
#                  :connectAck,
                   :positionMulti,
                   :positionMultiEnd,
                   :accountUpdateMulti,
                   :accountUpdateMultiEnd,
                   :securityDefinitionOptionalParameter,
                   :securityDefinitionOptionalParameterEnd,
                   :softDollarTiers,
                   :familyCodes,
                   :symbolSamples,
                   :mktDepthExchanges,
                   :tickNews,
                   :smartComponents,
                   :tickReqParams,
                   :newsProviders,
                   :newsArticle,
                   :historicalNews,
                   :historicalNewsEnd,
                   :headTimestamp,
                   :histogramData,
                   :historicalDataUpdate,
                   :rerouteMktDataReq,
                   :rerouteMktDepthReq,
                   :marketRule,
                   :pnl,
                   :pnlSingle,
                   :historicalTicks,
                   :historicalTicksBidAsk,
                   :historicalTicksLast,
                   :tickByTickAllLast,
                   :tickByTickBidAsk,
                   :tickByTickMidPoint,
                   :orderBound,
                   :completedOrder,
                   :completedOrdersEnd,
                   :replaceFAEnd,
                   :wshMetaData,
                   :wshEventData,
                   :historicalSchedule,
                   :userInfo,
                   :historicalDataEnd,
                   :currentTimeInMillis,
                   :configResponseProtoBuf,
                   :updateConfigResponseProtoBuf]

abstract type AbstractIBCallbackWrapper end

function forward(w::AbstractIBCallbackWrapper) end

struct Wrapper <: AbstractIBCallbackWrapper

  clientObject::Any

  cb::Dict{Symbol,Function}

  function Wrapper(clientObject; kw...)

    cb = Dict{Symbol,Function}(kw)

    x = setdiff(keys(cb), callbacks)

    isempty(x) || error("unknown callback $x")

    new(clientObject, cb)
  end
end

Wrapper(; kw...) = Wrapper(nothing; kw...)

function forward(w::Wrapper, s::Symbol, data...)
  co = getfield(w, :clientObject)
  isnothing(co) && return getproperty(w, s)(data...)
  getproperty(w, s)(co, data...)
end

Base.getproperty(w::Wrapper, name::Symbol) =
  get(getfield(w, :cb), name) do

    if name ∈ callbacks
      @info "undefined callback" name
    else
      @error "unknown callback" name
    end

    # Noop
    (_...) -> nothing
  end


Base.propertynames(w::Wrapper) = getfield(w, :cb) |> keys |> collect


function Base.setproperty!(w::Wrapper, name::Symbol, f)

  name ∈ callbacks || error("unknown callback $name")

  getfield(w, :cb)[name] = f
end

include("simple_wrap.jl")