/* * EClientSocket.java * */package com.ib.client;import java.io.*;import java.net.*;public class EClientSocket {    // Client version history    //    // 	6 = Added parentId to orderStatus    // 	7 = The new execDetails event returned for an order filled status and reqExecDetails    //     Also market depth is available.    // 	8 = Added lastFillPrice to orderStatus() event and permId to execution details    //  9 = Added 'averageCost', 'unrealizedPNL', and 'unrealizedPNL' to updatePortfolio event    // 10 = Added 'serverId' to the 'open order' & 'order status' events.    //      We send back all the API open orders upon connection.    //      Added new methods reqAllOpenOrders, reqAutoOpenOrders()    //      Added FA support - reqExecution has filter.    //                       - reqAccountUpdates takes acct code.    // 11 = Added permId to openOrder event.    // 12 = requsting open order attributes ignoreRth, hidden, and discretionary    // 13 = added goodAfterTime    // 14 = always send size on bid/ask/last tick    // 15 = send allocation description string on openOrder    // 16 = can receive account name in account and portfolio updates, and fa params in openOrder    // 17 = can receive liquidation field in exec reports, and notAutoAvailable field in mkt data    // 18 = can receive good till date field in open order messages, and request intraday backfill    // 19 = can receive rthOnly flag in ORDER_STATUS    // 20 = expects TWS time string on connection after server version >= 20.    // 21 = can receive bond contract details.    // 22 = can receive price magnifier in version 2 contract details message    // 23 = support for scanner    // 24 = can receive volatility order parameters in open order messages    // 25 = can receive HMDS query start and end times    // 26 = can receive option vols in option market data messages    // 27 = can receive delta neutral order type and delta neutral aux price in place order version 20: API 8.85    // 28 = can receive option model computation ticks: API 8.9    // 29 = can receive trail stop limit price in open order and can place them: API 8.91    // 30 = can receive extended bond contract def, new ticks, and trade count in bars    public static final int CLIENT_VERSION = 30;    private static final int SERVER_VERSION = 1;    private static final byte[] EOL = {0};    private static final String BAG_SEC_TYPE = "BAG";    // FA msg data types    public static final int GROUPS = 1;    public static final int PROFILES = 2;    public static final int ALIASES = 3;    public static String faMsgTypeName(int faDataType) {        switch (faDataType) {            case GROUPS:                return "GROUPS";            case PROFILES:                return "PROFILES";            case ALIASES:                return "ALIASES";        }        return null;    }    // outgoing msg id's    private static final int REQ_MKT_DATA = 1;    private static final int CANCEL_MKT_DATA = 2;    private static final int PLACE_ORDER = 3;    private static final int CANCEL_ORDER = 4;    private static final int REQ_OPEN_ORDERS = 5;    private static final int REQ_ACCOUNT_DATA = 6;    private static final int REQ_EXECUTIONS = 7;    private static final int REQ_IDS = 8;    private static final int REQ_CONTRACT_DATA = 9;    private static final int REQ_MKT_DEPTH = 10;    private static final int CANCEL_MKT_DEPTH = 11;    private static final int REQ_NEWS_BULLETINS = 12;    private static final int CANCEL_NEWS_BULLETINS = 13;    private static final int SET_SERVER_LOGLEVEL = 14;    private static final int REQ_AUTO_OPEN_ORDERS = 15;    private static final int REQ_ALL_OPEN_ORDERS = 16;    private static final int REQ_MANAGED_ACCTS = 17;    private static final int REQ_FA = 18;    private static final int REPLACE_FA = 19;    private static final int REQ_HISTORICAL_DATA = 20;    private static final int EXERCISE_OPTIONS = 21;    private static final int REQ_SCANNER_SUBSCRIPTION = 22;    private static final int CANCEL_SCANNER_SUBSCRIPTION = 23;    private static final int REQ_SCANNER_PARAMETERS = 24;    private static final int CANCEL_HISTORICAL_DATA = 25;    private AnyWrapper m_anyWrapper; // msg handler    private Socket m_socket; // the socket    private DataOutputStream m_dos; // the socket output stream    private boolean m_connected; // true if we are connected    private EReader m_reader; // thread which reads msgs from socket    private int m_serverVersion = 1;    private String m_TwsTime;    public int serverVersion() {        return m_serverVersion;    }    public String TwsConnectionTime() {        return m_TwsTime;    }    public AnyWrapper wrapper() {        return m_anyWrapper;    }    public EReader reader() {        return m_reader;    }    public EClientSocket(AnyWrapper anyWrapper) {        m_anyWrapper = anyWrapper;    }    public boolean isConnected() {        return m_connected;    }    public synchronized void eConnect(String host, int port, int clientId) {        // already connected?        if (m_connected) {            m_anyWrapper.error(EClientErrors.NO_VALID_ID, EClientErrors.ALREADY_CONNECTED.code(),                               EClientErrors.ALREADY_CONNECTED.msg());            return;        }        try {            // connect            if (isNull(host)) {                host = "127.0.0.1";            }            m_socket = new Socket(host, port);            // create io streams            DataInputStream dis = new DataInputStream(m_socket.getInputStream());            m_dos = new DataOutputStream(m_socket.getOutputStream());            // set client version            send(CLIENT_VERSION);            // start reader thread            m_reader = createReader(this, dis);            // check server version            m_serverVersion = m_reader.readInt();            System.out.println("Server Version:" + m_serverVersion);            if (m_serverVersion >= 20) {                m_TwsTime = m_reader.readStr();                System.out.println("TWS Time at connection:" + m_TwsTime);            }            if (m_serverVersion < SERVER_VERSION) {                m_anyWrapper.error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS.code(),                                   EClientErrors.UPDATE_TWS.msg());                return;            }            // Send the client id            if (m_serverVersion >= 3) {                send(clientId);            }            m_reader.start();            // set connected flag            m_connected = true;        } catch (Exception e) {            m_anyWrapper.error(EClientErrors.NO_VALID_ID, EClientErrors.CONNECT_FAIL.code(),                               EClientErrors.CONNECT_FAIL.msg());            m_reader = null;        }    }    public synchronized void eDisconnect() {        // not connected?        if (!m_connected) {            return;        }        try {            // stop reader thread            if (m_reader != null) {                m_reader.interrupt();            }            // close socket            if (m_socket != null) {                m_socket.close();            }        } catch (Exception e) {        }        m_connected = false;    }    public synchronized void cancelScannerSubscription(int tickerId) {        // not connected?        if (!m_connected) {            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");            return;        }        if (m_serverVersion < 24) {            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS,                  "  It does not support API scanner subscription.");            return;        }        final int VERSION = 1;        // send cancel mkt data msg        try {            send(CANCEL_SCANNER_SUBSCRIPTION);            send(VERSION);            send(tickerId);        } catch (Exception e) {            error(tickerId, EClientErrors.FAIL_SEND_CANSCANNER, "" + e);            close();        }    }    public synchronized void reqScannerParameters() {        // not connected?        if (!m_connected) {            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");            return;        }        if (m_serverVersion < 24) {            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS,                  "  It does not support API scanner subscription.");            return;        }        final int VERSION = 1;        try {            send(REQ_SCANNER_PARAMETERS);            send(VERSION);        } catch (Exception e) {            error(EClientErrors.NO_VALID_ID, EClientErrors.FAIL_SEND_REQSCANNERPARAMETERS, "" + e);            close();        }    }    public synchronized void reqScannerSubscription(int tickerId, ScannerSubscription subscription) {        // not connected?        if (!m_connected) {            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");            return;        }        if (m_serverVersion < 24) {            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS,                  "  It does not support API scanner subscription.");            return;        }        final int VERSION = 3;        try {            send(REQ_SCANNER_SUBSCRIPTION);            send(VERSION);            send(tickerId);            sendMax(subscription.numberOfRows());            send(subscription.instrument());            send(subscription.locationCode());            send(subscription.scanCode());            sendMax(subscription.abovePrice());            sendMax(subscription.belowPrice());            sendMax(subscription.aboveVolume());            sendMax(subscription.marketCapAbove());            sendMax(subscription.marketCapBelow());            send(subscription.moodyRatingAbove());            send(subscription.moodyRatingBelow());            send(subscription.spRatingAbove());            send(subscription.spRatingBelow());            send(subscription.maturityDateAbove());            send(subscription.maturityDateBelow());            sendMax(subscription.couponRateAbove());            sendMax(subscription.couponRateBelow());            send(subscription.excludeConvertible());            if (m_serverVersion >= 25) {                send(subscription.averageOptionVolumeAbove());                send(subscription.scannerSettingPairs());            }            if (m_serverVersion >= 27) {                send(subscription.stockTypeFilter());            }        } catch (Exception e) {            error(tickerId, EClientErrors.FAIL_SEND_REQSCANNER, "" + e);            close();        }    }    public synchronized void reqMktData(int tickerId, Contract contract, String genericTickList) {        // not connected?        if (!m_connected) {            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");            return;        }        final int VERSION = 6;        try {            // send req mkt data msg            send(REQ_MKT_DATA);            send(VERSION);            send(tickerId);            send(contract.m_symbol);            send(contract.m_secType);            send(contract.m_expiry);            send(contract.m_strike);            send(contract.m_right);            if (m_serverVersion >= 15) {                send(contract.m_multiplier);            }            send(contract.m_exchange);            if (m_serverVersion >= 14) {                send(contract.m_primaryExch);            }            send(contract.m_currency);            if (m_serverVersion >= 2) {                send(contract.m_localSymbol);            }            if (m_serverVersion >= 8 && BAG_SEC_TYPE.equalsIgnoreCase(contract.m_secType)) {                if (contract.m_comboLegs == null) {                    send(0);                } else {                    send(contract.m_comboLegs.size());                    ComboLeg comboLeg;                    for (int i = 0; i < contract.m_comboLegs.size(); i++) {                        comboLeg = (ComboLeg) contract.m_comboLegs.get(i);                        send(comboLeg.m_conId);                        send(comboLeg.m_ratio);                        send(comboLeg.m_action);                        send(comboLeg.m_exchange);                    }                }            }            if (m_serverVersion >= 31) {                send(genericTickList);            }        } catch (Exception e) {            error(tickerId, EClientErrors.FAIL_SEND_REQMKT, "" + e);            close();        }    }    public synchronized void cancelHistoricalData(int tickerId) {        // not connected?        if (!m_connected) {            error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");            return;        }        if (m_serverVersion < 24) {            error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS,                  "  It does not support historical data query cancellation.");            return;        }        final int VERSION = 1;        // send cancel mkt data msg        try {            send(CANCEL_HISTORICAL_DATA);            send(VERSION);            send(tickerId);        } catch (Exception e) {            error(tickerId, EClientErrors.FAIL_SEND_CANSCANNER, "" + e);            close();        }    }