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wrapper.jl
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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]
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")