Merge branch 'ironfly' of https://github.com/laxaurus/finopt.git into

ironfly

Conflicts:
	src/comms/__init__.pyc
	src/comms/ibgw/__init__.pyc
	src/misc2/__init__.pyc

src/comms/ibc/base_client_messaging.py

@@ -0,0 +1,251 @@
+#!/usr/bin/env python
+# -*- coding: utf-8 -*-
+import logging
+
+
+from ib.ext.Contract import Contract
+from misc2.helpers import ContractHelper, ExecutionFilterHelper, OrderHelper
+from comms.ibgw.base_messaging import  BaseMessageListener
+from misc2.observer import NotImplementedException
+         
+
+class GatewayCommandWrapper():
+
+    def __init__(self, producer):
+        self.producer = producer
+  
+    def reqOpenOrders(self):
+        self.producer.send_message('reqOpenOrders', '')
+    
+    def reqIds(self):
+        self.producer.send_message('reqIds', '')
+    
+    def reqNewsBulletins(self):
+        logging.error('reqNewsBulletins: NOT IMPLEMENTED')
+    
+    def cancelNewsBulletins(self):
+        logging.error('cancelNewsBulletins: NOT IMPLEMENTED')
+    
+    def setServerLogLevel(self):
+        logging.error('setServerLogLevel: NOT IMPLEMENTED')
+  
+    def reqAutoOpenOrders(self):
+        logging.error('reqAutoOpenOrders: NOT IMPLEMENTED')
+    
+    def reqAllOpenOrders(self):
+        logging.error('reqAllOpenOrders: NOT IMPLEMENTED')
+    
+    def reqManagedAccts(self):
+        logging.error('reqManagedAccts: NOT IMPLEMENTED')
+    
+    def requestFA(self):
+        logging.error('requestFA: NOT IMPLEMENTED')
+    
+    def reqPositions(self):
+        self.producer.send_message('reqPositions', '')
+        
+    def reqHistoricalData(self):
+        logging.error('reqHistoricalData: NOT IMPLEMENTED')
+        
+    def reqAccountUpdates(self):
+        self.producer.send_message('reqAccountUpdates', '1')
+
+    def reqExecutions(self, exec_filter=None):
+        self.producer.send_message('reqExecutions', ExecutionFilterHelper.object2kvstring(exec_filter) if exec_filter <> None else '')
+
+    def reqMktData(self, contract):
+        self.producer.send_message('reqMktData', ContractHelper.object2kvstring(contract))
+        
+    def reqAccountSummary(self, reqId, group, tags):
+        self.producer.send_message('reqAccountSummary', self.producer.message_dumps([reqId, group, tags]))
+    
+    def placeOrder(self, id, contract, order):
+        self.producer.send_message('placeOrder', 
+                                   self.producer.message_dumps([id, ContractHelper.contract2kvstring(contract), OrderHelper.object2kvstring(order)]))
+    
+        
+
+    def gw_req_subscriptions(self):
+        
+        self.producer.send_message('gw_req_subscriptions', self.producer.message_dumps(None))
+        
+        
+        
+    
+class AbstractGatewayListener(BaseMessageListener):
+    
+    def __init__(self, name):
+        BaseMessageListener.__init__(self, name)
+        
+    
+    def tickPrice(self, event, message_value):  # tickerId, field, price, canAutoExecute):
+        """ generated source for method tickPrice """
+        raise NotImplementedException
+   
+    def tickSize(self, event, message_value):  # tickerId, field, size):
+        """ generated source for method tickSize """
+        raise NotImplementedException
+   
+    def tickOptionComputation(self, event, message_value):  # tickerId, field, impliedVol, delta, optPrice, pvDividend, gamma, vega, theta, undPrice):
+        """ generated source for method tickOptionComputation """
+        raise NotImplementedException
+   
+    def tickGeneric(self, event, message_value):  # tickerId, tickType, value):
+        """ generated source for method tickGeneric """
+        raise NotImplementedException
+   
+    def tickString(self, event, message_value):  # tickerId, tickType, value):
+        """ generated source for method tickString """
+        raise NotImplementedException
+   
+    def tickEFP(self, event, message_value):  # tickerId, tickType, basisPoints, formattedBasisPoints, impliedFuture, holdDays, futureExpiry, dividendImpact, dividendsToExpiry):
+        """ generated source for method tickEFP """
+        raise NotImplementedException
+   
+    def orderStatus(self, event, message_value):  # orderId, status, filled, remaining, avgFillPrice, permId, parentId, lastFillPrice, clientId, whyHeld):
+        """ generated source for method orderStatus """
+        raise NotImplementedException
+   
+    def openOrder(self, event, message_value):  # orderId, contract, order, orderState):
+        """ generated source for method openOrder """
+        raise NotImplementedException
+   
+    def openOrderEnd(self, event, message_value):
+        """ generated source for method openOrderEnd """
+        raise NotImplementedException
+   
+    def updateAccountValue(self, event, message_value):  # key, value, currency, accountName):
+        """ generated source for method updateAccountValue """
+        raise NotImplementedException
+   
+    def updatePortfolio(self, event, message_value):  # contract, position, marketPrice, marketValue, averageCost, unrealizedPNL, realizedPNL, accountName):
+        """ generated source for method updatePortfolio """
+        raise NotImplementedException
+   
+    def updateAccountTime(self, event, message_value):  # timeStamp):
+        """ generated source for method updateAccountTime """
+        raise NotImplementedException
+   
+    def accountDownloadEnd(self, event, message_value):  # accountName):
+        """ generated source for method accountDownloadEnd """
+        raise NotImplementedException
+   
+    def nextValidId(self, event, message_value):  # orderId):
+        """ generated source for method nextValidId """
+        raise NotImplementedException
+   
+    def contractDetails(self, event, message_value):  # reqId, contractDetails):
+        """ generated source for method contractDetails """
+        raise NotImplementedException
+   
+    def bondContractDetails(self, event, message_value):  # reqId, contractDetails):
+        """ generated source for method bondContractDetails """
+        raise NotImplementedException
+   
+    def contractDetailsEnd(self, event, message_value):  # reqId):
+        """ generated source for method contractDetailsEnd """
+        raise NotImplementedException
+   
+    def execDetails(self, event, message_value):  # reqId, contract, execution):
+        """ generated source for method execDetails """
+        raise NotImplementedException
+   
+    def execDetailsEnd(self, event, message_value):  # reqId):
+        """ generated source for method execDetailsEnd """
+        raise NotImplementedException
+   
+    def updateMktDepth(self, event, message_value):  # tickerId, position, operation, side, price, size):
+        """ generated source for method updateMktDepth """
+        raise NotImplementedException
+   
+    def updateMktDepthL2(self, event, message_value):  # tickerId, position, marketMaker, operation, side, price, size):
+        """ generated source for method updateMktDepthL2 """
+        raise NotImplementedException
+   
+    def updateNewsBulletin(self, event, message_value):  # msgId, msgType, message, origExchange):
+        """ generated source for method updateNewsBulletin """
+        raise NotImplementedException
+   
+    def managedAccounts(self, event, message_value):  # accountsList):
+        """ generated source for method managedAccounts """
+        raise NotImplementedException
+   
+    def receiveFA(self, event, message_value):  # faDataType, xml):
+        """ generated source for method receiveFA """
+        raise NotImplementedException
+   
+    def historicalData(self, event, message_value):  # reqId, date, open, high, low, close, volume, count, WAP, hasGaps):
+        """ generated source for method historicalData """
+        raise NotImplementedException
+   
+    def scannerParameters(self, event, message_value):  # xml):
+        """ generated source for method scannerParameters """
+        raise NotImplementedException
+   
+    def scannerData(self, event, message_value):  # reqId, rank, contractDetails, distance, benchmark, projection, legsStr):
+        """ generated source for method scannerData """
+        raise NotImplementedException
+   
+    def scannerDataEnd(self, event, message_value):  # reqId):
+        """ generated source for method scannerDataEnd """
+        raise NotImplementedException
+   
+    def realtimeBar(self, event, message_value):  # reqId, time, open, high, low, close, volume, wap, count):
+        """ generated source for method realtimeBar """
+        raise NotImplementedException
+   
+    def currentTime(self, event, message_value):  # time):
+        """ generated source for method currentTime """
+        raise NotImplementedException
+   
+    def fundamentalData(self, event, message_value):  # reqId, data):
+        """ generated source for method fundamentalData """
+        raise NotImplementedException
+   
+    def deltaNeutralValidation(self, event, message_value):  # reqId, underComp):
+        """ generated source for method deltaNeutralValidation """
+        raise NotImplementedException
+   
+    def tickSnapshotEnd(self, event, message_value):  # reqId):
+        """ generated source for method tickSnapshotEnd """
+        raise NotImplementedException
+   
+    def marketDataType(self, event, message_value):  # reqId, marketDataType):
+        """ generated source for method marketDataType """
+        raise NotImplementedException
+   
+    def commissionReport(self, event, message_value):  # commissionReport):
+        """ generated source for method commissionReport """
+        raise NotImplementedException
+   
+    def position(self, event, message_value):  # account, contract, pos, avgCost):
+        """ generated source for method position """
+        raise NotImplementedException
+   
+    def positionEnd(self, event, message_value):
+        """ generated source for method positionEnd """
+        raise NotImplementedException
+   
+    def accountSummary(self, event, message_value):  # reqId, account, tag, value, currency):
+        """ generated source for method accountSummary """
+        raise NotImplementedException
+   
+    def accountSummaryEnd(self, event, message_value):  # reqId):
+        """ generated source for method accountSummaryEnd """
+        raise NotImplementedException
+
+    def gw_subscription_changed(self, event, message_value):  # event, items):
+        raise NotImplementedException        
+#         logging.info("[%s] received gw_subscription_changed content: [%s]" % (self.name, message_value))
+        
+    def gw_subscriptions(self, event, message_value):
+        raise NotImplementedException        
+      
+    def error(self, event, message_value):
+        raise NotImplementedException
+    
+    def on_kb_reached_last_offset(self, event, message_value):  # event, items):
+        logging.info("[%s] received on_kb_reached_last_offset content: [%s]" % (self.name, message_value))
+        print "on_kb_reached_last_offset [%s] %s" % (self.name, message_value)
+    
+