Package ch.aonyx.broker.ib.api.contract

Examples of ch.aonyx.broker.ib.api.contract.Contract

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        super(inputStream, serverCurrentVersion);
    }

    @Override
    protected PortfolioUpdateEvent consumeVersionLess(final InputStream inputStream) {
        final Contract contract = consumeContract(inputStream);
        final int position = readInt(inputStream);
        final double marketPrice = readDouble(inputStream);
        final double marketValue = readDouble(inputStream);
        double averageCost = 0;
        double unrealizedProfitAndLoss = 0;
        double realizedProfitAndLoss = 0;
        if (getVersion() >= 3) {
            averageCost = readDouble(inputStream);
            unrealizedProfitAndLoss = readDouble(inputStream);
            realizedProfitAndLoss = readDouble(inputStream);
        }
        String accountName = null;
        if (getVersion() >= 4) {
            accountName = readString(inputStream);
        }
        if ((getVersion() == 6) && (getServerCurrentVersion() == 39)) {
            contract.setPrimaryExchange(readString(inputStream));
        }
        return createEvent(contract, position, marketPrice, marketValue, averageCost, unrealizedProfitAndLoss,
                realizedProfitAndLoss, accountName);
    }
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        return new PortfolioUpdateEvent(contract, position, marketPrice, marketValue, averageCost,
                unrealizedProfitAndLoss, realizedProfitAndLoss, accountName);
    }

    private Contract consumeContract(final InputStream inputStream) {
        final Contract contract = new Contract();
        if (getVersion() >= 6) {
            contract.setId(readInt(inputStream));
        }
        contract.setSymbol(readString(inputStream));
        contract.setSecurityType(SecurityType.fromAbbreviation(readString(inputStream)));
        contract.setExpiry(readString(inputStream));
        contract.setStrike(readDouble(inputStream));
        contract.setOptionRight(OptionRight.fromInitialOrName(readString(inputStream)));
        if (getVersion() >= 7) {
            contract.setMultiplier(readString(inputStream));
            contract.setPrimaryExchange(readString(inputStream));
        }
        contract.setCurrencyCode(readString(inputStream));
        if (getVersion() >= 2) {
            contract.setLocalSymbol(readString(inputStream));
        }
        return contract;
    }
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    }

    @Override
    protected RetrieveOpenOrderEvent consumeVersionLess(final InputStream inputStream) {
        final int orderId = readInt(inputStream);
        final Contract contract = consumeContract(inputStream);
        final Order order = consumerOrder(orderId, contract, inputStream);
        final OrderExecution orderExecution = consumeOrderExecution(inputStream);
        return createEvent(orderId, contract, order, orderExecution);
    }
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        final OrderExecution orderExecution = consumeOrderExecution(inputStream);
        return createEvent(orderId, contract, order, orderExecution);
    }

    private Contract consumeContract(final InputStream inputStream) {
        final Contract contract = new Contract();
        if (getVersion() >= 17) {
            contract.setId(readInt(inputStream));
        }
        contract.setSymbol(readString(inputStream));
        contract.setSecurityType(SecurityType.fromAbbreviation(readString(inputStream)));
        contract.setExpiry(readString(inputStream));
        contract.setStrike(readDouble(inputStream));
        contract.setOptionRight(OptionRight.fromInitialOrName(readString(inputStream)));
        contract.setExchange(readString(inputStream));
        contract.setCurrencyCode(readString(inputStream));
        if (getVersion() >= 2) {
            contract.setLocalSymbol(readString(inputStream));
        }
        return contract;
    }
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        int requestId = -1;
        if (getVersion() >= 7) {
            requestId = readInt(inputStream);
        }
        final int orderId = readInt(inputStream);
        final Contract contract = consumeContract(inputStream);
        final ExecutionReport executionReport = consumeExecutionReport(inputStream, orderId);
        return createEvent(requestId, contract, executionReport);
    }
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        final ExecutionReport executionReport = consumeExecutionReport(inputStream, orderId);
        return createEvent(requestId, contract, executionReport);
    }

    private Contract consumeContract(final InputStream inputStream) {
        final Contract contract = new Contract();
        if (getVersion() >= 5) {
            contract.setId(readInt(inputStream));
        }
        contract.setSymbol(readString(inputStream));
        contract.setSecurityType(SecurityType.fromAbbreviation(readString(inputStream)));
        contract.setExpiry(readString(inputStream));
        contract.setStrike(readDouble(inputStream));
        contract.setOptionRight(OptionRight.fromInitialOrName(readString(inputStream)));
        if (getVersion() >= 9) {
            contract.setMultiplier(readString(inputStream));
        }
        contract.setExchange(readString(inputStream));
        contract.setCurrencyCode(readString(inputStream));
        contract.setLocalSymbol(readString(inputStream));
        return contract;
    }
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        }
        return marketScannerDataEvents;
    }

    private MarketScannerDataEvent consumeMarketScannerDataEvent(final int requestId, final InputStream inputStream) {
        final Contract contract = new Contract();
        final ContractSpecification contractSpecification = new ContractSpecification();
        contractSpecification.setContract(contract);
        final int ranking = readInt(inputStream);
        if (getVersion() >= 3) {
            contract.setId(readInt(inputStream));
        }
        contract.setSymbol(readString(inputStream));
        contract.setSecurityType(SecurityType.fromAbbreviation(readString(inputStream)));
        contract.setExpiry(readString(inputStream));
        contract.setStrike(readDouble(inputStream));
        contract.setOptionRight(OptionRight.fromInitialOrName(readString(inputStream)));
        contract.setExchange(readString(inputStream));
        contract.setCurrencyCode(readString(inputStream));
        contract.setLocalSymbol(readString(inputStream));
        contractSpecification.setMarketName(readString(inputStream));
        contractSpecification.setTradingClass(readString(inputStream));
        final String distance = readString(inputStream);
        final String benchmark = readString(inputStream);
        final String projection = readString(inputStream);
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Related Classes of ch.aonyx.broker.ib.api.contract.Contract

  • ch.aonyx.broker.ib.api.account.PortfolioUpdateEventCreatingInputStreamConsumer
  • ch.aonyx.broker.ib.api.data.scanner.MarketScannerDataEventListEventCreatingInputStreamConsumer
  • ch.aonyx.broker.ib.api.execution.ExecutionReportEventCreatingInputStreamConsumer
  • ch.aonyx.broker.ib.api.order.RetrieveOpenOrderEventCreatingInputStreamConsumer
  • org.apache.commons.lang3.builder.EqualsBuilder
  • org.apache.commons.lang3.builder.HashCodeBuilder
  • ch.aonyx.broker.ib.api.NeoIbApiClientException
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