Update to API v177

Drop support for API < 176 Bugs fixes
lbilli · Jan 18, 2023 · 9644f4a · 9644f4a
1 parent 34bd013
commit 9644f4a
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diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "Jib"
 uuid = "f310f2d2-a263-11e8-3998-47bd686f18f7"
 authors = ["Luca Billi <[email protected]>"]
-version = "0.19.3"
+version = "0.20.0"
 
 [deps]
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"

diff --git a/README.md b/README.md
@@ -7,7 +7,7 @@
 with TWS or IBGateway.
 
 It aims to be feature complete, however it does not support legacy versions.
-Currently, only API versions `v165+` are supported.
+Currently, only API versions `v176+` are supported.
 
 The package design follows the official C++/Java
 [IB API](https://interactivebrokers.github.io/tws-api/),

diff --git a/src/enums.jl b/src/enums.jl
@@ -1,6 +1,6 @@
 @enum AuctionStrategy UNSET MATCH IMPROVEMENT TRANSPARENT
 
-@enum FaDataType GROUPS=1 PROFILE=2 ALIASES=3
+@enum FaDataType GROUPS=1 ALIASES=3
 
 @enum LegOpenClose SAME OPEN CLOSE UNKNOWN_POS
 

diff --git a/src/process.jl b/src/process.jl
@@ -102,8 +102,7 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
    3 => (it, w, ver) -> w.orderStatus(slurp((Int,String,Float64,Float64,Float64,Int,Int,Float64,Int,String,Float64), it)...),
 
   # ERR_MSG
-   4 => (it, w, ver) -> w.error(slurp((Int,Int,String), it)...,
-                                ver ≥ Client.ADVANCED_ORDER_REJECT ? slurp(String, it) : ns),
+   4 => (it, w, ver) -> w.error(slurp((Int,Int,String,String), it)...),
 
   # OPEN_ORDER
    5 => function(it, w, ver)
@@ -115,7 +114,7 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
 
           slurp!(c, [1:8; 10:12], it)
 
-          slurp!(o, 4:9, it)  # :action through :tif
+          slurp!(o, 4:9, it) # :action -> :tif
 
           slurp!(o, (:ocaGroup,
                      :account,
@@ -129,13 +128,15 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :discretionaryAmt,
                      :goodAfterTime), it)
 
-          pop(it)    # deprecated sharesAllocation
+          ver < Client.FA_PROFILE_DESUPPORT && pop(it) # Deprecated sharesAllocation
 
           slurp!(o, (:faGroup,
                      :faMethod,
-                     :faPercentage,
-                     :faProfile,
-                     :modelCode,
+                     :faPercentage), it)
+
+          pop(it) # Deprecated faProfile
+
+          slurp!(o, (:modelCode,
                      :goodTillDate,
                      :rule80A,
                      :percentOffset,
@@ -144,7 +145,7 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :designatedLocation,
                      :exemptCode), it)
 
-          slurp!(o, 43:48, it)    # :auctionStrategy through :stockRangeUpper
+          slurp!(o, 42:47, it) # :auctionStrategy -> :stockRangeUpper
 
           slurp!(o, (:displaySize,
                      :blockOrder,
@@ -153,16 +154,16 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :minQty,
                      :ocaType), it)
 
-          pop(it)    # deprecated eTradeOnly
-          pop(it)    # deprecated firmQuoteOnly
-          pop(it)    # deprecated nbboPriceCap
+          pop(it) # Deprecated eTradeOnly
+          pop(it) # Deprecated firmQuoteOnly
+          pop(it) # Deprecated nbboPriceCap
 
           slurp!(o, (:parentId,
                      :triggerMethod), it)
 
-          slurp!(o, 51:54, it)    # :volatility through :deltaNeutralAuxPrice
+          slurp!(o, 50:53, it) # :volatility -> :deltaNeutralAuxPrice
 
-          !isempty(o.deltaNeutralOrderType) && slurp!(o, 55:62, it)  # :deltaNeutralConId through :deltaNeutralDesignatedLocation
+          !isempty(o.deltaNeutralOrderType) && slurp!(o, 54:61, it) # :deltaNeutralConId -> :deltaNeutralDesignatedLocation
 
           slurp!(o, (:continuousUpdate,
                      :referencePriceType,
@@ -193,7 +194,7 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :scalePriceIncrement), it)
 
           !isnothing(o.scalePriceIncrement) &&
-          o.scalePriceIncrement > 0         && slurp!(o, 70:76, it) # scalePriceAdjustValue through scaleRandomPercent
+          o.scalePriceIncrement > 0         && slurp!(o, 69:75, it) # :scalePriceAdjustValue -> :scaleRandomPercent
 
           o.hedgeType = pop(it)
 
@@ -259,13 +260,12 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :usePriceMgmtAlgo,
                      :duration,
                      :postToAts,
-                     :autoCancelParent), it)
-
-          ver ≥ Client.PEGBEST_PEGMID_OFFSETS && slurp!(o, (:minTradeQty,
-                                                            :minCompeteSize,
-                                                            :competeAgainstBestOffset,
-                                                            :midOffsetAtWhole,
-                                                            :midOffsetAtHalf), it)
+                     :autoCancelParent,
+                     :minTradeQty,
+                     :minCompeteSize,
+                     :competeAgainstBestOffset,
+                     :midOffsetAtWhole,
+                     :midOffsetAtHalf), it)
 
           w.openOrder(o.orderId, c, o, os)
         end,
@@ -358,8 +358,8 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
 
           reqId::Int = pop(it)
 
-          pop(it)  # ignore startDate
-          pop(it)  # ignore endDate
+          pop(it) # Ignore startDate
+          pop(it) # Ignore endDate
 
           n::Int = pop(it)
 
@@ -664,8 +664,8 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
 
                   dst = collect(String, take(it, nd))
 
-                  ver ≥ Client.BOND_ISSUERID && slurp!(c, (:description,
-                                                           :issuerId), it)
+                  slurp!(c, (:description,
+                             :issuerId), it)
 
                   ContractDescription(c, dst)
                 end
@@ -893,7 +893,7 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
 
           slurp!(c, [1:8; 10:12], it)
 
-          slurp!(o, 4:9, it)  # :action through :tif
+          slurp!(o, 4:9, it) # :action -> :tif
 
           slurp!(o, (:ocaGroup,
                      :account,
@@ -907,9 +907,11 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :goodAfterTime,
                      :faGroup,
                      :faMethod,
-                     :faPercentage,
-                     :faProfile,
-                     :modelCode,
+                     :faPercentage), it)
+
+          ver < Client.FA_PROFILE_DESUPPORT && pop(it) # Deprecated faProfile
+
+          slurp!(o, (:modelCode,
                      :goodTillDate,
                      :rule80A,
                      :percentOffset,
@@ -918,7 +920,7 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :designatedLocation,
                      :exemptCode), it)
 
-          slurp!(o, 44:48, it)    # :startingPrice through :stockRangeUpper
+          slurp!(o, 43:47, it) # :startingPrice -> :stockRangeUpper
 
           slurp!(o, (:displaySize,
                      :sweepToFill,
@@ -927,9 +929,9 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :ocaType,
                      :triggerMethod), it)
 
-          slurp!(o, 51:54, it)    # :volatility through :deltaNeutralAuxPrice
+          slurp!(o, 50:53, it) # :volatility -> :deltaNeutralAuxPrice
 
-          !isempty(o.deltaNeutralOrderType) && slurp!(o, [55; 60:62], it)  # :deltaNeutralConId through :deltaNeutralDesignatedLocation
+          !isempty(o.deltaNeutralOrderType) && slurp!(o, [54; 59:61], it) # :deltaNeutralConId -> :deltaNeutralDesignatedLocation
 
           slurp!(o, (:continuousUpdate,
                      :referencePriceType,
@@ -958,7 +960,7 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :scalePriceIncrement), it)
 
           !isnothing(o.scalePriceIncrement) &&
-          o.scalePriceIncrement > 0         && slurp!(o, 70:76, it) # scalePriceAdjustValue through scaleRandomPercent
+          o.scalePriceIncrement > 0         && slurp!(o, 69:75, it) # :scalePriceAdjustValue -> :scaleRandomPercent
 
           o.hedgeType = pop(it)
 
@@ -1008,15 +1010,15 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :dontUseAutoPriceForHedge,
                      :isOmsContainer), it)
 
-          slurp!(o, 119:126, it)    # :autoCancelDate through :parentPermId
+          slurp!(o, 118:125, it) # :autoCancelDate -> :parentPermId
 
           os = OrderState(ostatus, fill(ns, 9)..., fill(nothing, 3)..., ns, ns, take(it, 2)...)
 
-          ver ≥ Client.PEGBEST_PEGMID_OFFSETS && slurp!(o, (:minTradeQty,
-                                                            :minCompeteSize,
-                                                            :competeAgainstBestOffset,
-                                                            :midOffsetAtWhole,
-                                                            :midOffsetAtHalf), it)
+          slurp!(o, (:minTradeQty,
+                     :minCompeteSize,
+                     :competeAgainstBestOffset,
+                     :midOffsetAtWhole,
+                     :midOffsetAtHalf), it)
 
           w.completedOrder(c, o, os)
          end,

diff --git a/src/requests.jl b/src/requests.jl
@@ -79,9 +79,9 @@ function placeOrder(ib::Connection, id::Int, contract::Contract, order::Order)
   o(3, ### PLACE_ORDER
     id,
     splat(contract, [1:12; 14; 15]),
-    splat(order, [4:9; 12; 83; 36; 37; 14:22]))  # "action" -> "tif"
-                                                 # "ocaGroup" "account" "openClose" "origin"
-                                                 # "orderRef" -> "hidden"
+    splat(order, [4:9; 12; 79; 35; 36; 14:22])) # :action -> :tif
+                                                # :ocaGroup :account :openClose :origin
+                                                # :orderRef -> :hidden
 
   if contract.secType == "BAG"
 
@@ -104,14 +104,17 @@ function placeOrder(ib::Connection, id::Int, contract::Contract, order::Order)
   end
 
   o(nothing, # Deprecated sharesAllocation
+
     splat(order, (:discretionaryAmt,
                   :goodAfterTime,
                   :goodTillDate,
                   :faGroup,
                   :faMethod,
-                  :faPercentage,
-                  :faProfile,
-                  :modelCode,
+                  :faPercentage)))
+
+  ib.version < Client.FA_PROFILE_DESUPPORT && o(nothing) # Deprecated faProfile
+
+  o(splat(order, (:modelCode,
                   :shortSaleSlot,
                   :designatedLocation,
                   :exemptCode,
@@ -138,7 +141,7 @@ function placeOrder(ib::Connection, id::Int, contract::Contract, order::Order)
                   :deltaNeutralOrderType,
                   :deltaNeutralAuxPrice)))
 
-  !isempty(order.deltaNeutralOrderType) && o(splat(order, 56:65))
+  !isempty(order.deltaNeutralOrderType) && o(splat(order, 54:61)) # :deltaNeutralConId -> :deltaNeutralDesignatedLocation
 
   o(splat(order, (:continuousUpdate,
                   :referencePriceType,
@@ -149,7 +152,7 @@ function placeOrder(ib::Connection, id::Int, contract::Contract, order::Order)
                   :scalePriceIncrement)))
 
   !isnothing(order.scalePriceIncrement) &&
-  order.scalePriceIncrement > 0         && o(splat(order, 73:79))
+  order.scalePriceIncrement > 0         && o(splat(order, 69:75)) # :scalePriceAdjustValue -> :scaleRandomPercent
 
   o(splat(order, (:scaleTable,
                   :activeStartTime,
@@ -230,25 +233,20 @@ function placeOrder(ib::Connection, id::Int, contract::Contract, order::Order)
                   :usePriceMgmtAlgo,
                   :duration,
                   :postToAts,
-                  :autoCancelParent)))
-
-  ib.version ≥ Client.ADVANCED_ORDER_REJECT && o(order.advancedErrorOverride)
+                  :autoCancelParent,
+                  :advancedErrorOverride,
+                  :manualOrderTime)))
 
-  ib.version ≥ Client.MANUAL_ORDER_TIME && o(order.manualOrderTime)
+  contract.exchange == "IBKRATS" && o(order.minTradeQty)
 
-  if ib.version ≥ Client.PEGBEST_PEGMID_OFFSETS
+  order.orderType == "PEG BEST" && o(order.minCompeteSize,
+                                     order.competeAgainstBestOffset)
 
-    contract.exchange == "IBKRATS" && o(order.minTradeQty)
+  if order.orderType == "PEG BEST" && order.competeAgainstBestOffset == Inf ||
+     order.orderType == "PEG MID"
 
-    order.orderType == "PEG BEST" && o(order.minCompeteSize,
-                                       order.competeAgainstBestOffset)
-
-    if order.orderType == "PEG BEST" && order.competeAgainstBestOffset == Inf ||
-       order.orderType == "PEG MID"
-
-      o(order.midOffsetAtWhole,
-        order.midOffsetAtHalf)
-    end
+    o(order.midOffsetAtWhole,
+      order.midOffsetAtHalf)
   end
 
   sendmsg(ib, o)
@@ -259,9 +257,8 @@ function cancelOrder(ib::Connection, id::Int, manualOrderCancelTime::String)
   o = enc()
 
   o(4, 1,  ### CANCEL_ORDER
-    id)
-
-  ib.version ≥ Client.MANUAL_ORDER_TIME && o(manualOrderCancelTime)
+    id,
+    manualOrderCancelTime)
 
   sendmsg(ib, o)
 end
@@ -274,9 +271,9 @@ function reqExecutions(ib::Connection, reqId::Int, filter::ExecutionFilter)
 
   o = enc()
 
-  o(7, 3) ### REQ_EXECUTIONS
-
-  o(reqId, splat(filter))
+  o(7, 3, ### REQ_EXECUTIONS
+    reqId,
+    splat(filter))
 
   sendmsg(ib, o)
 end
@@ -290,9 +287,7 @@ function reqContractDetails(ib::Connection, reqId::Int, contract::Contract)
 
   o(9, 8,   ### REQ_CONTRACT_DATA
     reqId,
-    splat(contract, 1:15))
-
-  ib.version ≥ Client.BOND_ISSUERID && o(contract.issuerId)
+    splat(contract, [1:15; 17]))
 
   sendmsg(ib, o)
 end
@@ -644,11 +639,8 @@ function reqWshEventData(ib::Connection, reqId::Int, wshEventData::WshEventData)
   o = enc()
 
   o(102,     ### REQ_WSH_EVENT_DATA
-    reqId)
-
-  ib.version ≥ Client.WSH_EVENT_DATA_FILTERS_DATE ? o(splat(wshEventData))      :
-  ib.version ≥ Client.WSH_EVENT_DATA_FILTERS      ? o(splat(wshEventData, 1:5)) :
-                                                    o(wshEventData.conId)
+    reqId,
+    splat(wshEventData))
 
   sendmsg(ib, o)
 end

diff --git a/src/types_mutable.jl b/src/types_mutable.jl
@@ -63,7 +63,6 @@ mutable struct Order
   trailStopPrice::Union{Float64,Nothing}
   trailingPercent::Union{Float64,Nothing}
   faGroup::String
-  faProfile::String
   faMethod::String
   faPercentage::String
   openClose::String
@@ -99,7 +98,7 @@ mutable struct Order
   basisPointsType::Union{Int,Nothing}
   scaleInitLevelSize::Union{Int,Nothing}
   scaleSubsLevelSize::Union{Int,Nothing}
-  scalePriceIncrement::Union{Int,Nothing}
+  scalePriceIncrement::Union{Float64,Nothing}
   scalePriceAdjustValue::Union{Float64,Nothing}
   scalePriceAdjustInterval::Union{Int,Nothing}
   scaleProfitOffset::Union{Float64,Nothing}
@@ -170,7 +169,7 @@ mutable struct Order
 end
 Order() = Order(0, 0, 0, ns, 0, ns, nothing, nothing, ns, ns, ns, ns, 0, ns, true, 0,
                 false, false, nothing, 0, false, false, ns, ns, ns, false, nothing, nothing,
-                false, nothing, nothing, ns, ns, ns, ns, ns, CUSTOMER, 0, ns, -1, 0,
+                false, nothing, nothing, ns, ns, ns, ns, CUSTOMER, 0, ns, -1, 0,
                 false, UNSET, fill(nothing, 5)..., false, false,
                 nothing, nothing, ns, nothing, 0, ns, ns, ns, ns, false, 0, ns, false,
                 fill(nothing, 9)..., false, nothing, nothing, false, fill(ns, 8)...,