Expose "host" in connect()

Don't "null" terminate connecting string

Project.toml

@@ -1,7 +1,7 @@
 name = "Jib"
 uuid = "f310f2d2-a263-11e8-3998-47bd686f18f7"
 authors = ["Luca Billi <[email protected]>"]
-version = "0.5.1"
+version = "0.6.0"
 
 [deps]
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"

src/client.jl

@@ -1,11 +1,16 @@
 module Client
 
-using Sockets
+using Sockets:   TCPSocket
 using TimeZones
 
 include("core.jl")
 include("versions.jl")
 
+"""
+    Connection()
+
+Hold a connection to IB TWS or IBGateway.
+"""
 struct Connection
   socket::TCPSocket
   id::Int

src/connect.jl

@@ -4,45 +4,64 @@ using Sockets
 
 using ..Client: Core, Connection, Version
 using ..Reader: read_msg
-using ..Requests: Encoder.Enc, startApi
+using ..Requests: startApi
 
 import ..from_ibtime
 
-function connect(port::Int, clientId::Int, connectOptions::String="", optionalCapabilities::String="")
+"""
+    connect([host, ]port, clientId, connectOptions="", optionalCapabilities="")
+
+Connect to host `host` on port `port` and set client ID `clientId`.
+
+Return a [`Connection`](@ref) instance.
+"""
+function connect(host, port::Int, clientId::Int, connectOptions::String="", optionalCapabilities::String="")
 
-  s = Sockets.connect(port)
+  s = Sockets.connect(host, port)
 
   @assert isopen(s)
 
-  o = Enc()
+  # Init string
+  m, M = Int(typemin(Version)), Int(typemax(Version))
 
-  o(init_string(connectOptions))
+  buf = IOBuffer()
+  print(buf, m==M ? "v$m" : "v$m..$M")
+  isempty(connectOptions) || print(buf, " ", connectOptions)
 
-  Core.write_one(s, o.buf, true)
+  # Handshake
+  Core.write_one(s, buf, true)
 
   res = read_msg(s)
 
   @assert length(res) == 2
 
-  @info "Connected" ver=res[1] t=res[2]
+  @info "Connected" V=res[1] T=res[2]
+
+  v = parse(Int, res[1])
+  m ≤ v ≤ M || error("Unsupported version.")
 
-  ib = Connection(s, clientId, connectOptions, Version(parse(Int, res[1])), from_ibtime(res[2]))
+  ib = Connection(s, clientId, connectOptions, Version(v), from_ibtime(res[2]))
 
   startApi(ib, clientId, optionalCapabilities)
 
   ib
 end
 
-disconnect(ib::Connection) = close(ib.socket)
+function connect(port::Int, clientId::Int, connectOptions::String="", optionalCapabilities::String="")
 
+  localip = getalladdrinfo("localhost")
 
-function init_string(options::String)
+  @assert !isempty(localip)
 
-  m, M = Int(typemin(Version)), Int(typemax(Version))
+  connect(localip[1], port, clientId, connectOptions, optionalCapabilities)
+end
 
-  res = m == M ? "v$m" : "v$m..$M"
 
-  isempty(options) ? res : "$res $options"
-end
+"""
+    disconnect(ib)
+
+Close the socket connection.
+"""
+disconnect(ib::Connection) = close(ib.socket)
 
 end

src/core.jl

@@ -4,11 +4,10 @@ const API_SIGN = "API\0"
 const HEADTYPE = UInt32    # sizeof(HEADTYPE) == 4 bytes
 const MAX_LEN =  0xffffff
 
-using Sockets
 
 isascii(m) = all(x -> x < 0x80, m) # ASCII
 
-function write_one(socket::TCPSocket, buf::IOBuffer, api_sign::Bool=false)
+function write_one(socket, buf, api_sign=false)
 
   msg = take!(buf)
 
@@ -22,7 +21,7 @@ function write_one(socket::TCPSocket, buf::IOBuffer, api_sign::Bool=false)
 end
 
 
-function read_one(socket::TCPSocket)
+function read_one(socket)
 
   len = ntoh(read(socket, HEADTYPE))
 

src/decoder.jl

@@ -18,7 +18,7 @@ function decode(msg, w, ver)
   # The first field is the message ID
   id::Int = pop(it)
 
-  # The second field (version) is unused for id < 75 and != 3, 5, 11, 17
+  # The second field (version) is ignored for id < 75 and != 3, 5, 11, 17
   if id  < 75 && id ∉ [3, 5, 11, 17]             ||
      id ==  3 && ver < Client.MARKET_CAP_PRICE   ||
      id ==  5 && ver < Client.ORDER_CONTAINER    ||

src/encoder.jl

@@ -15,6 +15,7 @@ struct Enc
 end
 Enc() = Enc(IOBuffer(sizehint=64))
 
+
 """
     (e::Enc)(::T)
 

src/field.jl

@@ -1,9 +1,8 @@
 """
-Wrap inbound fields and define conversions to
-
-String, Int, Float64, Bool and Enums
-
+    Field()
 
+Wrap inbound fields and define conversions to
+`String`, `Int`, `Float64`, `Bool` and `Enums`.
 """
 struct Field{T<:AbstractString}
   value::T

src/process.jl

@@ -22,8 +22,9 @@ import ...ComboLeg,
 
 
 """
-  Some utility functions
+    slurp(::Type{T}, it)
 
+Utility functions to read from an iterator `it` and convert to predefined types `T`.
 """
 slurp(::Type{T}, it) where {T<:Union{Bool,Int,Enum{Int32},Float64,String}} = convert(T, pop(it))
 
@@ -35,10 +36,11 @@ slurp!(x::T, idx, it) where {T} = setfield!.(Ref(x), idx, slurp(fieldtype.(T, id
 
 
 """
-  Convert a String[] into a NamedTuple() like this:
+    tagvalue2nt(x)
 
-  ["tag1", "value1", "tag2", "value2", ...] -> (tag1="value1", tag2="value2", ...)
+Convert a `String[]` into a `NamedTuple()` like this:
 
+    ["tag1", "value1", "tag2", "value2", ...] -> (tag1="value1", tag2="value2", ...)
 """
 function tagvalue2nt(x)
 
@@ -65,21 +67,20 @@ end
 
 function fill_df(eltypes, names, n, it)
 
-  dt = DataFrame(eltypes, names, n)
+  df = DataFrame(eltypes, names, n)
 
-  nr, nc = size(dt)
-
-  for r ∈ 1:nr, c ∈ 1:nc
-    dt[r, c] = pop(it)
+  for r ∈ 1:nrow(df), c ∈ 1:ncol(df)
+    df[r, c] = pop(it)
   end
 
-  dt
+  df
 end
 
 
 """
-  Collection of parsers indexed by message ID
+    process::Dict{Int,Function}
 
+Collection of parsers indexed by message ID
 """
 const process = Dict{Int,Function}(
 
@@ -392,7 +393,7 @@ const process = Dict{Int,Function}(
 
           n::Int = pop(it)
 
-          dt = if ver < Client.SYNT_REALTIME_BARS
+          df = if ver < Client.SYNT_REALTIME_BARS
 
                 tmp = fill_df([String,Float64,Float64,Float64,Float64,Int,Float64,String,Int],
                               [:time, :open, :high, :low, :close, :volume, :wap, :hasGaps, :count],
@@ -409,7 +410,7 @@ const process = Dict{Int,Function}(
                         n, it)
               end
 
-          w.historicalData(reqId, dt)
+          w.historicalData(reqId, df)
         end,
 
   # BOND_CONTRACT_DATA
@@ -717,7 +718,7 @@ const process = Dict{Int,Function}(
 
           n::Int = pop(it)
 
-          dt = if ver ≥ Client.SERVICE_DATA_TYPE
+          df = if ver ≥ Client.SERVICE_DATA_TYPE
 
                  fill_df([String,String,String,String,Union{Int,Nothing}], [:exchange, :secType, :listingExch, :serviceDataType, :aggGroup], n, it)
 
@@ -732,7 +733,7 @@ const process = Dict{Int,Function}(
                  tmp
                 end
 
-          w.mktDepthExchanges(dt)
+          w.mktDepthExchanges(df)
         end,
 
   # TICK_REQ_PARAMS
@@ -744,9 +745,9 @@ const process = Dict{Int,Function}(
           reqId::Int,
           n::Int = it
 
-          dt = fill_df([Int,String,String], [:bit, :exchange, :exchangeLetter], n, it)
+          df = fill_df([Int,String,String], [:bit, :exchange, :exchangeLetter], n, it)
 
-          w.smartComponents(reqId, dt)
+          w.smartComponents(reqId, df)
         end,
 
   # NEWS_ARTICLE
@@ -766,9 +767,9 @@ const process = Dict{Int,Function}(
 
           n::Int = pop(it)
 
-          dt = fill_df([String,String], [:providerCode, :providerName], n, it)
+          df = fill_df([String,String], [:providerCode, :providerName], n, it)
 
-          w.newsProviders(dt)
+          w.newsProviders(df)
         end,
 
   # HISTORICAL_NEWS
@@ -786,9 +787,9 @@ const process = Dict{Int,Function}(
           reqId::Int,
           n::Int = it
 
-          dt = fill_df([Float64,Int], [:price, :size], n, it)
+          df = fill_df([Float64,Int], [:price, :size], n, it)
 
-          w.histogramData(reqId, dt)
+          w.histogramData(reqId, df)
         end,
 
   # HISTORICAL_DATA_UPDATE
@@ -820,9 +821,9 @@ const process = Dict{Int,Function}(
           marketRuleId::Int,
           n::Int = it
 
-          dt = fill_df([Float64,Float64], [:lowEdge, :increment], n, it)
+          df = fill_df([Float64,Float64], [:lowEdge, :increment], n, it)
 
-          w.marketRule(marketRuleId, dt)
+          w.marketRule(marketRuleId, df)
         end,
 
   # PNL
@@ -865,15 +866,15 @@ const process = Dict{Int,Function}(
           reqId::Int,
           n::Int = it
 
-          dt = fill_df([Int,Int,Float64,Int], [:time, :ignore, :price, :size], n, it)
+          df = fill_df([Int,Int,Float64,Int], [:time, :ignore, :price, :size], n, it)
 
-          deletecols!(dt, :ignore)
+          deletecols!(df, :ignore)
 
-          # TODO: Convert dt[:time] to [Zoned]DateTime
+          # TODO: Convert df[:time] to [Zoned]DateTime
 
           done::Bool = pop(it)
 
-          w.historicalTicks(reqId, dt, done)
+          w.historicalTicks(reqId, df, done)
         end,
 
   # HISTORICAL_TICKS_BID_ASK
@@ -882,14 +883,14 @@ const process = Dict{Int,Function}(
           reqId::Int,
           n::Int = it
 
-          dt = fill_df([Int,Int,Float64,Float64,Int,Int], [:time, :mask, :priceBid, :priceAsk, :sizeBid, :sizeAsk], n, it)
+          df = fill_df([Int,Int,Float64,Float64,Int,Int], [:time, :mask, :priceBid, :priceAsk, :sizeBid, :sizeAsk], n, it)
 
-          # TODO: Convert dt[:time] to [Zoned]DateTime
-          # TODO: Unmask dt[:mask]
+          # TODO: Convert df[:time] to [Zoned]DateTime
+          # TODO: Unmask df[:mask]
 
           done::Bool = pop(it)
 
-          w.historicalTicksBidAsk(reqId, dt, done)
+          w.historicalTicksBidAsk(reqId, df, done)
         end,
 
   # HISTORICAL_TICKS_LAST
@@ -898,14 +899,14 @@ const process = Dict{Int,Function}(
           reqId::Int,
           n::Int = it
 
-          dt = fill_df([Int,Int,Float64,Int,String,String], [:time, :mask, :price, :size, :exchange, :specialConditions], n, it)
+          df = fill_df([Int,Int,Float64,Int,String,String], [:time, :mask, :price, :size, :exchange, :specialConditions], n, it)
 
-          # TODO: Convert dt[:time] to [Zoned]DateTime
-          # TODO: Unmask dt[:mask]
+          # TODO: Convert df[:time] to [Zoned]DateTime
+          # TODO: Unmask df[:mask]
 
           done::Bool = pop(it)
 
-          w.historicalTicksLast(reqId, dt, done)
+          w.historicalTicksLast(reqId, df, done)
         end,
 
   # TICK_BY_TICK

src/reader.jl

@@ -1,15 +1,13 @@
 module Reader
 
-using Sockets
-
 using ..Client: Connection, Core.read_one
 
 import ..Wrapper
 
 include("decoder.jl")
 
 
-function read_msg(socket::TCPSocket)
+function read_msg(socket)
 
   msg = read_one(socket)
 
@@ -44,7 +42,7 @@ Return number of messages processed.
 function check_all(ib::Connection, w::Wrapper, flush::Bool=false)
 
   count = 0
-  while bytesavailable(ib.socket) > 0 || ib.socket.status == Sockets.StatusOpen # =3
+  while bytesavailable(ib.socket) > 0 || ib.socket.status == Base.StatusOpen # =3
 
     msg = read_msg(ib.socket)