Update Java ref, reqHistoricalData, reqMktData. (#106)

* Update reqMktData and reqHistoricalData, refresh ref * Package-lock bump * Update constants * Update docs
pilwon · Jul 11, 2017 · 1e90f73 · 1e90f73
1 parent af1761c
commit 1e90f73
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Showing 88 changed files with 12,021 additions and 6,197 deletions.
diff --git a/README.md b/README.md
@@ -79,11 +79,11 @@ ib.connect()
 .reqExecutions(reqId, filter)
 .reqFundamentalData(reqId, contract, reportType)
 .reqGlobalCancel()
-.reqHistoricalData(tickerId, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate)
+.reqHistoricalData(tickerId, contract, endDateTime, durationStr, barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate)
 .reqIds(numIds)
 .reqManagedAccts()
 .reqMarketDataType(marketDataType)
-.reqMktData(tickerId, contract, genericTickList, snapshot)
+.reqMktData(tickerId, contract, genericTickList, snapshot, regulatorySnapshot)
 .reqMktDepth(tickerId, contract, numRows)
 .reqNewsBulletins(allMsgs)
 .reqOpenOrders()

diff --git a/lib/constants.js b/lib/constants.js
@@ -210,9 +210,19 @@ exports.MIN_SERVER_VER = {
   REQ_HISTORICAL_NEWS    : 117,
   REQ_HEAD_TIMESTAMP     : 118,
   REQ_HISTOGRAM          : 119,
-  SERVICE_DATA_TYPE      : 120
+  SERVICE_DATA_TYPE      : 120,
+  AGG_GROUP              : 121,
+  UNDERLYING_INFO        : 122,
+  CANCEL_HEADTIMESTAMP   : 123,
+  SYNT_REALTIME_BARS     : 124,
+  CFD_REROUTE            : 125,
+  MARKET_RULES           : 126,
+  PNL                    : 127,
+  NEWS_QUERY_ORIGINS     : 128,
+  SERVER_VER_UNREALIZED_PNL : 129
 };
-
+
+
 exports.BAG_SEC_TYPE = 'BAG';
 
 // FA msg data types
@@ -318,7 +328,8 @@ exports.TICK_TYPE = {
    DELAYED_MODEL_OPTION:83,
    LAST_EXCH:84,
    LAST_REG_TIME:85,
-   NOT_SET:86
+   FUTURES_OPEN_INTEREST:86,
+   UNKNOWN:2147483647
 };
 
 exports.EXERCISE_ACTION = {

diff --git a/lib/index.js b/lib/index.js
@@ -270,7 +270,7 @@ IB.prototype.reqSecDefOptParams = function(reqId, underlyingSymbol, futFopExchan
 
 
 IB.prototype.reqHistoricalData = function (tickerId, contract, endDateTime, durationStr,
-                                           barSizeSetting, whatToShow, useRTH, formatDate) {
+                                           barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate) {
   assert(_.isNumber(tickerId), '"tickerId" must be an integer - ' + tickerId);
   assert(_.isPlainObject(contract), '"contract" must be a plain object - ' + contract);
   assert(_.isString(endDateTime), '"endDateTime" must be a string - ' + endDateTime);
@@ -279,9 +279,10 @@ IB.prototype.reqHistoricalData = function (tickerId, contract, endDateTime, dura
   assert(_.isString(whatToShow), '"whatToShow" must be a string - ' + whatToShow);
   assert(_.isNumber(useRTH), '"useRTH" must be an integer - ' + useRTH);
   assert(_.isNumber(formatDate), '"formatDate" must be an integer - ' + formatDate);
+    assert(_.isBoolean(keepUpToDate), '"keepUpToDate" must be an boolean - ' + keepUpToDate);
 
   this._send('reqHistoricalData', tickerId, contract, endDateTime, durationStr,
-                                     barSizeSetting, whatToShow, useRTH, formatDate);
+                                     barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate);
 
   return this;
 };
@@ -308,13 +309,14 @@ IB.prototype.reqMarketDataType = function (marketDataType) {
   return this;
 };
 
-IB.prototype.reqMktData = function (tickerId, contract, genericTickList, snapshot) {
+IB.prototype.reqMktData = function (tickerId, contract, genericTickList, snapshot, regulatorySnapshot) {
   assert(_.isNumber(tickerId), '"tickerId" must be an integer - ' + tickerId);
   assert(_.isPlainObject(contract), '"contract" must be a plain object - ' + contract);
   assert(_.isString(genericTickList), '"genericTickList" must be a string - ' + genericTickList);
   assert(_.isBoolean(snapshot), '"snapshot" must be a boolean - ' + snapshot);
+  assert(_.isBoolean(regulatorySnapshot), '"regulatorySnapshot" must be a boolean - ' + regulatorySnapshot);
 
-  this._send('reqMktData', tickerId, contract, genericTickList, snapshot);
+  this._send('reqMktData', tickerId, contract, genericTickList, snapshot, regulatorySnapshot);
 
   return this;
 };

diff --git a/lib/outgoing.js b/lib/outgoing.js
@@ -954,8 +954,8 @@ Outgoing.prototype.reqGlobalCancel = function () {
 };
 
 Outgoing.prototype.reqHistoricalData = function (tickerId, contract, endDateTime, durationStr,
-                                                 barSizeSetting, whatToShow, useRTH, formatDate) {
-  var version = 5;
+                                                 barSizeSetting, whatToShow, useRTH, formatDate, keepUpToDate) {
+  var version = 6;
 
   if (this._controller._serverVersion < 16) {
     return this._controller.emitError('It does not support historical data backfill.');
@@ -1006,8 +1006,6 @@ Outgoing.prototype.reqHistoricalData = function (tickerId, contract, endDateTime
     args.push(formatDate);
   }
 
-
-
   if (_.isString(contract.secType) &&
       C.BAG_SEC_TYPE.toUpperCase() === contract.secType.toUpperCase()) {
     if (!_.isArray(contract.comboLegs)) {
@@ -1023,6 +1021,14 @@ Outgoing.prototype.reqHistoricalData = function (tickerId, contract, endDateTime
       });
     }
   }
+
+  if (this._controller._serverVersion >= C.MIN_SERVER_VER.SYNT_REALTIME_BARS) {
+    args.push(keepUpToDate);
+  }
+
+  if (this._controller._serverVersion >= C.MIN_SERVER_VER.LINKING) {
+    args.push("");
+  }
 
   this._send(args);
 };
@@ -1049,7 +1055,7 @@ Outgoing.prototype.reqMarketDataType = function (marketDataType) {
   this._send(C.OUTGOING.REQ_MARKET_DATA_TYPE, version, marketDataType);
 };
 
-Outgoing.prototype.reqMktData = function (tickerId, contract, genericTickList, snapshot) {
+Outgoing.prototype.reqMktData = function (tickerId, contract, genericTickList, snapshot, regulatorySnapshot) {
   if (this._controller._serverVersion < C.MIN_SERVER_VER.SNAPSHOT_MKT_DATA && snapshot) {
     return this._controller.emitError('It does not support snapshot market data requests.');
   }
@@ -1068,7 +1074,7 @@ Outgoing.prototype.reqMktData = function (tickerId, contract, genericTickList, s
     }
   }
 
-  var version = 10;
+  var version = 11;
 
   var args = [C.OUTGOING.REQ_MKT_DATA, version, tickerId];
 
@@ -1143,6 +1149,14 @@ Outgoing.prototype.reqMktData = function (tickerId, contract, genericTickList, s
   if (this._controller._serverVersion >= C.MIN_SERVER_VER.SNAPSHOT_MKT_DATA) {
     args.push(snapshot);
   }
+
+  if (this._controller._serverVersion >= C.MIN_SERVER_VER.REQ_SMART_COMPONENTS) {
+    args.push(regulatorySnapshot);
+  }
+
+  if (this._controller._serverVersion >= C.MIN_SERVER_VER.LINKING) {
+    args.push("");
+  }
 
   this._send(args);
 };

diff --git a/lib/util.js b/lib/util.js
@@ -6,6 +6,8 @@ function _findKeyForValue(object, value) {
       return key;
     }
   }
+
+  return C.TICK_TYPE.UNKNOWN;
 }
 
 function incomingToString(incoming) {
-Original file line number
+Diff line change
@@ Expand Up / @@ -6,6 +6,8 @@ function _findKeyForValue(object, value) { @@
           return key;
         }
       }
+      return C.TICK_TYPE.UNKNOWN;
     }
     function incomingToString(incoming) {
@@ Expand Down @@