6

我试图理解 IBrokers 包，在阅读其Real Time vignettes时，在第 2.4.1 节的末尾，包的作者 Jeffrey A. Ryan 写道：

[...] 要从 TWS 请求当前时间，需要发送“当前时间”（.twsOutgoingMSG$REQ CURRENT TIME）的代码：“49”和特定请求的当前版本号。在当前时间的情况下，版本只是字符“1”。

浏览 IBrokers 包的源代码，我注意到作者对不同的请求使用不同的 VERSION 编号（例如，对于 reqMrktData，VERSION = 9）。不管是谁，当我查看 Interactive Brokers API文档时，对于 reqMktData() 函数，我发现该函数不需要“版本号”作为参数。

我还试图寻找关于特定请求的版本号以及我们可能需要它的时间/地点的一般解释，但我找不到任何东西。

如果有人能向我解释一下“VERSION”变量，它的用途/实现，以及我们如何/在哪里可以找到针对盈透证券 API 的各种请求的版本号列表，我将不胜感激。

先感谢您

4

1 回答 1

1

如果有人能向我解释一下“VERSION”变量，它的用途/实现，以及我们如何/在哪里可以找到针对盈透证券 API 的各种请求的版本号列表，我将不胜感激。

API 演进问题。

查看class EClientSocketJava（或 C++）API 客户端库代码。Jeff Ryan 可能从这里拿起/不得不拿起 VERSION 号码。

基本上，随着 IB 平台/服务器功能的发展，客户使用的客户端 API 的旧版本和新版本都有。因此，IB 服务器能够处理来自较旧版本的 IB API 客户端以及较新版本的请求。VERSION 帮助服务器区分它正在处理的 API 调用的版本。

例如，较新版本的 IB 客户端 API 可以reqMktData()一次完成具有多条腿的整个组合，而老客户端则无法做到这一点。因此，正如您所指出的，对于未发展的更简单的 API，例如 等，它是 1 cancelHistoricalData()；cancelScannerSubscription()但对于随着时间的推移趋于发展的 API，例如 reqMktData()，它可以高达 7 或 9。

在更底层的术语中，VERSION 告诉服务器客户端将send()在VERSION. 下面是一段代码摘自reqScannerSubscription()。注意send(VERSION);后面的右边send(REQ_SCANNER_SUBSCRIPTION);

（请注意，还有两种其他类型的版本号：服务器端（IB 服务器/平台）版本号和 IB TWS 客户端 API 版本号！这些与您关心的 per-API VERSION 是分开的。是否IB 确实需要一个独立于 IB 客户端版本的每个 API 调用 VERSION 对我来说并不是很明显，但这就是它们现在的滚动方式）。

为一个漫不经心的答案道歉；一看EClientSocket.java就会明白！:-)

public synchronized void reqScannerSubscription( int tickerId,
    ScannerSubscription subscription) {
    // not connected?
    if (!m_connected) {
        error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
        return;
    }

    if (m_serverVersion < 24) {
      error(EClientErrors.NO_VALID_ID, EClientErrors.UPDATE_TWS,
            "  It does not support API scanner subscription.");
      return;
    }

    final int VERSION = 3;

    try {
        send(REQ_SCANNER_SUBSCRIPTION);
        send(VERSION);
        send(tickerId);
        sendMax(subscription.numberOfRows());
        send(subscription.instrument());
        send(subscription.locationCode());

EClientSocket 顶部的客户端版本历史记录。

public class EClientSocket {

    // Client version history
    //
    //  6 = Added parentId to orderStatus
    //  7 = The new execDetails event returned for an order filled status and reqExecDetails
    //     Also market depth is available.
    //  8 = Added lastFillPrice to orderStatus() event and permId to execution details
    //  9 = Added 'averageCost', 'unrealizedPNL', and 'unrealizedPNL' to updatePortfolio event
    // 10 = Added 'serverId' to the 'open order' & 'order status' events.
    //      We send back all the API open orders upon connection.
    //      Added new methods reqAllOpenOrders, reqAutoOpenOrders()
    //      Added FA support - reqExecution has filter.
    //                       - reqAccountUpdates takes acct code.
    // 11 = Added permId to openOrder event.
    // 12 = requsting open order attributes ignoreRth, hidden, and discretionary
    // 13 = added goodAfterTime
    // 14 = always send size on bid/ask/last tick
    // 15 = send allocation description string on openOrder
    // 16 = can receive account name in account and portfolio updates, and fa params in openOrder
    // 17 = can receive liquidation field in exec reports, and notAutoAvailable field in mkt data
    // 18 = can receive good till date field in open order messages, and request intraday backfill
    // 19 = can receive rthOnly flag in ORDER_STATUS
    // 20 = expects TWS time string on connection after server version >= 20.
    // 21 = can receive bond contract details.
    // 22 = can receive price magnifier in version 2 contract details message
    // 23 = support for scanner
    // 24 = can receive volatility order parameters in open order messages
    // 25 = can receive HMDS query start and end times
    // 26 = can receive option vols in option market data messages
    // 27 = can receive delta neutral order type and delta neutral aux price in place order version 20: API 8.85
    // 28 = can receive option model computation ticks: API 8.9
    // 29 = can receive trail stop limit price in open order and can place them: API 8.91
    // 30 = can receive extended bond contract def, new ticks, and trade count in bars
    // 31 = can receive EFP extensions to scanner and market data, and combo legs on open orders
    //    ; can receive RT bars 
    // 32 = can receive TickType.LAST_TIMESTAMP
    //    ; can receive "whyHeld" in order status messages 
    // 33 = can receive ScaleNumComponents and ScaleComponentSize is open order messages 
    // 34 = can receive whatIf orders / order state
    // 35 = can receive contId field for Contract objects
    // 36 = can receive outsideRth field for Order objects
    // 37 = can receive clearingAccount and clearingIntent for Order objects

    private static final int CLIENT_VERSION = 37;
    private static final int SERVER_VERSION = 38;
    private static final byte[] EOL = {0};
    private static final String BAG_SEC_TYPE = "BAG";
于 2014-01-02T12:47:39.633 回答