I am trying to write customized code within Interactive Brokers' Java API. There are a bunch of methods that get sent to TWS via the eClientSocket object. Two examples are reqIds() and reqMktData(). These are both void methods, so they do not return anything. Instead, they 'activate' methods written within the class that invokes them (in this case, SampleFrame). These methods are also void, in that they don't return any data. Instead, code is written within these methods (nextValidId() and tickPrice() respectively) to handle the data that is sent back from TWS (trader workstation).
I am having trouble creating a modified version of the nextValidId() and tickPrice() methods because reqIds() and reqMktData() don't actually specify these method names in their own code. I therefore cannot write a method called "tickPriceBlackBox()" which is called from within reqMktData(), or from within a copy of reqMktData() called reqMktDataBlackBox(). Again, there is no specific code within reqMktData() that can be modified to call a specific tickPriceBlackBox() method. It's as if code within TWS itself is hardwired to call the tickPrice() method, making it impossible for me to create a new method for returning price information.
Can anyone explain what is going on, or how to create a solution?
Here's some code:
void onReqMktData() {//requests market data from TWS / Interactive Brokers
// run m_orderDlg
m_orderDlg.init("Mkt Data Options", true, "Market Data Options", m_mktDataOptions);
m_orderDlg.show();
if( !m_orderDlg.m_rc ) {
return;
}
m_mktDataOptions = m_orderDlg.getOptions();
// req mkt data
m_client.reqMktData( m_orderDlg.m_id, m_orderDlg.m_contract,
m_orderDlg.m_genericTicks, m_orderDlg.m_snapshotMktData, m_mktDataOptions);
}
//Here is the reqMktData() method
public synchronized void reqMktData(int tickerId, Contract contract,
String genericTickList, boolean snapshot, List mktDataOptions) {
if (!m_connected) {
error(EClientErrors.NO_VALID_ID, EClientErrors.NOT_CONNECTED, "");
return;
}
if (m_serverVersion < MIN_SERVER_VER_SNAPSHOT_MKT_DATA && snapshot) {
error(tickerId, EClientErrors.UPDATE_TWS,
" It does not support snapshot market data requests.");
return;
}
if (m_serverVersion < MIN_SERVER_VER_UNDER_COMP) {
if (contract.m_underComp != null) {
error(tickerId, EClientErrors.UPDATE_TWS,
" It does not support delta-neutral orders.");
return;
}
}
if (m_serverVersion < MIN_SERVER_VER_REQ_MKT_DATA_CONID) {
if (contract.m_conId > 0) {
error(tickerId, EClientErrors.UPDATE_TWS,
" It does not support conId parameter.");
return;
}
}
if (m_serverVersion < MIN_SERVER_VER_TRADING_CLASS) {
if (!IsEmpty(contract.m_tradingClass)) {
error(tickerId, EClientErrors.UPDATE_TWS,
" It does not support tradingClass parameter in reqMarketData.");
return;
}
}
final int VERSION = 11;
try {
// send req mkt data msg
send(REQ_MKT_DATA);
send(VERSION);
send(tickerId);
// send contract fields
if (m_serverVersion >= MIN_SERVER_VER_REQ_MKT_DATA_CONID) {
send(contract.m_conId);
}
send(contract.m_symbol);
send(contract.m_secType);
send(contract.m_expiry);
send(contract.m_strike);
send(contract.m_right);
if (m_serverVersion >= 15) {
send(contract.m_multiplier);
}
send(contract.m_exchange);
if (m_serverVersion >= 14) {
send(contract.m_primaryExch);
}
send(contract.m_currency);
if(m_serverVersion >= 2) {
send( contract.m_localSymbol);
}
if(m_serverVersion >= MIN_SERVER_VER_TRADING_CLASS) {
send( contract.m_tradingClass);
}
if(m_serverVersion >= 8 && BAG_SEC_TYPE.equalsIgnoreCase(contract.m_secType)) {
if ( contract.m_comboLegs == null ) {
send( 0);
}
else {
send( contract.m_comboLegs.size());
ComboLeg comboLeg;
for (int i=0; i < contract.m_comboLegs.size(); i ++) {
comboLeg = contract.m_comboLegs.get(i);
send( comboLeg.m_conId);
send( comboLeg.m_ratio);
send( comboLeg.m_action);
send( comboLeg.m_exchange);
}
}
}
if (m_serverVersion >= MIN_SERVER_VER_UNDER_COMP) {
if (contract.m_underComp != null) {
UnderComp underComp = contract.m_underComp;
send( true);
send( underComp.m_conId);
send( underComp.m_delta);
send( underComp.m_price);
}
else {
send( false);
}
}
if (m_serverVersion >= 31) {
/*
* Note: Even though SHORTABLE tick type supported only
* starting server version 33 it would be relatively
* expensive to expose this restriction here.
*
* Therefore we are relying on TWS doing validation.
*/
send( genericTickList);
}
if (m_serverVersion >= MIN_SERVER_VER_SNAPSHOT_MKT_DATA) {
send (snapshot);
}
// send mktDataOptions parameter
if(m_serverVersion >= MIN_SERVER_VER_LINKING) {
StringBuilder mktDataOptionsStr = new StringBuilder();
int mktDataOptionsCount = mktDataOptions == null ? 0 : mktDataOptions.size();
if( mktDataOptionsCount > 0) {
for( int i = 0; i < mktDataOptionsCount; ++i) {
TagValue tagValue = (TagValue)mktDataOptions.get(i);
mktDataOptionsStr.append( tagValue.m_tag);
mktDataOptionsStr.append( "=");
mktDataOptionsStr.append( tagValue.m_value);
mktDataOptionsStr.append( ";");
}
}
send( mktDataOptionsStr.toString());
}
}
catch( Exception e) {
error( tickerId, EClientErrors.FAIL_SEND_REQMKT, "" + e);
close();
}
}
//The key piece of this code, REQ_MKT_DATA, leads to a final int variable within the EClientSocket.java object, equal to 1. tickPrice() is not mentioned anywhere.
//This method provides stock price, but doesn't return a value. You have to put executable code within this one method. I cannot duplicate and change the name of this method (tickprice();) because none of my accessible code calls it, to my knowledge. It feels as if TWS is calling tickPrice from its end.
public void tickPrice( int tickerId, int field, double price, int canAutoExecute) {
// received price tick
String msg = EWrapperMsgGenerator.tickPrice( tickerId, field, price, canAutoExecute);
m_tickers.add( msg );
}