void DebugTwsWrapper::execDetails ( int orderId, const IB::Contract& contract,
const IB::Execution& execution )
{
DEBUG_PRINTF( "EXECUTION_DATA: %d %s %s %ld %s", orderId,
contract.symbol.c_str(), contract.localSymbol.c_str(), contract.conId,
ibToString(execution).c_str());
}
void TwsDlWrapper::tickEFP( TickerId tickerId, TickType tickType,
double basisPoints, const IBString& formattedBasisPoints,
double totalDividends, int holdDays, const IBString& futureExpiry,
double dividendImpact, double dividendsToExpiry )
{
// TODO
DEBUG_PRINTF( "TICK_EFP: %ld %s", tickerId, ibToString(tickType).c_str() );
}
void TwsDlWrapper::tickGeneric( TickerId tickerId, TickType tickType,
double value )
{
#if 0
DEBUG_PRINTF( "TICK_GENERIC: %ld %s %g",
tickerId, ibToString(tickType).c_str(), value );
#endif
parentTwsDL->twsTickGeneric(tickerId, tickType, value);
}
void TwsDlWrapper::tickSize( TickerId tickerId, TickType field,
int size )
{
#if 0
DEBUG_PRINTF( "TICK_SIZE: %ld %s %d",
tickerId, ibToString(field).c_str(), size );
#endif
parentTwsDL->twsTickSize( tickerId, field, size );
}
void TwsDlWrapper::tickPrice( TickerId tickerId, TickType field,
double price, const TickAttrib& ta)
{
#if 0
DEBUG_PRINTF( "TICK_PRICE: %ld %s %g %d",
tickerId, ibToString(field).c_str(), price, ta.canAutoExecute);
#endif
parentTwsDL->twsTickPrice( tickerId, field, price, ta.canAutoExecute );
}
void DebugTwsWrapper::tickString( IB::TickerId tickerId, IB::TickType tickType,
const IB::IBString& value )
{
if( tickType == IB::LAST_TIMESTAMP ) {
// here we format unix timestamp value
}
DEBUG_PRINTF( "TICK_STRING: %ld %s %s",
tickerId, ibToString(tickType).c_str(), value.c_str() );
}
void DebugTwsWrapper::tickOptionComputation ( IB::TickerId tickerId,
IB::TickType tickType, double impliedVol, double delta, double optPrice,
double pvDividend, double gamma, double vega, double theta,
double undPrice )
{
DEBUG_PRINTF( "TICK_OPTION_COMPUTATION: %ld %s %g %g %g %g %g %g %g %g",
tickerId, ibToString(tickType).c_str(), impliedVol, delta,
optPrice, pvDividend, gamma, vega, theta, undPrice );
}
void TwsDlWrapper::execDetails ( int reqId, const Contract& contract,
const Execution& execution )
{
#if 1
DEBUG_PRINTF( "EXECUTION_DATA: %d %s %s %ld %s", reqId,
contract.symbol.c_str(), contract.localSymbol.c_str(), contract.conId,
ibToString(execution).c_str());
#endif
RowExecution row = { contract, execution };
parentTwsDL->twsExecDetails( reqId, row );
}
void TwsDlWrapper::tickString( TickerId tickerId, TickType tickType,
const IBString& value )
{
#if 0
if( tickType == LAST_TIMESTAMP ) {
// here we format unix timestamp value
}
DEBUG_PRINTF( "TICK_STRING: %ld %s %s",
tickerId, ibToString(tickType).c_str(), value.c_str() );
#endif
parentTwsDL->twsTickString( tickerId, tickType, value);
}
void TwsDlWrapper::tickOptionComputation ( TickerId tickerId,
TickType tickType, double impliedVol, double delta, double optPrice,
double pvDividend, double gamma, double vega, double theta,
double undPrice )
{
#if 0
DEBUG_PRINTF( "TICK_OPTION_COMPUTATION: %ld %s %g %g %g %g %g %g %g %g",
tickerId, ibToString(tickType).c_str(), impliedVol, delta,
optPrice, pvDividend, gamma, vega, theta, undPrice );
#endif
parentTwsDL->twsTickOptionComputation(tickerId, tickType, impliedVol,
delta, optPrice, pvDividend, gamma, vega, theta, undPrice);
}
void TwsDL::twsTickSize( int reqId, IB::TickType field, int size )
{
Quote &q = quotes->at(reqId-1);
q.val[field] = size;
q.stamp[field] = nowInMsecs();
const std::vector<MktDataRequest> &mdlist
= workTodo->getMktDataTodo().mktDataRequests;
assert( reqId > 0 && reqId <= (int)mdlist.size() );
const IB::Contract &c
= workTodo->getMktDataTodo().mktDataRequests[reqId - 1].ibContract;
DEBUG_PRINTF( "TICK_SIZE: %d %s %ld %s %d", reqId,
c.symbol.c_str(), c.conId, ibToString(field).c_str(), size );
}
void DebugTwsWrapper::tickGeneric( IB::TickerId tickerId, IB::TickType tickType,
double value )
{
DEBUG_PRINTF( "TICK_GENERIC: %ld %s %g",
tickerId, ibToString(tickType).c_str(), value );
}
void DebugTwsWrapper::tickSize( IB::TickerId tickerId, IB::TickType field,
int size )
{
DEBUG_PRINTF( "TICK_SIZE: %ld %s %d",
tickerId, ibToString(field).c_str(), size );
}
void DebugTwsWrapper::tickPrice( IB::TickerId tickerId, IB::TickType field,
double price, int canAutoExecute )
{
DEBUG_PRINTF( "TICK_PRICE: %ld %s %g %d",
tickerId, ibToString(field).c_str(), price, canAutoExecute);
}
