void IBClient::updateAccountValue(const IBString &key, const IBString &val, const IBString ¤cy, const IBString &accountName)
{
receiveData("updateAccountValue", knk(4,
kp((S)key.c_str()),
kp((S)val.c_str()),
ks((S)currency.c_str()),
ks((S)accountName.c_str()) ));
}
void IBClient::position(const IBString &account, const Contract &contract, int position, double avgCost)
{
receiveData("position", knk(4,
ks((S)account.c_str()),
kj(contract.conId),
ki(position),
kf(avgCost)));
}
void IBClient::accountSummary(int reqId, const IBString &account, const IBString &tag, const IBString &value, const IBString &curency)
{
receiveData("accountSummary", knk(5,
ki(reqId),
ks((S)account.c_str()),
ks((S)tag.c_str()),
kp((S)value.c_str()),
ks((S)curency.c_str())));
}
//create ,pass and recieve a simple table.
int eg7()
{
K cc,d,e,v,tab;
K flip,result,columnNames,columnData;
int row,col,nCols,nRows;
cc=ktn(KS,2);kS(cc)[0]=ss("pid");kS(cc)[1]=ss("uid");
d=ktn(KS,3);kS(d)[0]=ss("ibm");kS(d)[1]=ss("gte");kS(d)[2]=ss("kvm");
e=ktn(KI,3);kI(e)[0]=1;kI(e)[1]=2;kI(e)[2]=3;
v=knk(2,d,e);
tab=xT(xD(cc,v));
flip=k(c,"{[x]a:update t:.z.t,y:.z.d from x;.tst.t:a;a}",tab,(K)0);
//Turn into a dictionary. flip->k [transpose?]
//Display table. [Borrowed from code.kx.com:
// https://code.kx.com/trac/attachment/wiki/Cookbook/InterfacingWithC/csv.c ]
columnNames=kK(flip->k)[0];
columnData=kK(flip->k)[1];
nCols=columnNames->n;
nRows=kK(columnData)[0]->n;
for(row=0;row<nRows;row++)
{
if(0==row)
{
for(col=0;col<nCols;col++)
{
if(col>0)printf(",");
printf("%s",kS(columnNames)[col]);
}
printf("\n");
}
for(col=0;col<nCols;col++)
{
K obj=kK(columnData)[col];
if(col>0)printf(",");
switch(obj->t)
{
case(1):{printf("%d",kG(obj)[row]);}break;
case(4):{printf("%d",kG(obj)[row]);}break;
case(5):{printf("%d",kH(obj)[row]);}break;
case(6):{printf("%d",kI(obj)[row]);}break;
case(7):{printf("%lld",kJ(obj)[row]);}break;
case(8):{printf("%f",kE(obj)[row]);}break;
case(9):{printf("%f",kF(obj)[row]);}break;
case(11):{printf("%s",kS(obj)[row]);}break;
case(19):{printf("%i",kI(obj)[row]);}break;
case(14):{printf("%i",kI(obj)[row]);}break;
default:{printf("unknown type");}break;
}
}
printf("\n");
}
return 1;
}
void IBClient::updateMktDepth(TickerId id, int position, int operation, int side, double price, int size)
{
receiveData("updateMktDepth", knk(6,
kj(id),
ki(position),
ki(operation),
ki(side),
kf(price),
ki(size)));
}
void IBClient::updateMktDepthL2(TickerId id, int position, IBString marketMaker, int operation, int side, double price, int size)
{
receiveData("updateMktDepthL2", knk(7,
kj(id),
ki(position),
ks((S)marketMaker.c_str()),
ki(operation),
ki(side),
kf(price),
ki(size)));
}
K create_trade_schema()
{
return knk(7,
col("sym",KS),
col("exg",KS),
col("size",KI),
col("volume",KI),
col("sequence",KI),
col("price",KF),
col("cond", 0));
}
K create_quote_schema()
{
return knk(8,
col("sym",KS),
col("exg",KS),
col("asksize",KI),
col("bidsize",KI),
col("askprice",KF),
col("bidprice",KF),
col("sequence", KI),
col("cond", 0));
}
K eval(K x,K y,K z){K*k;S*b,s;SQLULEN w;SQLLEN*nb;SQLINTEGER*wb;H*tb,u,t,j=0,p,m;F f;C c[128];I n=xj<0;D d=d1(n?-xj:xj);U(d)x=y;Q(z->t!=-KJ||xt!=-KS&&xt!=KC,"type")
if(z->j)SQLSetStmtAttr(d,SQL_ATTR_QUERY_TIMEOUT,(SQLPOINTER)(SQLULEN)z->j,0);
if(xt==-KS)Q1(SQLColumns(d,(S)0,0,(S)0,0,xs,S0,(S)0,0))else{I e;K q=kpn(xG,xn);ja(&q,"\0");e=SQLExecDirect(d,q->G0,xn);r0(q);Q1(e)}
SQLNumResultCols(d,&j);P(!j,(d0(d),knk(0)))
b=malloc(j*SZ),tb=malloc(j*2),wb=malloc(j*SZ),nb=malloc(j*SZ),x=ktn(KS,j),y=ktn(0,j);// sqlserver: no bind past nonbind
DO(j,Q1(SQLDescribeCol(d,(H)(i+1),c,128,&u,&t,&w,&p,&m))xS[i]=sn(c,u);
if(t>90)t-=82;
Q(t<-11||t>12,xS[i])wb[i]=ut[tb[i]=t=t>0?t:12-t]==KS&&w?w+1:wt[t];if(ut[t]==KS&&(n||!wb[i]||wb[i]>9))tb[i]=13)
DO(j,kK(y)[i]=ktn(ut[t=tb[i]],0);if(w=wb[i])Q1(SQLBindCol(d,(H)(i+1),ct[t],b[i]=malloc(w),w,nb+i)))
for(;SQL_SUCCEEDED(SQLFetch(d));)DO(j,k=kK(y)+i;u=ut[t=tb[i]];s=b[i];n=SQL_NULL_DATA==(int)nb[i];
if(!u)jk(k,n?ktn(ct[t]?KC:KG,0):wb[i]?kp(s):gb(d,(H)(i+1),t));
else ja(k,n?nu(u):u==KH&&wb[i]==1?(t=(H)*s,(S)&t):u==KS?(s=dtb(s,nb[i]),(S)&s):u<KD?s:u==KZ?(f=ds(s)+(vs(s+6)+*(I*)(s+12)/1e9)/8.64e4,(S)&f):(w=u==KD?ds(s):vs(s),(S)&w)))
if(!SQLMoreResults(d))O("more\n");DO(j,if(wb[i])free(b[i]))R free(b),free(tb),free(wb),free(nb),d0(d),xT(xD(x,y));}
K fa2q(double *data,long *dims,long d,long size){
int length=dims[0],elesize=size/length,i;
K L;
if(1==d){
L=ktn(KF,length);
for(i=0;i<length;i++)kF(L)[i]=*(data+i);
R L;
}else if(1<d){
L=knk(0);
for(i=0;i<length;i++)jk(&L,fa2q(data+i*elesize,dims+1,d-1,elesize));
R L;
}
R (K)0;
}
static K run_test(void (*execute_test)(void(s1)(void),void(s2)(void)), int testCount)
{
int i;
K result, kffc[3], kpmc[4];
for (i = 0 ; i < PMC_COUNT ; i++)
pmc_fixed[i] = 0;
for (i = 0 ; i < FFC_COUNT ; i++)
ffc_fixed[i] = 0;
ioctl(fd, IOCTL_MSR_CMDS, (long long)pmc_reset);
execute_baseline(testCount, &start_baseline, &stop_baseline);
pmc_fixed[0] = pmc_read[1].value / testCount;
pmc_fixed[1] = pmc_read[2].value / testCount;
pmc_fixed[2] = pmc_read[3].value / testCount;
pmc_fixed[3] = pmc_read[4].value / testCount;
ffc_fixed[0] = pmc_read[5].value / testCount;
ffc_fixed[1] = pmc_read[6].value / testCount;
ffc_fixed[2] = pmc_read[7].value / testCount;
for (i = 0 ; i < PMC_COUNT ; i++)
kpmc[i] = ktn(KJ, testCount);
for (i = 0 ; i < FFC_COUNT ; i++)
kffc[i] = ktn(KJ, testCount);
for (i = 1 ; i < 1 + PMC_COUNT + FFC_COUNT ; i++)
pmc_read[i].value = 0;
for (i = 0 ; i < testCount ; i++) {
ioctl(fd, IOCTL_MSR_CMDS, (long long)pmc_reset);
execute_test(&start_counters, &stop_counters);
kJ(kpmc[0])[i] = pmc_read[1].value - pmc_fixed[0];
kJ(kpmc[1])[i] = pmc_read[2].value - pmc_fixed[1];
kJ(kpmc[2])[i] = pmc_read[3].value - pmc_fixed[2];
kJ(kpmc[3])[i] = pmc_read[4].value - pmc_fixed[3];
kJ(kffc[0])[i] = pmc_read[5].value - ffc_fixed[0];
kJ(kffc[1])[i] = pmc_read[6].value - ffc_fixed[1];
kJ(kffc[2])[i] = pmc_read[7].value - ffc_fixed[2];
}
result = knk(7, kffc[0], kffc[1], kffc[2], kpmc[0], kpmc[1], kpmc[2], kpmc[3]);
return result;
}
void IBClient::execDetails(int reqId, const Contract &contract, const Execution &execution)
{
auto exec = createDictionary(std::map<std::string, K> {
{ "execId", ks((S)execution.execId.c_str()) },
{ "time", kp((S)execution.time.c_str()) }, // TODO: Convert
{ "acctNumber", ks((S)execution.acctNumber.c_str()) },
{ "exchange", ks((S)execution.exchange.c_str()) },
{ "side", ks((S)execution.side.c_str()) },
{ "shares", ki(execution.shares) },
{ "price", kf(execution.price) },
{ "permId", ki(execution.permId) },
{ "clientId", kj(execution.clientId) },
{ "orderId", kj(execution.orderId) },
{ "liquidation", ki(execution.liquidation) },
{ "cumQty", ki(execution.cumQty) },
{ "avgPrice", kf(execution.avgPrice) },
{ "evRule", kp((S)execution.evRule.c_str()) },
{ "evMultiplier", kf(execution.evMultiplier) }
});
receiveData("execDetails", knk(3, ki(reqId), kj(contract.conId), exec));
}
void IBClient::error(const int id, const int errorCode, const IBString errorString)
{
std::string type;
if (1100 <= errorCode && errorCode <= 1300) {
type = "system";
} else if (2100 <= errorCode && errorCode <= 2110) {
type = "warning";
} else {
type = "error";
}
receiveData(type.c_str(), knk(3, kj(id), kj(errorCode), kp((S)errorString.c_str())));
// "Connectivity between IB and TWS has been lost"
if (id == -1 && errorCode == 1100) {
disconnect();
}
// Exception caught while reading socket - Connection reset by peer
if (id == -1 && errorCode == 509) {
disconnect();
}
}
void IBClient::tickSize(TickerId tickerId, TickType field, int size)
{
receiveData("tickSize", knk(3, kj(tickerId), ki(field), ki(size)));
}
K threads_async(K x,K y) {
async_job *job=threads_create_job(knk(1,r1(x)),r1(y));
threadpool_add(threadpool,threads_thread_callback,(V*)job,0);R(K)0;}
static K threads_q_callback(int fd) {
C b;async_job* job;I rd=read(fd,&job,sizeof(async_job*));K deserialized=knk(1,d9(job->job_result));
K retval=dot(job->callback,deserialized);if(write(job->free_pipe[1],&b,1)==-1){};
threads_free_job(job);r0(deserialized);R retval;}
void IBClient::tickGeneric(TickerId tickerId, TickType tickType, double value)
{
receiveData("tickGeneric", knk(3, kj(tickerId), ki(tickType), kf(value)));
}
void IBClient::fundamentalData(TickerId reqId, const IBString& data)
{
receiveData("fundamentalData", knk(2, kj(reqId), kp((S)data.c_str())));
}
void IBClient::tickPrice(TickerId tickerId, TickType field, double price, int canAutoExecute)
{
receiveData("tickPrice", knk(4, kj(tickerId), ki(field), kf(price), kb(canAutoExecute)));
}
void IBClient::tickString(TickerId tickerId, TickType tickType, const IBString &value)
{
receiveData("tickString", knk(3, kj(tickerId), ki(tickType), kp((S)value.c_str())));
}