void to_xml( xmlNodePtr parent, const RowExecution &row )
{
xmlNodePtr nrow = xmlNewChild( parent,
NULL, (const xmlChar*)"ExecDetails", NULL);
conv_ib2xml( nrow, "contract", row.contract );
conv_ib2xml( nrow, "execution", row.execution );
}
static void to_xml( xmlNodePtr parent, const RowOpenOrder &d )
{
char tmp[128];
xmlNodePtr nrow = xmlNewChild( parent,
NULL, (const xmlChar*)"OpenOrder", NULL);
A_ADD_ATTR_LONG(nrow, d, orderId);
conv_ib2xml( nrow, "contract", d.contract );
conv_ib2xml( nrow, "order", d.order );
conv_ib2xml( nrow, "orderState", d.orderState );
}
void to_xml( xmlNodePtr parent, const PlaceOrder& po)
{
char tmp[128];
static const PlaceOrder dflt;
xmlNodePtr ne = xmlNewChild( parent, NULL, (xmlChar*)"query", NULL);
conv_ib2xml( ne, "contract", po.contract );
conv_ib2xml( ne, "order", po.order );
ADD_ATTR_LONG( po, orderId );
ADD_ATTR_LONGLONG( po, time_sent );
}
void to_xml( xmlNodePtr parent, const RowAcc& row )
{
char tmp[128];
switch( row.type ) {
case RowAcc::t_AccVal:
{
const RowAccVal &d = *(RowAccVal*)row.data;
xmlNodePtr nrow = xmlNewChild( parent,
NULL, (const xmlChar*)"AccVal", NULL);
A_ADD_ATTR_STRING( nrow, d, key );
A_ADD_ATTR_STRING( nrow, d, val );
A_ADD_ATTR_STRING( nrow, d, currency );
A_ADD_ATTR_STRING( nrow, d, accountName );
}
break;
case RowAcc::t_Prtfl:
{
const RowPrtfl &d = *(RowPrtfl*)row.data;
xmlNodePtr nrow = xmlNewChild( parent,
NULL, (const xmlChar*)"Prtfl", NULL);
conv_ib2xml( nrow, "contract", d.contract );
A_ADD_ATTR_INT( nrow, d, position );
A_ADD_ATTR_DOUBLE( nrow, d, marketPrice );
A_ADD_ATTR_DOUBLE( nrow, d, marketValue );
A_ADD_ATTR_DOUBLE( nrow, d, averageCost );
A_ADD_ATTR_DOUBLE( nrow, d, unrealizedPNL );
A_ADD_ATTR_DOUBLE( nrow, d, realizedPNL );
A_ADD_ATTR_STRING( nrow, d, accountName );
}
break;
case RowAcc::t_stamp:
{
const std::string &d = *(std::string*)row.data;
xmlNodePtr nrow = xmlNewChild( parent,
NULL, (const xmlChar*)"stamp", NULL);
xmlNewProp ( nrow, (xmlChar*) "timeStamp",
(const xmlChar*) d.c_str() );
}
break;
case RowAcc::t_end:
{
const std::string &d = *(std::string*)row.data;
xmlNodePtr nrow = xmlNewChild( parent,
NULL, (const xmlChar*)"end", NULL);
xmlNewProp ( nrow, (xmlChar*) "accountName",
(const xmlChar*) d.c_str() );
}
break;
}
}
void to_xml( xmlNodePtr parent, const HistRequest& hr)
{
char tmp[128];
static const HistRequest dflt;
xmlNodePtr ne = xmlNewChild( parent, NULL, (xmlChar*)"query", NULL);
conv_ib2xml( ne, "reqContract", hr.ibContract );
ADD_ATTR_STRING( hr, endDateTime );
ADD_ATTR_STRING( hr, durationStr );
ADD_ATTR_STRING( hr, barSizeSetting );
ADD_ATTR_STRING( hr, whatToShow );
ADD_ATTR_INT( hr, useRTH );
ADD_ATTR_INT( hr, formatDate );
}
void PacketContractDetails::dumpXml()
{
xmlNodePtr root = TwsXml::newDocRoot();
xmlNodePtr npcd = xmlNewChild( root, NULL,
(const xmlChar*)"request", NULL );
xmlNewProp( npcd, (const xmlChar*)"type",
(const xmlChar*)"contract_details" );
to_xml(npcd, *request );
xmlNodePtr nrsp = xmlNewChild( npcd, NULL, (xmlChar*)"response", NULL);
for( size_t i=0; i<cdList->size(); i++ ) {
conv_ib2xml( nrsp, "ContractDetails", (*cdList)[i] );
}
TwsXml::dumpAndFree( root );
}
void to_xml( xmlNodePtr parent, const ExecutionsRequest &eR )
{
xmlNodePtr ne = xmlNewChild( parent, NULL, (xmlChar*)"query", NULL);
conv_ib2xml( ne, "executionFilter", eR.executionFilter );
}
void to_xml( xmlNodePtr parent, const ContractDetailsRequest& cdr)
{
xmlNodePtr nqry = xmlNewChild( parent, NULL, (xmlChar*)"query", NULL);
conv_ib2xml( nqry, "reqContract", cdr.ibContract() );
}
void conv_ib2xml( xmlNodePtr parent, const char* name, const IB::Order& o )
{
char tmp[128];
static const IB::Order dflt;
xmlNodePtr ne = xmlNewChild( parent, NULL,
(const xmlChar*)name, NULL);
ADD_ATTR_LONG( o, orderId );
ADD_ATTR_LONG( o, clientId );
ADD_ATTR_LONG( o, permId );
ADD_ATTR_STRING( o, action );
ADD_ATTR_LONG( o, totalQuantity );
ADD_ATTR_STRING( o, orderType );
ADD_ATTR_DOUBLE( o, lmtPrice );
ADD_ATTR_DOUBLE( o, auxPrice );
ADD_ATTR_STRING( o, tif );
ADD_ATTR_STRING( o, ocaGroup );
ADD_ATTR_INT( o, ocaType );
ADD_ATTR_STRING( o, orderRef );
ADD_ATTR_BOOL( o, transmit );
ADD_ATTR_LONG( o, parentId );
ADD_ATTR_BOOL( o, blockOrder );
ADD_ATTR_BOOL( o, sweepToFill );
ADD_ATTR_INT( o, displaySize );
ADD_ATTR_INT( o, triggerMethod );
ADD_ATTR_BOOL( o, outsideRth );
ADD_ATTR_BOOL( o, hidden );
ADD_ATTR_STRING( o, goodAfterTime );
ADD_ATTR_STRING( o, goodTillDate );
ADD_ATTR_STRING( o, rule80A );
ADD_ATTR_BOOL( o, allOrNone );
ADD_ATTR_INT( o, minQty );
ADD_ATTR_DOUBLE( o, percentOffset );
ADD_ATTR_BOOL( o, overridePercentageConstraints );
ADD_ATTR_DOUBLE( o, trailStopPrice );
#if TWSAPI_IB_VERSION_NUMBER >= 967
ADD_ATTR_DOUBLE( o, trailingPercent );
#endif
ADD_ATTR_STRING( o, faGroup );
ADD_ATTR_STRING( o, faProfile );
ADD_ATTR_STRING( o, faMethod );
ADD_ATTR_STRING( o, faPercentage );
ADD_ATTR_STRING( o, openClose );
ADD_ATTR_INT( o, origin ); // TODO that's an enum!
ADD_ATTR_INT( o, shortSaleSlot );
ADD_ATTR_STRING( o, designatedLocation );
ADD_ATTR_INT( o, exemptCode );
ADD_ATTR_DOUBLE( o, discretionaryAmt );
ADD_ATTR_BOOL( o, eTradeOnly );
ADD_ATTR_BOOL( o, firmQuoteOnly );
ADD_ATTR_DOUBLE( o, nbboPriceCap );
ADD_ATTR_BOOL( o, optOutSmartRouting );
ADD_ATTR_INT( o, auctionStrategy );
ADD_ATTR_DOUBLE( o, startingPrice );
ADD_ATTR_DOUBLE( o, stockRefPrice );
ADD_ATTR_DOUBLE( o, delta );
ADD_ATTR_DOUBLE( o, stockRangeLower );
ADD_ATTR_DOUBLE( o, stockRangeUpper );
ADD_ATTR_DOUBLE( o, volatility );
ADD_ATTR_INT( o, volatilityType );
ADD_ATTR_STRING( o, deltaNeutralOrderType );
ADD_ATTR_DOUBLE( o, deltaNeutralAuxPrice );
ADD_ATTR_LONG( o, deltaNeutralConId );
ADD_ATTR_STRING( o, deltaNeutralSettlingFirm );
ADD_ATTR_STRING( o, deltaNeutralClearingAccount );
ADD_ATTR_STRING( o, deltaNeutralClearingIntent );
#if TWSAPI_IB_VERSION_NUMBER >= 968
ADD_ATTR_STRING( o, deltaNeutralOpenClose );
ADD_ATTR_BOOL( o, deltaNeutralShortSale );
ADD_ATTR_INT( o, deltaNeutralShortSaleSlot );
ADD_ATTR_STRING( o, deltaNeutralDesignatedLocation );
#endif
ADD_ATTR_BOOL( o, continuousUpdate );
ADD_ATTR_INT( o, referencePriceType );
ADD_ATTR_DOUBLE( o, basisPoints );
ADD_ATTR_INT( o, basisPointsType );
ADD_ATTR_INT( o, scaleInitLevelSize );
ADD_ATTR_INT( o, scaleSubsLevelSize );
ADD_ATTR_DOUBLE( o, scalePriceIncrement );
#if TWSAPI_IB_VERSION_NUMBER >= 967
ADD_ATTR_DOUBLE( o, scalePriceAdjustValue );
ADD_ATTR_INT( o, scalePriceAdjustInterval );
ADD_ATTR_DOUBLE( o, scaleProfitOffset );
ADD_ATTR_BOOL( o, scaleAutoReset );
ADD_ATTR_INT( o, scaleInitPosition );
ADD_ATTR_INT( o, scaleInitFillQty );
ADD_ATTR_BOOL( o, scaleRandomPercent );
#endif
ADD_ATTR_STRING( o, hedgeType );
ADD_ATTR_STRING( o, hedgeParam );
ADD_ATTR_STRING( o, account );
ADD_ATTR_STRING( o, settlingFirm );
ADD_ATTR_STRING( o, clearingAccount );
ADD_ATTR_STRING( o, clearingIntent );
ADD_ATTR_STRING( o, algoStrategy );
ADD_CHILD_TAGVALUELIST( o, algoParams );
ADD_CHILD_TAGVALUELIST( o, smartComboRoutingParams );
ADD_ATTR_BOOL( o, whatIf );
ADD_ATTR_BOOL( o, notHeld );
#if TWSAPI_IB_VERSION_NUMBER >= 967
if( o.orderComboLegs.get() != NULL ) {
xmlNodePtr np = xmlNewChild( ne, NULL, (xmlChar*)"orderComboLegs", NULL);
for( IB::Order::OrderComboLegList::const_iterator it
= o.orderComboLegs->begin(); it != o.orderComboLegs->end(); ++it) {
conv_ib2xml( np, "orderComboLeg", **it );
}
}
#endif
}
void conv_ib2xml( xmlNodePtr parent, const char* name, const IB::Contract& c )
{
char tmp[128];
static const IB::Contract dflt;
xmlNodePtr ne = xmlNewChild( parent, NULL, (const xmlChar*)name, NULL);
ADD_ATTR_LONG( c, conId );
ADD_ATTR_STRING( c, symbol );
ADD_ATTR_STRING( c, secType );
ADD_ATTR_STRING( c, expiry );
ADD_ATTR_DOUBLE( c, strike );
ADD_ATTR_STRING( c, right );
ADD_ATTR_STRING( c, multiplier );
ADD_ATTR_STRING( c, exchange );
ADD_ATTR_STRING( c, primaryExchange );
ADD_ATTR_STRING( c, currency );
ADD_ATTR_STRING( c, localSymbol );
ADD_ATTR_BOOL( c, includeExpired );
ADD_ATTR_STRING( c, secIdType );
ADD_ATTR_STRING( c, secId );
ADD_ATTR_STRING( c, comboLegsDescrip );
#if TWSAPI_IB_VERSION_NUMBER <= 966
if( c.comboLegs != NULL ) {
#else
if( c.comboLegs.get() != NULL ) {
#endif
xmlNodePtr ncl = xmlNewChild( ne, NULL, (xmlChar*)"comboLegs", NULL);
for( IB::Contract::ComboLegList::const_iterator it
= c.comboLegs->begin(); it != c.comboLegs->end(); ++it) {
conv_ib2xml( ncl, "comboLeg", **it );
}
}
if( c.underComp != NULL ) {
conv_ib2xml( ne, "underComp", *c.underComp );
}
}
void conv_ib2xml( xmlNodePtr parent, const char* name,
const IB::ContractDetails& cd )
{
char tmp[128];
static const IB::ContractDetails dflt;
xmlNodePtr ne = xmlNewChild( parent, NULL,
(const xmlChar*)name, NULL);
conv_ib2xml( ne, "summary", cd.summary );
ADD_ATTR_STRING( cd, marketName );
ADD_ATTR_STRING( cd, tradingClass );
ADD_ATTR_DOUBLE( cd, minTick );
ADD_ATTR_STRING( cd, orderTypes );
ADD_ATTR_STRING( cd, validExchanges );
ADD_ATTR_LONG( cd, priceMagnifier );
ADD_ATTR_INT( cd, underConId );
ADD_ATTR_STRING( cd, longName );
ADD_ATTR_STRING( cd, contractMonth );
ADD_ATTR_STRING( cd, industry );
ADD_ATTR_STRING( cd, category );
ADD_ATTR_STRING( cd, subcategory );
ADD_ATTR_STRING( cd, timeZoneId );
ADD_ATTR_STRING( cd, tradingHours );
ADD_ATTR_STRING( cd, liquidHours );
#if TWSAPI_IB_VERSION_NUMBER >= 967
ADD_ATTR_STRING( cd, evRule );
ADD_ATTR_DOUBLE( cd, evMultiplier );
#endif
// BOND values
ADD_ATTR_STRING( cd, cusip );
ADD_ATTR_STRING( cd, ratings );
ADD_ATTR_STRING( cd, descAppend );
ADD_ATTR_STRING( cd, bondType );
ADD_ATTR_STRING( cd, couponType );
ADD_ATTR_BOOL( cd, callable );
ADD_ATTR_BOOL( cd, putable );
ADD_ATTR_DOUBLE( cd, coupon );
ADD_ATTR_BOOL( cd, convertible );
ADD_ATTR_STRING( cd, maturity );
ADD_ATTR_STRING( cd, issueDate );
ADD_ATTR_STRING( cd, nextOptionDate );
ADD_ATTR_STRING( cd, nextOptionType );
ADD_ATTR_BOOL( cd, nextOptionPartial );
ADD_ATTR_STRING( cd, notes );
#if TWSAPI_IB_VERSION_NUMBER >= 967
ADD_CHILD_TAGVALUELIST( cd, secIdList );
#endif
}
