void from_xml( PlaceOrder* po, const xmlNodePtr node )
{
char* tmp;
for( xmlNodePtr p = node->children; p!= NULL; p=p->next) {
if( p->type == XML_ELEMENT_NODE ) {
if( strcmp((char*)p->name, "contract") == 0 ) {
conv_xml2ib( &po->contract, p);
} else if( strcmp((char*)p->name, "order") == 0 ) {
conv_xml2ib( &po->order, p);
}
}
}
GET_ATTR_LONG( po, orderId );
GET_ATTR_LONGLONG( po, time_sent );
}
void from_xml( ExecutionsRequest *eR, const xmlNodePtr node )
{
for( xmlNodePtr p = node->children; p!= NULL; p=p->next) {
if( p->type == XML_ELEMENT_NODE
&& strcmp((char*)p->name, "executionFilter") == 0 ) {
conv_xml2ib( &eR->executionFilter, p);
}
}
}
void from_xml( ContractDetailsRequest *cdr, const xmlNodePtr node )
{
for( xmlNodePtr p = node->children; p!= NULL; p=p->next) {
if( p->type == XML_ELEMENT_NODE
&& strcmp((char*)p->name, "reqContract") == 0 ) {
IB::Contract c;
conv_xml2ib( &c, p);
cdr->initialize(c);
}
}
}
void conv_xml2ib( IB::ContractDetails* cd, const xmlNodePtr node )
{
char* tmp;
GET_ATTR_STRING( cd, marketName );
GET_ATTR_STRING( cd, tradingClass );
GET_ATTR_DOUBLE( cd, minTick );
GET_ATTR_STRING( cd, orderTypes );
GET_ATTR_STRING( cd, validExchanges );
GET_ATTR_LONG( cd, priceMagnifier );
GET_ATTR_INT( cd, underConId );
GET_ATTR_STRING( cd, longName );
GET_ATTR_STRING( cd, contractMonth );
GET_ATTR_STRING( cd, industry );
GET_ATTR_STRING( cd, category );
GET_ATTR_STRING( cd, subcategory );
GET_ATTR_STRING( cd, timeZoneId );
GET_ATTR_STRING( cd, tradingHours );
GET_ATTR_STRING( cd, liquidHours );
#if TWSAPI_IB_VERSION_NUMBER >= 967
GET_ATTR_STRING( cd, evRule );
GET_ATTR_DOUBLE( cd, evMultiplier );
#endif
// BOND values
GET_ATTR_STRING( cd, cusip );
GET_ATTR_STRING( cd, ratings );
GET_ATTR_STRING( cd, descAppend );
GET_ATTR_STRING( cd, bondType );
GET_ATTR_STRING( cd, couponType );
GET_ATTR_BOOL( cd, callable );
GET_ATTR_BOOL( cd, putable );
GET_ATTR_DOUBLE( cd, coupon );
GET_ATTR_BOOL( cd, convertible );
GET_ATTR_STRING( cd, maturity );
GET_ATTR_STRING( cd, issueDate );
GET_ATTR_STRING( cd, nextOptionDate );
GET_ATTR_STRING( cd, nextOptionType );
GET_ATTR_BOOL( cd, nextOptionPartial );
GET_ATTR_STRING( cd, notes );
for( xmlNodePtr p = node->children; p!= NULL; p=p->next) {
if( p->type != XML_ELEMENT_NODE ) {
continue;
}
if( strcmp((char*) p->name, "summary") == 0 ) {
conv_xml2ib( &cd->summary, p );
}
#if TWSAPI_IB_VERSION_NUMBER >= 967
else if(p->name && (strcmp((char*) p->name, "secIdList") == 0)) {
GET_CHILD_TAGVALUELIST( cd->secIdList );
}
#endif
}
}
void from_xml( MktDataRequest* mdr, const xmlNodePtr node )
{
char* tmp;
for( xmlNodePtr p = node->children; p!= NULL; p=p->next) {
if( p->type == XML_ELEMENT_NODE
&& strcmp((char*)p->name, "reqContract") == 0 ) {
conv_xml2ib( &mdr->ibContract, p);
}
}
GET_ATTR_STRING( mdr, genericTicks );
GET_ATTR_BOOL( mdr, snapshot );
}
void from_xml( HistRequest *hR, const xmlNodePtr node )
{
char* tmp;
for( xmlNodePtr p = node->children; p!= NULL; p=p->next) {
if( p->type == XML_ELEMENT_NODE
&& strcmp((char*)p->name, "reqContract") == 0 ) {
conv_xml2ib( &hR->ibContract, p);
}
}
GET_ATTR_STRING( hR, endDateTime );
GET_ATTR_STRING( hR, durationStr );
GET_ATTR_STRING( hR, barSizeSetting );
GET_ATTR_STRING( hR, whatToShow );
GET_ATTR_INT( hR, useRTH );
GET_ATTR_INT( hR, formatDate );
}
PacketContractDetails * PacketContractDetails::fromXml( xmlNodePtr root )
{
PacketContractDetails *pcd = new PacketContractDetails();
for( xmlNodePtr p = root->children; p!= NULL; p=p->next) {
if( p->type == XML_ELEMENT_NODE ) {
if( strcmp((char*)p->name, "query") == 0 ) {
pcd->request = new ContractDetailsRequest();
from_xml(pcd->request, p);
}
if( strcmp((char*)p->name, "response") == 0 ) {
for( xmlNodePtr q = p->children; q!= NULL; q=q->next) {
if( q->type == XML_ELEMENT_NODE
&& strcmp((char*)q->name, "ContractDetails") == 0 ) {
IB::ContractDetails cd;
conv_xml2ib(&cd, q);
pcd->cdList->push_back(cd);
}
}
}
}
}
return pcd;
}
void conv_xml2ib( IB::Order* o, const xmlNodePtr node )
{
char* tmp;
GET_ATTR_LONG( o, orderId );
GET_ATTR_LONG( o, clientId );
GET_ATTR_LONG( o, permId );
GET_ATTR_STRING( o, action );
GET_ATTR_LONG( o, totalQuantity );
GET_ATTR_STRING( o, orderType );
GET_ATTR_DOUBLE( o, lmtPrice );
GET_ATTR_DOUBLE( o, auxPrice );
GET_ATTR_STRING( o, tif );
GET_ATTR_STRING( o, ocaGroup );
GET_ATTR_INT( o, ocaType );
GET_ATTR_STRING( o, orderRef );
GET_ATTR_BOOL( o, transmit );
GET_ATTR_LONG( o, parentId );
GET_ATTR_BOOL( o, blockOrder );
GET_ATTR_BOOL( o, sweepToFill );
GET_ATTR_INT( o, displaySize );
GET_ATTR_INT( o, triggerMethod );
GET_ATTR_BOOL( o, outsideRth );
GET_ATTR_BOOL( o, hidden );
GET_ATTR_STRING( o, goodAfterTime );
GET_ATTR_STRING( o, goodTillDate );
GET_ATTR_STRING( o, rule80A );
GET_ATTR_BOOL( o, allOrNone );
GET_ATTR_INT( o, minQty );
GET_ATTR_DOUBLE( o, percentOffset );
GET_ATTR_BOOL( o, overridePercentageConstraints );
GET_ATTR_DOUBLE( o, trailStopPrice );
#if TWSAPI_IB_VERSION_NUMBER >= 967
GET_ATTR_DOUBLE( o, trailingPercent );
#endif
GET_ATTR_STRING( o, faGroup );
GET_ATTR_STRING( o, faProfile );
GET_ATTR_STRING( o, faMethod );
GET_ATTR_STRING( o, faPercentage );
GET_ATTR_STRING( o, openClose );
tmp = (char*) xmlGetProp( node, (xmlChar*) "origin" );
if(tmp) {
int orderOriginInt = atoi( tmp );
free(tmp);
o->origin = (IB::Origin) orderOriginInt;
}
GET_ATTR_INT( o, shortSaleSlot );
GET_ATTR_STRING( o, designatedLocation );
GET_ATTR_INT( o, exemptCode );
GET_ATTR_DOUBLE( o, discretionaryAmt );
GET_ATTR_BOOL( o, eTradeOnly );
GET_ATTR_BOOL( o, firmQuoteOnly );
GET_ATTR_DOUBLE( o, nbboPriceCap );
GET_ATTR_BOOL( o, optOutSmartRouting );
GET_ATTR_INT( o, auctionStrategy );
GET_ATTR_DOUBLE( o, startingPrice );
GET_ATTR_DOUBLE( o, stockRefPrice );
GET_ATTR_DOUBLE( o, delta );
GET_ATTR_DOUBLE( o, stockRangeLower );
GET_ATTR_DOUBLE( o, stockRangeUpper );
GET_ATTR_DOUBLE( o, volatility );
GET_ATTR_INT( o, volatilityType );
GET_ATTR_STRING( o, deltaNeutralOrderType );
GET_ATTR_DOUBLE( o, deltaNeutralAuxPrice );
GET_ATTR_LONG( o, deltaNeutralConId );
GET_ATTR_STRING( o, deltaNeutralSettlingFirm );
GET_ATTR_STRING( o, deltaNeutralClearingAccount );
GET_ATTR_STRING( o, deltaNeutralClearingIntent );
#if TWSAPI_IB_VERSION_NUMBER >= 968
GET_ATTR_STRING( o, deltaNeutralOpenClose );
GET_ATTR_BOOL( o, deltaNeutralShortSale );
GET_ATTR_INT( o, deltaNeutralShortSaleSlot );
GET_ATTR_STRING( o, deltaNeutralDesignatedLocation );
#endif
GET_ATTR_BOOL( o, continuousUpdate );
GET_ATTR_INT( o, referencePriceType );
GET_ATTR_DOUBLE( o, basisPoints );
GET_ATTR_INT( o, basisPointsType );
GET_ATTR_INT( o, scaleInitLevelSize );
GET_ATTR_INT( o, scaleSubsLevelSize );
GET_ATTR_DOUBLE( o, scalePriceIncrement );
#if TWSAPI_IB_VERSION_NUMBER >= 967
GET_ATTR_DOUBLE( o, scalePriceAdjustValue );
GET_ATTR_INT( o, scalePriceAdjustInterval );
GET_ATTR_DOUBLE( o, scaleProfitOffset );
GET_ATTR_BOOL( o, scaleAutoReset );
GET_ATTR_INT( o, scaleInitPosition );
GET_ATTR_INT( o, scaleInitFillQty );
GET_ATTR_BOOL( o, scaleRandomPercent );
#endif
GET_ATTR_STRING( o, hedgeType );
GET_ATTR_STRING( o, hedgeParam );
GET_ATTR_STRING( o, account );
GET_ATTR_STRING( o, settlingFirm );
GET_ATTR_STRING( o, clearingAccount );
GET_ATTR_STRING( o, clearingIntent );
GET_ATTR_STRING( o, algoStrategy );
GET_ATTR_BOOL( o, whatIf );
GET_ATTR_BOOL( o, notHeld );
for( xmlNodePtr p = node->children; p!= NULL; p=p->next) {
if( p->type != XML_ELEMENT_NODE ) {
continue;
}
if( strcmp((char*) p->name, "algoParams") == 0 ) {
GET_CHILD_TAGVALUELIST( o->algoParams );
} else if( strcmp((char*) p->name, "smartComboRoutingParams") == 0 ) {
GET_CHILD_TAGVALUELIST( o->smartComboRoutingParams );
}
#if TWSAPI_IB_VERSION_NUMBER >= 967
else if( strcmp((char*) p->name, "orderComboLegs") == 0 ) {
o->orderComboLegs = IB::Order::OrderComboLegListSPtr(
new IB::Order::OrderComboLegList() );
for( xmlNodePtr q = p->children; q!= NULL; q=q->next) {
IB::OrderComboLegSPtr oCL( new IB::OrderComboLeg());
if( q->type != XML_ELEMENT_NODE
|| (strcmp((char*) q->name, "orderComboLeg") != 0)) {
continue;
}
conv_xml2ib( oCL.get(), q );
o->orderComboLegs->push_back(oCL);
}
}
#endif
}
}
void conv_xml2ib( IB::Contract* c, const xmlNodePtr node )
{
char* tmp;
GET_ATTR_LONG( c, conId );
GET_ATTR_STRING( c, symbol );
GET_ATTR_STRING( c, secType );
GET_ATTR_STRING( c, expiry );
GET_ATTR_DOUBLE( c, strike );
GET_ATTR_STRING( c, right );
GET_ATTR_STRING( c, multiplier );
GET_ATTR_STRING( c, exchange );
GET_ATTR_STRING( c, primaryExchange );
GET_ATTR_STRING( c, currency );
GET_ATTR_STRING( c, localSymbol );
GET_ATTR_BOOL( c, includeExpired );
GET_ATTR_STRING( c, secIdType );
GET_ATTR_STRING( c, secId );
GET_ATTR_STRING( c, comboLegsDescrip );
for( xmlNodePtr p = node->children; p!= NULL; p=p->next) {
if( p->type != XML_ELEMENT_NODE ) {
continue;
}
if( strcmp((char*) p->name, "comboLegs") == 0 ) {
#if TWSAPI_IB_VERSION_NUMBER <= 966
if( c->comboLegs != NULL ) {
/* see comment for underComp below */
delete c->comboLegs;
}
c->comboLegs = new IB::Contract::ComboLegList();
#else
c->comboLegs = IB::Contract::ComboLegListSPtr(
new IB::Contract::ComboLegList() );
#endif
for( xmlNodePtr q = p->children; q!= NULL; q=q->next) {
if( q->type != XML_ELEMENT_NODE
|| (strcmp((char*) q->name, "comboLeg") != 0)) {
continue;
}
IB::ComboLeg *cl = new IB::ComboLeg();
conv_xml2ib( cl, q );
#if TWSAPI_IB_VERSION_NUMBER <= 966
c->comboLegs->push_back(cl);
#else
c->comboLegs->push_back(IB::ComboLegSPtr(cl));
#endif
}
} else if( strcmp((char*) p->name, "underComp") == 0 ) {
if( c->underComp != NULL ) {
/* This can only happen if the caller gave us an uninitialized
contract (programming error) or if the xml wrongly contains
more than one underComp tag. For the second case we have to
avoid a memleak here */
delete c->underComp;
}
c->underComp = new IB::UnderComp();
conv_xml2ib( c->underComp, p );
}
}
}
