ibs ewrapper

gistfile1.java

package samples.base;

import java.io.File;
import java.io.IOException;
import java.io.PrintStream;
import java.text.SimpleDateFormat;
import java.util.Date;

import com.ib.client.Contract;
import com.ib.client.ContractDetails;
import com.ib.client.EClientSocket;
import com.ib.client.EWrapper;
import com.ib.client.Execution;
import com.ib.client.Order;
import com.ib.client.OrderState;
import com.ib.client.UnderComp;

public class SimpleWrapper implements EWrapper {
   
   private static final int MAX_MESSAGES = 1000000;

   // main client
   private EClientSocket m_client = new EClientSocket(this);
            
   // utils
   private long ts;
   private PrintStream m_output;
   private int m_outputCounter = 0;
   private int m_messageCounter; 
   private final SimpleDateFormat m_df = new SimpleDateFormat("HH:mm:ss");

   protected EClientSocket client() { return m_client; }

   protected SimpleWrapper() {
      /* */
      initNextOutput();
      attachDisconnectHook(this);
   }
    
   public void connect() {
      connect(1); 
   }

   public void connect(int clientId) {
      String host = System.getProperty("jts.host"); 
      host = host != null ? host : "";
      m_client.eConnect(host, 7496, clientId);  
   }
    
   public void disconnect() {
      m_client.eDisconnect();
   }

   /* ***************************************************************
    * AnyWrapper
    *****************************************************************/

   public void error(Exception e) {
      e.printStackTrace(m_output);
   }

   public void error(String str) {
      m_output.println(str);
   }

   public void error(int id, int errorCode, String errorMsg) {
      logIn("Error id=" + id + " code=" + errorCode + " msg=" + errorMsg);
   }

   public void connectionClosed() {
      m_output.println("--------------------- CLOSED ---------------------");
   }  

   /* ***************************************************************
    * EWrapper
    *****************************************************************/

   public void tickPrice(int tickerId, int field, double price, int canAutoExecute) {
      logIn("tickPrice");
   }

   public void tickSize(int tickerId, int field, int size) {
      logIn("tickSize");
   }

   public void tickGeneric(int tickerId, int tickType, double value) {
      logIn("tickGeneric");
   }

   public void tickString(int tickerId, int tickType, String value) {
      logIn("tickString");
   }

   public void tickSnapshotEnd(int tickerId) {
         logIn("tickSnapshotEnd");
   }

   public void tickOptionComputation(int tickerId, int field, double impliedVol,
      double delta, double optPrice, double pvDividend,
      double gamma, double vega, double theta, double undPrice) {
      logIn("tickOptionComputation");
   }

   public void tickEFP(int tickerId, int tickType, double basisPoints,
      String formattedBasisPoints, double impliedFuture, int holdDays,
      String futureExpiry, double dividendImpact, double dividendsToExpiry) {
      logIn("tickEFP");
   }

   public void orderStatus(int orderId, String status, int filled, int remaining,
      double avgFillPrice, int permId, int parentId, double lastFillPrice,
      int clientId, String whyHeld) {
      logIn("orderStatus");
   }

   public void openOrder(int orderId, Contract contract, Order order, OrderState orderState) {
      logIn("openOrder");
   }

   public void openOrderEnd() {
      logIn("openOrderEnd");
   }

   public void updateAccountValue(String key, String value, String currency, String accountName) {
      logIn("updateAccountValue");
   }

   public void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue,
      double averageCost, double unrealizedPNL, double realizedPNL, String accountName) {
      logIn("updatePortfolio");
   }

   public void updateAccountTime(String timeStamp) {
      logIn("updateAccountTime");
   }

   public void accountDownloadEnd(String accountName) {
      logIn("accountDownloadEnd");
   }

   public void nextValidId(int orderId) {
      logIn("nextValidId");
   }

   public void contractDetails(int reqId, ContractDetails contractDetails) {
      logIn("contractDetails");
   }

   public void contractDetailsEnd(int reqId) {
      logIn("contractDetailsEnd");
   }

   public void bondContractDetails(int reqId, ContractDetails contractDetails) {
      logIn("bondContractDetails");
   }

   public void execDetails(int reqId, Contract contract, Execution execution) {
      logIn("execDetails");
   }

   public void execDetailsEnd(int reqId) {
      logIn("execDetailsEnd");
   }

   public void updateMktDepth(int tickerId, int position, int operation, int side, double price, int size) {
      logIn("updateMktDepth");
   }

   public void updateMktDepthL2(int tickerId, int position, String marketMaker, int operation,
      int side, double price, int size) {
      logIn("updateMktDepthL2");
   }

   public void updateNewsBulletin(int msgId, int msgType, String message, String origExchange) {
      logIn("updateNewsBulletin");
   }

   public void managedAccounts(String accountsList) {
      logIn("managedAccounts");
   }

   public void receiveFA(int faDataType, String xml) {
      logIn("receiveFA");
   }

   public void historicalData(int reqId, String date, double open, double high, double low,
      double close, int volume, int count, double WAP, boolean hasGaps) {
      logIn("historicalData");
   }

   public void scannerParameters(String xml) {
      logIn("scannerParameters");
   }

   public void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance,
      String benchmark, String projection, String legsStr) {
      logIn("scannerData");
   }

   public void scannerDataEnd(int reqId) {
      logIn("scannerDataEnd");
   }

   public void realtimeBar(int reqId, long time, double open, double high, double low, double close,
      long volume, double wap, int count) {
      logIn("realtimeBar");
   }

   public void currentTime(long millis) {
      logIn("currentTime");
   }

   public void fundamentalData(int reqId, String data) {
      logIn("fundamentalData");
   }

   public void deltaNeutralValidation(int reqId, UnderComp underComp^S) {
      logIn("deltaNeutralValidation");
   }

   /* ***************************************************************
    * Helpers
    *****************************************************************/

   protected void logIn(String method) {
      m_messageCounter++;
      if (m_messageCounter == MAX_MESSAGES) {
         m_output.close();
         initNextOutput();
         m_messageCounter = 0;
      }
      m_output.println("[W] > " + method);
   }

   protected void consoleMsg(String str) {
      System.out.println(Thread.currentThread().getName() + " (" + tsStr() + "): " + str);
   }

   protected String tsStr() {
      synchronized (m_df) {
         return m_df.format(new Date());
      }
   }

   protected void sleepSec(int sec) {
      sleep(sec * 1000);
   }

   protected void sleep(int msec) {
      try {
         Thread.sleep(msec);
      } catch (Exception e) { /* noop */ }
   }

   protected void swStart() {
      ts = System.currentTimeMillis();
   }

   protected void swStop() {
      long dt = System.currentTimeMillis() - ts;
      m_output.println("[API]" + " Time=" + dt);
   }

   private void initNextOutput() {
      try {
         m_output = new PrintStream(new File("sysout_" + (++m_outputCounter) + ".log"));
      } catch (IOException ioe) {
         ioe.printStackTrace();
      }
   }

   private static void attachDisconnectHook(final SimpleWrapper ut) {
      Runtime.getRuntime().addShutdownHook(new Thread() {
         public void run() {
            ut.disconnect();
         }
      });
   }
}