brokerage_server_ib

package module

v0.0.0-...-694f6c4 Latest Latest Go to latest Published: Oct 24, 2017 License: Apache-2.0 Imports: 17 Imported by: 1

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Repository

github.com/dimfeld/brokerage_server_ib

Links

Open Source Insights

README ¶

brokerage_server_ib

Interactive Brokers plugin for brokerage_server

Documentation ¶

Index ¶

Constants
Variables
type ContractKey
- func ContractKeyFromOption(t *types.Option) ContractKey
- func NewContractKey(c *ib.Contract) ContractKey
- func (ck ContractKey) ToContract() ib.Contract
type ExpiryIBFormat
- func (s ExpiryIBFormat) String() string
type ExpiryOCCFormat
- func (s ExpiryOCCFormat) String() string
type IB
- func New(logger log15.Logger, config json.RawMessage) (*IB, error)

Constants ¶

View Source

const (
	IBErrNoDataReturned             = 162
	IBErrSymbolNotFound             = 200
	IBErrMarketDataConnectionOk     = 2104
	IBErrHistoricalDataConnectionOk = 2106
)

View Source

const (
	REPLY_CONTINUE replyBehavior = iota
	REPLY_DONE
)

View Source

const (
	DEFAULT_GATEWAY      = "localhost:7497"
	MAX_SENDS_PER_SECOND = 50
	BrokerName           = "ib"
)

Variables ¶

View Source

var (
	// This should never happen since we don't burst messages.
	ErrWayTooFast       = errors.New("Could not send message at this rate")
	ErrConnectionClosed = errors.New("broker connection closed")
)

View Source

var ErrContractNotFound = errors.New("Contract not found or is ambiguous")

Functions ¶

This section is empty.

Types ¶

type ContractKey ¶

type ContractKey struct {
	Symbol       string
	SecurityType string
	Expiry       ExpiryIBFormat
	Multiplier   string
	Strike       float64
	PutOrCall    types.PutOrCall
}

func ContractKeyFromOption ¶

func ContractKeyFromOption(t *types.Option) ContractKey

func NewContractKey ¶

func NewContractKey(c *ib.Contract) ContractKey

func (ContractKey) ToContract ¶

func (ck ContractKey) ToContract() ib.Contract

type ExpiryIBFormat ¶

type ExpiryIBFormat string

Types with conversion functions to ensure that we don't mix up the different formats.

func (ExpiryIBFormat) String ¶

func (s ExpiryIBFormat) String() string

type ExpiryOCCFormat ¶

type ExpiryOCCFormat string

func (ExpiryOCCFormat) String ¶

func (s ExpiryOCCFormat) String() string

type IB ¶

type IB struct {
	Accounts []string

	// Debug logging level
	Debug   types.DebugLevel
	Timeout time.Duration
	Logger  log15.Logger
	// contains filtered or unexported fields
}

func New ¶

func New(logger log15.Logger, config json.RawMessage) (*IB, error)

func (*IB) AccountList ¶

func (p *IB) AccountList(ctx context.Context) ([]*types.Account, error)

func (*IB) Close ¶

func (p *IB) Close() error

func (*IB) Connect ¶

func (p *IB) Connect() (err error)

func (*IB) Error ¶

func (p *IB) Error() error

func (*IB) GetHistoricalData ¶

func (p *IB) GetHistoricalData(ctx context.Context, params types.HistoricalDataParams) ([]*types.Quote, error)

func (*IB) GetOptionsChain ¶

func (p *IB) GetOptionsChain(ctx context.Context, underlying string) (types.OptionChain, error)

func (*IB) GetOptionsQuotes ¶

func (p *IB) GetOptionsQuotes(ctx context.Context, params types.OptionsQuoteParams) ([]*types.OptionQuote, error)

func (*IB) GetPositions ¶

func (p *IB) GetPositions(ctx context.Context) ([]*types.Position, error)

func (*IB) GetStockQuote ¶

func (p *IB) GetStockQuote(ctx context.Context, symbol string) (*types.Quote, error)

func (*IB) GetTrades ¶

func (p *IB) GetTrades(ctx context.Context, startTime time.Time) ([]*types.Trade, error)

func (*IB) LogDebugNormal ¶

func (p *IB) LogDebugNormal(msg string, args ...interface{})

func (*IB) LogDebugTrace ¶

func (p *IB) LogDebugTrace(msg string, args ...interface{})

func (*IB) LogDebugVerbose ¶

func (p *IB) LogDebugVerbose(msg string, args ...interface{})

func (*IB) SetDebugLevel ¶

func (p *IB) SetDebugLevel(level types.DebugLevel)

func (*IB) Status ¶

func (p *IB) Status() *types.ConnectionStatus

Source Files ¶

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