From 10c35c25abae4745b1746f05d3cee0cb0023c8aa Mon Sep 17 00:00:00 2001 From: Olivier Milla Date: Thu, 11 Jul 2024 20:30:48 +0200 Subject: [PATCH] Moved TickTypes to the enums.jl file --- src/InteractiveBrokers.jl | 1 - src/TickTypes.jl | 115 -------------------------------- src/enums.jl | 134 ++++++++++++++++++++++++++++++++++---- 3 files changed, 122 insertions(+), 128 deletions(-) delete mode 100644 src/TickTypes.jl diff --git a/src/InteractiveBrokers.jl b/src/InteractiveBrokers.jl index 5749a15..5efb928 100644 --- a/src/InteractiveBrokers.jl +++ b/src/InteractiveBrokers.jl @@ -12,7 +12,6 @@ include("types_private.jl") include("wrapper.jl") include("reader.jl") ; using .Reader: check_all, start_reader include("utils.jl") -include("TickTypes.jl") """ Connection() diff --git a/src/TickTypes.jl b/src/TickTypes.jl deleted file mode 100644 index f72a089..0000000 --- a/src/TickTypes.jl +++ /dev/null @@ -1,115 +0,0 @@ -module TickTypes - -export tickname -export TICK_TYPES - -tickname(i) = string(TICK_TYPES(i)) - -@enum TICK_TYPES::Int begin - BID_SIZE = 0 - BID = 1 - ASK = 2 - ASK_SIZE = 3 - LAST = 4 - LAST_SIZE = 5 - HIGH = 6 - LOW = 7 - VOLUME = 8 - CLOSE = 9 - BID_OPTION = 10 - ASK_OPTION = 11 - LAST_OPTION = 12 - MODEL_OPTION = 13 - OPEN = 14 - LOW_13_WEEK = 15 - HIGH_13_WEEK = 16 - LOW_26_WEEK = 17 - HIGH_26_WEEK = 18 - LOW_52_WEEK = 19 - HIGH_52_WEEK = 20 - AVG_VOLUME = 21 - OPEN_INTEREST = 22 - OPTION_HISTORICAL_VOL = 23 - OPTION_IMPLIED_VOL = 24 - OPTION_BID_EXCH = 25 - OPTION_ASK_EXCH = 26 - OPTION_CALL_OPEN_INTEREST = 27 - OPTION_PUT_OPEN_INTEREST = 28 - OPTION_CALL_VOLUME = 29 - OPTION_PUT_VOLUME = 30 - INDEX_FUTURE_PREMIUM = 31 - BID_EXCH = 32 - ASK_EXCH = 33 - AUCTION_VOLUME = 34 - AUCTION_PRICE = 35 - AUCTION_IMBALANCE = 36 - MARK_PRICE = 37 - BID_EFP_COMPUTATION = 38 - ASK_EFP_COMPUTATION = 39 - LAST_EFP_COMPUTATION = 40 - OPEN_EFP_COMPUTATION = 41 - HIGH_EFP_COMPUTATION = 42 - LOW_EFP_COMPUTATION = 43 - CLOSE_EFP_COMPUTATION = 44 - LAST_TIMESTAMP = 45 - SHORTABLE = 46 - FUNDAMENTAL_RATIOS = 47 - RT_VOLUME = 48 - HALTED = 49 - BID_YIELD = 50 - ASK_YIELD = 51 - LAST_YIELD = 52 - CUST_OPTION_COMPUTATION = 53 - TRADE_COUNT = 54 - TRADE_RATE = 55 - VOLUME_RATE = 56 - LAST_RTH_TRADE = 57 - RT_HISTORICAL_VOL = 58 - IB_DIVIDENDS = 59 - BOND_FACTOR_MULTIPLIER = 60 - REGULATORY_IMBALANCE = 61 - NEWS_TICK = 62 - SHORT_TERM_VOLUME_3_MIN = 63 - SHORT_TERM_VOLUME_5_MIN = 64 - SHORT_TERM_VOLUME_10_MIN = 65 - DELAYED_BID = 66 - DELAYED_ASK = 67 - DELAYED_LAST = 68 - DELAYED_BID_SIZE = 69 - DELAYED_ASK_SIZE = 70 - DELAYED_LAST_SIZE = 71 - DELAYED_HIGH = 72 - DELAYED_LOW = 73 - DELAYED_VOLUME = 74 - DELAYED_CLOSE = 75 - DELAYED_OPEN = 76 - RT_TRD_VOLUME = 77 - CREDITMAN_MARK_PRICE = 78 - CREDITMAN_SLOW_MARK_PRICE = 79 - DELAYED_BID_OPTION = 80 - DELAYED_ASK_OPTION = 81 - DELAYED_LAST_OPTION = 82 - DELAYED_MODEL_OPTION = 83 - LAST_EXCH = 84 - LAST_REG_TIME = 85 - FUTURES_OPEN_INTEREST = 86 - AVG_OPT_VOLUME = 87 - DELAYED_LAST_TIMESTAMP = 88 - SHORTABLE_SHARES = 89 - DELAYED_HALTED = 90 - REUTERS_2_MUTUAL_FUNDS = 91 - ETF_NAV_CLOSE = 92 - ETF_NAV_PRIOR_CLOSE = 93 - ETF_NAV_BID = 94 - ETF_NAV_ASK = 95 - ETF_NAV_LAST = 96 - ETF_FROZEN_NAV_LAST = 97 - ETF_NAV_HIGH = 98 - ETF_NAV_LOW = 99 - SOCIAL_MARKET_ANALYTICS = 100 - ESTIMATED_IPO_MIDPOINT = 101 - FINAL_IPO_LAST = 102 - DELAYED_YIELD_BID = 103 - DELAYED_YIELD_ASK = 104 -end -end \ No newline at end of file diff --git a/src/enums.jl b/src/enums.jl index 0cff369..a5adc50 100644 --- a/src/enums.jl +++ b/src/enums.jl @@ -1,26 +1,136 @@ @enum AuctionStrategy UNSET MATCH IMPROVEMENT TRANSPARENT -@enum FaDataType GROUPS=1 ALIASES=3 +@enum FaDataType GROUPS = 1 ALIASES = 3 @enum LegOpenClose SAME OPEN CLOSE UNKNOWN_POS -@enum MarketDataType REALTIME=1 FROZEN=2 DELAYED=3 DELAYED_FROZEN=4 +@enum MarketDataType REALTIME = 1 FROZEN = 2 DELAYED = 3 DELAYED_FROZEN = 4 @enum Origin CUSTOMER FIRM UNKNOWN -@enum ConditionType PRICE=1 TIME=3 MARGIN=4 EXECUTION=5 VOLUME=6 PERCENTCHANGE=7 +@enum ConditionType PRICE = 1 TIME = 3 MARGIN = 4 EXECUTION = 5 VOLUME = 6 PERCENTCHANGE = 7 funddist(v) = v == "N" ? "Accumulation Fund" : - v == "Y" ? "Income Fund" : - "None" + v == "Y" ? "Income Fund" : + "None" -fundtype(v) = v == "000" ? "Others" : +fundtype(v) = v == "000" ? "Others" : v == "001" ? "Money Market" : v == "002" ? "Fixed Income" : - v == "003" ? "Multi-asset" : - v == "004" ? "Equity" : - v == "005" ? "Sector" : - v == "006" ? "Guaranteed" : - v == "007" ? "Alternative" : - "None" + v == "003" ? "Multi-asset" : + v == "004" ? "Equity" : + v == "005" ? "Sector" : + v == "006" ? "Guaranteed" : + v == "007" ? "Alternative" : + "None" + +tickname(i) = string(TICK_TYPES(i)) + +@enum TICK_TYPES::Int begin + BID_SIZE = 0 + BID = 1 + ASK = 2 + ASK_SIZE = 3 + LAST = 4 + LAST_SIZE = 5 + HIGH = 6 + LOW = 7 + VOLUME = 8 + CLOSE = 9 + BID_OPTION = 10 + ASK_OPTION = 11 + LAST_OPTION = 12 + MODEL_OPTION = 13 + OPEN = 14 + LOW_13_WEEK = 15 + HIGH_13_WEEK = 16 + LOW_26_WEEK = 17 + HIGH_26_WEEK = 18 + LOW_52_WEEK = 19 + HIGH_52_WEEK = 20 + AVG_VOLUME = 21 + OPEN_INTEREST = 22 + OPTION_HISTORICAL_VOL = 23 + OPTION_IMPLIED_VOL = 24 + OPTION_BID_EXCH = 25 + OPTION_ASK_EXCH = 26 + OPTION_CALL_OPEN_INTEREST = 27 + OPTION_PUT_OPEN_INTEREST = 28 + OPTION_CALL_VOLUME = 29 + OPTION_PUT_VOLUME = 30 + INDEX_FUTURE_PREMIUM = 31 + BID_EXCH = 32 + ASK_EXCH = 33 + AUCTION_VOLUME = 34 + AUCTION_PRICE = 35 + AUCTION_IMBALANCE = 36 + MARK_PRICE = 37 + BID_EFP_COMPUTATION = 38 + ASK_EFP_COMPUTATION = 39 + LAST_EFP_COMPUTATION = 40 + OPEN_EFP_COMPUTATION = 41 + HIGH_EFP_COMPUTATION = 42 + LOW_EFP_COMPUTATION = 43 + CLOSE_EFP_COMPUTATION = 44 + LAST_TIMESTAMP = 45 + SHORTABLE = 46 + FUNDAMENTAL_RATIOS = 47 + RT_VOLUME = 48 + HALTED = 49 + BID_YIELD = 50 + ASK_YIELD = 51 + LAST_YIELD = 52 + CUST_OPTION_COMPUTATION = 53 + TRADE_COUNT = 54 + TRADE_RATE = 55 + VOLUME_RATE = 56 + LAST_RTH_TRADE = 57 + RT_HISTORICAL_VOL = 58 + IB_DIVIDENDS = 59 + BOND_FACTOR_MULTIPLIER = 60 + REGULATORY_IMBALANCE = 61 + NEWS_TICK = 62 + SHORT_TERM_VOLUME_3_MIN = 63 + SHORT_TERM_VOLUME_5_MIN = 64 + SHORT_TERM_VOLUME_10_MIN = 65 + DELAYED_BID = 66 + DELAYED_ASK = 67 + DELAYED_LAST = 68 + DELAYED_BID_SIZE = 69 + DELAYED_ASK_SIZE = 70 + DELAYED_LAST_SIZE = 71 + DELAYED_HIGH = 72 + DELAYED_LOW = 73 + DELAYED_VOLUME = 74 + DELAYED_CLOSE = 75 + DELAYED_OPEN = 76 + RT_TRD_VOLUME = 77 + CREDITMAN_MARK_PRICE = 78 + CREDITMAN_SLOW_MARK_PRICE = 79 + DELAYED_BID_OPTION = 80 + DELAYED_ASK_OPTION = 81 + DELAYED_LAST_OPTION = 82 + DELAYED_MODEL_OPTION = 83 + LAST_EXCH = 84 + LAST_REG_TIME = 85 + FUTURES_OPEN_INTEREST = 86 + AVG_OPT_VOLUME = 87 + DELAYED_LAST_TIMESTAMP = 88 + SHORTABLE_SHARES = 89 + DELAYED_HALTED = 90 + REUTERS_2_MUTUAL_FUNDS = 91 + ETF_NAV_CLOSE = 92 + ETF_NAV_PRIOR_CLOSE = 93 + ETF_NAV_BID = 94 + ETF_NAV_ASK = 95 + ETF_NAV_LAST = 96 + ETF_FROZEN_NAV_LAST = 97 + ETF_NAV_HIGH = 98 + ETF_NAV_LOW = 99 + SOCIAL_MARKET_ANALYTICS = 100 + ESTIMATED_IPO_MIDPOINT = 101 + FINAL_IPO_LAST = 102 + DELAYED_YIELD_BID = 103 + DELAYED_YIELD_ASK = 104 +end \ No newline at end of file