R/reqAccountUpdates.R

In algoquant/IBrokers2: R API to Interactive Brokers (clone of IBrokers)

cancelAccountUpdates <- function(conn, acctCode="1") {
  if(!is.twsConnection(conn))
    stop("requires twsConnection object")
  .reqAccountUpdates(conn, "0", acctCode)
}  # end cancelAccountUpdates


.reqAccountUpdates <- function(conn, subscribe=TRUE, acctCode="1") {
  if (!is.twsConnection(conn))
    stop("requires twsConnection object")

  con <- conn[[1]]
  VERSION <- "2"

  # send messages to TWS
  writeBin(.twsOutgoingMSG$REQ_ACCOUNT_DATA, con)
  writeBin(VERSION, con)
  writeBin(as.character(as.numeric(subscribe)), con)
  writeBin(as.character(acctCode), con)
}  # end .reqAccountUpdates


# Run callback loop without CALLBACK function
# eventWrapper not used
reqAccountUpdates <- function(conn,
                              subscribe=TRUE,
                              acctCode="1",
                              eventWrapper=eWrapper(),
                              CALLBACK=twsCALLBACK, ...) {
  if (!is.twsConnection(conn))
    stop("requires twsConnection object")

  .reqAccountUpdates(conn, subscribe, acctCode)

  on.exit(.reqAccountUpdates(conn, "0", acctCode))

  verbose <- FALSE
  acct <- list()
  con <- conn[[1]]
  eW <- eWrapper(NULL)
  eW$assign.Data("data", structure(list(), class="eventAccountValue"))

  eW$updatePortfolio <- function (curMsg, msg, ...) {
    version <- as.numeric(msg[1])
    contract <- twsContract(conId = msg[2], symbol = msg[3],
                            sectype = msg[4], exch = msg[9], primary = msg[9], expiry = msg[5],
                            strike = msg[6], currency = msg[10], right = msg[7],
                            local = msg[11], multiplier = msg[8], combo_legs_desc = "",
                            comboleg = "", include_expired = "")
    portfolioValue <- list()
    portfolioValue$position <- as.numeric(msg[12])
    portfolioValue$marketPrice <- as.numeric(msg[13])
    portfolioValue$marketValue <- as.numeric(msg[14])
    portfolioValue$averageCost <- as.numeric(msg[15])
    portfolioValue$unrealizedPNL <- as.numeric(msg[16])
    portfolioValue$realizedPNL <- as.numeric(msg[17])
    portfolioValue$accountName <- msg[18]
    p <- structure(list(contract = contract, portfolioValue = portfolioValue), class = "eventPortfolioValue")
    p
  }  # end updatePortfolio

  eW$updateAccountValue <- function (curMsg, msg, ...) {
    data <- eW$get.Data("data")
    data[[msg[2]]] <- c(value=msg[3], currency=msg[4])
    eW$assign.Data("data", data)
  }  # end updateAccountValue


  #  acct_msgs <- with(.twsIncomingMSG,
  #                   c(ACCT_VALUE,PORTFOLIO_VALUE,ACCT_UPDATE_TIME))

  # Callback loop
  timestamp <- NULL
  while (TRUE) {
    socketSelect(list(con), FALSE, NULL)
    curMsg <- readBin(con, character(), 1)
    #    if (!curMsg %in% acct_msgs) {
    #      if (curMsg == .twsIncomingMSG$ERR_MSG) {
    #        if (!errorHandler(con, verbose, OK = c(165, 300,
    #            366, 2104, 2106, 2107))) {
    #            warning("error in reqAccountUpdates details")
    #              break
    #            }
    #        }
    #        else {
    #            processMsg(curMsg, con, eW, timestamp, file)
    #              if (curMsg == .twsIncomingMSG$ACCT_DOWNLOAD_END)
    #                break
    #        }
    #    }
    if (curMsg == .twsIncomingMSG$PORTFOLIO_VALUE) {
      acct[[length(acct) + 1]] <- processMsg(curMsg, con, eW, timestamp, file)
    } else {
      processMsg(curMsg, con, eW, timestamp, file)
    }
    if (curMsg == .twsIncomingMSG$ACCT_DOWNLOAD_END)
      break
  }  # end while

  return(structure(list(eW$get.Data("data"), acct), class="AccountUpdate"))

  # CALLBACK(conn, eventWrapper, NULL, file)
}  # end reqAccountUpdates