Add startApi() to create the API connection

The handshake between the server and client changed somewhere between
version 47 and 63. Now it needs a START_API message after the client
and server versions have been established.

The server responds to the START_API message with
  1. a managed account message,
  2. a next valid ID, and
  3. messages with the status of the data farms

Soren did not store the server response, so this commit does not
recreate his PR verbatim. One major difference: this change does not
remove the ewrapper, so the next valid ID is still stored in the
ewrapper environment instead of the global environment (as it does in
Soren's PR).

See #19, see #9.

R/twsConnect.R

@@ -9,6 +9,18 @@ twsConnect <- twsConnect2 <- function(clientId=1, host="localhost",
                                       port=7496, verbose=TRUE,
                                       timeout=5, filename=NULL,
                                       blocking=.Platform$OS.type=="windows") {
+   startApi <- function(conn, clientId) {
+     if (!is.twsConnection(conn)) {
+       stop("requires twsConnection object")
+     }
+     con <- conn[[1]]
+     VERSION <- "1"
+     START_API <- "71"
+     writeBin(START_API, con)
+     writeBin(VERSION, con)
+     writeBin(as.character(clientId), con)
+   }
+
    if(is.null(getOption('digits.secs'))) 
      options(digits.secs=6)
 
@@ -27,17 +39,18 @@ twsConnect <- twsConnect2 <- function(clientId=1, host="localhost",
      }
      CLIENT_VERSION <- "63"
 
-     writeBin(c(CLIENT_VERSION,as.character(clientId)), s)
+     writeBin(CLIENT_VERSION, s)
 
      eW <- eWrapper(NULL)
      eW$.Data <- environment()
-     SERVER_VERSION <- NEXT_VALID_ID <- NULL
+     SERVER_VERSION <- NEXT_VALID_ID <- CONNECTION_TIME <- NULL
      eW$nextValidId <- function(curMsg, msg, timestamp, file, ...) {
        eW$.Data$NEXT_VALID_ID <- msg[2]
      }
 
+     # server version and connection time
      while(TRUE) {
-       if( !is.null(NEXT_VALID_ID))
+       if( !is.null(CONNECTION_TIME))
          break
        if( !socketSelect(list(s), FALSE, 0.1))
          next
@@ -49,15 +62,6 @@ twsConnect <- twsConnect2 <- function(clientId=1, host="localhost",
          next
        }
 
-       if(curMsg == .twsIncomingMSG$ERR_MSG) {
-         errMsg <- readBin(s, character(), 4)
-         close(s)
-         on.exit()
-         return( twsConnect(clientId+1, host, port, verbose, timeout, filename, blocking) )
-       }
-
-       processMsg(curMsg, s, eW, NULL, "")
-
        if(Sys.time()-start.time > timeout) {
          close(s)
          stop('tws connection timed-out')
@@ -74,6 +78,32 @@ twsConnect <- twsConnect2 <- function(clientId=1, host="localhost",
      twsconn$connected.at <- CONNECTION_TIME
      twsconn$connected <- NULL # not yet used
      class(twsconn) <- c("twsconn","environment")
+
+     # set the clientId (needs an API call now)
+     startApi(twsconn, clientId)
+
+     # server responds with:
+     # 1) managed account message
+     # 2) next valid id
+     # 3) status messages about data farms (market and time)
+     #    these are 'errors', but the id is -1
+     while(TRUE) {
+       if(socketSelect(list(s), FALSE, 0.1)) {
+         curMsg <- readBin(s, character(), 1)
+         if(curMsg == .twsIncomingMSG$MANAGED_ACCTS) {
+           processMsg(curMsg, s, eW, NULL, "")
+         } else
+         if(curMsg == .twsIncomingMSG$NEXT_VALID_ID) {
+           twsconn$nextValidId <- processMsg(curMsg, s, eW, NULL, "")
+         } else
+         if(curMsg == .twsIncomingMSG$ERR_MSG) {
+           processMsg(curMsg, s, eW, NULL, "")
+         }
+       } else {
+         break
+       }
+     }
+
      return(twsconn)
   } else { 
     #file is defined - not a real connection