Update to API v179

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: rib
 Title: An Implementation of 'Interactive Brokers' API
-Version: 0.19.2
+Version: 0.19.3
 Authors@R: person("Luca", "Billi", email = "[email protected]", role = c("aut", "cre"))
 Description: Allows interaction with 'Interactive Brokers' 'Trader Workstation'
     <https://interactivebrokers.github.io/tws-api/>.

R/Decoder.R

@@ -455,6 +455,15 @@ Decoder <- R6Class("Decoder",
            "sizeIncrement",
            "suggestedSizeIncrement")] <- imsg$pop(9L)
 
+      if(private$serverVersion >= MIN_SERVER_VER_FUND_DATA_FIELDS &&
+         cd$contract$secType == "FUND") {
+
+        cd[44L:58L] <- imsg$pop(15L)
+
+        cd$fundDistributionPolicyIndicator <- funddist(imsg$pop())
+        cd$fundAssetType <- fundtype(imsg$pop())
+      }
+
       private$validate("contractDetails", reqId=reqId, contractDetails=cd)
     },
 

R/IBClient.R

@@ -11,7 +11,7 @@ IBClient <- R6Class("IBClient",
     serverVersion=   NULL,  # Returned on connection
     serverTimestamp= NULL,  # Returned on connection
 
-    Id=              NULL,  # Client ID
+    id=              NULL,  # Client ID
 
     decoder=         NULL,  # Decoder
 
@@ -65,7 +65,7 @@ IBClient <- R6Class("IBClient",
       len <- readBin(private$socket, integer(), size=HEADER_LEN, endian="big")
 
       # Invalid socket
-      if(length(len)==0L)
+      if(length(len) == 0L)
         stop("lost connection")
 
       # Header consistency check
@@ -115,7 +115,7 @@ IBClient <- R6Class("IBClient",
 
     serTimestamp= function() private$serverTimestamp,
 
-    clientId=     function() private$Id
+    clientId=     function() private$id
   ),
 
   public= list(
@@ -137,7 +137,7 @@ IBClient <- R6Class("IBClient",
       # Server response
       res <- private$readOneMsg()
 
-      stopifnot(length(res)==2L)
+      stopifnot(length(res) == 2L)
 
       message("server version: ", res[1L], " timestamp: ", res[2L])
       private$serverVersion   <- as.integer(res[1L])
@@ -154,7 +154,7 @@ IBClient <- R6Class("IBClient",
       # startAPI
       self$startApi(clientId, optionalCapabilities)
 
-      private$Id <- clientId
+      private$id <- clientId
 
       # TODO
       # Verify that connection was successful
@@ -172,7 +172,7 @@ IBClient <- R6Class("IBClient",
         private$socket          <-
         private$serverVersion   <-
         private$serverTimestamp <-
-        private$Id              <-
+        private$id              <-
         private$decoder         <- NULL
       }
     },
@@ -188,7 +188,7 @@ IBClient <- R6Class("IBClient",
 
       count <- 0L
 
-      while(socketSelect(list(private$socket), write=FALSE, timeout=timeout)){
+      while(socketSelect(list(private$socket), write=FALSE, timeout=timeout)) {
 
         count <- count + 1L
 

R/codes.R

@@ -2,7 +2,7 @@ ticktype <- function(t)
 {
   res <- map_ticktype[t]
 
-  if(is.na(res)){
+  if(is.na(res)) {
     warning("unknown ticktype: ", t)
     "UNKNOWN"
   }
@@ -199,3 +199,21 @@ map_inbound <- c(  "1" = "TICK_PRICE",
                  "105" = "WSH_EVENT_DATA",
                  "106" = "HISTORICAL_SCHEDULE",
                  "107" = "USER_INFO")
+
+
+funddist <- function(v) switch(v,
+                               N= "Accumulation Fund",
+                               Y= "Income Fund",
+                                  "None")
+
+
+fundtype <- function(v) switch(v,
+                               "000" = "Others",
+                               "001" = "Money Market",
+                               "002" = "Fixed Income",
+                               "003" = "Multi-asset",
+                               "004" = "Equity",
+                               "005" = "Sector",
+                               "006" = "Guaranteed",
+                               "007" = "Alternative",
+                                       "None")

R/constants.R

@@ -9,7 +9,8 @@ MAX_MSG_LEN <- 0xFFFFFFL  # 16Mb - 1b
 # Server Versions
 MIN_SERVER_VER_FA_PROFILE_DESUPPORT        <- 177L
 MIN_SERVER_VER_PENDING_PRICE_REVISION      <- 178L
+MIN_SERVER_VER_FUND_DATA_FIELDS            <- 179L
 
 
 MIN_CLIENT_VER <- 176L
-MAX_CLIENT_VER <- MIN_SERVER_VER_PENDING_PRICE_REVISION
+MAX_CLIENT_VER <- MIN_SERVER_VER_FUND_DATA_FIELDS

R/structs.R

@@ -115,7 +115,24 @@ ContractDetails <- list(contract=           Contract,
                         nextOptionDate=     "",
                         nextOptionType=     "",
                         nextOptionPartial=  FALSE,
-                        notes=              "")
+                        notes=              "",
+                        fundName=                        "",
+                        fundFamily=                      "",
+                        fundType=                        "",
+                        fundFrontLoad=                   "",
+                        fundBackLoad=                    "",
+                        fundBackLoadTimeInterval=        "",
+                        fundManagementFee=               "",
+                        fundClosed=                      FALSE,
+                        fundClosedForNewInvestors=       FALSE,
+                        fundClosedForNewMoney=           FALSE,
+                        fundNotifyAmount=                "",
+                        fundMinimumInitialPurchase=      "",
+                        fundSubsequentMinimumPurchase=   "",
+                        fundBlueSkyStates=               "",
+                        fundBlueSkyTerritories=          "",
+                        fundDistributionPolicyIndicator= "",
+                        fundAssetType=                   "")
 
 ContractDescription <- list(contract=           Contract,
                             derivativeSecTypes= character())

R/tagvalue.R

@@ -22,7 +22,7 @@ pack_tagvalue <- function(tv, mode=c("string", "unfold"))
   stopifnot(!is.null(tags),
             nzchar(tags, keepNA=TRUE))
 
-  if(mode=="string")
+  if(mode == "string")
     paste0(tags, "=", tv, ";", collapse="")
 
   else {

README.md

@@ -6,9 +6,9 @@
 **An R implementation of Interactive Brokers API**
 
 Originally inspired by [`IBrokers`](https://CRAN.R-project.org/package=IBrokers),
-`rib` is a native [R](https://www.r-project.org/) client that
-implements the [Interactive Brokers](https://www.interactivebrokers.com/) API
-to communicate with TWS or IBGateway.
+`rib` is a native [R](https://www.r-project.org/) client that implements
+[Interactive Brokers](https://www.interactivebrokers.com/) API to communicate
+with TWS or IBGateway.
 
 It aims to be feature complete, however it does not support legacy versions.
 Currently, only API versions `v176+` are supported.
@@ -33,16 +33,16 @@ remotes::install_github("lbilli/rib")
 ### Usage
 The user interacts mainly with two classes, implemented as
 [`R6`](https://CRAN.R-project.org/package=R6) objects:
-- `IBClient`: responsible to establish the connection and send requests to the server
-- `IBWrap`: base class holding the callbacks that are executed when responses
+- `IBClient`: responsible to establish a connection and send requests to the server
+- `IBWrap`: base class holding the callbacks that are invoked when responses
   are processed. User customizations are derived from this class.
 
 Other data structures, such as `Contract` and `Order`, are implemented as R lists,
-or nested lists, and mirror the respective classes of the official IB API.
+or nested lists, and mirror the respective classes in the official IB API.
 
 A complete minimal working example is shown.
-For this code to work, an instance of the IB TWS or IBGateway needs to be running
-on the local machine, listening on port `4002`.
+For this code to work, an instance of IB TWS or IBGateway needs to be running
+on the local machine and listening on port `4002`.
 **Note:** _demo_ or _paper_ account recommended!! :smirk:
 ```R
 library(rib)
@@ -84,7 +84,7 @@ ic$checkMsg(wrap)
 contract <- IBContract(symbol="GOOG", secType="STK", exchange="SMART", currency="USD")
 
 # Define order
-order <- IBOrder(action="BUY", totalQuantity=10, orderType="LMT", lmtPrice=1000)
+order <- IBOrder(action="BUY", totalQuantity=10, orderType="LMT", lmtPrice=100)
 
 orderId <- 1    # Should match whatever is returned by the server
 
@@ -271,14 +271,14 @@ contract$currency <- "USD"
 ```
 and
 ```R
-order <- IBOrder(action="BUY", totalQuantity=100, orderType="LMT", lmtPrice=50)
+order <- IBOrder(action="BUY", totalQuantity=100, orderType="LMT", lmtPrice=110)
 
 # Equivalent to
 order <- Order
 order$action        <- "BUY"
 order$totalQuantity <- 100
 order$orderType     <- "LMT"
-order$lmtPrice      <- 50
+order$lmtPrice      <- 110
 ```
 To instantiate a `Condition`, invoke `fCondition(type)`
 and fill in the appropriate fields:

inst/data-raw/codes_struct.txt

@@ -1,6 +1,6 @@
 struct                  type                                        name
 Contract                i,c,c,c,n,c,c,c,c,c,c,c,l,c,c,c,c,c,vComboLeg,oDeltaNeutralContract     conId,symbol,secType,lastTradeDateOrContractMonth,strike,right,multiplier,exchange,primaryExchange,currency,localSymbol,tradingClass,includeExpired,secIdType,secId,description,issuerId,comboLegsDescrip,comboLegs,deltaNeutralContract
-ContractDetails         Contract,c,n,c,c,i,i,c,c,c,c,c,c,c,c,c,n,i,c,c,c,c,c,c,n,n,n,TagValue,c,c,c,c,c,l,l,n,l,c,c,c,c,l,c     contract,marketName,minTick,orderTypes,validExchanges,priceMagnifier,underConId,longName,contractMonth,industry,category,subcategory,timeZoneId,tradingHours,liquidHours,evRule,evMultiplier,aggGroup,underSymbol,underSecType,marketRuleIds,realExpirationDate,lastTradeTime,stockType,minSize,sizeIncrement,suggestedSizeIncrement,secIdList,cusip,ratings,descAppend,bondType,couponType,callable,putable,coupon,convertible,maturity,issueDate,nextOptionDate,nextOptionType,nextOptionPartial,notes
+ContractDetails         Contract,c,n,c,c,i,i,c,c,c,c,c,c,c,c,c,n,i,c,c,c,c,c,c,n,n,n,TagValue,c,c,c,c,c,l,l,n,l,c,c,c,c,l,c,c,c,c,c,c,c,c,l,l,l,c,c,c,c,c,c,c     contract,marketName,minTick,orderTypes,validExchanges,priceMagnifier,underConId,longName,contractMonth,industry,category,subcategory,timeZoneId,tradingHours,liquidHours,evRule,evMultiplier,aggGroup,underSymbol,underSecType,marketRuleIds,realExpirationDate,lastTradeTime,stockType,minSize,sizeIncrement,suggestedSizeIncrement,secIdList,cusip,ratings,descAppend,bondType,couponType,callable,putable,coupon,convertible,maturity,issueDate,nextOptionDate,nextOptionType,nextOptionPartial,notes,fundName,fundFamily,fundType,fundFrontLoad,fundBackLoad,fundBackLoadTimeInterval,fundManagementFee,fundClosed,fundClosedForNewInvestors,fundClosedForNewMoney,fundNotifyAmount,fundMinimumInitialPurchase,fundSubsequentMinimumPurchase,fundBlueSkyStates,fundBlueSkyTerritories,fundDistributionPolicyIndicator,fundAssetType
 ContractDescription     Contract,c                                  contract,derivativeSecTypes
 Order                   i,i,i,c,n,c,n,n,c,c,c,c,i,c,l,i,l,l,i,i,l,l,c,c,c,l,i,n,l,n,n,c,c,c,c,c,i,c,i,n,l,c,n,n,n,n,n,l,l,n,i,c,n,i,c,c,c,c,l,i,c,l,i,n,i,i,i,n,n,i,n,l,i,i,l,c,c,c,c,c,c,c,c,TagValue,TagValue,c,l,l,l,c,n,TagValue,i,n,l,n,c,c,n,n,n,n,i,n,vCondition,l,l,c,SoftDollarTier,n,c,c,c,c,l,l,l,c,n,i,l,c,l,l,i,l,i,i,c,c,i,i,n,n,n    orderId,clientId,permId,action,totalQuantity,orderType,lmtPrice,auxPrice,tif,activeStartTime,activeStopTime,ocaGroup,ocaType,orderRef,transmit,parentId,blockOrder,sweepToFill,displaySize,triggerMethod,outsideRth,hidden,goodAfterTime,goodTillDate,rule80A,allOrNone,minQty,percentOffset,overridePercentageConstraints,trailStopPrice,trailingPercent,faGroup,faMethod,faPercentage,openClose,origin,shortSaleSlot,designatedLocation,exemptCode,discretionaryAmt,optOutSmartRouting,auctionStrategy,startingPrice,stockRefPrice,delta,stockRangeLower,stockRangeUpper,randomizeSize,randomizePrice,volatility,volatilityType,deltaNeutralOrderType,deltaNeutralAuxPrice,deltaNeutralConId,deltaNeutralSettlingFirm,deltaNeutralClearingAccount,deltaNeutralClearingIntent,deltaNeutralOpenClose,deltaNeutralShortSale,deltaNeutralShortSaleSlot,deltaNeutralDesignatedLocation,continuousUpdate,referencePriceType,basisPoints,basisPointsType,scaleInitLevelSize,scaleSubsLevelSize,scalePriceIncrement,scalePriceAdjustValue,scalePriceAdjustInterval,scaleProfitOffset,scaleAutoReset,scaleInitPosition,scaleInitFillQty,scaleRandomPercent,scaleTable,hedgeType,hedgeParam,account,settlingFirm,clearingAccount,clearingIntent,algoStrategy,algoParams,smartComboRoutingParams,algoId,whatIf,notHeld,solicited,modelCode,orderComboLegs,orderMiscOptions,referenceContractId,peggedChangeAmount,isPeggedChangeAmountDecrease,referenceChangeAmount,referenceExchangeId,adjustedOrderType,triggerPrice,adjustedStopPrice,adjustedStopLimitPrice,adjustedTrailingAmount,adjustableTrailingUnit,lmtPriceOffset,conditions,conditionsCancelOrder,conditionsIgnoreRth,extOperator,softDollarTier,cashQty,mifid2DecisionMaker,mifid2DecisionAlgo,mifid2ExecutionTrader,mifid2ExecutionAlgo,dontUseAutoPriceForHedge,isOmsContainer,discretionaryUpToLimitPrice,autoCancelDate,filledQuantity,refFuturesConId,autoCancelParent,shareholder,imbalanceOnly,routeMarketableToBbo,parentPermId,usePriceMgmtAlgo,duration,postToAts,advancedErrorOverride,manualOrderTime,minTradeQty,minCompeteSize,competeAgainstBestOffset,midOffsetAtWhole,midOffsetAtHalf
 OrderState              c,c,c,c,c,c,c,c,c,c,n,n,n,c,c,c,c           status,initMarginBefore,maintMarginBefore,equityWithLoanBefore,initMarginChange,maintMarginChange,equityWithLoanChange,initMarginAfter,maintMarginAfter,equityWithLoanAfter,commission,minCommission,maxCommission,commissionCurrency,warningText,completedTime,completedStatus