Update to API v164

lbilli · Oct 21, 2021 · dc93110 · dc93110
1 parent 10039b0
commit dc93110
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Showing 5 changed files with 38 additions and 21 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "Jib"
 uuid = "f310f2d2-a263-11e8-3998-47bd686f18f7"
 authors = ["Luca Billi <[email protected]>"]
-version = "0.14.0"
+version = "0.14.1"
 
 [deps]
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"

diff --git a/src/decoder.jl b/src/decoder.jl
@@ -19,7 +19,8 @@ function decode(msg, w, ver)
   id::Int = pop(it)
 
   # The second field (version) is ignored for id < 75 and != 3, 5, 11, 17, 21
-  if id  < 75 && id ∉ (3, 5, 11, 17, 21)
+  if id  < 75 && id ∉ (3, 5, 10, 11, 17, 18, 21) ||
+     id ∈ (10, 18) && ver < Client.SIZE_RULES
     pop(it)
   end
 

diff --git a/src/process.jl b/src/process.jl
@@ -133,7 +133,7 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :discretionaryAmt,
                      :goodAfterTime), it)
 
-          pop(it)    # Deprecated sharesAllocation
+          pop(it)    # deprecated sharesAllocation
 
           slurp!(o, (:faGroup,
                      :faMethod,
@@ -157,9 +157,9 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                      :minQty,
                      :ocaType), it)
 
-          pop(it)    # Deprecated eTradeOnly
-          pop(it)    # Deprecated firmQuoteOnly
-          pop(it)    # Deprecated nbboPriceCap
+          pop(it)    # deprecated eTradeOnly
+          pop(it)    # deprecated firmQuoteOnly
+          pop(it)    # deprecated nbboPriceCap
 
           slurp!(o, (:parentId,
                      :triggerMethod), it)
@@ -302,9 +302,11 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
           cd.marketName,
           cd.contract.tradingClass,
           cd.contract.conId,
-          cd.minTick,
-          cd.mdSizeMultiplier,
-          cd.contract.multiplier = it
+          cd.minTick = it
+
+          ver < Client.SIZE_RULES && pop(it)  # deprecated mdSizeMultiplier
+
+          cd.contract.multiplier = pop(it)
 
           slurp!(cd, 4:8, it)
           cd.contract.primaryExchange = pop(it)
@@ -320,7 +322,12 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
                       :realExpirationDate,
                       :stockType), it)
 
-          ver ≥ Client.FRACTIONAL_SIZE_SUPPORT && (cd.sizeMinTick = pop(it))
+          Client.FRACTIONAL_SIZE_SUPPORT ≤ ver < Client.SIZE_RULES && pop(it)  # deprecated sizeMinTick
+
+          ver ≥ Client.SIZE_RULES && slurp!(cd, (:minSize,
+                                                 :sizeIncrement,
+                                                 :suggestedSizeIncrement,
+                                                 :minCashQtySize), it)
 
           w.contractDetails(reqId, cd)
         end,
@@ -359,8 +366,8 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
 
           reqId::Int = pop(it)
 
-          pop(it) # Ignore startDate
-          pop(it) # Ignore endDate
+          pop(it)  # ignore startDate
+          pop(it)  # ignore endDate
 
           n::Int = pop(it)
 
@@ -396,11 +403,12 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
           cd.contract.currency,
           cd.marketName,
           cd.contract.tradingClass,
-          cd.contract.conId = it
+          cd.contract.conId,
+          cd.minTick = it
+
+          ver < Client.SIZE_RULES && pop(it)  # deprecated mdSizeMultiplier
 
-          slurp!(cd, (:minTick,
-                      :mdSizeMultiplier,
-                      :orderTypes,
+          slurp!(cd, (:orderTypes,
                       :validExchanges,
                       :nextOptionDate,
                       :nextOptionType,
@@ -416,6 +424,11 @@ const process = Dict{Int,Function}(    # TODO Use a Tuple instead?
           cd.aggGroup,
           cd.marketRuleIds = it
 
+          ver ≥ Client.SIZE_RULES && slurp!(cd, (:minSize,
+                                                 :sizeIncrement,
+                                                 :suggestedSizeIncrement,
+                                                 :minCashQtySize), it)
+
           w.bondContractDetails(reqId, cd)
         end,
 

diff --git a/src/types_private.jl b/src/types_private.jl
@@ -32,15 +32,17 @@ mutable struct ContractDetails
   liquidHours::String
   evRule::String
   evMultiplier::Union{Float64,Nothing}
-  mdSizeMultiplier::Int
   aggGroup::Union{Int,Nothing}
   underSymbol::String
   underSecType::String
   marketRuleIds::String
   realExpirationDate::String
   lastTradeTime::String
   stockType::String
-  sizeMinTick::Union{Float64,Nothing}
+  minSize::Union{Float64,Nothing}
+  sizeIncrement::Union{Float64,Nothing}
+  suggestedSizeIncrement::Union{Float64,Nothing}
+  minCashQtySize::Union{Float64,Nothing}
   secIdList::NamedTuple
   cusip::String
   ratings::String
@@ -59,9 +61,9 @@ mutable struct ContractDetails
   notes::String
 end
 ContractDetails() = ContractDetails(Contract(), ns, 0, ns, ns, 0, 0, fill(ns, 9)...,
-                                    nothing, 0, nothing, fill(ns, 6)..., nothing, (;),
-                                    fill(ns, 5)..., false, false, nothing, false, ns,
-                                    ns, ns, ns, false, ns)
+                                    nothing, nothing, fill(ns, 6)..., nothing, nothing,
+                                    nothing, nothing, (;), fill(ns, 5)..., false, false,
+                                    nothing, false, ns, ns, ns, ns, false, ns)
 
 
 struct Execution

diff --git a/src/versions.jl b/src/versions.jl
@@ -7,5 +7,6 @@
   WSHE_CALENDAR            = 161
   AUTO_CANCEL_PARENT       = 162
   FRACTIONAL_SIZE_SUPPORT  = 163
+  SIZE_RULES               = 164
 
 end