Update to API v165

lbilli · Dec 6, 2021 · 3d83e08 · 3d83e08
1 parent cf3656d
commit 3d83e08
Show file tree

Hide file tree

Showing 9 changed files with 35 additions and 5 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: rib
 Title: An R implementation of Interactive Brokers API
-Version: 0.13.2
+Version: 0.13.3
 Authors@R: person("Luca", "Billi", email = "noreply.section+dev@gmail.com", role = c("aut", "cre"))
 Description: A native R implementation of Interactive Brokers API.
     It establishes a TCP connection to a server and handles

diff --git a/R/Decoder.R b/R/Decoder.R
@@ -1272,6 +1272,24 @@ Decoder <- R6::R6Class("Decoder",
     WSH_EVENT_DATA= function(imsg) {
 
       private$validate("wshEventData", imsg$pop(2L), no_names=TRUE)
+    },
+
+    HISTORICAL_SCHEDULE= function(imsg) {
+
+      reqId         <- imsg$pop()
+      startDateTime <- imsg$pop()
+      endDateTime   <- imsg$pop()
+      timeZone      <- imsg$pop()
+
+      n <- Validator$i(imsg$pop())
+
+      sessions <- private$to_matrix(imsg, n, "HistoricalSession")
+
+      private$validate("historicalSchedule", reqId=         reqId,
+                                             startDateTime= startDateTime,
+                                             endDateTime=   endDateTime,
+                                             timeZone=      timeZone,
+                                             sessions=      sessions)
     }
   )
 )
diff --git a/R/IBWrap.R b/R/IBWrap.R
@@ -173,6 +173,8 @@ IBWrap <- R6::R6Class("IBWrap",
 
     wshMetaData= function(reqId, dataJson) warning("default implementation"),
 
-    wshEventData= function(reqId, dataJson) warning("default implementation")
+    wshEventData= function(reqId, dataJson) warning("default implementation"),
+
+    historicalSchedule= function(reqId, startDateTime, endDateTime, timeZone, sessions) warning("default implementation")
   )
 )
diff --git a/R/IBWrapSimple.R b/R/IBWrapSimple.R
@@ -284,6 +284,11 @@ IBWrapSimple <- R6::R6Class("IBWrapSimple",
                           cat("wshMetaData:", reqId, dataJson, "\n"),
 
     wshEventData=       function(reqId, dataJson)
-                          cat("wshEventData:", reqId, dataJson, "\n")
+                          cat("wshEventData:", reqId, dataJson, "\n"),
+
+    historicalSchedule= function(reqId, startDateTime, endDateTime, timeZone, sessions) {
+                          self$context$schedule <- sessions
+                          cat("historicalSchedule:", reqId, startDateTime, endDateTime, timeZone, "\n")
+                        }
   )
 )
diff --git a/R/codes.R b/R/codes.R
@@ -179,4 +179,5 @@ map_inbound <- c(  "1" = "TICK_PRICE",
                  "102" = "COMPLETED_ORDERS_END",
                  "103" = "REPLACE_FA_END",
                  "104" = "WSH_META_DATA",
-                 "105" = "WSH_EVENT_DATA")
+                 "105" = "WSH_EVENT_DATA",
+                 "106" = "HISTORICAL_SCHEDULE")
diff --git a/R/constants.R b/R/constants.R
@@ -14,7 +14,8 @@ MIN_SERVER_VER_WSHE_CALENDAR           <- 161L
 MIN_SERVER_VER_AUTO_CANCEL_PARENT      <- 162L
 MIN_SERVER_VER_FRACTIONAL_SIZE_SUPPORT <- 163L
 MIN_SERVER_VER_SIZE_RULES              <- 164L
+MIN_SERVER_VER_HISTORICAL_SCHEDULE     <- 165L
 
 
 MIN_CLIENT_VER <- 157L
-MAX_CLIENT_VER <- MIN_SERVER_VER_SIZE_RULES
+MAX_CLIENT_VER <- MIN_SERVER_VER_HISTORICAL_SCHEDULE
diff --git a/R/validate.R b/R/validate.R
@@ -146,6 +146,7 @@ generate_validator <- function()
              "DepthMktDataDescription",
              "FamilyCode",
              "HistogramData",
+             "HistoricalSession",
              "HistoricalTick",
              "HistoricalTickBidAsk",
              "HistoricalTickLast",

diff --git a/inst/data-raw/codes_signature.txt b/inst/data-raw/codes_signature.txt
@@ -81,3 +81,4 @@ completedOrdersEnd      NA                           NA
 replaceFAEnd            i,c                          reqId,text
 wshMetaData             i,c                          reqId,dataJson
 wshEventData            i,c                          reqId,dataJson
+historicalSchedule      i,c,c,c,dHistoricalSession   reqId,startDateTime,endDateTime,timeZone,sessions
diff --git a/inst/data-raw/codes_struct.txt b/inst/data-raw/codes_struct.txt
@@ -24,3 +24,4 @@ PriceIncrement          n,n                                         lowEdge,incr
 HistoricalTick          c,n,n                                       time,price,size
 HistoricalTickBidAsk    c,i,n,n,n,n                                 time,mask,priceBid,priceAsk,sizeBid,sizeAsk
 HistoricalTickLast      c,i,n,n,c,c                                 time,mask,price,size,exchange,specialConditions
+HistoricalSession       c,c,c                                       startDateTime,endDateTime,refDate