Update to API v169

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: rib
 Title: An R implementation of Interactive Brokers API
-Version: 0.13.5
+Version: 0.14.0
 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

R/IBClient.R

@@ -234,7 +234,7 @@ IBClient <- R6::R6Class("IBClient",
     #
     # ########################################################################
 
-    reqMktData= function(tickerId, contract, genericTicks="", snapshot=TRUE, regulatorySnaphsot=FALSE, mktDataOptions=character()) {
+    reqMktData= function(tickerId, contract, genericTicks, snapshot, regulatorySnaphsot=FALSE, mktDataOptions=character()) {
 
       msg <- c("1", "11") ### REQ_MKT_DATA
 
@@ -445,6 +445,9 @@ IBClient <- R6::R6Class("IBClient",
       if(self$serVersion >= MIN_SERVER_VER_ADVANCED_ORDER_REJECT)
         payload <- c(payload, order$advancedErrorOverride)
 
+      if(self$serVersion >= MIN_SERVER_VER_MANUAL_ORDER_TIME)
+        payload <- c(payload, order$manualOrderTime)
+
       # Convert NA -> ""
       payload[is.na(payload)] <- ""
 
@@ -454,16 +457,22 @@ IBClient <- R6::R6Class("IBClient",
       private$encodeMsg(msg)
     },
 
-    cancelOrder= function(id) private$req_simple("4", "1", id), ### CANCEL_ORDER
+    cancelOrder= function(id, manualOrderCancelTime) {
+
+      msg <- c("4", "1", ### CANCEL_ORDER
+               id,
+               if(self$serVersion >= MIN_SERVER_VER_MANUAL_ORDER_TIME) manualOrderCancelTime)
+
+      # Encode and send
+      private$encodeMsg(msg)
+    },
 
     reqOpenOrders= function() private$req_simple("5", "1"), ### REQ_OPEN_ORDERS
 
     reqAccountUpdates= function(subscribe, acctCode) {
 
-      msg <- c("6", "2") ### REQ_ACCT_DATA
-
-      # Add payload
-      msg <- c(msg, private$sanitize(list(subscribe, acctCode)))
+      msg <- c("6", "2", ### REQ_ACCT_DATA
+               private$sanitize(list(subscribe, acctCode)))
 
       # Encode and send
       private$encodeMsg(msg)

R/constants.R

@@ -17,7 +17,9 @@ MIN_SERVER_VER_SIZE_RULES              <- 164L
 MIN_SERVER_VER_HISTORICAL_SCHEDULE     <- 165L
 MIN_SERVER_VER_ADVANCED_ORDER_REJECT   <- 166L
 MIN_SERVER_VER_USER_INFO               <- 167L
+MIN_SERVER_VER_CRYPTO_AGGREGATED_TRADES<- 168L
+MIN_SERVER_VER_MANUAL_ORDER_TIME       <- 169L
 
 
 MIN_CLIENT_VER <- 157L
-MAX_CLIENT_VER <- MIN_SERVER_VER_USER_INFO
+MAX_CLIENT_VER <- MIN_SERVER_VER_MANUAL_ORDER_TIME

R/structs.R

@@ -268,7 +268,8 @@ Order <- list(orderId=                        0L,
               usePriceMgmtAlgo=               NA,
               duration=                       NA_integer_,
               postToAts=                      NA_integer_,
-              advancedErrorOverride=          "")
+              advancedErrorOverride=          "",
+              manualOrderTime=                "")
 
 ScannerSubscription <- list(numberOfRows=             -1L,
                             instrument=               "",

README.md

@@ -50,8 +50,8 @@ IBWrapCustom <- R6::R6Class("IBWrapCustom",
 
   public= list(
     # Customized methods go here
-    error=            function(id, errorCode, errorString)
-                        cat("Error:", id, errorCode, errorString, "\n"),
+    error=            function(id, errorCode, errorString, advancedOrderRejectJson)
+                        cat("Error:", id, errorCode, errorString, advancedOrderRejectJson, "\n"),
 
     nextValidId=      function(orderId)
                         cat("Next OrderId:", orderId, "\n"),

inst/data-raw/codes_struct.txt

@@ -2,7 +2,7 @@ struct                  type                                        name
 Contract                i,c,c,c,n,c,c,c,c,c,c,c,l,c,c,c,vComboLeg,oDeltaNeutralContract     conId,symbol,secType,lastTradeDateOrContractMonth,strike,right,multiplier,exchange,primaryExchange,currency,localSymbol,tradingClass,includeExpired,secIdType,secId,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
 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,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    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,faProfile,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
+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,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    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,faProfile,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
 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
 Execution               c,c,c,c,c,n,n,i,i,i,i,n,n,c,c,n,c,i         execId,time,acctNumber,exchange,side,shares,price,permId,clientId,orderId,liquidation,cumQty,avgPrice,orderRef,evRule,evMultiplier,modelCode,lastLiquidity
 ExecutionFilter         i,c,c,c,c,c,c                               clientId,acctCode,time,symbol,secType,exchange,side