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Finance-IBrokers-MooseCallback-0.02
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/ Finance::IBrokers::MooseCallback

NAME

Finance::IBrokers::MooseCallback - Moose implemention of the Interactive Brokers callback.

VERSION

Version 0.01

SYNOPSIS

This is a Perl Moose implementation of the sample callback described at http://search.cpan.org/~jstrauss/Finance-InteractiveBrokers-TWS-0.1.1/lib/Finance/InteractiveBrokers/TWS.pm#EXAMPLE

It provides variable names that are descriptive of what gets passed to each method. It is a generalization of code I wrote for my own purposes. You will likely want to override it with your own methods. Updates are welcome.

Using this module is very similar to the sample described within Finance::InteractiveBrokers::TWS

   use Finance::InteractiveBrokers;
   use Finance::IBrokers::MooseCallback;

   my $callback = Finance::IBrokers::MooseCallback->new(debug => 1);
   my $tws = Finance::InteractiveBrokers::TWS->new($callback);

   my $tick_type = $tws->TickType->new();
   $callback->{tickType} = $tick_type;

   #                           Host         Port    Client_ID
   #                           ----         ----    ---------
   my @tws_GUI_location = qw/  127.0.0.1    7496       15     /;

   $tws->eclient->eConnect(@tws_GUI_location);

   do { $tws->read_messages_for_x_sec() } until $tws->eclient->isConnected();

   my $orderid = $callback->getNextID; # For the next ID available 

   #  Create a contract
   #
   my $contract = $tws->Contract->new();

   ... 

   $tws->eclient->reqContractDetails( '1', $contract );


   do {
   $tws->read_messages_for_x_sec();
   } until ( defined $callback->get_contractDetailsRequest() && $callback->get_contractDetailsRequest('1')->{Status} eq 'Complete'  );

   warn Dumper( $callback->contractDetailsRequest);

SUBROUTINES/METHODS

NextID - Stores the NextID value to use when placing an order. It is initialized by TWS at startup, then incremented with getNextID.

contracts - Stores the an array of Finance::InteractiveBrokers::TWS::com::ib::client::ContractDetails objects in the contractDetails method.

debug Set debug to 1 to enable more warn output

contractDetailsRequest - Stores a hash of values describing the contract details request status.

accountinfo - Stores the a hash of account information key=>value pairs.

DataReq - Storage for data requests to be made.

candles - Storage for OHLC candles

nextValidId - Called at startup, then when getNextID is used. Sets the next ID for TWS orders.

getNextID - Return the next order ID currently set NextID and increments the value.

error - Two error methods, since it can be called two different ways. method error( Str $str ) { warn $str if ( $self->debug ); } method error( Int $id, Int $errorCode, Any $errorMsg )

connectionClosed - Called with the TWS connection is closed.

tickPrice - Called when tickPrice changes

tickSize - Called when tickSize changes

tickGeneric - Called when market data changes

Other methods - See the Interactive Brokers API documentation at https://www.interactivebrokers.com/en/software/api/apiguide/java/java_ewrapper_methods.htm for other methods.

AUTHOR

Doug Spencer, <forhire99 at gmail.com>

BUGS

Please report any bugs or feature requests to bug-finance-ibrokers-moosecallback at rt.cpan.org, or through the web interface at http://rt.cpan.org/NoAuth/ReportBug.html?Queue=Finance-IBrokers-MooseCallback. I will be notified, and then you'll automatically be notified of progress on your bug as I make changes.

SUPPORT

You can find documentation for this module with the perldoc command.

perldoc Finance::IBrokers::MooseCallback

You can also look for information at:

ACKNOWLEDGEMENTS

LICENSE AND COPYRIGHT

Copyright 2014 Doug Spencer.

This program is free software; you can redistribute it and/or modify it under the terms of the the Artistic License (2.0). You may obtain a copy of the full license at:

http://www.perlfoundation.org/artistic_license_2_0

Any use, modification, and distribution of the Standard or Modified Versions is governed by this Artistic License. By using, modifying or distributing the Package, you accept this license. Do not use, modify, or distribute the Package, if you do not accept this license.

If your Modified Version has been derived from a Modified Version made by someone other than you, you are nevertheless required to ensure that your Modified Version complies with the requirements of this license.

This license does not grant you the right to use any trademark, service mark, tradename, or logo of the Copyright Holder.

This license includes the non-exclusive, worldwide, free-of-charge patent license to make, have made, use, offer to sell, sell, import and otherwise transfer the Package with respect to any patent claims licensable by the Copyright Holder that are necessarily infringed by the Package. If you institute patent litigation (including a cross-claim or counterclaim) against any party alleging that the Package constitutes direct or contributory patent infringement, then this Artistic License to you shall terminate on the date that such litigation is filed.

Disclaimer of Warranty: THE PACKAGE IS PROVIDED BY THE COPYRIGHT HOLDER AND CONTRIBUTORS "AS IS' AND WITHOUT ANY EXPRESS OR IMPLIED WARRANTIES. THE IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, OR NON-INFRINGEMENT ARE DISCLAIMED TO THE EXTENT PERMITTED BY YOUR LOCAL LAW. UNLESS REQUIRED BY LAW, NO COPYRIGHT HOLDER OR CONTRIBUTOR WILL BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, OR CONSEQUENTIAL DAMAGES ARISING IN ANY WAY OUT OF THE USE OF THE PACKAGE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.