盈透证券TWS API研究系列5 – EWrapper类(账户相关消息函数)

算起来,这个系列的文章算是鸽了很久,休息这两天,正好填一下这个系列的坑。那么接下来这几篇文章就重点介绍一下TWS API中最重要的几个类。正如之前提过,TWS的提交机制,主要消息需要通过EWrapper来向TWS进行提交订单、账户、交易信息提交等工作。所以,我想了一下,就需要重点说明和介绍我们的EWrapper类。

EWrapper是什么

首先看一眼IB对于这个类的介绍

This interface’s methods are used by the TWS/Gateway to communicate with the API client. Every API client application needs to implement this interface in order to handle all the events generated by the TWS/Gateway. Almost every EClientSocket method call will result in at least one event delivered here.

可以知道,用于提交的几乎所有的消息事件,都是需要通过这个类进行处理。然而,如果你深入编程过程,就会发现IB是需要你自行实现这个类的全部虚函数的。也就是说,对于EWrapper来说,它其实是个接口。

TWS API 交互逻辑

那么,我们都需要实现哪些接口呢?接口具体实现,你可以直接把样例里的EWrapper直接拿来用,但是我这里还是稍微介绍一下,你也可以把这篇文章当成一个查询使用。

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账户信息相关函数

void accountDownloadEnd

它是与账号信息有关的一个函数,在你对账号操作请求发送后,并被处理后得到的返回信息。所以当账号信息处理完毕后,该函数会被TWS激活。

相关参数

string account:账户ID

实现方式

public virtual void accountDownloadEnd(string account)
{
Console.WriteLine(“Account download finished: ” + account + “\n”);
}

相关函数

updateAccountTime
updatePortfolio
updateAccountValue
EClientSocket::reqAccountUpdates
void accountSummary

它也是一个与账号信息有关的函数,通常在使用了 EClientSocket::reqAccountSummary 之后从TWS获取相关信息,返回类容和 TWS’ Account Summary Window 一致。

相关参数

int reqId,reqid
string account,账户id
string tag, 返回以下标识,标识具体信息参考TWS API中的介绍
string value, 账户相关属性信息,比如返回头寸、账户属性等
string currency,用于进一步表示value的附加信息,如果表示金钱的时候,它就会表示金钱的单位是美元还是人民币等

tag

AccountType — Identifies the IB account structure
NetLiquidation — The basis for determining the price of the assets in your account. Total cash value + stock value + options value + bond value
TotalCashValue — Total cash balance recognized at the time of trade + futures PNL
SettledCash — Cash recognized at the time of settlement – purchases at the time of trade – commissions – taxes – fees
AccruedCash — Total accrued cash value of stock, commodities and securities
BuyingPower — Buying power serves as a measurement of the dollar value of securities that one may purchase in a securities account without depositing additional funds
EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions. Cash + stocks + bonds + mutual funds
PreviousEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
GrossPositionValue — The sum of the absolute value of all stock and equity option positions
RegTEquity — Regulation T equity for universal account
RegTMargin — Regulation T margin for universal account
SMA — Special Memorandum Account: Line of credit created when the market value of securities in a Regulation T account increase in value
InitMarginReq — Initial Margin requirement of whole portfolio
MaintMarginReq — Maintenance Margin requirement of whole portfolio
AvailableFunds — This value tells what you have available for trading
ExcessLiquidity — This value shows your margin cushion, before liquidation
Cushion — Excess liquidity as a percentage of net liquidation value
FullInitMarginReq — Initial Margin of whole portfolio with no discounts or intraday credits
FullMaintMarginReq — Maintenance Margin of whole portfolio with no discounts or intraday credits
FullAvailableFunds — Available funds of whole portfolio with no discounts or intraday credits
FullExcessLiquidity — Excess liquidity of whole portfolio with no discounts or intraday credits
LookAheadNextChange — Time when look-ahead values take effect
LookAheadInitMarginReq — Initial Margin requirement of whole portfolio as of next period’s margin change
LookAheadMaintMarginReq — Maintenance Margin requirement of whole portfolio as of next period’s margin change
LookAheadAvailableFunds — This value reflects your available funds at the next margin change
LookAheadExcessLiquidity — This value reflects your excess liquidity at the next margin change
HighestSeverity — A measure of how close the account is to liquidation
DayTradesRemaining — The Number of Open/Close trades a user could put on before Pattern Day Trading is detected. A value of “-1” means that the user can put on unlimited day trades.
Leverage — GrossPositionValue / NetLiquidation

相关函数

accountSummaryEnd
EClientSocket::reqAccountSummary
实现方式
public virtual void accountSummary(int reqId, string account, string tag, string value, string currency)
{
Console.WriteLine(“Acct Summary. ReqId: ” + reqId + “, Acct: ” + account + “, Tag: ” + tag + “, Value: ” + value + “, Currency: ” + currency);
}

void accountSummaryEnd

基本上没什么用的一个函数,主要告诉你请求信息已经发送完毕了。

相关参数

int reqId

相关函数

accountSummary
EClientSocket::reqAccountSummary

实现方式

public virtual void accountSummaryEnd(int reqId)
{
Console.WriteLine(“AccountSummaryEnd. Req Id: ” + reqId + “\n”);
}

void accountUpdateMulti

用于账户更新信息使用的一个函数

相关参数

int requestId,请求id
string account, 账户id
string modelCode, the model code with updates
string key,需要更新的键值对
string value,需要更新的键值对
string currency,键值对的补充信息,通常为货币符号

相关函数

accountUpdateMultiEnd
EClient::reqAccountUpdatesMulti
实现方式
public virtual void accountUpdateMulti(int reqId, string account, string modelCode, string key, string value, string currency)
{
Console.WriteLine(“Account Update Multi. Request: ” + reqId + “, Account: ” + account + “, ModelCode: ” + modelCode + “, Key: ” + key + “, Value: ” + value + “, Currency: ” + currency + “\n”);
}

void accountUpdateMultiEnd

更新信息完成后发送的补充信息

相关参数

int requestId,请求id

相关函数

EWrapper::accountUpdateMulti
EClientSocket::reqAccountUpdatesMulti

相关实现

public virtual void accountUpdateMultiEnd(int reqId)
{
Console.WriteLine(“Account Update Multi End. Request: ” + reqId + “\n”);
}
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版权声明:本文为CSDN博主「打码的阿通」的原创文章,遵循CC 4.0 BY-SA版权协议,转载请附上原文出处链接及本声明。
原文链接:https://blog.csdn.net/poisonchry/article/details/111601016

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