wrapper.clj

(defn wrapper
  [cb]
  (reify
    com.ib.client.EWrapper
      (^void tickOptionComputation [this ^int tickerId ^int field ^double
                                    impliedVol ^double delta ^double optPrice
                                    ^double pvDividend ^double gamma ^double
                                    vega ^double theta ^double undPrice]
        (cb {:field field,
             :type :tickOptionComputation,
             :theta theta,
             :delta delta,
             :tickerId tickerId,
             :gamma gamma,
             :vega vega,
             :impliedVol impliedVol,
             :pvDividend pvDividend,
             :optPrice optPrice,
             :undPrice undPrice}))
      (^void tickGeneric [this ^int tickerId ^int tickType ^double value]
        (cb {:tickType tickType,
             :value value,
             :type :tickGeneric,
             :tickerId tickerId}))
      (^void tickString [this ^int tickerId ^int tickType ^java.lang.String
                         value]
        (cb {:tickType tickType,
             :value value,
             :type :tickString,
             :tickerId tickerId}))
      (^void tickEFP [this ^int tickerId ^int tickType ^double basisPoints
                      ^java.lang.String formattedBasisPoints ^double
                      impliedFuture ^int holdDays ^java.lang.String
                      futureLastTradeDate ^double dividendImpact ^double
                      dividendsToLastTradeDate]
        (cb {:tickType tickType,
             :holdDays holdDays,
             :type :tickEFP,
             :impliedFuture impliedFuture,
             :futureLastTradeDate futureLastTradeDate,
             :formattedBasisPoints formattedBasisPoints,
             :dividendImpact dividendImpact,
             :tickerId tickerId,
             :basisPoints basisPoints,
             :dividendsToLastTradeDate dividendsToLastTradeDate}))
      (^void orderStatus [this ^int orderId ^java.lang.String status ^double
                          filled ^double remaining ^double avgFillPrice ^int
                          permId ^int parentId ^double lastFillPrice ^int
                          clientId ^java.lang.String whyHeld ^double
                          mktCapPrice]
        (cb {:avgFillPrice avgFillPrice,
             :clientId clientId,
             :mktCapPrice mktCapPrice,
             :remaining remaining,
             :type :orderStatus,
             :whyHeld whyHeld,
             :status status,
             :lastFillPrice lastFillPrice,
             :parentId parentId,
             :filled filled,
             :permId permId,
             :orderId orderId}))
      (^void tickPrice [this ^int tickerId ^int field ^double price
                        ^com.ib.client.TickAttrib attrib]
        (cb {:attrib attrib,
             :field field,
             :type :tickPrice,
             :tickerId tickerId,
             :price price}))
      (^void tickSize [this ^int tickerId ^int field ^int size]
        (cb {:field field, :type :tickSize, :size size, :tickerId tickerId}))
      (^void openOrder [this ^int orderId ^com.ib.client.Contract contract
                        ^com.ib.client.Order order ^com.ib.client.OrderState
                        orderState]
        (cb {:contract contract,
             :type :openOrder,
             :order order,
             :orderState orderState,
             :orderId orderId}))
      (^void openOrderEnd [this] (cb {:type :openOrderEnd}))
      (^void updateAccountValue [this ^java.lang.String key ^java.lang.String
                                 value ^java.lang.String currency
                                 ^java.lang.String accountName]
        (cb {:key key,
             :value value,
             :accountName accountName,
             :type :updateAccountValue,
             :currency currency}))
      (^void updatePortfolio [this ^com.ib.client.Contract contract ^double
                              position ^double marketPrice ^double marketValue
                              ^double averageCost ^double unrealizedPNL ^double
                              realizedPNL ^java.lang.String accountName]
        (cb {:unrealizedPNL unrealizedPNL,
             :averageCost averageCost,
             :contract contract,
             :marketPrice marketPrice,
             :accountName accountName,
             :type :updatePortfolio,
             :marketValue marketValue,
             :position position,
             :realizedPNL realizedPNL}))
      (^void updateAccountTime [this ^java.lang.String timeStamp]
        (cb {:type :updateAccountTime, :timeStamp timeStamp}))
      (^void accountDownloadEnd [this ^java.lang.String accountName]
        (cb {:accountName accountName, :type :accountDownloadEnd}))
      (^void nextValidId [this ^int orderId]
        (cb {:type :nextValidId, :orderId orderId}))
      (^void contractDetails [this ^int reqId ^com.ib.client.ContractDetails
                              contractDetails]
        (cb {:type :contractDetails,
             :contractDetails contractDetails,
             :reqId reqId}))
      (^void bondContractDetails [this ^int reqId ^com.ib.client.ContractDetails
                                  contractDetails]
        (cb {:type :bondContractDetails,
             :contractDetails contractDetails,
             :reqId reqId}))
      (^void contractDetailsEnd [this ^int reqId]
        (cb {:type :contractDetailsEnd, :reqId reqId}))
      (^void execDetails [this ^int reqId ^com.ib.client.Contract contract
                          ^com.ib.client.Execution execution]
        (cb {:execution execution,
             :contract contract,
             :type :execDetails,
             :reqId reqId}))
      (^void execDetailsEnd [this ^int reqId]
        (cb {:type :execDetailsEnd, :reqId reqId}))
      (^void updateMktDepth [this ^int tickerId ^int position ^int operation
                             ^int side ^double price ^int size]
        (cb {:operation operation,
             :type :updateMktDepth,
             :size size,
             :tickerId tickerId,
             :side side,
             :position position,
             :price price}))
      (^void updateMktDepthL2 [this ^int tickerId ^int position
                               ^java.lang.String marketMaker ^int operation ^int
                               side ^double price ^int size ^boolean
                               isSmartDepth]
        (cb {:marketMaker marketMaker,
             :isSmartDepth isSmartDepth,
             :operation operation,
             :type :updateMktDepthL2,
             :size size,
             :tickerId tickerId,
             :side side,
             :position position,
             :price price}))
      (^void updateNewsBulletin [this ^int msgId ^int msgType ^java.lang.String
                                 message ^java.lang.String origExchange]
        (cb {:origExchange origExchange,
             :msgType msgType,
             :type :updateNewsBulletin,
             :msgId msgId,
             :message message}))
      (^void managedAccounts [this ^java.lang.String accountsList]
        (cb {:accountsList accountsList, :type :managedAccounts}))
      (^void receiveFA [this ^int faDataType ^java.lang.String xml]
        (cb {:faDataType faDataType, :type :receiveFA, :xml xml}))
      (^void historicalData [this ^int reqId ^com.ib.client.Bar bar]
        (cb {:bar bar, :type :historicalData, :reqId reqId}))
      (^void scannerParameters [this ^java.lang.String xml]
        (cb {:type :scannerParameters, :xml xml}))
      (^void scannerData [this ^int reqId ^int rank
                          ^com.ib.client.ContractDetails contractDetails
                          ^java.lang.String distance ^java.lang.String benchmark
                          ^java.lang.String projection ^java.lang.String
                          legsStr]
        (cb {:rank rank,
             :type :scannerData,
             :benchmark benchmark,
             :legsStr legsStr,
             :distance distance,
             :contractDetails contractDetails,
             :projection projection,
             :reqId reqId}))
      (^void scannerDataEnd [this ^int reqId]
        (cb {:type :scannerDataEnd, :reqId reqId}))
      (^void realtimeBar [this ^int reqId ^long time ^double open ^double high
                          ^double low ^double close ^long volume ^double wap
                          ^int count]
        (cb {:open open,
             :time time,
             :type :realtimeBar,
             :close close,
             :volume volume,
             :high high,
             :wap wap,
             :count count,
             :low low,
             :reqId reqId}))
      (^void currentTime [this ^long time]
        (cb {:time time, :type :currentTime}))
      (^void fundamentalData [this ^int reqId ^java.lang.String data]
        (cb {:type :fundamentalData, :reqId reqId, :data data}))
      (^void deltaNeutralValidation [this ^int reqId
                                     ^com.ib.client.DeltaNeutralContract
                                     deltaNeutralContract]
        (cb {:type :deltaNeutralValidation,
             :deltaNeutralContract deltaNeutralContract,
             :reqId reqId}))
      (^void tickSnapshotEnd [this ^int reqId]
        (cb {:type :tickSnapshotEnd, :reqId reqId}))
      (^void commissionReport [this ^com.ib.client.CommissionReport
                               commissionReport]
        (cb {:commissionReport commissionReport, :type :commissionReport}))
      (^void positionEnd [this] (cb {:type :positionEnd}))
      (^void accountSummary [this ^int reqId ^java.lang.String account
                             ^java.lang.String tag ^java.lang.String value
                             ^java.lang.String currency]
        (cb {:value value,
             :type :accountSummary,
             :account account,
             :currency currency,
             :tag tag,
             :reqId reqId}))
      (^void accountSummaryEnd [this ^int reqId]
        (cb {:type :accountSummaryEnd, :reqId reqId}))
      (^void verifyMessageAPI [this ^java.lang.String apiData]
        (cb {:apiData apiData, :type :verifyMessageAPI}))
      (^void verifyCompleted [this ^boolean isSuccessful ^java.lang.String
                              errorText]
        (cb {:type :verifyCompleted,
             :isSuccessful isSuccessful,
             :errorText errorText}))
      (^void marketDataType [this ^int reqId ^int marketDataType]
        (cb {:marketDataType marketDataType,
             :type :marketDataType,
             :reqId reqId}))
      (^void verifyAndAuthMessageAPI [this ^java.lang.String apiData
                                      ^java.lang.String xyzChallenge]
        (cb {:apiData apiData,
             :type :verifyAndAuthMessageAPI,
             :xyzChallenge xyzChallenge}))
      (^void verifyAndAuthCompleted [this ^boolean isSuccessful
                                     ^java.lang.String errorText]
        (cb {:type :verifyAndAuthCompleted,
             :isSuccessful isSuccessful,
             :errorText errorText}))
      (^void displayGroupList [this ^int reqId ^java.lang.String groups]
        (cb {:type :displayGroupList, :groups groups, :reqId reqId}))
      (^void displayGroupUpdated [this ^int reqId ^java.lang.String
                                  contractInfo]
        (cb {:type :displayGroupUpdated,
             :reqId reqId,
             :contractInfo contractInfo}))
      (^void connectAck [this] (cb {:type :connectAck}))
      (^void positionMulti [this ^int reqId ^java.lang.String account
                            ^java.lang.String modelCode ^com.ib.client.Contract
                            contract ^double pos ^double avgCost]
        (cb {:contract contract,
             :pos pos,
             :type :positionMulti,
             :account account,
             :modelCode modelCode,
             :avgCost avgCost,
             :reqId reqId}))
      (^void positionMultiEnd [this ^int reqId]
        (cb {:type :positionMultiEnd, :reqId reqId}))
      (^void accountUpdateMulti [this ^int reqId ^java.lang.String account
                                 ^java.lang.String modelCode ^java.lang.String
                                 key ^java.lang.String value ^java.lang.String
                                 currency]
        (cb {:key key,
             :value value,
             :type :accountUpdateMulti,
             :account account,
             :modelCode modelCode,
             :currency currency,
             :reqId reqId}))
      (^void accountUpdateMultiEnd [this ^int reqId]
        (cb {:type :accountUpdateMultiEnd, :reqId reqId}))
      (^void securityDefinitionOptionalParameter
        [this ^int reqId ^java.lang.String exchange ^int underlyingConId
         ^java.lang.String tradingClass ^java.lang.String multiplier
         ^java.util.Set expirations ^java.util.Set strikes]
        (cb {:underlyingConId underlyingConId,
             :expirations expirations,
             :multiplier multiplier,
             :tradingClass tradingClass,
             :type :securityDefinitionOptionalParameter,
             :exchange exchange,
             :strikes strikes,
             :reqId reqId}))
      (^void securityDefinitionOptionalParameterEnd [this ^int reqId]
        (cb {:type :securityDefinitionOptionalParameterEnd, :reqId reqId}))
      (^void softDollarTiers [this ^int reqId ^"[Lcom.ib.client.SoftDollarTier;"
                              tiers]
        (cb {:type :softDollarTiers, :tiers tiers, :reqId reqId}))
      (^void familyCodes [this ^"[Lcom.ib.client.FamilyCode;" familyCodes]
        (cb {:type :familyCodes, :familyCodes familyCodes}))
      (^void symbolSamples [this ^int reqId
                            ^"[Lcom.ib.client.ContractDescription;"
                            contractDescriptions]
        (cb {:type :symbolSamples,
             :contractDescriptions contractDescriptions,
             :reqId reqId}))
      (^void historicalDataEnd [this ^int reqId ^java.lang.String startDateStr
                                ^java.lang.String endDateStr]
        (cb {:type :historicalDataEnd,
             :startDateStr startDateStr,
             :endDateStr endDateStr,
             :reqId reqId}))
      (^void mktDepthExchanges [this ^"[Lcom.ib.client.DepthMktDataDescription;"
                                depthMktDataDescriptions]
        (cb {:depthMktDataDescriptions depthMktDataDescriptions,
             :type :mktDepthExchanges}))
      (^void tickNews [this ^int tickerId ^long timeStamp ^java.lang.String
                       providerCode ^java.lang.String articleId
                       ^java.lang.String headline ^java.lang.String extraData]
        (cb {:headline headline,
             :providerCode providerCode,
             :articleId articleId,
             :type :tickNews,
             :timeStamp timeStamp,
             :tickerId tickerId,
             :extraData extraData}))
      (^void smartComponents [this ^int reqId ^java.util.Map theMap]
        (cb {:theMap theMap, :type :smartComponents, :reqId reqId}))
      (^void tickReqParams [this ^int tickerId ^double minTick ^java.lang.String
                            bboExchange ^int snapshotPermissions]
        (cb {:bboExchange bboExchange,
             :type :tickReqParams,
             :tickerId tickerId,
             :snapshotPermissions snapshotPermissions,
             :minTick minTick}))
      (^void newsProviders [this ^"[Lcom.ib.client.NewsProvider;" newsProviders]
        (cb {:type :newsProviders, :newsProviders newsProviders}))
      (^void newsArticle [this ^int requestId ^int articleType ^java.lang.String
                          articleText]
        (cb {:type :newsArticle,
             :requestId requestId,
             :articleText articleText,
             :articleType articleType}))
      (^void historicalNews [this ^int requestId ^java.lang.String time
                             ^java.lang.String providerCode ^java.lang.String
                             articleId ^java.lang.String headline]
        (cb {:headline headline,
             :providerCode providerCode,
             :articleId articleId,
             :time time,
             :type :historicalNews,
             :requestId requestId}))
      (^void historicalNewsEnd [this ^int requestId ^boolean hasMore]
        (cb {:hasMore hasMore, :type :historicalNewsEnd, :requestId requestId}))
      (^void headTimestamp [this ^int reqId ^java.lang.String headTimestamp]
        (cb {:type :headTimestamp, :headTimestamp headTimestamp, :reqId reqId}))
      (^void histogramData [this ^int reqId ^java.util.List items]
        (cb {:type :histogramData, :items items, :reqId reqId}))
      (^void historicalDataUpdate [this ^int reqId ^com.ib.client.Bar bar]
        (cb {:bar bar, :type :historicalDataUpdate, :reqId reqId}))
      (^void rerouteMktDataReq [this ^int reqId ^int conId ^java.lang.String
                                exchange]
        (cb {:conId conId,
             :type :rerouteMktDataReq,
             :exchange exchange,
             :reqId reqId}))
      (^void rerouteMktDepthReq [this ^int reqId ^int conId ^java.lang.String
                                 exchange]
        (cb {:conId conId,
             :type :rerouteMktDepthReq,
             :exchange exchange,
             :reqId reqId}))
      (^void marketRule [this ^int marketRuleId
                         ^"[Lcom.ib.client.PriceIncrement;" priceIncrements]
        (cb {:priceIncrements priceIncrements,
             :marketRuleId marketRuleId,
             :type :marketRule}))
      (^void pnl [this ^int reqId ^double dailyPnL ^double unrealizedPnL ^double
                  realizedPnL]
        (cb {:dailyPnL dailyPnL,
             :type :pnl,
             :unrealizedPnL unrealizedPnL,
             :realizedPnL realizedPnL,
             :reqId reqId}))
      (^void pnlSingle [this ^int reqId ^int pos ^double dailyPnL ^double
                        unrealizedPnL ^double realizedPnL ^double value]
        (cb {:value value,
             :dailyPnL dailyPnL,
             :pos pos,
             :type :pnlSingle,
             :unrealizedPnL unrealizedPnL,
             :realizedPnL realizedPnL,
             :reqId reqId}))
      (^void historicalTicks [this ^int reqId ^java.util.List ticks ^boolean
                              done]
        (cb {:done done, :type :historicalTicks, :ticks ticks, :reqId reqId}))
      (^void historicalTicksBidAsk [this ^int reqId ^java.util.List ticks
                                    ^boolean done]
        (cb {:done done,
             :type :historicalTicksBidAsk,
             :ticks ticks,
             :reqId reqId}))
      (^void historicalTicksLast [this ^int reqId ^java.util.List ticks ^boolean
                                  done]
        (cb
          {:done done, :type :historicalTicksLast, :ticks ticks, :reqId reqId}))
      (^void tickByTickAllLast [this ^int reqId ^int tickType ^long time ^double
                                price ^int size ^com.ib.client.TickAttribLast
                                tickAttribLast ^java.lang.String exchange
                                ^java.lang.String specialConditions]
        (cb {:tickType tickType,
             :specialConditions specialConditions,
             :time time,
             :type :tickByTickAllLast,
             :size size,
             :tickAttribLast tickAttribLast,
             :exchange exchange,
             :price price,
             :reqId reqId}))
      (^void tickByTickBidAsk [this ^int reqId ^long time ^double bidPrice
                               ^double askPrice ^int bidSize ^int askSize
                               ^com.ib.client.TickAttribBidAsk tickAttribBidAsk]
        (cb {:bidSize bidSize,
             :tickAttribBidAsk tickAttribBidAsk,
             :time time,
             :askSize askSize,
             :type :tickByTickBidAsk,
             :askPrice askPrice,
             :bidPrice bidPrice,
             :reqId reqId}))
      (^void tickByTickMidPoint [this ^int reqId ^long time ^double midPoint]
        (cb {:time time,
             :type :tickByTickMidPoint,
             :midPoint midPoint,
             :reqId reqId}))
      (^void orderBound [this ^long orderId ^int apiClientId ^int apiOrderId]
        (cb {:apiOrderId apiOrderId,
             :apiClientId apiClientId,
             :type :orderBound,
             :orderId orderId}))
      (^void connectionClosed [this] (cb {:type :connectionClosed}))
      (^void position [this ^java.lang.String account ^com.ib.client.Contract
                       contract ^double pos ^double avgCost]
        (cb {:contract contract,
             :pos pos,
             :type :position,
             :account account,
             :avgCost avgCost}))
      (^void error [this ^int id ^int errorCode ^java.lang.String errorMsg]
        (cb {:errorCode errorCode, :type :error, :errorMsg errorMsg, :id id}))
      (^void error [this ^java.lang.Exception e] (cb {:type :error, :e e}))
      (^void error [this ^java.lang.String str] (cb {:type :error, :str str}))))