Move wrap out of IBClient.

Refactor IBContract() and IBOrder().

Author: lbilli

NAMESPACE

@@ -1,3 +1,5 @@
+importFrom(R6, R6Class)
+
 # Main classes
 export(IBClient)
 export(IBWrap)

R/Decoder.R

@@ -1,4 +1,4 @@
-Decoder <- R6::R6Class("Decoder",
+Decoder <- R6Class("Decoder",
 
   class=      FALSE,
   cloneable=  FALSE,

R/IBClient.R

@@ -1,4 +1,4 @@
-IBClient <- R6::R6Class("IBClient",
+IBClient <- R6Class("IBClient",
 
   class=      FALSE,
   cloneable=  FALSE,
@@ -13,8 +13,6 @@ IBClient <- R6::R6Class("IBClient",
 
     Id=              NULL,  # Client ID
 
-    wrap=            NULL,  # Callbacks wrapper
-
     decoder=         NULL,  # Decoder
 
     #
@@ -121,11 +119,6 @@ IBClient <- R6::R6Class("IBClient",
 
   public= list(
 
-    initialize= function(wrap) {
-
-      self$replaceWrap(wrap)
-    },
-
     connect= function(host="localhost", port=4002L, clientId=1L, connectOptions="", optionalCapabilities="") {
 
       stopifnot(is.null(private$socket))
@@ -183,25 +176,14 @@ IBClient <- R6::R6Class("IBClient",
       }
     },
 
-    #
-    # Replace wrapper
-    #
-    replaceWrap= function(wrap) {
-
-      # Check if "wrap" is an IBWrap class
-      # TODO Improve this
-      stopifnot(exists("verifyAndAuthCompleted", wrap, mode="function", inherits=FALSE))
-
-      private$wrap <- wrap
-    },
-
     #
     # Process server responses
     #
     # Block up to timeout
-    # Discard messages if flush=TRUE
+    # If wrap is missing, messages are discarded
+    # otherwise callbacks are dispatched
     #
-    checkMsg= function(timeout=0.2, flush=FALSE) {
+    checkMsg= function(wrap, timeout=0.2) {
 
       stopifnot(self$isOpen)
 
@@ -213,14 +195,14 @@ IBClient <- R6::R6Class("IBClient",
 
         msg <- private$readOneMsg()
 
-        if(!flush) {
+        if(!missing(wrap)) {
 
           # Decode message
           res <- private$decoder$decode(msg)
 
-          # Dispatch
+          # Dispatch callback
           if(!is.null(res))
-            do.call(private$wrap[[res$fname]], res$fargs)
+            do.call(wrap[[res$fname]], res$fargs)
         }
       }
 
@@ -602,16 +584,6 @@ IBClient <- R6::R6Class("IBClient",
                    pack_tagvalue(scannerSubscriptionFilterOptions, mode="string"),
                    pack_tagvalue(scannerSubscriptionOptions, mode="string"))
 
-      # TODO: remove this?
-      # Check that NA's are only in allowed fields
-      idx <- which(is.na(payload))
-      stopifnot(names(payload)[idx] %in% c("numberOfRows", "abovePrice", "belowPrice",
-                                           "aboveVolume", "marketCapAbove", "marketCapBelow",
-                                           "couponRateAbove", "couponRateBelow",
-                                           "excludeConvertible", "averageOptionVolumeAbove"))
-      # Convert NA -> ""
-      payload[idx] <- ""
-
       msg <- c(msg, tickerId, private$sanitize(payload))
 
       private$encodeMsg(msg)

R/IBWrap.R

@@ -1,4 +1,4 @@
-IBWrap <- R6::R6Class("IBWrap",
+IBWrap <- R6Class("IBWrap",
 
   class=      FALSE,
   cloneable=  FALSE,

R/IBWrapSimple.R

@@ -1,4 +1,4 @@
-IBWrapSimple <- R6::R6Class("IBWrapSimple",
+IBWrapSimple <- R6Class("IBWrapSimple",
 
   class=      FALSE,
   cloneable=  FALSE,
@@ -73,7 +73,7 @@ IBWrapSimple <- R6::R6Class("IBWrapSimple",
     execDetails=        function(reqId, contract, execution) {
                           self$context$ex_contract <- contract
                           self$context$execution <- execution
-                          cat("execDetails:", reqId, contract$symbol, execution$side, execution$shares, execution$price, "\n")
+                          cat("execDetails:", reqId, contract$symbol, execution$time, execution$side, execution$shares, execution$price, "\n")
                         },
 
     execDetailsEnd=     function(reqId)

R/factory.R

@@ -2,33 +2,26 @@
 # Helper functions to generate IB structs
 #
 
-IBContract <- function(symbol="", secType="STK", exchange="SMART",
-                       currency="USD", conId=0L, localSymbol="")
+setfields <- function(s, ...)
 {
-  res <- Contract
+  args <- list(...)
 
-  res$conId       <- conId
-  res$symbol      <- symbol
-  res$secType     <- secType
-  res$exchange    <- exchange
-  res$currency    <- currency
-  res$localSymbol <- localSymbol
+  k <- names(args)
 
-  res
-}
+  stopifnot(!is.null(k))
 
-IBOrder <- function(action="BUY", totalQuantity, orderType="LMT", lmtPrice)
-{
-  res <- Order
+  idx <- match(k, names(s))
 
-  res$action        <- action
-  res$totalQuantity <- totalQuantity
-  res$orderType     <- orderType
-  res$lmtPrice      <- lmtPrice
+  stopifnot(!is.na(idx))
 
-  res
+  s[idx] <- args
+
+  s
 }
 
+IBContract <- function(...) setfields(Contract, ...)
+
+IBOrder <- function(...) setfields(Order, ...)
 
 #
 # Generate Condition structs