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package POE::Component::Client::opentick::Constants; |
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# |
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# opentick.com POE client |
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# |
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# Protocol constants |
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# |
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# infi/2008 |
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# |
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# $Id: Constants.pm 56 2009-01-08 16:51:14Z infidel $ |
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# |
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# Full POD documentation after __END__ |
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# |
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# NOTE: This is deep hackery, and thus ugly. But, I'm trying to do |
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# the Right Thing(tm). |
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# |
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6
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104838
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use strict; |
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202
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use warnings; |
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use Carp qw( carp ); |
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449
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$Carp::CarpLevel = 1; |
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use Data::Dumper; |
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use vars qw( $VERSION $TRUE $FALSE ); |
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1260
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BEGIN { |
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require Exporter; |
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110
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our @ISA = qw( Exporter ); |
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our @EXPORT = qw( OTConstant OTCommand OTDefault OTCancel OTTemplate |
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OTResponses OTCmdStatus OTMsgType OTEvent OTEventList |
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OTEventByEvent OTEventByCommand OTAPItoCommand OTeod |
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OTCommandList OTDatatype OTCommandtoAPI OT64bit |
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OTCanceller OTTradeIndicator OTQuoteIndicator |
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has_otlib ); |
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($VERSION) = q$Revision: 56 $ =~ /(\d+)/; |
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} |
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37
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### |
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### Variables |
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### |
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41
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*TRUE = \1; |
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*FALSE = \0; |
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44
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my $OTLIB_FOUND; # Boolean, TRUE if official library is found |
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45
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my $PERL_64BIT_INT; # Boolean, TRUE if we have 64 bit integers |
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46
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my $OTConstants; # Most of the constants from the library |
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47
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my $OTTemplates; # pack/unpack templates |
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48
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my $OTResponses; # Counts of responses to various requests |
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49
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my $OTDefaults; # Default settings for the main client |
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50
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our $OTCommands; # Command number => name mapping |
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51
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our $OTDatatypes; # Datatype number => name mapping |
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52
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my $OTCancels; # Cancellation command mapping |
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53
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my $OTEvents; # Event alias => name mapping |
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54
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my $OTCommandEvents; # Command => event mapping |
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55
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my $OTAPItoCommands; # API => command mapping |
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56
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my $OTTradeIndicators; # Trade Indicator mapping |
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57
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my $OTQuoteIndicators; # Quote Indicator mapping |
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58
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my $OTDeprecated; # Deprecated method -> replacement mapping |
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59
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my $OT64bit; # COMPLETE HACK; simulate 64bit on 32bit |
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60
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61
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# Check for 64-bit support in our perl. |
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62
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BEGIN { |
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63
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6
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6
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15
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eval{ |
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64
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6
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111
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my $foo = unpack("D",""); |
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65
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}; |
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66
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6
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50
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1183
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$PERL_64BIT_INT = $@ ? 0 : 1; |
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67
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} |
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68
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69
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# Try to find the official library to use its constants. |
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70
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BEGIN { |
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71
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# Check if the OPENTICK_LIB envvar is set, and prepend it to @INC. |
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72
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6
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0
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33
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6
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63
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if( defined( $ENV{OPENTICK_LIB} ) && length( $ENV{OPENTICK_LIB} ) |
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33
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73
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&& ( -d $ENV{OPENTICK_LIB} ) ) |
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74
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{ |
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75
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0
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0
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unshift( @INC, $ENV{OPENTICK_LIB} ); |
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76
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} |
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77
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# Check @INC |
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78
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eval |
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79
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6
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12
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{ |
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80
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6
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45
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no warnings; |
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6
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9
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6
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5573
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81
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6
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3578
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require opentick::OTConstants; |
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82
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}; |
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83
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6
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50
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36
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unless( $@ ) |
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84
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{ |
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85
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# Official lib is present in @INC, snarf its constants. |
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86
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0
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0
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for( keys( %opentick::OTConstants:: ) ) |
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87
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{ |
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88
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0
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0
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0
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next unless /^OT_/; |
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89
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0
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0
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$OTConstants->{ $_ } = ${ $opentick::OTConstants::{ $_ } }; |
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0
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0
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90
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} |
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91
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0
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0
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$OTLIB_FOUND = 1; |
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92
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} |
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93
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else |
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94
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{ |
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95
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# Official lib not found in @INC. Seed with our own values. |
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96
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6
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11
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$OTLIB_FOUND = 0; |
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97
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# carp( "OT:WARN: Official opentick lib not found; using built-in constants.\n" ); |
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98
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6
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585
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$OTConstants = { |
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99
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OT_CANCEL_MESSAGE => 'Request cancelled', |
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100
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101
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# Force protocol version 4 later. |
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102
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# OT_PROTOCOL_VER => 4, |
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103
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104
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OT_MES_REQUEST => 1, |
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105
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OT_MES_RESPONSE => 2, |
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106
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107
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OT_MSG_END_OF_DATA => 10, |
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108
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OT_MSG_END_OF_REQUEST => 20, |
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109
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OT_MSG_END_OF_SNAPSHOT => 30, |
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110
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111
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OT_STATUS_OK => 1, |
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112
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OT_STATUS_ERROR => 2, |
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113
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114
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OT_STATUS_INACTIVE => 1, |
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115
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OT_STATUS_CONNECTING => 2, |
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116
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OT_STATUS_CONNECTED => 3, |
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117
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OT_STATUS_LOGGED_IN => 4, |
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118
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119
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OT_INSTRUMENT_STOCK => 1, |
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120
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OT_INSTRUMENT_INDEX => 2, |
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121
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OT_INSTRUMENT_FUTURE => 4, |
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122
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OT_INSTRUMENT_OPTION => 3, |
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123
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124
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OT_TICK_TYPE_QUOTE => 1, |
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125
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OT_TICK_TYPE_MMQUOTE => 2, |
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126
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OT_TICK_TYPE_TRADE => 3, |
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127
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OT_TICK_TYPE_BBO => 4, |
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128
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129
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OT_MASK_TYPE_QUOTE => 1, |
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130
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OT_MASK_TYPE_MMQUOTE => 2, |
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131
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OT_MASK_TYPE_TRADE => 4, |
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132
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OT_MASK_TYPE_BBO => 8, |
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133
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OT_MASK_TYPE_LEVEL1 => 13, |
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134
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OT_MASK_TYPE_LEVEL2 => 2, |
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135
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OT_MASK_TYPE_BOTH => 15, |
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136
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OT_MASK_TYPE_ALL => 15, |
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137
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138
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OT_BOOK_TYPE_CANCEL => 5, |
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139
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OT_BOOK_TYPE_CHANGE => 6, |
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140
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OT_BOOK_TYPE_DELETE => 7, |
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141
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OT_BOOK_TYPE_EXECUTE => 8, |
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142
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OT_BOOK_TYPE_ORDER => 9, |
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143
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OT_BOOK_TYPE_LEVEL => 10, |
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144
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OT_BOOK_TYPE_PURGE => 11, |
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145
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OT_BOOK_TYPE_REPLACE => 12, |
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146
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147
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OT_DELETE_TYPE_ORDER => '1', |
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148
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OT_DELETE_TYPE_PREVIOUS => '2', |
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149
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OT_DELETE_TYPE_ALL => '3', |
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150
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OT_DELETE_TYPE_AFTER => 'A', |
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151
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152
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OT_FLAG_OPEN => 1, |
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153
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OT_FLAG_HIGH => 2, |
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154
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OT_FLAG_LOW => 4, |
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155
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OT_FLAG_CLOSE => 8, |
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156
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OT_FLAG_UPDATE_LAST => 16, |
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157
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OT_FLAG_UPDATE_VOLUME => 32, |
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158
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OT_FLAG_CANCEL => 64, |
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159
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OT_FLAG_FROM_BOOK => 128, |
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160
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161
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OT_HIST_RAW_TICKS => 1, |
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162
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OT_HIST_OHLC_TICK_BASED => 2, |
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163
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OT_HIST_OHLC_MINUTELY => 3, |
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164
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OT_HIST_OHLC_HOURLY => 4, |
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165
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OT_HIST_OHLC_DAILY => 5, |
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166
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OT_HIST_OHLC_WEEKLY => 6, |
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167
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OT_HIST_OHLC_MONTHLY => 7, |
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168
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OT_HIST_OHLC_YEARLY => 8, |
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169
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OT_HIST_OHL_TODAY => 9, |
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170
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171
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OT_HIST_CODE_EOD => 0, |
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172
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OT_HIST_CODE_TICK_QUOTE => 1, |
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173
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OT_HIST_CODE_TICK_MMQUOTE => 2, |
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174
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OT_HIST_CODE_TICK_TRADE => 3, |
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175
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OT_HIST_CODE_TICK_BBO => 4, |
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176
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OT_HIST_CODE_OHLC => 50, |
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177
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OT_HIST_CODE_OHL_TODAY => 51, |
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178
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179
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OT_INT_UNKNOWN => 0, |
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180
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OT_LOGIN => 1, |
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181
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OT_LOGOUT => 2, |
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182
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OT_REQUEST_TICK_STREAM => 3, # Deprecated, use _EX |
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183
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OT_REQUEST_TICK_STREAM_EX => 15, |
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184
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OT_CANCEL_TICK_STREAM => 4, |
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185
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OT_REQUEST_HIST_DATA => 5, |
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186
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OT_REQUEST_HIST_TICKS => 17, |
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187
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OT_CANCEL_HIST_DATA => 6, |
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188
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OT_REQUEST_LIST_EXCHANGES => 7, |
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189
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OT_REQUEST_LIST_SYMBOLS => 8, |
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190
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OT_HEARTBEAT => 9, |
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191
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OT_REQUEST_EQUITY_INIT => 10, |
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192
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OT_REQUEST_OPTION_CHAIN => 11, # Deprecated, use _EX |
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193
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OT_REQUEST_OPTION_CHAIN_EX => 16, |
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194
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OT_CANCEL_OPTION_CHAIN => 12, |
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195
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OT_REQUEST_BOOK_STREAM => 13, |
|
196
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OT_CANCEL_BOOK_STREAM => 14, |
|
197
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198
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OT_ERR_OPENTICK => 1000, |
|
199
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OT_ERR_SYSTEM => 2000, |
|
200
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OT_ERR_SOCK => 3000, |
|
201
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202
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OT_ERR_BAD_LOGIN => 1001, |
|
203
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OT_ERR_NOT_LOGGED_IN => 1002, |
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204
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OT_ERR_NO_DATA => 1003, |
|
205
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OT_ERR_INVALID_CANCEL_ID => 1004, |
|
206
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OT_ERR_INVALID_INTERVAL => 1005, |
|
207
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OT_ERR_NO_LICENSE => 1006, |
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208
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OT_ERR_LIMIT_EXCEEDED => 1007, |
|
209
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OT_ERR_DUPLICATE_REQUEST => 1008, |
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210
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OT_ERR_INACTIVE_ACCOUNT => 1009, |
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211
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OT_ERR_LOGGED_IN => 1010, |
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212
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OT_ERR_BAD_REQUEST => 1011, |
|
213
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OT_ERR_NO_HIST_PACKAGE => 1012, |
|
214
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OT_ERR_SERVER_ERROR => 2002, |
|
215
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OT_ERR_CANNOT_CONNECT => 2003, |
|
216
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OT_ERR_BROKEN_CONNECTION => 2004, |
|
217
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OT_ERR_NO_THREAD => 2005, |
|
218
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OT_ERR_NO_SOCKET => 2006, |
|
219
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220
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|
OT_OS_UNKNOWN => 1, |
|
221
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OT_OS_WIN95 => 2, |
|
222
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OT_OS_WIN98 => 3, |
|
223
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|
OT_OS_WIN98SE => 4, |
|
224
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|
|
OT_OS_WINME => 5, |
|
225
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|
OT_OS_WINNT => 6, |
|
226
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|
OT_OS_WIN2000 => 7, |
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227
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|
|
OT_OS_WINXP => 8, |
|
228
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|
|
OT_OS_LINUX => 20, |
|
229
|
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|
230
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|
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|
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|
|
OT_PLATFORM_OT => 1, |
|
231
|
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|
|
OT_PLATFORM_WEALTHLAB => 3, |
|
232
|
|
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|
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|
|
OT_PLATFORM_QUANTSTUDIO => 2, |
|
233
|
|
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|
|
OT_PLATFORM_JAVA => 7, |
|
234
|
|
|
|
|
|
|
}; |
|
235
|
|
|
|
|
|
|
} # END otlib parsing |
|
236
|
|
|
|
|
|
|
|
|
237
|
|
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|
|
|
|
# Newer constants -- not included in perl otFeed OTConstants.pm distro |
|
238
|
|
|
|
|
|
|
# So we'll set them regardless of constant source. |
|
239
|
6
|
|
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|
18
|
$OTConstants->{OT_ERR_RECEIVE} = 3001; |
|
240
|
6
|
|
|
|
|
11
|
$OTConstants->{OT_REQUEST_SPLITS} = 18; |
|
241
|
6
|
|
|
|
|
12
|
$OTConstants->{OT_REQUEST_DIVIDENDS} = 19; |
|
242
|
6
|
|
|
|
|
19
|
$OTConstants->{OT_REQUEST_HIST_BOOKS} = 20; |
|
243
|
6
|
|
|
|
|
11
|
$OTConstants->{OT_REQUEST_BOOK_STREAM_EX} = 21; |
|
244
|
6
|
|
|
|
|
18
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_U} = 22; |
|
245
|
6
|
|
|
|
|
10
|
$OTConstants->{OT_REQUEST_OPTION_INIT} = 23; |
|
246
|
6
|
|
|
|
|
10
|
$OTConstants->{OT_REQUEST_LIST_SYMBOLS_EX} = 24; |
|
247
|
6
|
|
|
|
|
18
|
$OTConstants->{OT_REQUEST_TICK_SNAPSHOT} = 25; |
|
248
|
6
|
|
|
|
|
13
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_SNAPSHOT} = 26; |
|
249
|
|
|
|
|
|
|
|
|
250
|
|
|
|
|
|
|
# Force this to 4, overriding the built-in constant values. |
|
251
|
6
|
|
|
|
|
10
|
$OTConstants->{OT_PROTOCOL_VER} = 4; |
|
252
|
|
|
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|
|
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|
|
253
|
|
|
|
|
|
|
####### My own extensions ####### |
|
254
|
|
|
|
|
|
|
### Response counts |
|
255
|
6
|
|
|
|
|
17
|
$OTConstants->{OT_RESPONSES_NONE} = 0; |
|
256
|
6
|
|
|
|
|
69
|
$OTConstants->{OT_RESPONSES_ONE} = 1; |
|
257
|
6
|
|
|
|
|
16
|
$OTConstants->{OT_RESPONSES_FINITE} = 2; |
|
258
|
6
|
|
|
|
|
11
|
$OTConstants->{OT_RESPONSES_CONTINUOUS} = 3; |
|
259
|
|
|
|
|
|
|
### Data types |
|
260
|
6
|
|
|
|
|
12
|
$OTConstants->{OT_DATATYPE_EOD} = 0; |
|
261
|
|
|
|
|
|
|
# Misc |
|
262
|
6
|
|
|
|
|
12
|
$OTConstants->{OT_DATATYPE_QUOTE} = 1; |
|
263
|
6
|
|
|
|
|
8
|
$OTConstants->{OT_DATATYPE_MMQUOTE} = 2; |
|
264
|
6
|
|
|
|
|
13
|
$OTConstants->{OT_DATATYPE_TRADE} = 3; |
|
265
|
6
|
|
|
|
|
11
|
$OTConstants->{OT_DATATYPE_BBO} = 4; |
|
266
|
|
|
|
|
|
|
# RequestBook*, RequestOption*, RequestTick* |
|
267
|
6
|
|
|
|
|
9
|
$OTConstants->{OT_DATATYPE_CANCEL} = 5; |
|
268
|
6
|
|
|
|
|
10
|
$OTConstants->{OT_DATATYPE_CHANGE} = 6; |
|
269
|
6
|
|
|
|
|
13
|
$OTConstants->{OT_DATATYPE_DELETE} = 7; |
|
270
|
6
|
|
|
|
|
8
|
$OTConstants->{OT_DATATYPE_EXECUTE} = 8; |
|
271
|
6
|
|
|
|
|
17
|
$OTConstants->{OT_DATATYPE_ORDER} = 9; |
|
272
|
6
|
|
|
|
|
11
|
$OTConstants->{OT_DATATYPE_PRICELEVEL} = 10; |
|
273
|
6
|
|
|
|
|
15
|
$OTConstants->{OT_DATATYPE_PURGE} = 11; |
|
274
|
6
|
|
|
|
|
11
|
$OTConstants->{OT_DATATYPE_REPLACE} = 12; |
|
275
|
6
|
|
|
|
|
10
|
$OTConstants->{OT_DATATYPE_HALT} = 13; |
|
276
|
6
|
|
|
|
|
10
|
$OTConstants->{OT_DATATYPE_SPLIT} = 14; |
|
277
|
6
|
|
|
|
|
15
|
$OTConstants->{OT_DATATYPE_DIVIDEND} = 15; |
|
278
|
6
|
|
|
|
|
9
|
$OTConstants->{OT_DATATYPE_EQ_INIT} = 17; |
|
279
|
6
|
|
|
|
|
10
|
$OTConstants->{OT_DATATYPE_EQUITY_INIT} = 17; # Alias |
|
280
|
6
|
|
|
|
|
14
|
$OTConstants->{OT_DATATYPE_OPTION_INIT} = 18; |
|
281
|
6
|
|
|
|
|
44
|
$OTConstants->{OT_DATATYPE_OHLC} = 50; |
|
282
|
6
|
|
|
|
|
14
|
$OTConstants->{OT_DATATYPE_OHL_TODAY} = 51; |
|
283
|
|
|
|
|
|
|
|
|
284
|
|
|
|
|
|
|
# Fill the reverse command map early for other modules. |
|
285
|
6
|
|
|
|
|
44
|
my @cmds = qw( OT_INT_UNKNOWN OT_LOGIN OT_LOGOUT OT_HEARTBEAT |
|
286
|
|
|
|
|
|
|
OT_REQUEST_TICK_STREAM OT_REQUEST_TICK_STREAM_EX |
|
287
|
|
|
|
|
|
|
OT_CANCEL_TICK_STREAM OT_REQUEST_HIST_DATA |
|
288
|
|
|
|
|
|
|
OT_REQUEST_HIST_TICKS OT_CANCEL_HIST_DATA |
|
289
|
|
|
|
|
|
|
OT_REQUEST_LIST_EXCHANGES OT_REQUEST_LIST_SYMBOLS |
|
290
|
|
|
|
|
|
|
OT_REQUEST_EQUITY_INIT OT_REQUEST_OPTION_CHAIN |
|
291
|
|
|
|
|
|
|
OT_REQUEST_OPTION_CHAIN_EX OT_CANCEL_OPTION_CHAIN |
|
292
|
|
|
|
|
|
|
OT_REQUEST_BOOK_STREAM OT_CANCEL_BOOK_STREAM |
|
293
|
|
|
|
|
|
|
OT_REQUEST_SPLITS OT_REQUEST_DIVIDENDS |
|
294
|
|
|
|
|
|
|
OT_REQUEST_HIST_BOOKS OT_REQUEST_BOOK_STREAM_EX |
|
295
|
|
|
|
|
|
|
OT_REQUEST_OPTION_CHAIN_U OT_REQUEST_OPTION_INIT |
|
296
|
|
|
|
|
|
|
OT_REQUEST_LIST_SYMBOLS_EX OT_REQUEST_TICK_SNAPSHOT |
|
297
|
|
|
|
|
|
|
OT_REQUEST_OPTION_CHAIN_SNAPSHOT ); |
|
298
|
6
|
|
|
|
|
302
|
$OTCommands->{ $OTConstants->{$_} } = $_ for( @cmds ); |
|
299
|
|
|
|
|
|
|
|
|
300
|
|
|
|
|
|
|
# Fill in the reverse datatype map |
|
301
|
6
|
|
|
|
|
49
|
my @dts = qw( OT_DATATYPE_EOD OT_DATATYPE_QUOTE |
|
302
|
|
|
|
|
|
|
OT_DATATYPE_MMQUOTE OT_DATATYPE_TRADE |
|
303
|
|
|
|
|
|
|
OT_DATATYPE_BBO OT_DATATYPE_SPLIT |
|
304
|
|
|
|
|
|
|
OT_DATATYPE_DIVIDEND OT_DATATYPE_OPTION_INIT |
|
305
|
|
|
|
|
|
|
OT_DATATYPE_OHLC OT_DATATYPE_OHL_TODAY |
|
306
|
|
|
|
|
|
|
OT_DATATYPE_CANCEL OT_DATATYPE_CHANGE |
|
307
|
|
|
|
|
|
|
OT_DATATYPE_DELETE OT_DATATYPE_EXECUTE |
|
308
|
|
|
|
|
|
|
OT_DATATYPE_ORDER OT_DATATYPE_PRICELEVEL |
|
309
|
|
|
|
|
|
|
OT_DATATYPE_PURGE OT_DATATYPE_REPLACE ); |
|
310
|
6
|
|
|
|
|
17687
|
$OTDatatypes->{ $OTConstants->{$_} } = $_ for( @dts ); |
|
311
|
|
|
|
|
|
|
|
|
312
|
|
|
|
|
|
|
# Commands that cancel other requests. |
|
313
|
6
|
|
|
|
|
16067
|
$OTCancels = { |
|
314
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_TICK_STREAM} => { |
|
315
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_STREAM} => 1, |
|
316
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_STREAM_EX} => 1, |
|
317
|
|
|
|
|
|
|
}, |
|
318
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_HIST_DATA} => { |
|
319
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_DATA} => 1, |
|
320
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_TICKS} => 1, |
|
321
|
|
|
|
|
|
|
}, |
|
322
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_OPTION_CHAIN} => { |
|
323
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN} => 1, |
|
324
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_EX} => 1, |
|
325
|
|
|
|
|
|
|
}, |
|
326
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_BOOK_STREAM} => { |
|
327
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_BOOK_STREAM} => 1, |
|
328
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_BOOK_STREAM_EX} => 1, |
|
329
|
|
|
|
|
|
|
}, |
|
330
|
|
|
|
|
|
|
}; |
|
331
|
|
|
|
|
|
|
|
|
332
|
|
|
|
|
|
|
} # /BEGIN |
|
333
|
|
|
|
|
|
|
|
|
334
|
|
|
|
|
|
|
|
|
335
|
|
|
|
|
|
|
# Templates for pack() and unpack() |
|
336
|
|
|
|
|
|
|
$OTTemplates = { |
|
337
|
|
|
|
|
|
|
# basic templates |
|
338
|
|
|
|
|
|
|
MSG_LENGTH => 'V', |
|
339
|
|
|
|
|
|
|
HEADER => 'C C x x V V', |
|
340
|
|
|
|
|
|
|
ERROR => 'v v a*', |
|
341
|
|
|
|
|
|
|
# templates for command message bodies |
|
342
|
|
|
|
|
|
|
cmds => { |
|
343
|
|
|
|
|
|
|
$OTConstants->{OT_LOGIN} => 'v C C a16 a6 a64 a64', |
|
344
|
|
|
|
|
|
|
$OTConstants->{OT_LOGOUT} => 'a64', |
|
345
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_STREAM} => 'a64 a15 a15', |
|
346
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_STREAM_EX} => 'a64 a15 a15 x x V', |
|
347
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_DATA} => 'a64 a15 a15 x x V V C x v', |
|
348
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_TICKS} => 'a64 a15 a15 V V V', |
|
349
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_LIST_EXCHANGES} => 'a64', |
|
350
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_LIST_SYMBOLS} => 'a64 a15', |
|
351
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_EQUITY_INIT} => 'a64 a15 a15', |
|
352
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN} => 'a64 a15 a15 v V', |
|
353
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_EX} => 'a64 a15 a15 v V V', |
|
354
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_BOOK_STREAM} => 'a64 a15 a15', |
|
355
|
|
|
|
|
|
|
$OTConstants->{OT_HEARTBEAT} => '', # none |
|
356
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_TICK_STREAM} => 'a64 V', |
|
357
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_HIST_DATA} => 'a64 V', |
|
358
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_OPTION_CHAIN} => 'a64 V', |
|
359
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_BOOK_STREAM} => 'a64 V', |
|
360
|
|
|
|
|
|
|
# NEW! |
|
361
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_SPLITS} => 'a64 a15 a15 V V', |
|
362
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_DIVIDENDS} => 'a64 a15 a15 V V', |
|
363
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_BOOKS} => 'a64 a15 a15 V V V', |
|
364
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_BOOK_STREAM_EX} => 'a64 a15 a15 x x V', |
|
365
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_U} => 'a64 a15 a15 v V V d d V', |
|
366
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_INIT} => 'a64 a15 a15 v V d d V', |
|
367
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_LIST_SYMBOLS_EX} => 'a64 a15 a15 V', |
|
368
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_SNAPSHOT} => 'a64 a15 a15 x x V', |
|
369
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_SNAPSHOT} => 'a64 a15 a15 v V V d d V', |
|
370
|
|
|
|
|
|
|
}, |
|
371
|
|
|
|
|
|
|
# templates for command response bodies |
|
372
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resp => { |
|
373
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$OTConstants->{OT_LOGIN} => 'a64 C Z64 v', |
|
374
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$OTConstants->{OT_LOGOUT} => '', # none |
|
375
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$OTConstants->{OT_REQUEST_TICK_STREAM} => '', # unneeded |
|
376
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$OTConstants->{OT_REQUEST_TICK_STREAM_EX} => '', # unneeded |
|
377
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$OTConstants->{OT_REQUEST_HIST_DATA} => 'V', # + datatype |
|
378
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$OTConstants->{OT_REQUEST_HIST_TICKS} => 'V', # + datatype |
|
379
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$OTConstants->{OT_REQUEST_LIST_EXCHANGES} => 'v/Z', |
|
380
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$OTConstants->{OT_REQUEST_LIST_SYMBOLS} => 'Z4 Z15 C v/Z', |
|
381
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# Requires 64-bit int support built into Perl, but we'll simulate it. |
|
382
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$OTConstants->{OT_REQUEST_EQUITY_INIT} => |
|
383
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$PERL_64BIT_INT |
|
384
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? 'C a3 C Z80 d a8 d a8 d a8 d a8 D D a9 a12 C C C' |
|
385
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: 'C a3 C Z80 d a8 d a8 d a8 d a8 a8 a8 a9 a12 C C C', |
|
386
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|
$OTConstants->{OT_REQUEST_OPTION_CHAIN} => '', |
|
387
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$OTConstants->{OT_REQUEST_OPTION_CHAIN_EX} => '', |
|
388
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$OTConstants->{OT_REQUEST_BOOK_STREAM} => '', |
|
389
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|
$OTConstants->{OT_HEARTBEAT} => '', # none |
|
390
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$OTConstants->{OT_CANCEL_TICK_STREAM} => '', |
|
391
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|
$OTConstants->{OT_CANCEL_HIST_DATA} => '', |
|
392
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|
$OTConstants->{OT_CANCEL_OPTION_CHAIN} => '', |
|
393
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$OTConstants->{OT_CANCEL_BOOK_STREAM} => '', |
|
394
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|
# NEW! |
|
395
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$OTConstants->{OT_REQUEST_SPLITS} => 'C V V V V V V', |
|
396
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$OTConstants->{OT_REQUEST_DIVIDENDS} => 'C d V V V V a a', |
|
397
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|
$OTConstants->{OT_REQUEST_HIST_BOOKS} => '', |
|
398
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|
|
|
|
$OTConstants->{OT_REQUEST_BOOK_STREAM_EX} => '', |
|
399
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|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_U} => '', |
|
400
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$OTConstants->{OT_REQUEST_OPTION_INIT} => 'C Z12 Z12 d V a4 a2 a2 a a9 a3 a', |
|
401
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|
|
$OTConstants->{OT_REQUEST_LIST_SYMBOLS_EX} => '', |
|
402
|
|
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|
|
$OTConstants->{OT_REQUEST_TICK_SNAPSHOT} => '', |
|
403
|
|
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|
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|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_SNAPSHOT} => '', |
|
404
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|
|
|
|
|
|
}, |
|
405
|
|
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|
|
datatype => { |
|
406
|
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|
$OTConstants->{OT_DATATYPE_EOD} => 'C', |
|
407
|
|
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|
$OTConstants->{OT_DATATYPE_QUOTE} => 'C V V V d d a2 a a', |
|
408
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|
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|
$OTConstants->{OT_DATATYPE_MMQUOTE} => 'C V V V d d a4 a', |
|
409
|
|
|
|
|
|
|
# XXX: The 'a8' in the next line should actually be a D. |
|
410
|
|
|
|
|
|
|
# Requires 64-bit int support built into Perl, but we'll simulate it. |
|
411
|
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|
|
$OTConstants->{OT_DATATYPE_TRADE} => |
|
412
|
|
|
|
|
|
|
$PERL_64BIT_INT |
|
413
|
|
|
|
|
|
|
? 'C V d V D V a a C' |
|
414
|
|
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|
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|
|
: 'C V d V a8 V a a C', |
|
415
|
|
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|
|
$OTConstants->{OT_DATATYPE_BBO} => 'C V d V a', |
|
416
|
|
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|
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|
|
$OTConstants->{OT_DATATYPE_OHLC} => |
|
417
|
|
|
|
|
|
|
$PERL_64BIT_INT |
|
418
|
|
|
|
|
|
|
? 'C V d d d d D' |
|
419
|
|
|
|
|
|
|
: 'C V d d d d a8', |
|
420
|
|
|
|
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|
|
$OTConstants->{OT_DATATYPE_OHL_TODAY} => 'C d d d', |
|
421
|
|
|
|
|
|
|
# requestBookStream*, requestOptionChain*, requestHistBooks |
|
422
|
|
|
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|
|
$OTConstants->{OT_DATATYPE_CANCEL} => 'C V Z21 V', |
|
423
|
|
|
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|
|
$OTConstants->{OT_DATATYPE_CHANGE} => 'C V Z21 d V', |
|
424
|
|
|
|
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|
|
$OTConstants->{OT_DATATYPE_DELETE} => 'C V Z21 C C', |
|
425
|
|
|
|
|
|
|
$OTConstants->{OT_DATATYPE_EXECUTE} => 'C V Z21 V V', |
|
426
|
|
|
|
|
|
|
$OTConstants->{OT_DATATYPE_ORDER} => 'C V Z21 d V C C', |
|
427
|
|
|
|
|
|
|
$OTConstants->{OT_DATATYPE_PRICELEVEL} => 'C V d V C a4', |
|
428
|
|
|
|
|
|
|
$OTConstants->{OT_DATATYPE_PURGE} => 'C V a3', |
|
429
|
|
|
|
|
|
|
$OTConstants->{OT_DATATYPE_REPLACE} => 'C V Z21 d V C', |
|
430
|
|
|
|
|
|
|
}, |
|
431
|
|
|
|
|
|
|
}; |
|
432
|
|
|
|
|
|
|
|
|
433
|
|
|
|
|
|
|
# A complete hack. Needed to simulate 64-bit integers in 32-bits. |
|
434
|
|
|
|
|
|
|
$OT64bit = { |
|
435
|
|
|
|
|
|
|
$OTConstants->{OT_DATATYPE_TRADE} => [ 4 ], |
|
436
|
|
|
|
|
|
|
$OTConstants->{OT_DATATYPE_OHLC} => [ 6 ], |
|
437
|
|
|
|
|
|
|
# This next key seems odd, but is actually correctly numbered. |
|
438
|
|
|
|
|
|
|
$OTConstants->{OT_DATATYPE_EQUITY_INIT} => [ 12, 13 ], |
|
439
|
|
|
|
|
|
|
}; |
|
440
|
|
|
|
|
|
|
|
|
441
|
|
|
|
|
|
|
# Number of response packets to this request |
|
442
|
|
|
|
|
|
|
$OTResponses = { |
|
443
|
|
|
|
|
|
|
$OTConstants->{OT_LOGIN} => $OTConstants->{OT_RESPONSES_ONE}, |
|
444
|
|
|
|
|
|
|
$OTConstants->{OT_LOGOUT} => $OTConstants->{OT_RESPONSES_ONE}, |
|
445
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_STREAM} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
446
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_TICK_STREAM} => $OTConstants->{OT_RESPONSES_ONE}, |
|
447
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_DATA} => $OTConstants->{OT_RESPONSES_FINITE}, |
|
448
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_HIST_DATA} => $OTConstants->{OT_RESPONSES_ONE}, |
|
449
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_LIST_EXCHANGES} => $OTConstants->{OT_RESPONSES_FINITE}, |
|
450
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_LIST_SYMBOLS} => $OTConstants->{OT_RESPONSES_FINITE}, |
|
451
|
|
|
|
|
|
|
$OTConstants->{OT_HEARTBEAT} => $OTConstants->{OT_RESPONSES_NONE}, |
|
452
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_EQUITY_INIT} => $OTConstants->{OT_RESPONSES_ONE}, |
|
453
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
454
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_OPTION_CHAIN} => $OTConstants->{OT_RESPONSES_ONE}, |
|
455
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_BOOK_STREAM} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
456
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_BOOK_STREAM} => $OTConstants->{OT_RESPONSES_ONE}, |
|
457
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_STREAM_EX} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
458
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_EX} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
459
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_TICKS} => $OTConstants->{OT_RESPONSES_FINITE}, |
|
460
|
|
|
|
|
|
|
# NEW! |
|
461
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_SPLITS} => $OTConstants->{OT_RESPONSES_FINITE}, |
|
462
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_DIVIDENDS} => $OTConstants->{OT_RESPONSES_FINITE}, |
|
463
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_BOOKS} => $OTConstants->{OT_RESPONSES_FINITE}, |
|
464
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_BOOK_STREAM_EX} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
465
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_U} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
466
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_INIT} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
467
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_LIST_SYMBOLS_EX} => $OTConstants->{OT_RESPONSES_FINITE}, |
|
468
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_SNAPSHOT} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
469
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_SNAPSHOT} => $OTConstants->{OT_RESPONSES_CONTINUOUS}, |
|
470
|
|
|
|
|
|
|
}; |
|
471
|
|
|
|
|
|
|
|
|
472
|
|
|
|
|
|
|
# opentick client defaults, most can be overridden. |
|
473
|
|
|
|
|
|
|
$OTDefaults = { |
|
474
|
|
|
|
|
|
|
# POE defaults |
|
475
|
|
|
|
|
|
|
alias => 'opentick', # default POE alias |
|
476
|
|
|
|
|
|
|
# network/socket defaults |
|
477
|
|
|
|
|
|
|
servers_realtime => [ qw( feed1.opentick.com feed2.opentick.com ) ], |
|
478
|
|
|
|
|
|
|
servers_delayed => [ qw( delayed1.opentick.com delayed2.opentick.com ) ], |
|
479
|
|
|
|
|
|
|
port_realtime => 10010, # port for realtime data |
|
480
|
|
|
|
|
|
|
port_delayed => 10015, # port for delayed data |
|
481
|
|
|
|
|
|
|
realtime => $FALSE, # request realtime data |
|
482
|
|
|
|
|
|
|
# Connection defaults |
|
483
|
|
|
|
|
|
|
autologin => $TRUE, # Automatically log in? |
|
484
|
|
|
|
|
|
|
conntimeout => 30, # Timeout for connect() |
|
485
|
|
|
|
|
|
|
autoreconnect => $TRUE, # Automatically reconnect? |
|
486
|
|
|
|
|
|
|
reconninterval => 60, # Reconn interval in seconds |
|
487
|
|
|
|
|
|
|
reconnretries => 5, # Retries before giving up |
|
488
|
|
|
|
|
|
|
# Protocol defaults |
|
489
|
|
|
|
|
|
|
heartbeat => 15, # delay in seconds for beats |
|
490
|
|
|
|
|
|
|
protocolver => $OTConstants->{ 'OT_PROTOCOL_VER' }, |
|
491
|
|
|
|
|
|
|
platform => $OTConstants->{ 'OT_PLATFORM_OT' }, |
|
492
|
|
|
|
|
|
|
platformpass => '', |
|
493
|
|
|
|
|
|
|
os => $OTConstants->{ 'OT_OS_LINUX' }, |
|
494
|
|
|
|
|
|
|
macaddr => '08:00:02:01:02:03', # 3Com, heh |
|
495
|
|
|
|
|
|
|
apitimeout => 30, # Time out for API commands |
|
496
|
|
|
|
|
|
|
# LAME |
|
497
|
|
|
|
|
|
|
request_timeout => 30, # Time before expunging |
|
498
|
|
|
|
|
|
|
# ListSymbols or ListExch* |
|
499
|
|
|
|
|
|
|
}; |
|
500
|
|
|
|
|
|
|
|
|
501
|
|
|
|
|
|
|
# symbolic event name to actual POE event name map. |
|
502
|
|
|
|
|
|
|
$OTEvents = { |
|
503
|
|
|
|
|
|
|
OT_ON_LOGIN => 'ot_on_login', |
|
504
|
|
|
|
|
|
|
OT_ON_ERROR => 'ot_on_error', |
|
505
|
|
|
|
|
|
|
OT_ON_DATA => 'ot_on_data', |
|
506
|
|
|
|
|
|
|
OT_ON_LOGOUT => 'ot_on_logout', |
|
507
|
|
|
|
|
|
|
OT_REQUEST_COMPLETE => 'ot_request_complete', |
|
508
|
|
|
|
|
|
|
OT_REQUEST_CANCELLED => 'ot_request_cancelled', |
|
509
|
|
|
|
|
|
|
OT_CONNECT_FAILED => 'ot_connect_failed', |
|
510
|
|
|
|
|
|
|
OT_STATUS_CHANGED => 'ot_status_changed', |
|
511
|
|
|
|
|
|
|
}; |
|
512
|
|
|
|
|
|
|
|
|
513
|
|
|
|
|
|
|
# integral command number to POE event name map. |
|
514
|
|
|
|
|
|
|
$OTCommandEvents = { |
|
515
|
|
|
|
|
|
|
$OTConstants->{OT_INT_UNKNOWN} => $OTEvents->{OT_ON_ERROR}, |
|
516
|
|
|
|
|
|
|
$OTConstants->{OT_LOGIN} => $OTEvents->{OT_ON_LOGIN}, |
|
517
|
|
|
|
|
|
|
$OTConstants->{OT_LOGOUT} => $OTEvents->{OT_ON_LOGOUT}, |
|
518
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_STREAM} => $OTEvents->{OT_ON_DATA}, |
|
519
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_TICK_STREAM} => $OTEvents->{OT_REQUEST_CANCELLED}, |
|
520
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_DATA} => $OTEvents->{OT_ON_DATA}, |
|
521
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_HIST_DATA} => $OTEvents->{OT_REQUEST_CANCELLED}, |
|
522
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_LIST_SYMBOLS} => $OTEvents->{OT_ON_DATA}, |
|
523
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_LIST_EXCHANGES} => $OTEvents->{OT_ON_DATA}, |
|
524
|
|
|
|
|
|
|
$OTConstants->{OT_HEARTBEAT} => undef, |
|
525
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_EQUITY_INIT} => $OTEvents->{OT_ON_DATA}, |
|
526
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN} => $OTEvents->{OT_ON_DATA}, |
|
527
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_OPTION_CHAIN} => $OTEvents->{OT_REQUEST_CANCELLED}, |
|
528
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_BOOK_STREAM} => $OTEvents->{OT_ON_DATA}, |
|
529
|
|
|
|
|
|
|
$OTConstants->{OT_CANCEL_BOOK_STREAM} => $OTEvents->{OT_REQUEST_CANCELLED}, |
|
530
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_STREAM_EX} => $OTEvents->{OT_ON_DATA}, |
|
531
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_EX} => $OTEvents->{OT_ON_DATA}, |
|
532
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_TICKS} => $OTEvents->{OT_ON_DATA}, |
|
533
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_SPLITS} => $OTEvents->{OT_ON_DATA}, |
|
534
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_DIVIDENDS} => $OTEvents->{OT_ON_DATA}, |
|
535
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_HIST_BOOKS} => $OTEvents->{OT_ON_DATA}, |
|
536
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_BOOK_STREAM_EX} => $OTEvents->{OT_ON_DATA}, |
|
537
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_U} => $OTEvents->{OT_ON_DATA}, |
|
538
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_INIT} => $OTEvents->{OT_ON_DATA}, |
|
539
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_LIST_SYMBOLS_EX} => $OTEvents->{OT_ON_DATA}, |
|
540
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_SNAPSHOT} => $OTEvents->{OT_ON_DATA}, |
|
541
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN_SNAPSHOT} => $OTEvents->{OT_ON_DATA}, |
|
542
|
|
|
|
|
|
|
}; |
|
543
|
|
|
|
|
|
|
|
|
544
|
|
|
|
|
|
|
# API method name to command number map |
|
545
|
|
|
|
|
|
|
$OTAPItoCommands = { |
|
546
|
|
|
|
|
|
|
'requestSplits' => $OTConstants->{OT_REQUEST_SPLITS}, |
|
547
|
|
|
|
|
|
|
'requestDividends' => $OTConstants->{OT_REQUEST_DIVIDENDS}, |
|
548
|
|
|
|
|
|
|
'requestOptionInit' => $OTConstants->{OT_REQUEST_OPTION_INIT}, |
|
549
|
|
|
|
|
|
|
'requestHistData' => $OTConstants->{OT_REQUEST_HIST_DATA}, |
|
550
|
|
|
|
|
|
|
'requestHistTicks' => $OTConstants->{OT_REQUEST_HIST_TICKS}, |
|
551
|
|
|
|
|
|
|
'requestTickStream' => $OTConstants->{OT_REQUEST_TICK_STREAM}, |
|
552
|
|
|
|
|
|
|
'requestTickStreamEx' => $OTConstants->{OT_REQUEST_TICK_STREAM_EX}, |
|
553
|
|
|
|
|
|
|
'requestTickSnapshot' => $OTConstants->{OT_REQUEST_TICK_SNAPSHOT}, |
|
554
|
|
|
|
|
|
|
'requestOptionChain' => $OTConstants->{OT_REQUEST_OPTION_CHAIN}, |
|
555
|
|
|
|
|
|
|
'requestOptionChainEx' => $OTConstants->{OT_REQUEST_OPTION_CHAIN_EX}, |
|
556
|
|
|
|
|
|
|
'requestOptionChainU' => $OTConstants->{OT_REQUEST_OPTION_CHAIN_U}, |
|
557
|
|
|
|
|
|
|
'requestOptionChainSnapshot' => $OTConstants->{OT_REQUEST_OPTION_CHAIN_SNAPSHOT}, |
|
558
|
|
|
|
|
|
|
'requestEqInit' => $OTConstants->{OT_REQUEST_EQUITY_INIT}, |
|
559
|
|
|
|
|
|
|
'requestEquityInit' => $OTConstants->{OT_REQUEST_EQUITY_INIT}, |
|
560
|
|
|
|
|
|
|
'requestBookStream' => $OTConstants->{OT_REQUEST_BOOK_STREAM}, |
|
561
|
|
|
|
|
|
|
'requestBookStreamEx' => $OTConstants->{OT_REQUEST_BOOK_STREAM_EX}, |
|
562
|
|
|
|
|
|
|
'requestHistBooks' => $OTConstants->{OT_REQUEST_HIST_BOOKS}, |
|
563
|
|
|
|
|
|
|
'requestListSymbols' => $OTConstants->{OT_REQUEST_LIST_SYMBOLS}, |
|
564
|
|
|
|
|
|
|
'requestListSymbolsEx' => $OTConstants->{OT_REQUEST_LIST_SYMBOLS_EX}, |
|
565
|
|
|
|
|
|
|
'requestListExchanges' => $OTConstants->{OT_REQUEST_LIST_EXCHANGES}, |
|
566
|
|
|
|
|
|
|
'cancelTickStream' => $OTConstants->{OT_CANCEL_TICK_STREAM}, |
|
567
|
|
|
|
|
|
|
'cancelHistData' => $OTConstants->{OT_CANCEL_HIST_DATA}, |
|
568
|
|
|
|
|
|
|
'cancelOptionChain' => $OTConstants->{OT_CANCEL_OPTION_CHAIN}, |
|
569
|
|
|
|
|
|
|
'cancelBookStream' => $OTConstants->{OT_CANCEL_BOOK_STREAM}, |
|
570
|
|
|
|
|
|
|
}; |
|
571
|
|
|
|
|
|
|
|
|
572
|
|
|
|
|
|
|
# Deprecated methods and their suggested replacements |
|
573
|
|
|
|
|
|
|
$OTDeprecated = { |
|
574
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_TICK_STREAM} |
|
575
|
|
|
|
|
|
|
=> $OTConstants->{OT_REQUEST_TICK_STREAM_EX}, |
|
576
|
|
|
|
|
|
|
$OTConstants->{OT_REQUEST_OPTION_CHAIN} |
|
577
|
|
|
|
|
|
|
=> $OTConstants->{OT_REQUEST_OPTION_CHAIN_EX}, |
|
578
|
|
|
|
|
|
|
}; |
|
579
|
|
|
|
|
|
|
|
|
580
|
|
|
|
|
|
|
$OTTradeIndicators = { |
|
581
|
|
|
|
|
|
|
'@' => 'Regular Trade', |
|
582
|
|
|
|
|
|
|
A => 'Acquisition - Cash', |
|
583
|
|
|
|
|
|
|
B => 'Bunched Trade - Average Price', |
|
584
|
|
|
|
|
|
|
C => 'Cash Trade', |
|
585
|
|
|
|
|
|
|
D => 'Distribution - Next Day Market', |
|
586
|
|
|
|
|
|
|
E => 'Automatic Execution', |
|
587
|
|
|
|
|
|
|
F => 'Intermarket Sweep Order', |
|
588
|
|
|
|
|
|
|
G => 'Bunched Sold Trade - Opening/Reopening Trade Detail', |
|
589
|
|
|
|
|
|
|
H => 'Intraday Trade Detail', |
|
590
|
|
|
|
|
|
|
I => 'Basket Index on Close Transaction', |
|
591
|
|
|
|
|
|
|
J => 'Rule 127 Trade (NYSE only)', |
|
592
|
|
|
|
|
|
|
K => 'Rule 155 Trade (AMEX only)', |
|
593
|
|
|
|
|
|
|
L => 'Sold Last', |
|
594
|
|
|
|
|
|
|
N => 'Next Day', |
|
595
|
|
|
|
|
|
|
O => 'Opened', |
|
596
|
|
|
|
|
|
|
P => 'Prior Reference Price', |
|
597
|
|
|
|
|
|
|
R => 'Seller', |
|
598
|
|
|
|
|
|
|
S => 'Split Trade', |
|
599
|
|
|
|
|
|
|
T => 'Form-T Trade - Pre/Post Market Trade', |
|
600
|
|
|
|
|
|
|
W => 'Average Price Trade', |
|
601
|
|
|
|
|
|
|
Z => 'Sold (Out of Sequence)', |
|
602
|
|
|
|
|
|
|
}; |
|
603
|
|
|
|
|
|
|
|
|
604
|
|
|
|
|
|
|
$OTQuoteIndicators = { |
|
605
|
|
|
|
|
|
|
A => 'Depth on Ask side', |
|
606
|
|
|
|
|
|
|
B => 'Depth on Bid side', |
|
607
|
|
|
|
|
|
|
C => 'Closing', |
|
608
|
|
|
|
|
|
|
D => 'News Dissemination', |
|
609
|
|
|
|
|
|
|
E => 'Order Influx', |
|
610
|
|
|
|
|
|
|
F => 'Fast Trading', |
|
611
|
|
|
|
|
|
|
G => 'Trading Range Indication', |
|
612
|
|
|
|
|
|
|
H => 'Depth on Bid and Ask', |
|
613
|
|
|
|
|
|
|
I => 'Order Imbalance', |
|
614
|
|
|
|
|
|
|
J => 'Due to Related Security-news Dissemination', |
|
615
|
|
|
|
|
|
|
K => 'Due to Related Security-news Pending', |
|
616
|
|
|
|
|
|
|
L => 'Closed Market Maker (NASDAQ)', |
|
617
|
|
|
|
|
|
|
M => 'No Eligible Market Participant Quotes in Issue at Market Close', |
|
618
|
|
|
|
|
|
|
N => 'Non-Firm Quote', |
|
619
|
|
|
|
|
|
|
O => 'Opening Quote', |
|
620
|
|
|
|
|
|
|
P => 'News Pending', |
|
621
|
|
|
|
|
|
|
Q => 'Additional Information-Due To Related Security', |
|
622
|
|
|
|
|
|
|
R => 'Regular (NASDAQ Open)', |
|
623
|
|
|
|
|
|
|
S => 'Due To Related Security', |
|
624
|
|
|
|
|
|
|
T => 'Resume', |
|
625
|
|
|
|
|
|
|
V => 'In View of Common', |
|
626
|
|
|
|
|
|
|
X => 'Equipment Changeover', |
|
627
|
|
|
|
|
|
|
Y => 'Regular One Sided', |
|
628
|
|
|
|
|
|
|
Z => 'No Open/No Resume', |
|
629
|
|
|
|
|
|
|
' ' => 'No Special Condition Exists', # space |
|
630
|
|
|
|
|
|
|
}; |
|
631
|
|
|
|
|
|
|
|
|
632
|
|
|
|
|
|
|
######################################################################## |
|
633
|
|
|
|
|
|
|
### Functions ### |
|
634
|
|
|
|
|
|
|
######################################################################## |
|
635
|
|
|
|
|
|
|
|
|
636
|
|
|
|
|
|
|
sub has_otlib |
|
637
|
|
|
|
|
|
|
{ |
|
638
|
2
|
50
|
|
2
|
1
|
14
|
return( $OTLIB_FOUND ? $TRUE : $FALSE ); |
|
639
|
|
|
|
|
|
|
} |
|
640
|
|
|
|
|
|
|
|
|
641
|
|
|
|
|
|
|
sub OTConstant |
|
642
|
|
|
|
|
|
|
{ |
|
643
|
370
|
|
|
370
|
1
|
1923
|
return( $OTConstants->{ $_[0] } ); |
|
644
|
|
|
|
|
|
|
} |
|
645
|
|
|
|
|
|
|
|
|
646
|
|
|
|
|
|
|
sub OTCommand |
|
647
|
|
|
|
|
|
|
{ |
|
648
|
18
|
|
66
|
18
|
1
|
164
|
return( $OTCommands->{ $_[0] } || $OTCommands->{ 0 } ); |
|
649
|
|
|
|
|
|
|
} |
|
650
|
|
|
|
|
|
|
|
|
651
|
|
|
|
|
|
|
# NUMBER => DT_SYMBOL |
|
652
|
|
|
|
|
|
|
sub OTDatatype |
|
653
|
|
|
|
|
|
|
{ |
|
654
|
3
|
|
|
3
|
1
|
19
|
return( $OTDatatypes->{ $_[0] } ); |
|
655
|
|
|
|
|
|
|
} |
|
656
|
|
|
|
|
|
|
|
|
657
|
|
|
|
|
|
|
sub OTCommandList |
|
658
|
|
|
|
|
|
|
{ |
|
659
|
1
|
|
|
1
|
1
|
3
|
return( values( %{ $OTCommands } ) ); |
|
|
1
|
|
|
|
|
6
|
|
|
660
|
|
|
|
|
|
|
} |
|
661
|
|
|
|
|
|
|
|
|
662
|
|
|
|
|
|
|
sub OTDefault |
|
663
|
|
|
|
|
|
|
{ |
|
664
|
22
|
|
|
22
|
1
|
179
|
return( $OTDefaults->{ $_[0] } ); |
|
665
|
|
|
|
|
|
|
} |
|
666
|
|
|
|
|
|
|
|
|
667
|
|
|
|
|
|
|
# Return which request command_ids can be cancelled by a cancel command_id |
|
668
|
|
|
|
|
|
|
sub OTCancel |
|
669
|
|
|
|
|
|
|
{ |
|
670
|
17
|
|
|
17
|
1
|
91
|
return( $OTCancels->{ $_[0] } ); |
|
671
|
|
|
|
|
|
|
} |
|
672
|
|
|
|
|
|
|
|
|
673
|
|
|
|
|
|
|
# Return the cancel command_id for a request command_id |
|
674
|
|
|
|
|
|
|
sub OTCanceller |
|
675
|
|
|
|
|
|
|
{ |
|
676
|
8
|
|
|
8
|
1
|
642
|
my( $command_id ) = @_; |
|
677
|
|
|
|
|
|
|
|
|
678
|
8
|
|
|
|
|
23
|
for my $cancel_id ( keys( %$OTCancels ) ) |
|
679
|
|
|
|
|
|
|
{ |
|
680
|
20
|
100
|
|
|
|
182
|
return( $cancel_id ) if( $OTCancels->{$cancel_id}->{$command_id} ); |
|
681
|
|
|
|
|
|
|
} |
|
682
|
|
|
|
|
|
|
|
|
683
|
0
|
|
|
|
|
0
|
return; |
|
684
|
|
|
|
|
|
|
} |
|
685
|
|
|
|
|
|
|
|
|
686
|
|
|
|
|
|
|
sub OTEvent |
|
687
|
|
|
|
|
|
|
{ |
|
688
|
32
|
|
|
32
|
1
|
247
|
return( $OTEvents->{ $_[0] } ); |
|
689
|
|
|
|
|
|
|
} |
|
690
|
|
|
|
|
|
|
|
|
691
|
|
|
|
|
|
|
sub OTEventByEvent |
|
692
|
|
|
|
|
|
|
{ |
|
693
|
12
|
|
|
12
|
1
|
90
|
my %OTEventNames = reverse( %$OTEvents ); |
|
694
|
12
|
|
|
|
|
71
|
return( $OTEventNames{ $_[0] } ); |
|
695
|
|
|
|
|
|
|
} |
|
696
|
|
|
|
|
|
|
|
|
697
|
|
|
|
|
|
|
sub OTEventList |
|
698
|
|
|
|
|
|
|
{ |
|
699
|
3
|
|
|
3
|
1
|
39
|
return( values( %$OTEvents ) ); |
|
700
|
|
|
|
|
|
|
} |
|
701
|
|
|
|
|
|
|
|
|
702
|
|
|
|
|
|
|
sub OTEventByCommand |
|
703
|
|
|
|
|
|
|
{ |
|
704
|
7
|
|
|
7
|
1
|
121
|
return( $OTCommandEvents->{ $_[0] } ); |
|
705
|
|
|
|
|
|
|
} |
|
706
|
|
|
|
|
|
|
|
|
707
|
|
|
|
|
|
|
# API method name to command number map |
|
708
|
|
|
|
|
|
|
sub OTAPItoCommand |
|
709
|
|
|
|
|
|
|
{ |
|
710
|
6
|
|
|
6
|
1
|
15
|
my $repl; |
|
711
|
|
|
|
|
|
|
|
|
712
|
|
|
|
|
|
|
return( wantarray |
|
713
|
6
|
100
|
|
|
|
37
|
? ( $OTAPItoCommands->{ $_[0] }, |
|
714
|
|
|
|
|
|
|
OTDeprecated( $OTAPItoCommands->{ $_[0] } ) ) |
|
715
|
|
|
|
|
|
|
: $OTAPItoCommands->{ $_[0] } ); |
|
716
|
|
|
|
|
|
|
} |
|
717
|
|
|
|
|
|
|
|
|
718
|
|
|
|
|
|
|
# command number to API map |
|
719
|
|
|
|
|
|
|
sub OTCommandtoAPI |
|
720
|
|
|
|
|
|
|
{ |
|
721
|
0
|
0
|
|
0
|
1
|
0
|
return unless defined( $_[0] ); |
|
722
|
0
|
|
|
|
|
0
|
my %map = reverse %{ $OTAPItoCommands }; |
|
|
0
|
|
|
|
|
0
|
|
|
723
|
|
|
|
|
|
|
|
|
724
|
0
|
|
|
|
|
0
|
return( $map{ $_[0] } ); |
|
725
|
|
|
|
|
|
|
} |
|
726
|
|
|
|
|
|
|
|
|
727
|
|
|
|
|
|
|
# Equity TRADE indicator code to description map |
|
728
|
|
|
|
|
|
|
sub OTTradeIndicator |
|
729
|
|
|
|
|
|
|
{ |
|
730
|
5
|
|
|
5
|
1
|
27
|
return( $OTTradeIndicators->{ $_[0] } ); |
|
731
|
|
|
|
|
|
|
} |
|
732
|
|
|
|
|
|
|
|
|
733
|
|
|
|
|
|
|
# Equity QUOTE indicator code to description map |
|
734
|
|
|
|
|
|
|
sub OTQuoteIndicator |
|
735
|
|
|
|
|
|
|
{ |
|
736
|
5
|
|
|
5
|
1
|
30
|
return( $OTQuoteIndicators->{ $_[0] } ); |
|
737
|
|
|
|
|
|
|
} |
|
738
|
|
|
|
|
|
|
|
|
739
|
|
|
|
|
|
|
# Return the number of responses (a constant) for a command type |
|
740
|
|
|
|
|
|
|
sub OTResponses |
|
741
|
|
|
|
|
|
|
{ |
|
742
|
7
|
|
|
7
|
1
|
38
|
return( $OTResponses->{ $_[0] } ); |
|
743
|
|
|
|
|
|
|
} |
|
744
|
|
|
|
|
|
|
|
|
745
|
|
|
|
|
|
|
# Return the suggested command id, if the supplied command id is deprecated |
|
746
|
|
|
|
|
|
|
sub OTDeprecated |
|
747
|
|
|
|
|
|
|
{ |
|
748
|
1
|
|
|
1
|
1
|
6
|
return( $OTDeprecated->{ $_[0] } ); |
|
749
|
|
|
|
|
|
|
} |
|
750
|
|
|
|
|
|
|
|
|
751
|
|
|
|
|
|
|
# Is a valid command status |
|
752
|
|
|
|
|
|
|
sub OTCmdStatus |
|
753
|
|
|
|
|
|
|
{ |
|
754
|
7
|
|
|
7
|
1
|
19
|
my( $cmd_status ) = @_; |
|
755
|
|
|
|
|
|
|
|
|
756
|
7
|
100
|
66
|
|
|
94
|
return( ( $cmd_status =~ /^\d+$/ and |
|
757
|
|
|
|
|
|
|
( $cmd_status == $OTConstants->{OT_STATUS_ERROR} or |
|
758
|
|
|
|
|
|
|
$cmd_status == $OTConstants->{OT_STATUS_OK} ) ) |
|
759
|
|
|
|
|
|
|
? $TRUE |
|
760
|
|
|
|
|
|
|
: $FALSE ); |
|
761
|
|
|
|
|
|
|
} |
|
762
|
|
|
|
|
|
|
|
|
763
|
|
|
|
|
|
|
# Is a valid opentick message type |
|
764
|
|
|
|
|
|
|
sub OTMsgType |
|
765
|
|
|
|
|
|
|
{ |
|
766
|
7
|
|
|
7
|
1
|
29
|
my( $msg_type ) = @_; |
|
767
|
|
|
|
|
|
|
|
|
768
|
7
|
100
|
66
|
|
|
86
|
return( ( $msg_type =~ /^\d+$/ && |
|
769
|
|
|
|
|
|
|
( $msg_type == $OTConstants->{OT_MES_REQUEST} or |
|
770
|
|
|
|
|
|
|
$msg_type == $OTConstants->{OT_MES_RESPONSE} ) ) |
|
771
|
|
|
|
|
|
|
? $TRUE |
|
772
|
|
|
|
|
|
|
: $FALSE ); |
|
773
|
|
|
|
|
|
|
} |
|
774
|
|
|
|
|
|
|
|
|
775
|
|
|
|
|
|
|
# Is DataType End-of-Data ? |
|
776
|
|
|
|
|
|
|
sub OTeod |
|
777
|
|
|
|
|
|
|
{ |
|
778
|
5
|
|
|
5
|
1
|
16
|
my( $data_type ) = @_; |
|
779
|
|
|
|
|
|
|
|
|
780
|
5
|
100
|
100
|
|
|
67
|
return( ( defined( $data_type ) && |
|
781
|
|
|
|
|
|
|
$data_type =~ /^\d+$/ && |
|
782
|
|
|
|
|
|
|
$data_type == $OTConstants->{OT_DATATYPE_EOD} ) |
|
783
|
|
|
|
|
|
|
? $TRUE |
|
784
|
|
|
|
|
|
|
: $FALSE ); |
|
785
|
|
|
|
|
|
|
} |
|
786
|
|
|
|
|
|
|
|
|
787
|
|
|
|
|
|
|
# Are some fields actually supposed to be 64-bit integral values? |
|
788
|
|
|
|
|
|
|
sub OT64bit |
|
789
|
|
|
|
|
|
|
{ |
|
790
|
8
|
|
|
8
|
1
|
30
|
my( $input ) = @_; |
|
791
|
|
|
|
|
|
|
|
|
792
|
8
|
50
|
|
|
|
25
|
return () if( $PERL_64BIT_INT ); |
|
793
|
|
|
|
|
|
|
|
|
794
|
8
|
100
|
|
|
|
37
|
return( defined( $OT64bit->{$input} ) ? @{$OT64bit->{$input}} : () ); |
|
|
6
|
|
|
|
|
32
|
|
|
795
|
|
|
|
|
|
|
} |
|
796
|
|
|
|
|
|
|
|
|
797
|
|
|
|
|
|
|
# Return the pack template for the specified item. |
|
798
|
|
|
|
|
|
|
# Allows for some XPath-style magic. |
|
799
|
|
|
|
|
|
|
sub OTTemplate |
|
800
|
|
|
|
|
|
|
{ |
|
801
|
30
|
|
|
30
|
1
|
60
|
my( $template ) = @_; |
|
802
|
|
|
|
|
|
|
|
|
803
|
30
|
|
|
|
|
96
|
my( $tree, $tmpl_name ) = split( /\//, $template ); |
|
804
|
|
|
|
|
|
|
|
|
805
|
30
|
|
|
|
|
42
|
my $result; |
|
806
|
30
|
100
|
|
|
|
69
|
if( defined( $tmpl_name ) ) |
|
807
|
|
|
|
|
|
|
{ |
|
808
|
|
|
|
|
|
|
# be nice and convert the command for them. |
|
809
|
11
|
50
|
|
|
|
62
|
$tmpl_name = $OTConstants->{ $tmpl_name } |
|
810
|
|
|
|
|
|
|
unless( $tmpl_name =~ /^\d+$/ ); |
|
811
|
11
|
100
|
|
|
|
34
|
return unless( defined( $tmpl_name ) ); |
|
812
|
10
|
|
|
|
|
111
|
$result = $OTTemplates->{ $tree }->{ $tmpl_name }; |
|
813
|
|
|
|
|
|
|
} |
|
814
|
|
|
|
|
|
|
else |
|
815
|
|
|
|
|
|
|
{ |
|
816
|
19
|
|
|
|
|
67
|
$result = $OTTemplates->{ $template }; |
|
817
|
|
|
|
|
|
|
} |
|
818
|
|
|
|
|
|
|
|
|
819
|
29
|
|
|
|
|
184
|
return( $result ); |
|
820
|
|
|
|
|
|
|
} |
|
821
|
|
|
|
|
|
|
|
|
822
|
|
|
|
|
|
|
### |
|
823
|
|
|
|
|
|
|
### Main |
|
824
|
|
|
|
|
|
|
### |
|
825
|
|
|
|
|
|
|
|
|
826
|
|
|
|
|
|
|
1; |
|
827
|
|
|
|
|
|
|
|
|
828
|
|
|
|
|
|
|
__END__ |