Update Stable to 10.37.02

Author: cjdsellers

README.md

@@ -140,7 +140,7 @@ How the code is organized:
 * *Decoder*: knows how to take a low level message and decode into high level message
 * *Client*:
   + knows to send requests
-  + has the message loop which takes low level messages from Queue and uses Decoder to tranform into high level message with which it then calls the corresponding Wrapper method
+  + has the message loop which takes low level messages from Queue and uses Decoder to transform into high level message with which it then calls the corresponding Wrapper method
 * *Wrapper*: class that needs to be subclassed by the user so that it can get the incoming messages
 
 
@@ -163,7 +163,7 @@ The info/data flow is:
 
 Implementation notes:
 
-* the *Decoder* has two ways of handling a message (esentially decoding the fields)
+* the *Decoder* has two ways of handling a message (essentially decoding the fields)
     + some message very neatly map to a function call; meaning that the number of fields and order are the same as the method parameters. For example: Wrapper.tickSize(). In this case a simple mapping is made between the incoming msg id and the Wrapper method:
 
     IN.TICK_SIZE: HandleInfo(wrap=Wrapper.tickSize), 

ibapi/__init__.py

@@ -5,7 +5,7 @@
 
 """ Package implementing the Python API for the TWS/IB Gateway """
 
-VERSION = {"major": 10, "minor": 30, "micro": 1}
+VERSION = {"major": 10, "minor": 37, "micro": 2}
 
 
 def get_version_string():

ibapi/client.py

@@ -1,5 +1,5 @@
 """
-Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+Copyright (C) 2025 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
  and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
 
 This module has tools for implementing the IB low level messaging.
@@ -16,10 +16,24 @@
 
 logger = logging.getLogger(__name__)
 
+def make_msg_proto(msgId: int, protobufData: bytes) -> bytes:
+    """adds the length prefix"""
+    byteArray = msgId.to_bytes(4, 'big') + protobufData
+    msg = struct.pack(f"!I{len(byteArray)}s", len(byteArray), byteArray)
+    return msg
 
-def make_msg(text) -> bytes:
+def make_msg(msgId:int, useRawIntMsgId: bool, text: str) -> bytes:
     """adds the length prefix"""
+    if useRawIntMsgId:
+        text = msgId.to_bytes(4, 'big') + str.encode(text)
+    else:
+        text = str.encode(make_field(msgId) + text)
 
+    msg = struct.pack(f"!I{len(text)}s", len(text), text)
+    return msg
+
+def make_initial_msg(text: str) -> bytes:
+    """adds the length prefix"""
     msg = struct.pack(f"!I{len(text)}s", len(text), str.encode(text))
     return msg
 

ibapi/client_utils.py

@@ -0,0 +1,31 @@
+"""
+Copyright (C) 2024 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+ and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
+"""
+
+from ibapi.object_implem import Object
+from ibapi.utils import intMaxString
+from ibapi.utils import floatMaxString
+
+
+class CommissionAndFeesReport(Object):
+    def __init__(self):
+        self.execId = ""
+        self.commissionAndFees = 0.0
+        self.currency = ""
+        self.realizedPNL = 0.0
+        self.yield_ = 0.0
+        self.yieldRedemptionDate = 0  # YYYYMMDD format
+
+    def __str__(self):
+        return (
+            "ExecId: %s, CommissionAndFees: %s, Currency: %s, RealizedPnL: %s, Yield: %s, YieldRedemptionDate: %s"
+            % (
+                self.execId,
+                floatMaxString(self.commissionAndFees),
+                self.currency,
+                floatMaxString(self.realizedPNL),
+                floatMaxString(self.yield_),
+                intMaxString(self.yieldRedemptionDate),
+            )
+        )

ibapi/comm.py

@@ -1,5 +1,5 @@
 """
-Copyright (C) 2023 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+Copyright (C) 2025 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
  and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
 """
 
@@ -8,6 +8,11 @@
 from ibapi.enum_implem import Enum
 from ibapi.object_implem import Object
 from ibapi.utils import floatMaxString, decimalMaxString, intMaxString
+from ibapi.message import OUT
+from ibapi.server_versions import (
+    MIN_SERVER_VER_PROTOBUF,
+    MIN_SERVER_VER_PROTOBUF_PLACE_ORDER
+)
 
 TickerId = int
 OrderId = int
@@ -37,6 +42,13 @@
 ListOfHistoricalTickLast = list
 ListOfHistoricalSessions = list
 
+PROTOBUF_MSG_ID = 200
+PROTOBUF_MSG_IDS = {
+    OUT.REQ_EXECUTIONS :  MIN_SERVER_VER_PROTOBUF,
+    OUT.PLACE_ORDER :  MIN_SERVER_VER_PROTOBUF_PLACE_ORDER,
+    OUT.CANCEL_ORDER :  MIN_SERVER_VER_PROTOBUF_PLACE_ORDER,
+    OUT.REQ_GLOBAL_CANCEL :  MIN_SERVER_VER_PROTOBUF_PLACE_ORDER
+}
 
 class BarData(Object):
     def __init__(self):

ibapi/commission_and_fees_report.py

@@ -1,5 +1,5 @@
 """
-Copyright (C) 2019 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+Copyright (C) 2024 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
  and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
 """
 
@@ -15,6 +15,7 @@
 from ibapi.errors import FAIL_CREATE_SOCK
 from ibapi.errors import CONNECT_FAIL
 from ibapi.const import NO_VALID_ID
+from ibapi.utils import currentTimeMillis
 
 # TODO: support SSL !!
 
@@ -36,14 +37,14 @@ def connect(self):
         except socket.error:
             if self.wrapper:
                 self.wrapper.error(
-                    NO_VALID_ID, FAIL_CREATE_SOCK.code(), FAIL_CREATE_SOCK.msg()
+                    NO_VALID_ID, currentTimeMillis(), FAIL_CREATE_SOCK.code(), FAIL_CREATE_SOCK.msg()
                 )
 
         try:
             self.socket.connect((self.host, self.port))
         except socket.error:
             if self.wrapper:
-                self.wrapper.error(NO_VALID_ID, CONNECT_FAIL.code(), CONNECT_FAIL.msg())
+                self.wrapper.error(NO_VALID_ID, currentTimeMillis(), CONNECT_FAIL.code(), CONNECT_FAIL.msg())
 
         self.socket.settimeout(1)  # non-blocking
 

ibapi/common.py

@@ -1,10 +1,11 @@
 """
-Copyright (C) 2024 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
+Copyright (C) 2025 Interactive Brokers LLC. All rights reserved. This code is subject to the terms
  and conditions of the IB API Non-Commercial License or the IB API Commercial License, as applicable.
 """
 
 from ibapi.object_implem import Object
-from ibapi.const import UNSET_DECIMAL
+from ibapi.const import UNSET_DECIMAL, UNSET_DOUBLE
+
 from ibapi.utils import intMaxString
 from ibapi.utils import floatMaxString
 from ibapi.utils import decimalMaxString
@@ -65,7 +66,7 @@ def __init__(self):
         self.secType = ""
         self.lastTradeDateOrContractMonth = ""
         self.lastTradeDate = ""
-        self.strike = 0.0  # float !!
+        self.strike = UNSET_DOUBLE  # float !!
         self.right = ""
         self.multiplier = ""
         self.exchange = ""
@@ -88,13 +89,15 @@ def __init__(self):
         self.deltaNeutralContract = None
 
     def __str__(self):
-        s = ",".join(
-            (
-                str(self.conId),
+        s = (
+            "ConId: %s, Symbol: %s, SecType: %s, LastTradeDateOrContractMonth: %s, Strike: %s, Right: %s, Multiplier: %s, Exchange: %s, PrimaryExchange: %s, "
+            "Currency: %s, LocalSymbol: %s, TradingClass: %s, IncludeExpired: %s, SecIdType: %s, SecId: %s, Description: %s, "
+            "IssuerId: %s"
+            % (
+                intMaxString(self.conId),
                 str(self.symbol),
                 str(self.secType),
                 str(self.lastTradeDateOrContractMonth),
-                str(self.lastTradeDate),
                 floatMaxString(self.strike),
                 str(self.right),
                 str(self.multiplier),
@@ -110,7 +113,7 @@ def __str__(self):
                 str(self.issuerId),
             )
         )
-        s += "combo:" + self.comboLegsDescrip
+        s += "Combo:" + self.comboLegsDescrip
 
         if self.comboLegs:
             for leg in self.comboLegs:
@@ -260,19 +263,3 @@ class FundDistributionPolicyIndicator(Enum):
     NoneItem = ("None", "None")
     AccumulationFund = ("N", "Accumulation Fund")
     IncomeFund = ("Y", "Income Fund")
-
-def listOfValues(cls):
-    return list(map(lambda c: c, cls))
-
-def getEnumTypeFromString(cls, stringIn):
-    for item in cls:
-        if item.value[0] == stringIn:
-            return item
-    return listOfValues(cls)[0]
-
-def getEnumTypeName(cls, valueIn):
-    for item in cls:
-        if item == valueIn:
-            return item.value[1]
-    return listOfValues(cls)[0].value[1]
-