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NAMESPACE
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#useDynLib(IBrokers)
import(zoo, xts)
export(twsConnect,
twsConnect2, # experimental connection object
ibgConnect,
twsDisconnect,
is.twsConnection,
isConnected,
twsConnectionTime,
serverVersion,
setServerLogLevel,
reqCurrentTime,
.reqIds, # send only
reqIds,
reqContractDetails,
.reqAccountUpdates, # send only
reqAccountUpdates,
cancelAccountUpdates,
twsPortfolioValue,
# FA accounts only - untested as there is a missing EWrapper method here
reqManagedAccts,
requestFA,
replaceFA,
twsExecutionFilter,
reqExecutions,
reqScannerParameters,
twsScannerSubscription,
reqScannerSubscription,
twsContract,
is.twsContract,
as.twsContract,
twsBAG,
twsComboLeg,
twsCurrency,
twsCASH,
twsEquity,
twsSTK,
twsIndex,
twsIND,
twsCFD,
twsFuture,
twsFUT,
twsFutureOpt,
twsFOP,
twsOption,
twsOPT,
reqHistoricalData,
cancelHistoricalData,
reqHistory, # convenience wrapper
reqMktData,
cancelMktData,
.calculateImpliedVolatility,
calculateImpliedVolatility,
.calculateOptionPrice,
calculateOptionPrice,
reqMktDepth,
cancelMktDepth,
reqRealTimeBars,
cancelRealTimeBars,
twsOrder,
.placeOrder, # send only
placeOrder,
cancelOrder,
.reqOpenOrders,
reqOpenOrders,
.reqAllOpenOrders,
.reqAutoOpenOrders,
exerciseOptions,
reqNewsBulletins,
cancelNewsBulletins,
twsCALLBACK,
twsDEBUG,
processMsg,
eWrapper,
eWrapper.data,
eWrapper.RealTimeBars,
eWrapper.RealTimeBars.CSV,
eWrapper.MktData.CSV,
eWrapper.MktDepth.CSV
)
export(.twsIncomingMSG,
.twsOutgoingMSG,
.twsERR,
.twsTickType,
.twsOrderID
)
export(IBrokersRef)
S3method(print,twsConnection)
S3method(print,twsconn)
S3method("[[", twsconn)
S3method(close,twsConnection)
S3method(close,twsconn)
S3method(print,twsContract)
S3method(as.twsContract, list)
S3method(as.twsContract, twsContract)
S3method(as.twsContract, twsContractDetails)
S3method(print,twsContractDetails)
S3method(print,twsScannerSubscription)
S3method(print,eventPortfolioValue)
S3method(print,eventAccountValue)
S3method(twsPortfolioValue, eWrapper)
S3method(twsPortfolioValue, AccountUpdate)
S3method(summary, AccountUpdate)