Breaking: Now tick types are served as enum instead of strings.

Breaking: Now tick types are served as enum instead of strings.
tickname() isn't changed.

src/InteractiveBrokers.jl

@@ -12,7 +12,7 @@ include("types_private.jl")
 include("wrapper.jl")
 include("reader.jl")          ; using .Reader: check_all, start_reader
 include("utils.jl")
-
+include("TickTypes.jl")
 
 """
     Connection()

src/TickTypes.jl

@@ -0,0 +1,115 @@
+module TickTypes
+
+export tickname
+export TICK_TYPES
+
+tickname(i) = string(TICK_TYPES(i))
+
+@enum TICK_TYPES::Int begin
+    BID_SIZE = 0
+    BID = 1
+    ASK = 2
+    ASK_SIZE = 3
+    LAST = 4
+    LAST_SIZE = 5
+    HIGH = 6
+    LOW = 7
+    VOLUME = 8
+    CLOSE = 9
+    BID_OPTION = 10
+    ASK_OPTION = 11
+    LAST_OPTION = 12
+    MODEL_OPTION = 13
+    OPEN = 14
+    LOW_13_WEEK = 15
+    HIGH_13_WEEK = 16
+    LOW_26_WEEK = 17
+    HIGH_26_WEEK = 18
+    LOW_52_WEEK = 19
+    HIGH_52_WEEK = 20
+    AVG_VOLUME = 21
+    OPEN_INTEREST = 22
+    OPTION_HISTORICAL_VOL = 23
+    OPTION_IMPLIED_VOL = 24
+    OPTION_BID_EXCH = 25
+    OPTION_ASK_EXCH = 26
+    OPTION_CALL_OPEN_INTEREST = 27
+    OPTION_PUT_OPEN_INTEREST = 28
+    OPTION_CALL_VOLUME = 29
+    OPTION_PUT_VOLUME = 30
+    INDEX_FUTURE_PREMIUM = 31
+    BID_EXCH = 32
+    ASK_EXCH = 33
+    AUCTION_VOLUME = 34
+    AUCTION_PRICE = 35
+    AUCTION_IMBALANCE = 36
+    MARK_PRICE = 37
+    BID_EFP_COMPUTATION = 38
+    ASK_EFP_COMPUTATION = 39
+    LAST_EFP_COMPUTATION = 40
+    OPEN_EFP_COMPUTATION = 41
+    HIGH_EFP_COMPUTATION = 42
+    LOW_EFP_COMPUTATION = 43
+    CLOSE_EFP_COMPUTATION = 44
+    LAST_TIMESTAMP = 45
+    SHORTABLE = 46
+    FUNDAMENTAL_RATIOS = 47
+    RT_VOLUME = 48
+    HALTED = 49
+    BID_YIELD = 50
+    ASK_YIELD = 51
+    LAST_YIELD = 52
+    CUST_OPTION_COMPUTATION = 53
+    TRADE_COUNT = 54
+    TRADE_RATE = 55
+    VOLUME_RATE = 56
+    LAST_RTH_TRADE = 57
+    RT_HISTORICAL_VOL = 58
+    IB_DIVIDENDS = 59
+    BOND_FACTOR_MULTIPLIER = 60
+    REGULATORY_IMBALANCE = 61
+    NEWS_TICK = 62
+    SHORT_TERM_VOLUME_3_MIN = 63
+    SHORT_TERM_VOLUME_5_MIN = 64
+    SHORT_TERM_VOLUME_10_MIN = 65
+    DELAYED_BID = 66
+    DELAYED_ASK = 67
+    DELAYED_LAST = 68
+    DELAYED_BID_SIZE = 69
+    DELAYED_ASK_SIZE = 70
+    DELAYED_LAST_SIZE = 71
+    DELAYED_HIGH = 72
+    DELAYED_LOW = 73
+    DELAYED_VOLUME = 74
+    DELAYED_CLOSE = 75
+    DELAYED_OPEN = 76
+    RT_TRD_VOLUME = 77
+    CREDITMAN_MARK_PRICE = 78
+    CREDITMAN_SLOW_MARK_PRICE = 79
+    DELAYED_BID_OPTION = 80
+    DELAYED_ASK_OPTION = 81
+    DELAYED_LAST_OPTION = 82
+    DELAYED_MODEL_OPTION = 83
+    LAST_EXCH = 84
+    LAST_REG_TIME = 85
+    FUTURES_OPEN_INTEREST = 86
+    AVG_OPT_VOLUME = 87
+    DELAYED_LAST_TIMESTAMP = 88
+    SHORTABLE_SHARES = 89
+    DELAYED_HALTED = 90
+    REUTERS_2_MUTUAL_FUNDS = 91
+    ETF_NAV_CLOSE = 92
+    ETF_NAV_PRIOR_CLOSE = 93
+    ETF_NAV_BID = 94
+    ETF_NAV_ASK = 95
+    ETF_NAV_LAST = 96
+    ETF_FROZEN_NAV_LAST = 97
+    ETF_NAV_HIGH = 98
+    ETF_NAV_LOW = 99
+    SOCIAL_MARKET_ANALYTICS = 100
+    ESTIMATED_IPO_MIDPOINT = 101
+    FINAL_IPO_LAST = 102
+    DELAYED_YIELD_BID = 103
+    DELAYED_YIELD_ASK = 104
+end
+end

src/decode.jl

@@ -1,7 +1,6 @@
 using Base.Iterators: take
 
 include("process.jl")
-include("ticktype.jl")
 
 # Make a shortcut
 const pop = popfirst!

src/process.jl

@@ -93,7 +93,7 @@ const process = Dict(
     size::Union{Float64,Nothing},
     mask::Int = it
 
-    InteractiveBrokers.forward(w, :tickPrice, tickerId, tickname(ticktype), price, size, unmask(TickAttrib, mask))
+    InteractiveBrokers.forward(w, :tickPrice, tickerId, InteractiveBrokers.TICK_TYPES(ticktype), price, size, unmask(TickAttrib, mask))
   end,
 
   # TICK_SIZE
@@ -103,7 +103,7 @@ const process = Dict(
     ticktype::Int,
     size::Float64 = it
 
-    InteractiveBrokers.forward(w, :tickSize, tickerId, tickname(ticktype), size)
+    InteractiveBrokers.forward(w, :tickSize, tickerId, InteractiveBrokers.TICK_TYPES(ticktype), size)
   end,
 
   # ORDER_STATUS
@@ -499,7 +499,7 @@ const process = Dict(
     # (delta, gamma, vega, theta) == -2 means NA
     replace!(view(v, [2, 5, 6, 7]), -2 => nothing)
 
-    InteractiveBrokers.forward(w, :tickOptionComputation, tickerId, tickname(ticktype), tickAttrib, v...)
+    InteractiveBrokers.forward(w, :tickOptionComputation, tickerId, InteractiveBrokers.TICK_TYPES(ticktype), tickAttrib, v...)
   end,
 
   # TICK_GENERIC
@@ -509,7 +509,7 @@ const process = Dict(
     ticktype::Int,
     value::Float64 = it
 
-    InteractiveBrokers.forward(w, :tickGeneric, tickerId, tickname(ticktype), value)
+    InteractiveBrokers.forward(w, :tickGeneric, tickerId, InteractiveBrokers.TICK_TYPES(ticktype), value)
   end,
 
   # TICK_STRING
@@ -519,7 +519,7 @@ const process = Dict(
     ticktype::Int,
     value::String = it
 
-    InteractiveBrokers.forward(w, :tickString, tickerId, tickname(ticktype), value)
+    InteractiveBrokers.forward(w, :tickString, tickerId, InteractiveBrokers.TICK_TYPES(ticktype), value)
   end,
 
   # TICK_EFP
@@ -528,7 +528,7 @@ const process = Dict(
     tickerId::Int,
     ticktype::Int = it
 
-    InteractiveBrokers.forward(w, tickEFP, tickerId, tickname(ticktype), slurp((Float64, String, Float64, Int, String, Float64, Float64), it)...)
+    InteractiveBrokers.forward(w, tickEFP, tickerId, InteractiveBrokers.TICK_TYPES(ticktype), slurp((Float64, String, Float64, Int, String, Float64, Float64), it)...)
   end,
 
   # CURRENT_TIME

test/test_utils.jl

@@ -1,25 +1,20 @@
 @testset "Utils" begin
 
-    @test InteractiveBrokers.Reader.tickname( 0) == "BID_SIZE"
-
-    @test InteractiveBrokers.Reader.tickname(90) == "DELAYED_HALTED"
-
-    @test InteractiveBrokers.Reader.tickname(102) == "FINAL_IPO_LAST"
-
-    @test (@test_logs (:error, "tickname(): unknown ticktype") InteractiveBrokers.Reader.tickname(-1)) == "UNKNOWN"
-
-    @test InteractiveBrokers.funddist("Y") == "Income Fund"
-    @test InteractiveBrokers.fundtype("003") == "Multi-asset"
-    @test InteractiveBrokers.funddist("") == InteractiveBrokers.fundtype("") == "None"
-
-    @test fieldname(InteractiveBrokers.Contract, 15) === :secId
-    @test fieldname(InteractiveBrokers.Contract, 17) === :issuerId
-
-    @test fieldname(InteractiveBrokers.ContractDetails, 44) === :fundName
-    @test fieldname(InteractiveBrokers.ContractDetails, 58) === :fundBlueSkyTerritories
-
-    @test fieldname(InteractiveBrokers.Order, 79) === :account
-    @test fieldname(InteractiveBrokers.Order, 125) === :parentPermId
-
-  end
-
+  @test InteractiveBrokers.TickTypes.tickname(0) == "BID_SIZE"
+  @test InteractiveBrokers.TickTypes.tickname(90) == "DELAYED_HALTED"
+  @test InteractiveBrokers.TickTypes.tickname(102) == "FINAL_IPO_LAST"
+
+  @test InteractiveBrokers.funddist("Y") == "Income Fund"
+  @test InteractiveBrokers.fundtype("003") == "Multi-asset"
+  @test InteractiveBrokers.funddist("") == InteractiveBrokers.fundtype("") == "None"
+
+  @test fieldname(InteractiveBrokers.Contract, 15) === :secId
+  @test fieldname(InteractiveBrokers.Contract, 17) === :issuerId
+
+  @test fieldname(InteractiveBrokers.ContractDetails, 44) === :fundName
+  @test fieldname(InteractiveBrokers.ContractDetails, 58) === :fundBlueSkyTerritories
+
+  @test fieldname(InteractiveBrokers.Order, 79) === :account
+  @test fieldname(InteractiveBrokers.Order, 125) === :parentPermId
+
+end