#lang racket/base

(require gregor

gregor/period

racket/class

racket/contract

racket/match

racket/string

"base-structs.rkt")

(provide account-data-req%

cancel-historical-data-req%

cancel-market-data-req%

contract-details-req%

executions-req%

ibkr-msg%

historical-data-req%

market-data-req%

market-data-type-req%

open-orders-req%

place-order-req%

req-msg<%>

start-api-req%)

(define/contract ibkr-msg%

(class/c (init-field [msg-id integer?]

[version integer?]))

(class object%

(super-new)

(init-field msg-id version)))

(define req-msg<%>

; method to produce a string where each element, regardless of type, is converted

; to a string and is null terminated. these elements converted to null-terminated

; strings are then all appended together to form the message string.

(interface ()

[->string (->m string?)]))

(define/contract account-data-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [subscribe boolean?]

[account-code string?]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 6]

[version 2])

(inherit-field msg-id version)

(init-field [subscribe #f]

[account-code ""])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

(number->string version) "\0"

(if subscribe "1" "0") "\0"

account-code "\0"))))

(define/contract cancel-historical-data-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [request-id integer?]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 25]

[version 1])

(inherit-field msg-id version)

(init-field [request-id 0])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

(number->string version) "\0"

(number->string request-id) "\0"))))

(define/contract cancel-market-data-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [request-id integer?]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 2]

[version 1])

(inherit-field msg-id version)

(init-field [request-id 0])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

(number->string version) "\0"

(number->string request-id) "\0"))))

(define/contract contract-details-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [request-id integer?]

[contract-id integer?]

[symbol string?]

[security-type (or/c 'stk 'opt 'fut 'cash 'bond 'cfd 'fop 'war 'iopt 'fwd 'bag

'ind 'bill 'fund 'fixed 'slb 'news 'cmdty 'bsk 'icu 'ics #f)]

[expiry (or/c date? #f)]

[strike rational?]

[right (or/c 'call 'put #f)]

[multiplier (or/c rational? #f)]

[exchange string?]

[primary-exchange string?]

[currency string?]

[local-symbol string?]

[trading-class string?]

[security-id-type (or/c 'cusip 'sedol 'isin 'ric #f)]

[security-id string?]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 9]

[version 8])

(inherit-field msg-id version)

(init-field [request-id 0]

[contract-id 0]

[symbol ""]

[security-type #f]

[expiry #f]

[strike 0]

[right #f]

[multiplier #f]

[exchange ""]

[primary-exchange ""]

[currency ""]

[local-symbol ""]

[trading-class ""]

[include-expired ""]

[security-id-type #f]

[security-id ""])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

(number->string version) "\0"

(number->string request-id) "\0"

(number->string contract-id) "\0"

symbol "\0"

(if (symbol? security-type) (string-upcase (symbol->string security-type)) "") "\0"

(if (date? expiry) (~t expiry "yyyyMMdd") "") "\0"

(real->decimal-string strike 3) "\0"

(if (symbol? right) (string-upcase (substring (symbol->string right) 0 1)) "") "\0"

(if (rational? multiplier) (number->string multiplier) "") "\0"

exchange "\0"

primary-exchange "\0"

currency "\0"

local-symbol "\0"

trading-class "\0"

include-expired "\0"

(if (symbol? security-id-type) (string-upcase (symbol->string security-id-type)) "") "\0"

security-id "\0"))))

(define/contract executions-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [request-id integer?]

[client-id integer?]

[account string?]

[timestamp (or/c moment? #f)]

[symbol string?]

[security-type (or/c 'stk 'opt 'fut 'cash 'bond 'cfd 'fop 'war 'iopt 'fwd 'bag

'ind 'bill 'fund 'fixed 'slb 'news 'cmdty 'bsk 'icu 'ics #f)]

[exchange string?]

[side (or/c 'buy 'sell 'sshort #f)]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 7]

[version 3])

(inherit-field msg-id version)

(init-field [request-id 0]

[client-id 0]

[account ""]

[timestamp #f]

[symbol ""]

[security-type #f]

[exchange ""]

[side #f])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

(number->string version) "\0"

(number->string request-id) "\0"

(number->string client-id) "\0"

account "\0"

(if (moment? timestamp) (~t timestamp "yyyyMMdd-HH:mm:ss") "") "\0"

symbol "\0"

(if (symbol? security-type) (string-upcase (symbol->string security-type)) "") "\0"

exchange "\0"

(if (symbol? side) (string-upcase (symbol->string side)) "") "\0"))))

(define/contract historical-data-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [request-id integer?]

[contract-id integer?]

[symbol string?]

[security-type (or/c 'stk 'opt 'fut 'cash 'bond 'cfd 'fop 'war 'iopt 'fwd 'bag

'ind 'bill 'fund 'fixed 'slb 'news 'cmdty 'bsk 'icu 'ics #f)]

[expiry (or/c date? #f)]

[strike rational?]

[right (or/c 'call 'put #f)]

[multiplier (or/c rational? #f)]

[exchange string?]

[primary-exchange string?]

[currency string?]

[local-symbol string?]

[trading-class string?]

[include-expired boolean?]

[end-moment moment?]

[bar-size (or/c '1-secs '5-secs '15-secs '30-secs '1-min '2-mins '3-mins '5-mins '15-mins

'30-mins '1-hour '2-hours '3-hours '4-hours '8-hours '1-day '1W '1M)]

[duration period?]

[use-rth boolean?]

[what-to-show (or/c 'trades 'midpoint 'bid 'ask 'bid-ask 'historical-volatility

'option-implied-volatility 'fee-rate 'rebate-rate)]

[combo-legs (listof combo-leg?)]

[keep-up-to-date boolean?]

[chart-options string?]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 20]

[version 6])

(inherit-field msg-id)

(init-field [request-id 0]

[contract-id 0]

[symbol ""]

[security-type #f]

[expiry #f]

[strike 0]

[right #f]

[multiplier #f]

[exchange ""]

[primary-exchange ""]

[currency ""]

[local-symbol ""]

[trading-class ""]

[include-expired #f]

[end-moment (now/moment)]

[bar-size '1-hour]

[duration (days 1)]

[use-rth #f]

[what-to-show 'trades]

[combo-legs (list)]

[keep-up-to-date #f]

[chart-options ""])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

; version is unused for later server protocol versions

(number->string request-id) "\0"

(number->string contract-id) "\0"

symbol "\0"

(if (symbol? security-type) (string-upcase (symbol->string security-type)) "") "\0"

(if (date? expiry) (~t expiry "yyyyMMdd") "") "\0"

(real->decimal-string strike 2) "\0"

(if (symbol? right) (string-upcase (substring (symbol->string right) 0 1)) "") "\0"

(if (rational? multiplier) (number->string multiplier) "") "\0"

exchange "\0"

primary-exchange "\0"

currency "\0"

local-symbol "\0"

trading-class "\0"

(if include-expired "1" "0") "\0"

(~t end-moment "yyyyMMdd HH:mm:ss") "\0"

(string-replace (symbol->string bar-size) "-" " ") "\0"

(cond [(time-period? duration)

(string-append (number->string (+ (* 60 60 (period-ref duration 'hours))

(* 60 (period-ref duration 'minutes))

(period-ref duration 'seconds)))

" S")]

[(date-period? duration)

(string-append (number->string (+ (* 365 (period-ref duration 'years))

(* 30 (period-ref duration 'months))

(* 7 (period-ref duration 'weeks))

(period-ref duration 'days)))

" D")]) "\0"

(if use-rth "1" "0") "\0"

(string-replace (string-upcase (symbol->string what-to-show)) "-" "_") "\0"

; format-date is a parameter for the Java API, but we are ignoring it. clients will receive a moment object

; that can be converted to a string or 'seconds since epoch' value

"1" "\0" ; format-date

(if (equal? 'bag security-type)

(string-append

(number->string (length combo-legs)) "\0"

(apply string-append

(map (λ (cl) (string-append (number->string (combo-leg-contract-id cl)) "\0"

(number->string (combo-leg-ratio cl)) "\0"

(string-upcase (symbol->string (combo-leg-action cl))) "\0"

(combo-leg-exchange cl) "\0"))

combo-legs)))

"")

(if keep-up-to-date "1" "0") "\0"

chart-options "\0"))))

(define/contract market-data-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [request-id integer?]

[contract-id integer?]

[symbol string?]

[security-type (or/c 'stk 'opt 'fut 'cash 'bond 'cfd 'fop 'war 'iopt 'fwd 'bag

'ind 'bill 'fund 'fixed 'slb 'news 'cmdty 'bsk 'icu 'ics #f)]

[expiry (or/c date? #f)]

[strike rational?]

[right (or/c 'call 'put #f)]

[multiplier (or/c rational? #f)]

[exchange string?]

[primary-exchange string?]

[currency string?]

[local-symbol string?]

[trading-class string?]

[combo-legs (listof combo-leg?)]

[delta-neutral-contract-id (or/c integer? #f)]

[delta-neutral-delta (or/c rational? #f)]

[delta-neutral-price (or/c rational? #f)]

[generic-tick-list string?]

[snapshot boolean?]

[regulatory-snapshot boolean?]

[market-data-options string?]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 1]

[version 11])

(inherit-field msg-id version)

(init-field [request-id 0]

[contract-id 0]

[symbol ""]

[security-type #f]

[expiry #f]

[strike 0]

[right #f]

[multiplier #f]

[exchange ""]

[primary-exchange ""]

[currency ""]

[local-symbol ""]

[trading-class ""]

[combo-legs (list)]

[delta-neutral-contract-id #f]

[delta-neutral-delta #f]

[delta-neutral-price #f]

[generic-tick-list ""]

[snapshot #f]

[regulatory-snapshot #f]

[market-data-options ""])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

(number->string version) "\0"

(number->string request-id) "\0"

(number->string contract-id) "\0"

symbol "\0"

(if (symbol? security-type) (string-upcase (symbol->string security-type)) "") "\0"

(if (date? expiry) (~t expiry "yyyyMMdd") "") "\0"

(real->decimal-string strike 2) "\0"

(if (symbol? right) (string-upcase (substring (symbol->string right) 0 1)) "") "\0"

(if (rational? multiplier) (number->string multiplier) "") "\0"

exchange "\0"

primary-exchange "\0"

currency "\0"

local-symbol "\0"

trading-class "\0"

(if (equal? 'bag security-type)

(string-append

(number->string (length combo-legs)) "\0"

(apply string-append

(map (λ (cl) (string-append (number->string (combo-leg-contract-id cl)) "\0"

(number->string (combo-leg-ratio cl)) "\0"

(string-upcase (symbol->string (combo-leg-action cl))) "\0"

(combo-leg-exchange cl) "\0"))

combo-legs)))

"")

(if (and (integer? delta-neutral-contract-id)

(rational? delta-neutral-delta)

(rational? delta-neutral-price))

(string-append

"1" "\0"

(number->string delta-neutral-contract-id) "\0"

(real->decimal-string delta-neutral-delta 2) "\0"

(real->decimal-string delta-neutral-price 2))

"0")

"\0"

generic-tick-list "\0"

(if snapshot "1" "0") "\0"

(if regulatory-snapshot "1" "0") "\0"

market-data-options "\0"))))

(define/contract market-data-type-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [market-data-type (or/c 'real-time 'frozen 'delayed 'delayed-frozen)]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 59]

[version 1])

(inherit-field msg-id version)

(init-field [market-data-type 'real-time])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

(number->string version) "\0"

(match market-data-type

['real-time "1"]

['frozen "2"]

['delayed "3"]

['delayed-frozen "4"]) "\0"))))

(define/contract open-orders-req%

(class/c (inherit-field [msg-id integer?]

[version integer?]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 5]

[version 1])

(inherit-field msg-id version)

(define/public (->string)

(string-append

(number->string msg-id) "\0"

(number->string version) "\0"))))

(define/contract place-order-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [order-id integer?]

[contract-id integer?]

[symbol string?]

[security-type (or/c 'stk 'opt 'fut 'cash 'bond 'cfd 'fop 'war 'iopt 'fwd 'bag

'ind 'bill 'fund 'fixed 'slb 'news 'cmdty 'bsk 'icu 'ics #f)]

[expiry (or/c date? #f)]

[strike rational?]

[right (or/c 'call 'put #f)]

[multiplier (or/c rational? #f)]

[exchange string?]

[primary-exchange string?]

[currency string?]

[local-symbol string?]

[trading-class string?]

[security-id-type (or/c 'cusip 'sedol 'isin 'ric #f)]

[security-id string?]

[action (or/c 'buy 'sell 'sshort)]

[total-quantity rational?]

[order-type string?]

[limit-price (or/c rational? #f)]

[aux-price (or/c rational? #f)]

[time-in-force (or/c 'day 'gtc 'opg 'ioc 'gtd 'gtt 'auc 'fok 'gtx 'dtc)]

[oca-group string?]

[account string?]

[open-close (or/c 'open 'close)]

[origin (or/c 'customer 'firm)]

[order-ref string?]

[transmit boolean?]

[parent-id integer?]

[block-order boolean?]

[sweep-to-fill boolean?]

[display-size integer?]

[trigger-method integer?]

[outside-rth boolean?]

[hidden boolean?]

[combo-legs (listof combo-leg?)]

[order-combo-legs (listof rational?)]

[smart-combo-routing-params hash?]

[discretionary-amount (or/c rational? #f)]

[good-after-time (or/c moment? #f)]

[good-till-date (or/c date? #f)]

[advisor-group string?]

[advisor-method string?]

[advisor-percentage string?]

[advisor-profile string?]

[model-code string?]

[short-sale-slot (or/c 0 1 2)]

[designated-location string?]

[exempt-code integer?]

[oca-type integer?]

[rule-80-a string?]

[settling-firm string?]

[all-or-none boolean?]

[minimum-quantity (or/c integer? #f)]

[percent-offset (or/c rational? #f)]

[electronic-trade-only boolean?]

[firm-quote-only boolean?]

[nbbo-price-cap (or/c rational? #f)]

[auction-strategy (or/c 'match 'improvement 'transparent #f)]

[starting-price rational?]

[stock-ref-price rational?]

[delta (or/c rational? #f)]

[stock-range-lower rational?]

[stock-range-upper rational?]

[override-percentage-constraints boolean?]

[volatility (or/c rational? #f)]

[volatility-type (or/c integer? #f)]

[delta-neutral-order-type string?]

[delta-neutral-aux-price (or/c rational? #f)]

[continuous-update integer?]

[reference-price-type (or/c integer? #f)]

[trailing-stop-price (or/c rational? #f)]

[trailing-percent (or/c rational? #f)]

[scale-init-level-size (or/c integer? #f)]

[scale-subs-level-size (or/c integer? #f)]

[scale-price-increment (or/c rational? #f)]

[scale-price-adjust-value (or/c rational? #f)]

[scale-price-adjust-interval (or/c integer? #f)]

[scale-profit-offset (or/c rational? #f)]

[scale-auto-reset boolean?]

[scale-init-position (or/c integer? #f)]

[scale-init-fill-quantity (or/c integer? #f)]

[scale-random-percent boolean?]

[scale-table string?]

[active-start-time string?]

[active-stop-time string?]

[hedge-type string?]

[hedge-param string?]

[opt-out-smart-routing boolean?]

[clearing-account string?]

[clearing-intent (or/c 'ib 'away 'pta #f)]

[not-held boolean?]

[delta-neutral-contract-id (or/c integer? #f)]

[delta-neutral-delta (or/c rational? #f)]

[delta-neutral-price (or/c rational? #f)]

[algo-strategy string?]

[algo-strategy-params hash?]

[algo-id string?]

[what-if boolean?]

[order-misc-options string?]

[solicited boolean?]

[randomize-size boolean?]

[randomize-price boolean?]

[reference-contract-id integer?]

[is-pegged-change-amount-decrease boolean?]

[pegged-change-amount rational?]

[reference-change-amount rational?]

[reference-exchange-id string?]

[conditions (listof condition?)]

[conditions-ignore-rth boolean?]

[conditions-cancel-order boolean?]

[adjusted-order-type (or/c 'mkt 'lmt 'stp 'stp-limit 'rel 'trail 'box-top 'fix-pegged 'lit 'lmt-+-mkt

'loc 'mit 'mkt-prt 'moc 'mtl 'passv-rel 'peg-bench 'peg-mid 'peg-mkt 'peg-prim

'peg-stk 'rel-+-lmt 'rel-+-mkt 'snap-mid 'snap-mkt 'snap-prim 'stp-prt

'trail-limit 'trail-lit 'trail-lmt-+-mkt 'trail-mit 'trail-rel-+-mkt 'vol

'vwap 'quote 'ppv 'pdv 'pmv 'psv #f)]

[trigger-price rational?]

[limit-price-offset rational?]

[adjusted-stop-price rational?]

[adjusted-stop-limit-price rational?]

[adjusted-trailing-amount rational?]

[adjusted-trailing-unit integer?]

[ext-operator string?]

[soft-dollar-tier-name string?]

[soft-dollar-tier-value string?]

[cash-quantity rational?]

[mifid2-decision-maker string?]

[mifid2-decision-algo string?]

[mifid2-execution-trader string?]

[mifid2-execution-algo string?]

[dont-use-auto-price-for-hedge boolean?]

[is-oms-container boolean?]

[discretionary-up-to-limit-price boolean?]

[use-price-management-algo boolean?]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 3]

[version 45])

(inherit-field msg-id version)

(init-field [order-id 0]

[contract-id 0]

[symbol ""]

[security-type #f]

[expiry #f]

[strike 0]

[right #f]

[multiplier #f]

[exchange ""]

[primary-exchange ""]

[currency ""]

[local-symbol ""]

[trading-class ""]

[security-id-type #f]

[security-id ""]

; default from Order

[action 'buy]

[total-quantity 0]

; default from Order

[order-type "LMT"]

[limit-price #f]

[aux-price #f]

; default from Order

[time-in-force 'day]

[oca-group ""]

[account ""]

; default from Order

[open-close 'open]

[origin 'customer]

[order-ref ""]

; default from Order

[transmit #t]

[parent-id 0]

[block-order #f]

[sweep-to-fill #f]

[display-size 0]

[trigger-method 0]

[outside-rth #f]

[hidden #f]

[combo-legs (list)]

[order-combo-legs (list)]

[smart-combo-routing-params (hash)]

[discretionary-amount #f]

[good-after-time #f]

[good-till-date #f]

[advisor-group ""]

[advisor-method ""]

[advisor-percentage ""]

[advisor-profile ""]

[model-code ""]

[short-sale-slot 0]

[designated-location ""]

[exempt-code -1]

[oca-type 0]

[rule-80-a ""]

[settling-firm ""]

[all-or-none #f]

[minimum-quantity #f]

[percent-offset #f]

[electronic-trade-only #f]

[firm-quote-only #f]

[nbbo-price-cap #f]

[auction-strategy #f]

[starting-price 0]

[stock-ref-price 0]

[delta #f]

[stock-range-lower 0]

[stock-range-upper 0]

[override-percentage-constraints #f]

[volatility #f]

[volatility-type #f]

[delta-neutral-order-type ""]

[delta-neutral-aux-price #f]

[continuous-update 0]

[reference-price-type #f]

[trailing-stop-price #f]

[trailing-percent #f]

[scale-init-level-size #f]

[scale-subs-level-size #f]

[scale-price-increment #f]

[scale-price-adjust-value #f]

[scale-price-adjust-interval #f]

[scale-profit-offset #f]

[scale-auto-reset #f]

[scale-init-position #f]

[scale-init-fill-quantity #f]

[scale-random-percent #f]

[scale-table ""]

[active-start-time ""]

[active-stop-time ""]

[hedge-type ""]

[hedge-param ""]

[opt-out-smart-routing #f]

[clearing-account ""]

[clearing-intent #f]

[not-held #f]

[delta-neutral-contract-id #f]

[delta-neutral-delta #f]

[delta-neutral-price #f]

[algo-strategy ""]

[algo-strategy-params (hash)]

[algo-id ""]

[what-if #f]

[order-misc-options ""]

[solicited #f]

[randomize-size #f]

[randomize-price #f]

[reference-contract-id 0]

[is-pegged-change-amount-decrease #f]

[pegged-change-amount 0]

[reference-change-amount 0]

[reference-exchange-id ""]

[conditions (list)]

[conditions-ignore-rth #f]

[conditions-cancel-order #f]

[adjusted-order-type #f]

[trigger-price 0]

[limit-price-offset 0]

[adjusted-stop-price 0]

[adjusted-stop-limit-price 0]

[adjusted-trailing-amount 0]

[adjusted-trailing-unit 0]

[ext-operator ""]

[soft-dollar-tier-name ""]

[soft-dollar-tier-value ""]

[cash-quantity 0]

[mifid2-decision-maker ""]

[mifid2-decision-algo ""]

[mifid2-execution-trader ""]

[mifid2-execution-algo ""]

[dont-use-auto-price-for-hedge #f]

[is-oms-container #f]

[discretionary-up-to-limit-price #f]

[use-price-management-algo #f])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

; (number->string version) "\0"

(number->string order-id) "\0"

(number->string contract-id) "\0"

symbol "\0"

(if (symbol? security-type) (string-upcase (symbol->string security-type)) "") "\0"

(if (date? expiry) (~t expiry "yyyyMMdd") "") "\0"

(real->decimal-string strike 2) "\0"

(if (symbol? right) (string-upcase (substring (symbol->string right) 0 1)) "") "\0"

(if (rational? multiplier) (number->string multiplier) "") "\0"

exchange "\0"

primary-exchange "\0"

currency "\0"

local-symbol "\0"

trading-class "\0"

(if (symbol? security-id-type) (string-upcase (symbol->string security-id-type)) "") "\0"

security-id "\0"

(string-upcase (symbol->string action)) "\0"

(real->decimal-string total-quantity 2) "\0"

order-type "\0"

(if (rational? limit-price) (real->decimal-string limit-price 2) "") "\0"

(if (rational? aux-price) (real->decimal-string aux-price 2) "") "\0"

(string-upcase (symbol->string time-in-force)) "\0"

oca-group "\0"

account "\0"

(string-upcase (substring (symbol->string open-close) 0 1)) "\0"

(match origin

['customer "0"]

['firm "1"])

"\0"

order-ref "\0"

(if transmit "1" "0") "\0"

(number->string parent-id) "\0"

(if block-order "1" "0") "\0"

(if sweep-to-fill "1" "0") "\0"

(number->string display-size) "\0"

(number->string trigger-method) "\0"

(if outside-rth "1" "0") "\0"

(if hidden "1" "0") "\0"

(if (equal? 'bag security-type)

(string-append

(number->string (length combo-legs)) "\0"

(apply string-append

(map (λ (cl) (string-append (number->string (combo-leg-contract-id cl)) "\0"

(number->string (combo-leg-ratio cl)) "\0"

(string-upcase (symbol->string (combo-leg-action cl))) "\0"

(combo-leg-exchange cl) "\0"

(match (combo-leg-open-close cl)

['same "0"]

['open "1"]

['close "2"]

[_ "3"]) "\0"

(number->string (combo-leg-short-sale-slot cl)) "\0"

(combo-leg-designated-location cl) "\0"

(number->string (combo-leg-exempt-code cl)) "\0"))

combo-legs)))

"")

(if (equal? 'bag security-type)

(string-append

(number->string (length order-combo-legs)) "\0"

(apply string-append

(map (λ (ocl) (string-append (number->string ocl) "\0"))

order-combo-legs)))

"")

(if (equal? 'bag security-type)

(string-append

(number->string (hash-count smart-combo-routing-params)) "\0"

(apply string-append

(hash-map smart-combo-routing-params

(λ (k v) (string-append k "\0" v "\0")))))

"")

; deprecated shares-allocation

"\0"

(if (rational? discretionary-amount) (real->decimal-string discretionary-amount 2) "") "\0"

(if (moment? good-after-time) (~t good-after-time "yyyyMMdd HH:mm:ss z") "") "\0"

(if (date? good-till-date) (~t good-till-date "yyyyMMdd") "") "\0"

advisor-group "\0"

advisor-method "\0"

advisor-percentage "\0"

advisor-profile "\0"

model-code "\0"

(number->string short-sale-slot) "\0"

designated-location "\0"

(number->string exempt-code) "\0"

(number->string oca-type) "\0"

rule-80-a "\0"

settling-firm "\0"

(if all-or-none "1" "0") "\0"

(if (integer? minimum-quantity) (number->string minimum-quantity) "") "\0"

(if (rational? percent-offset) (real->decimal-string percent-offset 2) "") "\0"

(if electronic-trade-only "1" "0") "\0"

(if firm-quote-only "1" "0") "\0"

(if (rational? nbbo-price-cap) (real->decimal-string nbbo-price-cap 2) "") "\0"

(match auction-strategy

['match "1"]

['improvement "2"]

['transparent "3"]

[_ "0"])

"\0"

(real->decimal-string starting-price 2) "\0"

(real->decimal-string stock-ref-price 2) "\0"

(if (rational? delta) (real->decimal-string delta 2) "") "\0"

(real->decimal-string stock-range-lower 2) "\0"

(real->decimal-string stock-range-upper 2) "\0"

(if override-percentage-constraints "1" "0") "\0"

(if (rational? volatility) (real->decimal-string (* 100 volatility) 2) "") "\0"

(if (integer? volatility-type) (number->string volatility-type) "") "\0"

; there is some additional logic surrounding the delta neutral order type but

; it is currently unknown how to properly construct it, so we'll send nothing

"" "\0"

(if (rational? delta-neutral-aux-price) (real->decimal-string delta-neutral-aux-price 2) "") "\0"

(number->string continuous-update) "\0"

(if (integer? reference-price-type) (number->string reference-price-type) "") "\0"

(if (rational? trailing-stop-price) (real->decimal-string trailing-stop-price 2) "") "\0"

(if (rational? trailing-percent) (real->decimal-string (* 100 trailing-percent) 2) "") "\0"

(if (integer? scale-init-level-size) (number->string scale-init-level-size) "") "\0"

(if (integer? scale-subs-level-size) (number->string scale-subs-level-size) "") "\0"

(if (rational? scale-price-increment)

(string-append

(real->decimal-string scale-price-increment 2) "\0"

(if (rational? scale-price-adjust-value) (real->decimal-string scale-price-adjust-value 2) "") "\0"

(if (integer? scale-price-adjust-interval) (number->string scale-price-adjust-interval) "") "\0"

(if (rational? scale-profit-offset) (real->decimal-string scale-profit-offset 2) "") "\0"

(if scale-auto-reset "1" "0") "\0"

(if (integer? scale-init-position) (number->string scale-init-position) "") "\0"

(if (integer? scale-init-fill-quantity) (number->string scale-init-fill-quantity) "") "\0"

(if scale-random-percent "1" "0"))

"\0")

scale-table "\0"

active-start-time "\0"

active-stop-time "\0"

; there is some additional logic surrounding hedge type and hedge param but it is

; currently unknown which values are acceptable, so we'll send nothing

"" "\0"

(if opt-out-smart-routing "1" "0") "\0"

clearing-account "\0"

(match clearing-intent

['ib "IB"]

['away "Away"]

['pta "PTA"]

[_ ""])

"\0"

(if not-held "1" "0") "\0"

(if (and (integer? delta-neutral-contract-id)

(rational? delta-neutral-delta)

(rational? delta-neutral-price))

(string-append

"1" "\0"

(number->string delta-neutral-contract-id) "\0"

(real->decimal-string delta-neutral-delta 2) "\0"

(real->decimal-string delta-neutral-price 2))

"0")

"\0"

algo-strategy "\0"

(if (equal? "" algo-strategy)

""

(string-append

(number->string (hash-count algo-strategy-params)) "\0"

(apply string-append

(hash-map algo-strategy-params

(λ (k v) (string-append k "\0" v "\0"))))))

algo-id "\0"

(if what-if "1" "0") "\0"

order-misc-options "\0"

(if solicited "1" "0") "\0"

(if randomize-size "1" "0") "\0"

(if randomize-price "1" "0") "\0"

(if (equal? order-type 'peg-bench)

(string-append

(number->string reference-contract-id) "\0"

(if is-pegged-change-amount-decrease "1" "0") "\0"

(real->decimal-string pegged-change-amount 2) "\0"

(real->decimal-string reference-change-amount 2) "\0"

reference-exchange-id "\0")

"")

(number->string (length conditions)) "\0"

(if (< 0 (length conditions))

(string-append

(apply string-append

(map (λ (c)

(string-append

(match (condition-type c) ['price "1"] ['time "3"] ['margin "4"] ['execution "5"] ['volume "6"] ['percent-change "7"]) "\0"

(match (condition-boolean-operator c) ['and "a"] ['or "o"]) "\0"

(match (condition-type c)

['price (string-append

(match (condition-comparator c) ['less-than "0"] ['greater-than "1"]) "\0"

(real->decimal-string (condition-value c) 2) "\0"

(number->string (condition-contract-id c)) "\0"

(condition-exchange c) "\0"

(match (condition-trigger-method c)

['default "0"]

['double-bid/ask "1"]

['last "2"]

['double-last "3"]

['bid/ask "4"]

['last-of-bid/ask "7"]

['mid-point "8"]) "\0")]

['time (string-append

(match (condition-comparator c) ['less-than "0"] ['greater-than "1"]) "\0"

(~t (condition-value c) "yyyyMMdd HH:mm:ss") "\0")]

['margin (string-append

(match (condition-comparator c) ['less-than "0"] ['greater-than "1"]) "\0"

(number->string (condition-value c)) "\0")]

['execution (string-append

(string-upcase (symbol->string (condition-security-type c))) "\0"

(condition-exchange c) "\0"

(condition-symbol c) "\0")]

['volume (string-append

(match (condition-comparator c) ['less-than "0"] ['greater-than "1"]) "\0"

(number->string (condition-value c)) "\0"

(number->string (condition-contract-id c)) "\0"

(condition-exchange c) "\0")]

['percent-change (string-append

(match (condition-comparator c) ['less-than "0"] ['greater-than "1"]) "\0"

(real->decimal-string (condition-value c) 2) "\0"

(number->string (condition-contract-id c)) "\0"

(condition-exchange c) "\0")])))

conditions))

(if conditions-ignore-rth "1" "0") "\0"

(if conditions-cancel-order "1" "0") "\0")

"")

(if (symbol? adjusted-order-type)

(string-replace (string-upcase (symbol->string order-type)) "-" " ")

"")

"\0"

(real->decimal-string trigger-price 2) "\0"

(real->decimal-string limit-price-offset 2) "\0"

(real->decimal-string adjusted-stop-price 2) "\0"

(real->decimal-string adjusted-stop-limit-price 2) "\0"

(real->decimal-string adjusted-trailing-amount 2) "\0"

(number->string adjusted-trailing-unit) "\0"

ext-operator "\0"

soft-dollar-tier-name "\0"

soft-dollar-tier-value "\0"

(real->decimal-string cash-quantity 2) "\0"

mifid2-decision-maker "\0"

mifid2-decision-algo "\0"

mifid2-execution-trader "\0"

mifid2-execution-algo "\0"

(if dont-use-auto-price-for-hedge "1" "0") "\0"

(if is-oms-container "1" "0") "\0"

(if discretionary-up-to-limit-price "1" "0") "\0"

(if use-price-management-algo "1" "0") "\0"))))

(define/contract start-api-req%

(class/c (inherit-field [msg-id integer?]

[version integer?])

(init-field [client-id integer?]))

(class* ibkr-msg%

(req-msg<%>)

(super-new [msg-id 71]

[version 2])

(inherit-field msg-id version)

(init-field [client-id 0])

(define/public (->string)

(string-append

(number->string msg-id) "\0"

(number->string version) "\0"

(number->string client-id) "\0"

; optional capabilities not used currently

"\0"))))