#IB TWS编程手记——04-EWrapper类（账户相关消息函数）

╰+攻爆jí腚メ 2022-12-30 03:46 137阅读 0赞

### 文章目录 ###

*  EWrapper是什么
 *  账户信息相关函数
 *   *  void accountDownloadEnd
     *   *  相关参数
         *  实现方式
         *  相关函数
     *  void accountSummary
     *   *  相关参数
         *  tag
         *  相关函数
         *  实现方式
     *  void accountSummaryEnd
     *   *  相关参数
         *   *  相关函数
         *  实现方式
     *  void accountUpdateMulti
     *   *  相关参数
         *  相关函数
         *  实现方式
     *  void accountUpdateMultiEnd
     *   *  相关参数
         *  相关函数
         *  相关实现

> 算起来，这个系列的文章算是鸽了很久，休息这两天，正好填一下这个系列的坑。那么接下来这几篇文章就重点介绍一下TWS API中最重要的几个类。正如之前提过，TWS的提交机制，主要消息需要通过EWrapper来向TWS进行提交订单、账户、交易信息提交等工作。所以，我想了一下，就需要重点说明和介绍我们的EWrapper类。

# EWrapper是什么 #

首先看一眼IB对于这个类的介绍

> This interface’s methods are used by the TWS/Gateway to communicate with the API client. Every API client application needs to implement this interface in order to handle all the events generated by the TWS/Gateway. Almost every EClientSocket method call will result in at least one event delivered here.

可以知道，用于提交的几乎所有的消息事件，都是需要通过这个类进行处理。然而，如果你深入编程过程，就会发现IB是需要你自行实现这个类的全部虚函数的。也就是说，对于EWrapper来说，它其实是个接口。

![TWS API 交互逻辑][TWS API]  
那么，我们都需要实现哪些接口呢？接口具体实现，你可以直接把样例里的EWrapper直接拿来用，但是我这里还是稍微介绍一下，你也可以把这篇文章当成一个查询使用。

# 账户信息相关函数 #

## void accountDownloadEnd ##

它是与账号信息有关的一个函数，在你对账号操作请求发送后，并被处理后得到的返回信息。所以当账号信息处理完毕后，该函数会被TWS激活。

### 相关参数 ###

*  string account：账户ID

### 实现方式 ###

public virtual void accountDownloadEnd(string account)
    		{ 
    		    Console.WriteLine("Account download finished: " + account + "\n");
    		}

### 相关函数 ###

*  updateAccountTime
 *  updatePortfolio
 *  updateAccountValue
 *  EClientSocket::reqAccountUpdates

## void accountSummary ##

它也是一个与账号信息有关的函数，通常在使用了 **EClientSocket::reqAccountSummary** 之后从TWS获取相关信息，返回类容和 **TWS’ Account Summary Window** 一致。

### 相关参数 ###

*  int reqId，reqid
 *  string account，账户id
 *  string tag, 返回以下标识，标识具体信息参考TWS API中的介绍
 *  string value, 账户相关属性信息，比如返回头寸、账户属性等
 *  string currency，用于进一步表示value的附加信息，如果表示金钱的时候，它就会表示金钱的单位是美元还是人民币等

### tag ###

*  AccountType — Identifies the IB account structure
 *  NetLiquidation — The basis for determining the price of the assets in your account. Total cash value + stock value + options value + bond value
 *  TotalCashValue — Total cash balance recognized at the time of trade + futures PNL
 *  SettledCash — Cash recognized at the time of settlement - purchases at the time of trade - commissions - taxes - fees
 *  AccruedCash — Total accrued cash value of stock, commodities and securities
 *  BuyingPower — Buying power serves as a measurement of the dollar value of securities that one may purchase in a securities account without depositing additional funds
 *  EquityWithLoanValue — Forms the basis for determining whether a client has the necessary assets to either initiate or maintain security positions. Cash + stocks + bonds + mutual funds
 *  PreviousEquityWithLoanValue — Marginable Equity with Loan value as of 16:00 ET the previous day
 *  GrossPositionValue — The sum of the absolute value of all stock and equity option positions
 *  RegTEquity — Regulation T equity for universal account
 *  RegTMargin — Regulation T margin for universal account
 *  SMA — Special Memorandum Account: Line of credit created when the market value of securities in a Regulation T account increase in value
 *  InitMarginReq — Initial Margin requirement of whole portfolio
 *  MaintMarginReq — Maintenance Margin requirement of whole portfolio
 *  AvailableFunds — This value tells what you have available for trading
 *  ExcessLiquidity — This value shows your margin cushion, before liquidation
 *  Cushion — Excess liquidity as a percentage of net liquidation value
 *  FullInitMarginReq — Initial Margin of whole portfolio with no discounts or intraday credits
 *  FullMaintMarginReq — Maintenance Margin of whole portfolio with no discounts or intraday credits
 *  FullAvailableFunds — Available funds of whole portfolio with no discounts or intraday credits
 *  FullExcessLiquidity — Excess liquidity of whole portfolio with no discounts or intraday credits
 *  LookAheadNextChange — Time when look-ahead values take effect
 *  LookAheadInitMarginReq — Initial Margin requirement of whole portfolio as of next period’s margin change
 *  LookAheadMaintMarginReq — Maintenance Margin requirement of whole portfolio as of next period’s margin change
 *  LookAheadAvailableFunds — This value reflects your available funds at the next margin change
 *  LookAheadExcessLiquidity — This value reflects your excess liquidity at the next margin change
 *  HighestSeverity — A measure of how close the account is to liquidation
 *  DayTradesRemaining — The Number of Open/Close trades a user could put on before Pattern Day Trading is detected. A value of “-1” means that the user can put on unlimited day trades.
 *  Leverage — GrossPositionValue / NetLiquidation

### 相关函数 ###

*  accountSummaryEnd
 *  EClientSocket::reqAccountSummary

### 实现方式 ###

public virtual void accountSummary(int reqId, string account, string tag, string value, string currency)
    		{ 
    		    Console.WriteLine("Acct Summary. ReqId: " + reqId + ", Acct: " + account + ", Tag: " + tag + ", Value: " + value + ", Currency: " + currency);
    		}

## void accountSummaryEnd ##

基本上没什么用的一个函数，主要告诉你请求信息已经发送完毕了。

### 相关参数 ###

*  int reqId

#### 相关函数 ####

*  accountSummary
 *  EClientSocket::reqAccountSummary

### 实现方式 ###

public virtual void accountSummaryEnd(int reqId)
            { 
                Console.WriteLine("AccountSummaryEnd. Req Id: " + reqId + "\n");
            }

## void accountUpdateMulti ##

用于账户更新信息使用的一个函数

### 相关参数 ###

*  int requestId，请求id
 *  string account, 账户id
 *  string modelCode， the model code with updates
 *  string key，需要更新的键值对
 *  string value，需要更新的键值对
 *  string currency，键值对的补充信息，通常为货币符号

### 相关函数 ###

*  accountUpdateMultiEnd
 *  EClient::reqAccountUpdatesMulti

### 实现方式 ###

public virtual void accountUpdateMulti(int reqId, string account, string modelCode, string key, string value, string currency)
            { 
                Console.WriteLine("Account Update Multi. Request: " + reqId + ", Account: " + account + ", ModelCode: " + modelCode + ", Key: " + key + ", Value: " + value + ", Currency: " + currency + "\n");
            }

## void accountUpdateMultiEnd ##

更新信息完成后发送的补充信息

### 相关参数 ###

*  int requestId，请求id

### 相关函数 ###

*  EWrapper::accountUpdateMulti
 *  EClientSocket::reqAccountUpdatesMulti

### 相关实现 ###

public virtual void accountUpdateMultiEnd(int reqId)
            { 
                Console.WriteLine("Account Update Multi End. Request: " + reqId + "\n");
            }

[TWS API]: /images/20221120/66b4cf85f0cd4abdb6431e4fd73ac36f.png