bstruct_defs.py

# -*- coding: utf-8 -*-
from bstruct import *

#
# Structure definitions
#
class TicksRaw(BStruct):
    _endianness = "<"
    _fields = [
        ("symbol", "12s", pretty_print_string),
        ("time", "I", pretty_print_time),
        ("bid", "d"),
        ("ask", "d"),
        ("counter", "I"),
        ("unknown", "I"),
    ]
    _size = get_fields_size(_fields)
    assert _size == 40


class SymbolSel(BStruct):
    _endianness = "<"
    _fields = [
        ("symbol", "12s", pretty_print_string),
        ("digits", "I"),
        ("index", "I"),
        ("unknown_1", "I"),
        ("group", "I"),
        ("unknown_2", "I"),
        ("pointSize", "d"),
        ("spread", "I"),
        ("unknown_3", "I"),
        ("tickType", "I"),
        ("unknown_4", "H"),
        ("unknown_5", "H"),
        ("time", "I", pretty_print_time),
        ("unknown_6", "I"),
        ("bid", "d"),
        ("ask", "d"),
        ("sessionHigh", "d"),
        ("sessionLow", "d"),
        ("unknown_17", "16s", pretty_print_compact),
        ("bid_2", "d"),
        ("ask_2", "d"),
    ]
    _size = get_fields_size(_fields)
    assert _size == 128


class Symgroups(BStruct):
    _endianness = "<"
    _fields = [
        ("name", "16s", pretty_print_string),
        ("description", "60s", pretty_print_string),
        ("backgroundColor", "I"),
    ]
    _size = get_fields_size(_fields)
    assert _size == 80


class SymbolsRaw(BStruct):
    _endianness = "<"
    _fields = [
        ("name", "12s", pretty_print_string),  # Symbol name.
        ("description", "65s", pretty_print_string),  # Symbol description.
        (
            "altName",
            "11s",
            pretty_print_string,
        ),  # Alternative name, e.g. "AUDCAD" (if not equal 'name')
        ("baseCurrency", "12s", pretty_print_string),  # Base currency.
        ("group", "I"),  # Index of group in "symgroups.raw".
        (
            "digits",
            "I",
        ),  # Number of digits after decimal point for the current symbol prices.
        ("tradeMode", "I"),  # Trade mode: 0 = No, 1 = CloseOnly, 2 = Full.
        ("backgroundColor", "I", pretty_print_hex),  # Color in "Market Watch" window.
        ("id", "I"),  # Unique symbol id.
        (
            "unknown_1",
            "1508c",
            pretty_print_ignore,
        ),  # ???: Some colors (use pretty_print_compact instead to print).
        (
            "unknown_2",
            "I",
        ),  # ???: E.g. 8, 10, 12, 14, 20, 24, 25, 30, 40, 50, 60, 100, 10000.
        (
            "unknown_3",
            "I",
        ),  # ???: 1 - Gold, _NQ100, 2 - Currencies, 3 - #IBM, #HPQ, etc.
        (
            "padding_1",
            "4s",
            pretty_print_compact,
        ),  # Padding space - add 4 bytes to align to the next double.
        ("unknown_4", "d"),  # ???: E.g. 0.0, 0.1, 0.01, 0.005.
        ("unknown_5", "12s", pretty_print_compact),  # ???: Empty.
        ("spread", "I"),  # Spread in points, 0 for current online spread (variable).
        ("unknown_6", "I"),  # ???: Always 0.
        ("unknown_7", "I"),  # ???: Always 1.
        ("unknown_8", "I"),  # ???: Always 1.
        (
            "profitCalcMode",
            "I",
        ),  # ???: Profit calculation mode. 0 - Forex; 1 - CFD; 2 - Futures.
        ("swapLong", "d"),  # Swap of the buy order.
        ("swapShort", "d"),  # Swap of the sell order.
        ("3daysSwap", "I"),  # Day of week to charge 3 days swap rollover.
        (
            "padding_2",
            "4s",
            pretty_print_compact,
        ),  # Padding space - add 4 bytes to align to the next double.
        ("contractSize", "d"),  # Trade contract size (lot size in units).
        ("unknown_9", "16s", pretty_print_compact),  # ???: Empty.
        (
            "stopsLevel",
            "I",
        ),  # Minimal indention in points from the current close price to place Stop orders.
        ("unknown_10", "I"),  # ???: Disabled for #HPQ, #IBM, etc.
        ("unknown_11", "I"),  # ???: 0 - Currencies, 1 - Futures.
        (
            "padding_3",
            "4s",
            pretty_print_compact,
        ),  # Padding space - add 4 bytes to align to the next double.
        ("marginInit", "d"),  # Margin init (0 = contractSize).
        ("marginMaintenance", "d"),  # Margin maintenance
        ("marginHedged", "d"),  # Margin hedged
        (
            "marginDivider",
            "d",
        ),  # leverage calculation: 0...5 - relative to account leverage, > 10  - absolute custom leverage.
        ("pointSize", "d"),  # Point size in the quote currency.
        ("pointsPerUnit", "d"),  # Points per unit.
        ("unknown_12", "24s", pretty_print_compact),  # ???: Reserved.
        ("marginCurrency", "12s", pretty_print_string),  # Margin currency.
        ("unknown_13", "I"),  # ???: Always 0.
        ("unknown_14", "I"),  # ???: Always 1 for currencies.
        ("unknown_15", "96s", pretty_print_compact),  # ???: Reserved.
        ("unknown_16", "I"),  # ???: E.g. 0, 3, 4, 6, 7, 8, 9, 10, 12, 200.
    ]
    _size = get_fields_size(_fields)
    assert _size == 1936


class FxtHeader(BStruct):
    _endianness = "<"
    _fields = [
        # Build header
        ("headerVersion", "I"),
        ("copyright", "64s", pretty_print_string),
        ("server", "128s", pretty_print_string),
        ("symbol", "12s", pretty_print_string),
        ("timeframe", "i"),
        ("modelType", "i"),
        ("totalBars", "I"),
        ("modelStart", "I", pretty_print_time),
        ("modelEnd", "I", pretty_print_time),
        ("padding1", "4s", pretty_print_ignore),
        # General parameters
        ("modelQuality", "d"),
        ("baseCurrency", "12s", pretty_print_string),
        ("spread", "I"),
        ("digits", "I"),
        ("padding2", "4s", pretty_print_ignore),
        ("pointSize", "d"),
        ("minLotSize", "i"),
        ("maxLotSize", "i"),
        ("lotStep", "i"),
        ("stopLevel", "i"),
        ("GTC", "i"),
        ("padding3", "4s", pretty_print_ignore),
        # Profit Calculation parameters
        ("contractSize", "d"),
        ("tickValue", "d"),
        ("tickSize", "d"),
        ("profitMode", "i"),
        ("swapEnabled", "i"),
        ("swapMethod", "i"),
        ("padding4", "4s", pretty_print_ignore),
        ("swapLong", "d"),
        ("swapShort", "d"),
        ("swapRollover", "i"),
        # Margin calculation
        ("accountLeverage", "i"),  # Default: 100
        ("freeMarginMode", "i"),
        ("marginCalcMode", "i"),
        ("marginStopoutLevel", "i"),
        ("marginStopoutMode", "i"),
        ("marginRequirements", "d"),
        ("marginMaintenanceReq", "d"),
        ("marginHedgedPosReq", "d"),
        ("marginLeverageDivider", "d"),
        ("marginCurrency", "12s", pretty_print_string),
        ("padding5", "4s", pretty_print_ignore),
        # Commission calculation
        ("commission", "d"),
        ("commissionType", "i"),
        ("commissionPerEntry", "i"),
        # For internal use
        ("indexOfFirstBar", "i"),
        ("indexOfLastBar", "i"),
        ("indexOfM1Bar", "i"),
        ("indexOfM5Bar", "i"),
        ("indexOfM15Bar", "i"),
        ("indexOfM30Bar", "i"),
        ("indexOfH1Bar", "i"),
        ("indexOfH4Bar", "i"),
        ("beginDate", "I", pretty_print_time),
        ("endDate", "I", pretty_print_time),
        ("freezeLevel", "i"),
        ("numberOfErrors", "I"),
        ("reserved", "240s", pretty_print_ignore),
    ]
    _size = get_fields_size(_fields)
    assert _size == 728


class HccHeader(BStruct):
    _endianness = "<"
    _fields = [
        ("magic", "I"),
        ("copyright", "128s", pretty_print_wstring),
        ("name", "32s", pretty_print_wstring),
        ("title", "64s", pretty_print_wstring),
    ]
    _size = get_fields_size(_fields)
    assert _size == 228


class HccTable(BStruct):
    _endianness = "<"
    _fields = [
        ("unknown_0", "I"),
        ("unknown_1", "I", pretty_print_time),
        ("unknown_2", "H"),
        ("size", "I"),
        ("off", "I", pretty_print_hex),
    ]
    _size = get_fields_size(_fields)
    assert _size == 18


class HccRecordHeader(BStruct):
    _endianness = "<"
    _fields = [
        ("magic", "H"),
        ("label", "64s", pretty_print_wstring),
        ("unknown_0", "18s", pretty_print_ignore),
        ("rows", "I"),
        ("unknown_1", "101s", pretty_print_ignore),
    ]
    _size = get_fields_size(_fields)
    assert _size == 189


class HccRecord(BStruct):
    _endianness = "<"
    _fields = [
        ("separator", "I", pretty_print_ignore),
        ("time", "I", pretty_print_time),
        ("open", "d"),
        ("high", "d"),
        ("low", "d"),
        ("close", "d"),
    ]
    _size = get_fields_size(_fields)
    assert _size == 40


class SrvHeader(BStruct):
    _endianness = "<"
    _fields = [
        ("serverName", "64s", pretty_print_string),
        ("companyName", "128s", pretty_print_string),
        ("unknown_0", "24s", pretty_print_bstring),
        ("serverAddress", "64s", pretty_print_string),
        ("unknown_1", "72s", pretty_print_bstring),
    ]
    _size = get_fields_size(_fields)
    assert _size == 352


class SrvRecord(BStruct):
    _endianness = "<"
    _fields = [
        ("unknown_0", "40s", pretty_print_bstring),
        ("unknown_1", "40s", pretty_print_bstring),
        ("unknown_2", "40s", pretty_print_bstring),
        ("unknown_3", "40s", pretty_print_bstring),
    ]
    _size = get_fields_size(_fields)
    assert _size == 160