"""Wrapper to handle incoming messages."""

import asyncio
import logging
from collections import defaultdict
from contextlib import suppress
from datetime import datetime, timezone
from typing import (
    Any, Dict, List, Optional, Set, Tuple, Union, cast)

from ib_insync.contract import (
    Contract, ContractDescription, ContractDetails, ScanData)
from ib_insync.objects import (
    AccountValue, BarData, CommissionReport, DOMLevel, DepthMktDataDescription,
    Dividends, Execution, Fill, FundamentalRatios, HistogramData,
    HistoricalNews, HistoricalTick, HistoricalTickBidAsk, HistoricalTickLast,
    MktDepthData, NewsArticle, NewsBulletin, NewsProvider, NewsTick,
    OptionChain, OptionComputation, PnL, PnLSingle, PortfolioItem, Position,
    PriceIncrement, RealTimeBar, TickAttribBidAsk, TickAttribLast,
    TickByTickAllLast, TickByTickBidAsk, TickByTickMidPoint, TickData,
    TradeLogEntry)
from ib_insync.order import Order, OrderState, OrderStatus, Trade
from ib_insync.ticker import Ticker
from ib_insync.util import (
    UNSET_DOUBLE, UNSET_INTEGER, dataclassAsDict, dataclassUpdate,
    globalErrorEvent, isNan, parseIBDatetime)

__all__ = ['RequestError', 'Wrapper']


OrderKeyType = Union[int, Tuple[int, int]]


class RequestError(Exception):
    """
    Exception to raise when the API reports an error that can be tied to
    a single request.
    """

    def __init__(self, reqId: int, code: int, message: str):
        """
        Args:
          reqId: Original request ID.
          code: Original error code.
          message: Original error message.
        """
        super().__init__(f'API error: {code}: {message}')
        self.reqId = reqId
        self.code = code
        self.message = message


class Wrapper:
    """Wrapper implementation for use with the IB class."""

    def __init__(self, ib):
        self.ib = ib
        self._logger = logging.getLogger('ib_insync.wrapper')
        self._timeoutHandle = None
        self.reset()

    def reset(self):
        self.accountValues: Dict[tuple, AccountValue] = {}
        #    (account, tag, currency, modelCode) -> AccountValue
        self.acctSummary: Dict[tuple, AccountValue] = {}
        #    (account, tag, currency) -> AccountValue
        self.portfolio: Dict[str, Dict[int, PortfolioItem]] = defaultdict(dict)
        #    account -> conId -> PortfolioItem
        self.positions = defaultdict(dict)
        #    account -> conId -> Position
        self.trades: Dict[OrderKeyType, Trade] = {}
        #    (client, orderId) or permId -> Trade
        self.permId2Trade: Dict[int, Trade] = {}
        #    permId -> Trade
        self.fills: Dict[str, Fill] = {}
        #    execId -> Fill
        self.newsTicks: List[NewsTick] = []
        self.msgId2NewsBulletin: Dict[int, NewsBulletin] = {}
        #    msgId -> NewsBulletin
        self.tickers: Dict[int, Ticker] = {}
        #    id(Contract) -> Ticker
        self.pendingTickers: Set[Ticker] = set()
        self.reqId2Ticker: Dict[int, Ticker] = {}
        #    reqId -> Ticker
        self.ticker2ReqId: Dict[Union[int, str], Dict[Ticker, int]] = \
            defaultdict(dict)
        #    tickType -> Ticker -> reqId
        self.reqId2MarketDataType: Dict[int, int] = {}
        #   reqId -> marketDataType
        self.reqId2Subscriber: Dict[int, Any] = {}
        #    live bars or live scan data
        self.reqId2PnL: Dict[int, PnL] = {}
        #    reqId -> PnL
        self.reqId2PnlSingle: Dict[int, PnLSingle] = {}
        #    reqId -> PnLSingle
        self.pnlKey2ReqId: Dict[tuple, int] = {}
        #    (account, modelCode) -> reqId
        self.pnlSingleKey2ReqId: Dict[tuple, int] = {}
        #    (account, modelCode, conId) -> reqId

        # futures and results are linked by key:
        self._futures: Dict[Any, asyncio.Future] = {}
        self._results: Dict[Any, Any] = {}

        # UTC time of last network packet arrival:
        self.lastTime: datetime = None

        self._reqId2Contract: Dict[int, Contract] = {}
        self.accounts: List[str] = []
        self.clientId: int = -1
        self._timeout: float = 0
        self.setTimeout(0)

    def connectionClosed(self):
        for ticker in self.tickers.values():
            ticker.updateEvent.set_done()
        for sub in self.reqId2Subscriber.values():
            sub.updateEvent.set_done()
        error = ConnectionError('Socket disconnect')
        for future in self._futures.values():
            if not future.done():
                future.set_exception(error)
        globalErrorEvent.emit(error)
        self.reset()

    def startReq(self, key, contract=None, container=None):
        """
        Start a new request and return the future that is associated
        with with the key and container. The container is a list by default.
        """
        future = asyncio.Future()
        self._futures[key] = future
        self._results[key] = container if container is not None else []
        if contract:
            self._reqId2Contract[key] = contract
        return future

    def _endReq(self, key, result=None, success=True):
        """
        Finish the future of corresponding key with the given result.
        If no result is given then it will be popped of the general results.
        """
        future = self._futures.pop(key, None)
        self._reqId2Contract.pop(key, None)
        if future:
            if result is None:
                result = self._results.pop(key, [])
            if not future.done():
                if success:
                    future.set_result(result)
                else:
                    future.set_exception(result)

    def startTicker(
            self, reqId: int, contract: Contract, tickType: Union[int, str]):
        """
        Start a tick request that has the reqId associated with the contract.
        Return the ticker.
        """
        ticker = self.tickers.get(id(contract))
        if not ticker:
            ticker = Ticker(
                contract=contract, ticks=[], tickByTicks=[],
                domBids=[], domAsks=[], domTicks=[])
            self.tickers[id(contract)] = ticker
        self.reqId2Ticker[reqId] = ticker
        self._reqId2Contract[reqId] = contract
        self.ticker2ReqId[tickType][ticker] = reqId
        return ticker

    def endTicker(self, ticker: Ticker, tickType: Union[int, str]):
        reqId = self.ticker2ReqId[tickType].pop(ticker, 0)
        self._reqId2Contract.pop(reqId, None)
        return reqId

    def startSubscription(self, reqId, subscriber, contract=None):
        """Register a live subscription."""
        self._reqId2Contract[reqId] = contract
        self.reqId2Subscriber[reqId] = subscriber

    def endSubscription(self, subscriber):
        """Unregister a live subscription."""
        self._reqId2Contract.pop(subscriber.reqId, None)
        self.reqId2Subscriber.pop(subscriber.reqId, None)

    def orderKey(self, clientId: int, orderId: int, permId: int) -> \
            OrderKeyType:
        key: OrderKeyType
        if orderId <= 0:
            # order is placed manually from TWS
            key = permId
        else:
            key = (clientId, orderId)
        return key

    def setTimeout(self, timeout: float):
        self.lastTime = datetime.now(timezone.utc)
        if self._timeoutHandle:
            self._timeoutHandle.cancel()
        self._timeoutHandle = None
        self._timeout = timeout
        if timeout:
            self._setTimer(timeout)

    def _setTimer(self, delay: float = 0):
        if not self.lastTime:
            return
        now = datetime.now(timezone.utc)
        diff = (now - self.lastTime).total_seconds()
        if not delay:
            delay = self._timeout - diff
        if delay > 0:
            loop = asyncio.get_event_loop()
            self._timeoutHandle = loop.call_later(delay, self._setTimer)
        else:
            self._logger.debug('Timeout')
            self.setTimeout(0)
            self.ib.timeoutEvent.emit(diff)

    # wrapper methods

    def connectAck(self):
        pass

    def nextValidId(self, reqId: int):
        pass

    def managedAccounts(self, accountsList: str):
        self.accounts = [a for a in accountsList.split(',') if a]

    def updateAccountTime(self, timestamp: str):
        pass

    def updateAccountValue(
            self, tag: str, val: str, currency: str, account: str):
        key = (account, tag, currency, '')
        acctVal = AccountValue(account, tag, val, currency, '')
        self.accountValues[key] = acctVal
        self.ib.accountValueEvent.emit(acctVal)

    def accountDownloadEnd(self, _account: str):
        # sent after updateAccountValue and updatePortfolio both finished
        self._endReq('accountValues')

    def accountUpdateMulti(
            self, reqId: int, account: str, modelCode: str, tag: str, val: str,
            currency: str):
        key = (account, tag, currency, modelCode)
        acctVal = AccountValue(account, tag, val, currency, modelCode)
        self.accountValues[key] = acctVal
        self.ib.accountValueEvent.emit(acctVal)

    def accountUpdateMultiEnd(self, reqId: int):
        self._endReq(reqId)

    def accountSummary(
            self, _reqId: int, account: str, tag: str, value: str,
            currency: str):
        key = (account, tag, currency)
        acctVal = AccountValue(account, tag, value, currency, '')
        self.acctSummary[key] = acctVal
        self.ib.accountSummaryEvent.emit(acctVal)

    def accountSummaryEnd(self, reqId: int):
        self._endReq(reqId)

    def updatePortfolio(
            self, contract: Contract, posSize: float, marketPrice: float,
            marketValue: float, averageCost: float, unrealizedPNL: float,
            realizedPNL: float, account: str):
        contract = Contract.create(**dataclassAsDict(contract))
        portfItem = PortfolioItem(
            contract, posSize, marketPrice, marketValue,
            averageCost, unrealizedPNL, realizedPNL, account)
        portfolioItems = self.portfolio[account]
        if posSize == 0:
            portfolioItems.pop(contract.conId, None)
        else:
            portfolioItems[contract.conId] = portfItem
        self._logger.info(f'updatePortfolio: {portfItem}')
        self.ib.updatePortfolioEvent.emit(portfItem)

    def position(
            self, account: str, contract: Contract, posSize: float,
            avgCost: float):
        contract = Contract.create(**dataclassAsDict(contract))
        position = Position(account, contract, posSize, avgCost)
        positions = self.positions[account]
        if posSize == 0:
            positions.pop(contract.conId, None)
        else:
            positions[contract.conId] = position
        self._logger.info(f'position: {position}')
        results = self._results.get('positions')
        if results is not None:
            results.append(position)
        self.ib.positionEvent.emit(position)

    def positionEnd(self):
        self._endReq('positions')

    def pnl(
            self, reqId: int, dailyPnL: float, unrealizedPnL: float,
            realizedPnL: float):
        pnl = self.reqId2PnL.get(reqId)
        if not pnl:
            return
        pnl.dailyPnL = dailyPnL
        pnl.unrealizedPnL = unrealizedPnL
        pnl.realizedPnL = realizedPnL
        self.ib.pnlEvent.emit(pnl)

    def pnlSingle(
            self, reqId: int, pos: int, dailyPnL: float, unrealizedPnL: float,
            realizedPnL: float, value: float):
        pnlSingle = self.reqId2PnlSingle.get(reqId)
        if not pnlSingle:
            return
        pnlSingle.position = pos
        pnlSingle.dailyPnL = dailyPnL
        pnlSingle.unrealizedPnL = unrealizedPnL
        pnlSingle.realizedPnL = realizedPnL
        pnlSingle.value = value
        self.ib.pnlSingleEvent.emit(pnlSingle)

    def openOrder(
            self, orderId: int, contract: Contract, order: Order,
            orderState: OrderState):
        """
        This wrapper is called to:

        * feed in open orders at startup;
        * feed in open orders or order updates from other clients and TWS
          if clientId=master id;
        * feed in manual orders and order updates from TWS if clientId=0;
        * handle openOrders and allOpenOrders responses.
        """
        if order.whatIf:
            # response to whatIfOrder
            self._endReq(order.orderId, orderState)
        else:
            key = self.orderKey(order.clientId, order.orderId, order.permId)
            trade = self.trades.get(key)
            if trade:
                trade.order.permId = order.permId
            else:
                # ignore '?' values in the order
                order = Order(**{
                    k: v for k, v in dataclassAsDict(order).items()
                    if v != '?'})
                contract = Contract.create(**dataclassAsDict(contract))
                orderStatus = OrderStatus(
                    orderId=orderId, status=orderState.status)
                trade = Trade(contract, order, orderStatus, [], [])
                self.trades[key] = trade
                self._logger.info(f'openOrder: {trade}')
            self.permId2Trade.setdefault(order.permId, trade)
            results = self._results.get('openOrders')
            if results is None:
                self.ib.openOrderEvent.emit(trade)
            else:
                # response to reqOpenOrders or reqAllOpenOrders
                results.append(order)

        # make sure that the client issues order ids larger then any
        # order id encountered (even from other clients) to avoid
        # "Duplicate order id" error
        self.ib.client.updateReqId(orderId + 1)

    def openOrderEnd(self):
        self._endReq('openOrders')

    def completedOrder(
            self, contract: Contract, order: Order, orderState: OrderState):
        contract = Contract.create(**dataclassAsDict(contract))
        orderStatus = OrderStatus(
            orderId=order.orderId, status=orderState.status)
        trade = Trade(contract, order, orderStatus, [], [])
        self._results['completedOrders'].append(trade)
        if order.permId not in self.permId2Trade:
            self.trades[order.permId] = trade
            self.permId2Trade[order.permId] = trade

    def completedOrdersEnd(self):
        self._endReq('completedOrders')

    def orderStatus(
            self, orderId: int, status: str, filled: float, remaining: float,
            avgFillPrice: float, permId: int, parentId: int,
            lastFillPrice: float, clientId: int, whyHeld: str,
            mktCapPrice: float = 0.0):
        key = self.orderKey(clientId, orderId, permId)
        trade = self.trades.get(key)
        if trade:
            msg: Optional[str]
            oldStatus = trade.orderStatus.status
            new = dict(
                status=status, filled=filled,
                remaining=remaining, avgFillPrice=avgFillPrice,
                permId=permId, parentId=parentId,
                lastFillPrice=lastFillPrice, clientId=clientId,
                whyHeld=whyHeld, mktCapPrice=mktCapPrice)
            curr = dataclassAsDict(trade.orderStatus)
            isChanged = curr != {**curr, **new}
            if isChanged:
                dataclassUpdate(trade.orderStatus, **new)
                msg = ''
            elif (status == 'Submitted' and trade.log
                    and trade.log[-1].message == 'Modify'):
                # order modifications are acknowledged
                msg = 'Modified'
            else:
                msg = None

            if msg is not None:
                logEntry = TradeLogEntry(self.lastTime, status, msg)
                trade.log.append(logEntry)
                self._logger.info(f'orderStatus: {trade}')
                self.ib.orderStatusEvent.emit(trade)
                trade.statusEvent.emit(trade)
                if status != oldStatus:
                    if status == OrderStatus.Filled:
                        trade.filledEvent.emit(trade)
                    elif status == OrderStatus.Cancelled:
                        trade.cancelledEvent.emit(trade)
        else:
            self._logger.error(
                'orderStatus: No order found for '
                'orderId %s and clientId %s', orderId, clientId)

    def execDetails(
            self, reqId: int, contract: Contract, execution: Execution):
        """
        This wrapper handles both live fills and responses to
        reqExecutions.
        """
        self._logger.info(f'execDetails {execution}')
        if execution.orderId == UNSET_INTEGER:
            # bug in TWS: executions of manual orders have unset value
            execution.orderId = 0
        trade = self.permId2Trade.get(execution.permId)
        if not trade:
            key = self.orderKey(
                execution.clientId, execution.orderId, execution.permId)
            trade = self.trades.get(key)
        if trade and contract == trade.contract:
            contract = trade.contract
        else:
            contract = Contract.create(**dataclassAsDict(contract))
        execId = execution.execId
        isLive = reqId not in self._futures
        time = self.lastTime if isLive else execution.time
        fill = Fill(contract, execution, CommissionReport(), time)
        if execId not in self.fills:
            # first time we see this execution so add it
            self.fills[execId] = fill
            if trade:
                trade.fills.append(fill)
                logEntry = TradeLogEntry(
                    time,
                    trade.orderStatus.status,
                    f'Fill {execution.shares}@{execution.price}')
                trade.log.append(logEntry)
                if isLive:
                    self._logger.info(f'execDetails: {fill}')
                    self.ib.execDetailsEvent.emit(trade, fill)
                    trade.fillEvent(trade, fill)
        if not isLive:
            self._results[reqId].append(fill)

    def execDetailsEnd(self, reqId: int):
        self._endReq(reqId)

    def commissionReport(self, commissionReport: CommissionReport):
        if commissionReport.yield_ == UNSET_DOUBLE:
            commissionReport.yield_ = 0.0
        if commissionReport.realizedPNL == UNSET_DOUBLE:
            commissionReport.realizedPNL = 0.0
        fill = self.fills.get(commissionReport.execId)
        if fill:
            report = dataclassUpdate(fill.commissionReport, commissionReport)
            self._logger.info(f'commissionReport: {report}')
            trade = self.permId2Trade.get(fill.execution.permId)
            if trade:
                self.ib.commissionReportEvent.emit(trade, fill, report)
                trade.commissionReportEvent.emit(trade, fill, report)
            else:
                # this is not a live execution and the order was filled
                # before this connection started
                pass
        else:
            # commission report is not for this client
            pass

    def orderBound(self, reqId: int, apiClientId: int, apiOrderId: int):
        pass

    def contractDetails(self, reqId: int, contractDetails: ContractDetails):
        self._results[reqId].append(contractDetails)

    bondContractDetails = contractDetails

    def contractDetailsEnd(self, reqId: int):
        self._endReq(reqId)

    def symbolSamples(
            self, reqId: int, contractDescriptions: List[ContractDescription]):
        self._endReq(reqId, contractDescriptions)

    def marketRule(
            self, marketRuleId: int, priceIncrements: List[PriceIncrement]):
        self._endReq(f'marketRule-{marketRuleId}', priceIncrements)

    def marketDataType(self, reqId: int, marketDataId: int):
        self.reqId2MarketDataType[reqId] = marketDataId

    def realtimeBar(
            self, reqId: int, time: int, open_: float, high: float, low: float,
            close: float, volume: int, wap: float, count: int):
        dt = datetime.fromtimestamp(time, timezone.utc)
        bar = RealTimeBar(dt, -1, open_, high, low, close, volume, wap, count)
        bars = self.reqId2Subscriber.get(reqId)
        if bars is not None:
            bars.append(bar)
            self.ib.barUpdateEvent.emit(bars, True)
            bars.updateEvent.emit(bars, True)

    def historicalData(self, reqId: int, bar: BarData):
        bar.date = parseIBDatetime(bar.date)  # type: ignore
        self._results[reqId].append(bar)

    def historicalDataEnd(self, reqId, _start: str, _end: str):
        self._endReq(reqId)

    def historicalDataUpdate(self, reqId: int, bar: BarData):
        bars = self.reqId2Subscriber.get(reqId)
        if not bars:
            return
        bar.date = parseIBDatetime(bar.date)  # type: ignore
        hasNewBar = len(bars) == 0 or bar.date > bars[-1].date
        if hasNewBar:
            bars.append(bar)
        elif bars[-1] != bar:
            bars[-1] = bar
        else:
            return
        self.ib.barUpdateEvent.emit(bars, hasNewBar)
        bars.updateEvent.emit(bars, hasNewBar)

    def headTimestamp(self, reqId: int, headTimestamp: str):
        try:
            dt = parseIBDatetime(headTimestamp)
            self._endReq(reqId, dt)
        except ValueError as exc:
            self._endReq(reqId, exc, False)

    def historicalTicks(
            self, reqId: int, ticks: List[HistoricalTick], done: bool):
        self._results[reqId] += ticks
        if done:
            self._endReq(reqId)

    def historicalTicksBidAsk(
            self, reqId: int, ticks: List[HistoricalTickBidAsk], done: bool):
        self._results[reqId] += ticks
        if done:
            self._endReq(reqId)

    def historicalTicksLast(
            self, reqId: int, ticks: List[HistoricalTickLast], done: bool):
        self._results[reqId] += ticks
        if done:
            self._endReq(reqId)

    # additional wrapper method provided by Client
    def priceSizeTick(
            self, reqId: int, tickType: int, price: float, size: int):
        ticker = self.reqId2Ticker.get(reqId)
        if not ticker:
            self._logger.error(f'priceSizeTick: Unknown reqId: {reqId}')
            return
        # https://interactivebrokers.github.io/tws-api/tick_types.html
        if tickType in (1, 66):
            if price == ticker.bid and size == ticker.bidSize:
                return
            if price != ticker.bid:
                ticker.prevBid = ticker.bid
                ticker.bid = price
            if size != ticker.bidSize:
                ticker.prevBidSize = ticker.bidSize
                ticker.bidSize = size
        elif tickType in (2, 67):
            if price == ticker.ask and size == ticker.askSize:
                return
            if price != ticker.ask:
                ticker.prevAsk = ticker.ask
                ticker.ask = price
            if size != ticker.askSize:
                ticker.prevAskSize = ticker.askSize
                ticker.askSize = size
        elif tickType in (4, 68):
            if price != ticker.last:
                ticker.prevLast = ticker.last
                ticker.last = price
            if size != ticker.lastSize:
                ticker.prevLastSize = ticker.lastSize
                ticker.lastSize = size
        elif tickType in (6, 72):
            ticker.high = price
        elif tickType in (7, 73):
            ticker.low = price
        elif tickType in (9, 75):
            ticker.close = price
        elif tickType in (14, 76):
            ticker.open = price
        elif tickType == 15:
            ticker.low13week = price
        elif tickType == 16:
            ticker.high13week = price
        elif tickType == 17:
            ticker.low26week = price
        elif tickType == 18:
            ticker.high26week = price
        elif tickType == 19:
            ticker.low52week = price
        elif tickType == 20:
            ticker.high52week = price
        elif tickType == 35:
            ticker.auctionPrice = price
        elif tickType == 37:
            ticker.markPrice = price
        elif tickType == 50:
            ticker.bidYield = price
        elif tickType == 51:
            ticker.askYield = price
        elif tickType == 52:
            ticker.lastYield = price
        if price or size:
            tick = TickData(self.lastTime, tickType, price, size)
            ticker.ticks.append(tick)
        ticker.marketDataType = self.reqId2MarketDataType.get(reqId, 0)
        self.pendingTickers.add(ticker)

    def tickSize(self, reqId: int, tickType: int, size: int):
        ticker = self.reqId2Ticker.get(reqId)
        if not ticker:
            self._logger.error(f'tickSize: Unknown reqId: {reqId}')
            return
        price = -1.0
        # https://interactivebrokers.github.io/tws-api/tick_types.html
        if tickType in (0, 69):
            if size == ticker.bidSize:
                return
            price = ticker.bid
            ticker.prevBidSize = ticker.bidSize
            ticker.bidSize = size
        elif tickType in (3, 70):
            if size == ticker.askSize:
                return
            price = ticker.ask
            ticker.prevAskSize = ticker.askSize
            ticker.askSize = size
        elif tickType in (5, 71):
            price = ticker.last
            if isNan(price):
                return
            if size != ticker.lastSize:
                ticker.prevLastSize = ticker.lastSize
                ticker.lastSize = size
        elif tickType in (8, 74):
            ticker.volume = size
        elif tickType == 21:
            ticker.avVolume = size
        elif tickType == 27:
            ticker.callOpenInterest = size
        elif tickType == 28:
            ticker.putOpenInterest = size
        elif tickType == 29:
            ticker.callVolume = size
        elif tickType == 30:
            ticker.putVolume = size
        elif tickType == 34:
            ticker.auctionVolume = size
        elif tickType == 36:
            ticker.auctionImbalance = size
        elif tickType == 86:
            ticker.futuresOpenInterest = size
        elif tickType == 87:
            ticker.avOptionVolume = size
        elif tickType == 89:
            ticker.shortableShares = size
        if price or size:
            tick = TickData(self.lastTime, tickType, price, size)
            ticker.ticks.append(tick)
        ticker.marketDataType = self.reqId2MarketDataType.get(reqId, 0)
        self.pendingTickers.add(ticker)

    def tickSnapshotEnd(self, reqId: int):
        self._endReq(reqId)

    def tickByTickAllLast(
            self, reqId: int, tickType: int, time: int, price: float,
            size: int, tickAttribLast: TickAttribLast,
            exchange, specialConditions):
        ticker = self.reqId2Ticker.get(reqId)
        if not ticker:
            self._logger.error(f'tickByTickAllLast: Unknown reqId: {reqId}')
            return
        if price != ticker.last:
            ticker.prevLast = ticker.last
            ticker.last = price
        if size != ticker.lastSize:
            ticker.prevLastSize = ticker.lastSize
            ticker.lastSize = size
        tick = TickByTickAllLast(
            tickType, self.lastTime, price, size, tickAttribLast,
            exchange, specialConditions)
        ticker.tickByTicks.append(tick)
        self.pendingTickers.add(ticker)

    def tickByTickBidAsk(
            self, reqId: int, time: int, bidPrice: float, askPrice: float,
            bidSize: int, askSize: int, tickAttribBidAsk: TickAttribBidAsk):
        ticker = self.reqId2Ticker.get(reqId)
        if not ticker:
            self._logger.error(f'tickByTickBidAsk: Unknown reqId: {reqId}')
            return
        if bidPrice != ticker.bid:
            ticker.prevBid = ticker.bid
            ticker.bid = bidPrice
        if bidSize != ticker.bidSize:
            ticker.prevBidSize = ticker.bidSize
            ticker.bidSize = bidSize
        if askPrice != ticker.ask:
            ticker.prevAsk = ticker.ask
            ticker.ask = askPrice
        if askSize != ticker.askSize:
            ticker.prevAskSize = ticker.askSize
            ticker.askSize = askSize
        tick = TickByTickBidAsk(
            self.lastTime, bidPrice, askPrice, bidSize, askSize,
            tickAttribBidAsk)
        ticker.tickByTicks.append(tick)
        self.pendingTickers.add(ticker)

    def tickByTickMidPoint(self, reqId: int, time: int, midPoint: float):
        ticker = self.reqId2Ticker.get(reqId)
        if not ticker:
            self._logger.error(f'tickByTickMidPoint: Unknown reqId: {reqId}')
            return
        tick = TickByTickMidPoint(self.lastTime, midPoint)
        ticker.tickByTicks.append(tick)
        self.pendingTickers.add(ticker)

    def tickString(self, reqId: int, tickType: int, value: str):
        ticker = self.reqId2Ticker.get(reqId)
        if not ticker:
            return
        try:
            if tickType == 47:
                # https://interactivebrokers.github.io/tws-api/fundamental_ratios_tags.html
                d = dict(t.split('=')                     # type: ignore
                         for t in value.split(';') if t)  # type: ignore
                for k, v in d.items():
                    with suppress(ValueError):
                        if v == '-99999.99':
                            v = 'nan'
                        d[k] = float(v)
                        d[k] = int(v)
                ticker.fundamentalRatios = FundamentalRatios(**d)
            elif tickType in (48, 77):
                # RT Volume or RT Trade Volume string format:
                # price;size;ms since epoch;total volume;VWAP;single trade
                # example:
                # 701.28;1;1348075471534;67854;701.46918464;true
                priceStr, sizeStr, rtTime, volume, vwap, _ = value.split(';')
                if volume:
                    if tickType == 48:
                        ticker.rtVolume = int(volume)
                    elif tickType == 77:
                        ticker.rtTradeVolume = int(volume)
                if vwap:
                    ticker.vwap = float(vwap)
                if rtTime:
                    ticker.rtTime = datetime.fromtimestamp(
                        int(rtTime) / 1000, timezone.utc)
                if priceStr == '':
                    return
                price = float(priceStr)
                size = int(sizeStr)
                if price and size:
                    if ticker.prevLast != ticker.last:
                        ticker.prevLast = ticker.last
                        ticker.last = price
                    if ticker.prevLastSize != ticker.lastSize:
                        ticker.prevLastSize = ticker.lastSize
                        ticker.lastSize = size
                    tick = TickData(self.lastTime, tickType, price, size)
                    ticker.ticks.append(tick)
            elif tickType == 59:
                # Dividend tick:
                # https://interactivebrokers.github.io/tws-api/tick_types.html#ib_dividends
                # example value: '0.83,0.92,20130219,0.23'
                past12, next12, nextDate, nextAmount = value.split(',')
                ticker.dividends = Dividends(
                    float(past12) if past12 else None,
                    float(next12) if next12 else None,
                    parseIBDatetime(nextDate) if nextDate else None,
                    float(nextAmount) if nextAmount else None)
            self.pendingTickers.add(ticker)
        except ValueError:
            self._logger.error(
                f'tickString with tickType {tickType}: '
                f'malformed value: {value!r}')

    def tickGeneric(self, reqId: int, tickType: int, value: float):
        ticker = self.reqId2Ticker.get(reqId)
        if not ticker:
            return
        try:
            value = float(value)
        except ValueError:
            self._logger.error(f'genericTick: malformed value: {value!r}')
            return
        if tickType == 23:
            ticker.histVolatility = value
        elif tickType == 24:
            ticker.impliedVolatility = value
        elif tickType == 31:
            ticker.indexFuturePremium = value
        elif tickType == 49:
            ticker.halted = value
        elif tickType == 54:
            ticker.tradeCount = value
        elif tickType == 55:
            ticker.tradeRate = value
        elif tickType == 56:
            ticker.volumeRate = value
        elif tickType == 58:
            ticker.rtHistVolatility = value
        tick = TickData(self.lastTime, tickType, value, 0)
        ticker.ticks.append(tick)
        self.pendingTickers.add(ticker)

    def tickReqParams(
            self, reqId: int, minTick: float, bboExchange: str,
            snapshotPermissions: int):
        pass

    def mktDepthExchanges(
            self, depthMktDataDescriptions: List[DepthMktDataDescription]):
        self._endReq('mktDepthExchanges', depthMktDataDescriptions)

    def updateMktDepth(
            self, reqId: int, position: int, operation: int, side: int,
            price: float, size: int):
        self.updateMktDepthL2(
            reqId, position, '', operation, side, price, size)

    def updateMktDepthL2(
            self, reqId: int, position: int, marketMaker: str, operation: int,
            side: int, price: float, size: int, isSmartDepth: bool = False):
        # operation: 0 = insert, 1 = update, 2 = delete
        # side: 0 = ask, 1 = bid
        ticker = self.reqId2Ticker[reqId]

        dom = ticker.domBids if side else ticker.domAsks
        if operation == 0:
            dom.insert(position, DOMLevel(price, size, marketMaker))
        elif operation == 1:
            dom[position] = DOMLevel(price, size, marketMaker)
        elif operation == 2:
            if position < len(dom):
                level = dom.pop(position)
                price = level.price
                size = 0

        tick = MktDepthData(
            self.lastTime, position, marketMaker, operation, side, price, size)
        ticker.domTicks.append(tick)
        self.pendingTickers.add(ticker)

    def tickOptionComputation(
            self, reqId: int, tickType: int, impliedVol: float, delta: float,
            optPrice: float, pvDividend: float, gamma: float, vega: float,
            theta: float, undPrice: float):
        comp = OptionComputation(
            impliedVol, delta, optPrice, pvDividend,
            gamma, vega, theta, undPrice)
        ticker = self.reqId2Ticker.get(reqId)
        if ticker:
            # reply from reqMktData
            # https://interactivebrokers.github.io/tws-api/tick_types.html
            if tickType in (10, 80):
                ticker.bidGreeks = comp
            elif tickType in (11, 81):
                ticker.askGreeks = comp
            elif tickType in (12, 82):
                ticker.lastGreeks = comp
            elif tickType in (13, 83):
                ticker.modelGreeks = comp
            self.pendingTickers.add(ticker)
        elif reqId in self._futures:
            # reply from calculateImpliedVolatility or calculateOptionPrice
            self._endReq(reqId, comp)
        else:
            self._logger.error(
                f'tickOptionComputation: Unknown reqId: {reqId}')

    def fundamentalData(self, reqId: int, data: str):
        self._endReq(reqId, data)

    def scannerParameters(self, xml: str):
        self._endReq('scannerParams', xml)

    def scannerData(
            self, reqId: int, rank: int,
            contractDetails: ContractDetails,
            distance: str, benchmark: str, projection: str,
            legsStr: str):
        data = ScanData(
            rank, contractDetails, distance, benchmark, projection, legsStr)
        dataList = self.reqId2Subscriber.get(reqId)
        if dataList is None:
            dataList = self._results.get(reqId)
        if dataList is not None:
            if rank == 0:
                dataList.clear()
            dataList.append(data)

    def scannerDataEnd(self, reqId: int):
        dataList = self._results.get(reqId)
        if dataList is not None:
            self._endReq(reqId)
        else:
            dataList = self.reqId2Subscriber.get(reqId)
        if dataList is not None:
            self.ib.scannerDataEvent.emit(dataList)
            dataList.updateEvent.emit(dataList)

    def histogramData(self, reqId: int, items: List[HistogramData]):
        result = [HistogramData(item.price, item.count) for item in items]
        self._endReq(reqId, result)

    def securityDefinitionOptionParameter(
            self, reqId: int, exchange: str, underlyingConId: int,
            tradingClass: str, multiplier: str, expirations: List[str],
            strikes: List[float]):
        chain = OptionChain(
            exchange, underlyingConId, tradingClass, multiplier,
            expirations, strikes)
        self._results[reqId].append(chain)

    def securityDefinitionOptionParameterEnd(self, reqId: int):
        self._endReq(reqId)

    def newsProviders(self, newsProviders: List[NewsProvider]):
        newsProviders = [
            NewsProvider(code=p.code, name=p.name)
            for p in newsProviders]
        self._endReq('newsProviders', newsProviders)

    def tickNews(
            self, _reqId: int, timeStamp: int, providerCode: str,
            articleId: str, headline: str, extraData: str):
        news = NewsTick(
            timeStamp, providerCode, articleId, headline, extraData)
        self.newsTicks.append(news)
        self.ib.tickNewsEvent.emit(news)

    def newsArticle(self, reqId: int, articleType: int, articleText: str):
        article = NewsArticle(articleType, articleText)
        self._endReq(reqId, article)

    def historicalNews(
            self, reqId: int, time: str, providerCode: str,
            articleId: str, headline: str):
        dt = parseIBDatetime(time)
        dt = cast(datetime, dt)
        article = HistoricalNews(dt, providerCode, articleId, headline)
        self._results[reqId].append(article)

    def historicalNewsEnd(self, reqId, _hasMore: bool):
        self._endReq(reqId)

    def updateNewsBulletin(
            self, msgId: int, msgType: int, message: str,
            origExchange: str):
        bulletin = NewsBulletin(msgId, msgType, message, origExchange)
        self.msgId2NewsBulletin[msgId] = bulletin
        self.ib.newsBulletinEvent.emit(bulletin)

    def receiveFA(self, _faDataType: int, faXmlData: str):
        self._endReq('requestFA', faXmlData)

    def currentTime(self, time: int):
        dt = datetime.fromtimestamp(time, timezone.utc)
        self._endReq('currentTime', dt)

    def tickEFP(
            self, reqId: int, tickType: int, basisPoints: float,
            formattedBasisPoints: str, totalDividends: float,
            holdDays: int, futureLastTradeDate: str, dividendImpact: float,
            dividendsToLastTradeDate: float):
        pass

    def error(self, reqId: int, errorCode: int, errorString: str):
        # https://interactivebrokers.github.io/tws-api/message_codes.html
        warningCodes = {165, 202, 399, 434, 492, 10167}
        isWarning = errorCode in warningCodes or 2100 <= errorCode < 2200
        msg = (
            f'{"Warning" if isWarning else "Error"} '
            f'{errorCode}, reqId {reqId}: {errorString}')
        contract = self._reqId2Contract.get(reqId)
        if contract:
            msg += f', contract: {contract}'

        if isWarning:
            self._logger.info(msg)
        else:
            self._logger.error(msg)
            if reqId in self._futures:
                # the request failed
                if self.ib.RaiseRequestErrors:
                    error = RequestError(reqId, errorCode, errorString)
                    self._endReq(reqId, error, success=False)
                else:
                    self._endReq(reqId)

            elif (self.clientId, reqId) in self.trades:
                # something is wrong with the order, cancel it
                trade = self.trades[(self.clientId, reqId)]
                if not trade.isDone():
                    status = trade.orderStatus.status = OrderStatus.Cancelled
                    logEntry = TradeLogEntry(self.lastTime, status, msg)
                    trade.log.append(logEntry)
                    self._logger.warning(f'Canceled order: {trade}')
                    self.ib.orderStatusEvent.emit(trade)
                    trade.statusEvent.emit(trade)
                    trade.cancelledEvent.emit(trade)

        if errorCode == 165:
            # for scan data subscription there are no longer matching results
            dataList = self.reqId2Subscriber.get(reqId)
            if dataList:
                dataList.clear()
                dataList.updateEvent.emit(dataList)
        elif errorCode == 317:
            # Market depth data has been RESET
            ticker = self.reqId2Ticker.get(reqId)
            if ticker:
                # clear all DOM levels
                ticker.domTicks += [MktDepthData(
                    self.lastTime, 0, '', 2, 0, level.price, 0)
                    for level in ticker.domAsks]
                ticker.domTicks += [MktDepthData(
                    self.lastTime, 0, '', 2, 1, level.price, 0)
                    for level in ticker.domBids]
                ticker.domAsks.clear()
                ticker.domBids.clear()
                self.pendingTickers.add(ticker)

        self.ib.errorEvent.emit(reqId, errorCode, errorString, contract)

    def tcpDataArrived(self):
        self.lastTime = datetime.now(timezone.utc)
        for ticker in self.pendingTickers:
            ticker.ticks = []
            ticker.tickByTicks = []
            ticker.domTicks = []
        self.pendingTickers = set()

    def tcpDataProcessed(self):
        self.ib.updateEvent.emit()
        if self.pendingTickers:
            for ticker in self.pendingTickers:
                ticker.time = self.lastTime
                ticker.updateEvent.emit(ticker)
            self.ib.pendingTickersEvent.emit(self.pendingTickers)
