ib-api 972.0

data/lib/models/ib/order_state.rb

@@ -0,0 +1,152 @@
+module IB
+
+  # OrderState represents dynamic (changeable) info about a single Order,
+  # isolating these changes and making Order essentially immutable
+  class OrderState < IB::Model
+    include BaseProperties
+
+    #p column_names
+    belongs_to :order
+
+    # Properties arriving via OpenOrder message
+    prop :init_margin, # Float: The impact the order would have on your initial margin.
+      :maint_margin, # Float: The impact the order would have on your maintenance margin.
+      :equity_with_loan, # Float: The impact the order would have on your equity
+      :commission, # double: Shows the commission amount on the order.
+      :min_commission, # The possible min range of the actual order commission.
+      :max_commission, # The possible max range of the actual order commission.
+      :commission_currency, # String: Shows the currency of the commission.
+      :warning_text, # String: Displays a warning message if warranted.
+      
+      :market_cap_price  # messages#incomming#orderstae#vers. 11
+
+      # Properties arriving via OrderStatus message:
+      prop :filled, #    int
+      :remaining, # int
+      [:price, :last_fill_price,], #    double
+      [:average_price, :average_fill_price], # double
+      :why_held # String: comma-separated list of reasons for order to be held.
+
+      # Properties arriving in both messages:
+      prop :local_id, #  int: Order id associated with client (volatile).
+      :perm_id, #   int: TWS permanent id, remains the same over TWS sessions.
+      :client_id, # int: The id of the client that placed this order.
+      :parent_id, # int: The order ID of the parent (original) order, used
+      :status => :s # String: one of
+      #   ApiCancelled, PreSubmitted, PendingCancel, Cancelled, Submitted, Filled,
+      #	  Inactive, PendingSubmit, Unknown, ApiPending,
+      #
+      #  Displays the order status. Possible values include:
+      # - PendingSubmit - indicates that you have transmitted the order, but
+      #   have not yet received confirmation that it has been accepted by the
+      #   order destination. NOTE: This order status is NOT sent back by TWS
+      #   and should be explicitly set by YOU when an order is submitted.
+      # - PendingCancel - indicates that you have sent a request to cancel
+      #   the order but have not yet received cancel confirmation from the
+      #   order destination. At this point, your order cancel is not confirmed.
+      #   You may still receive an execution while your cancellation request
+      #   is pending. NOTE: This order status is not sent back by TWS and
+      #   should be explicitly set by YOU when an order is canceled.
+      # - PreSubmitted - indicates that a simulated order type has been
+      #   accepted by the IB system and that this order has yet to be elected.
+      #   The order is held in the IB system until the election criteria are
+      #   met. At that time the order is transmitted to the order destination
+      #   as specified.
+      # - Submitted - indicates that your order has been accepted at the order
+      #   destination and is working.
+      # - Cancelled - indicates that the balance of your order has been
+      #   confirmed canceled by the IB system. This could occur unexpectedly
+      #   when IB or the destination has rejected your order.
+      # - ApiCancelled - canceled via API
+      # - Filled - indicates that the order has been completely filled.
+      # - Inactive - indicates that the order has been accepted by the system
+      #   (simulated orders) or an exchange (native orders) but that currently
+      #   the order is inactive due to system, exchange or other issues.
+      #   
+
+      validates_format_of :status, :without => /\A\z/, :message => 'must not be empty'
+    validates_numericality_of :price, :average_price, :allow_nil => true
+    validates_numericality_of :local_id, :perm_id, :client_id, :parent_id, :filled,
+      :remaining, :only_integer => true, :allow_nil => true
+
+    def self.valid_status? the_message
+      valid_stati =  %w( ApiCancelled PreSubmitted PendingCancel Cancelled Submitted Filled
+			 Inactive PendingSubmit Unknown ApiPending)
+	   valid_stati.include?( the_message )
+    end
+  
+    ## Testing Order state:
+
+    def new?
+      status.empty? || status == 'New'
+    end
+
+    # Order is in a valid, working state on TWS side
+    def submitted?
+      status =~ /Submit/
+    end
+
+    # Order is in a valid, working state on TWS side
+    def pending?
+      submitted? || status =~ /Pending/
+    end
+
+    # Order is in invalid state
+    def inactive?
+      new? || pending? || status =~ /Cancel/
+    end
+
+    def active?
+      !inactive? # status == 'Inactive'
+    end
+
+    def complete_fill?
+      status == 'Filled' && remaining == 0 # filled >= total_quantity # Manually corrected
+    end
+
+    # Comparison
+    def == other
+
+      super(other) ||
+        other.is_a?(self.class) &&
+        status == other.status &&
+        local_id == other.local_id &&
+        perm_id == other.perm_id &&
+        client_id == other.client_id &&
+        filled == other.filled &&
+        remaining == other.remaining &&
+        last_fill_price == other.last_fill_price &&
+        init_margin == other.init_margin &&
+        maint_margin == other.maint_margin &&
+        equity_with_loan == other.equity_with_loan &&
+        why_held == other.why_held &&
+        warning_text == other.warning_text &&
+        commission == other.commission
+    end
+
+    def to_human
+      "<OrderState: #{status} ##{local_id}/#{perm_id} from #{client_id}" +
+        (filled ? " filled #{filled}/#{remaining}" : '') +
+        (last_fill_price ? " at #{last_fill_price}/#{average_fill_price}" : '') +
+        (init_margin ? " margin #{init_margin}/#{maint_margin}" : '') +
+        (equity_with_loan ? " equity #{equity_with_loan}" : '') +
+        (commission && commission > 0 ? " fee #{commission}" : "") +
+        (why_held ? " why_held #{why_held}" : '') +
+        ((warning_text && warning_text != '') ? " warning #{warning_text}" : '') + ">"
+    end
+
+    alias to_s to_human
+=begin
+If an Order is submitted with the :what_if-Flag set, commission and margin are returned 
+via the order_state-Object.
+=end
+		def forcast
+			{ :init_margin => init_margin, 
+				:maint_margin => maint_margin,
+				:equity_with_loan => equity_with_loan ,
+			  :commission => commission, 
+				:commission_currency=> commission_currency,
+				:warning => warning_text }
+		end
+  end # class Order
+end # module IB

data/lib/models/ib/portfolio_value.rb

@@ -0,0 +1,64 @@
+module IB
+class PortfolioValue < IB::Model
+    include BaseProperties
+#	belongs_to :currency
+	belongs_to :account
+	belongs_to :contract
+
+#	scope :single, ->(key) { where :schluessel => key } rescue nil
+
+    prop :position, 
+	:market_price, 
+	:market_value, 
+	:average_cost, 
+	:unrealized_pnl, 
+	:realized_pnl
+
+
+    # Order comparison
+    def == other
+      super(other) ||
+        other.is_a?(self.class) &&
+        market_price == other.market_price &&
+        average_cost == other.average_cost &&
+        position == other.position &&
+	unrealized_pnl == other.unrealized_pnl  &&
+	realized_pnl == other.realized_pnl &&
+        contract == other.contract
+    end
+    def to_human
+			the_account = if account.present? 
+											if account.is_a?(String)
+												account + " "
+											else
+												account.account+" "
+											end
+										else 
+											""
+										end
+
+			"<PortfolioValue: "+
+		  the_account  +
+      "Pos=#{ position.to_i } @ #{market_price.to_f.round(3)};" +
+      "Value=#{market_value.to_f.round(2)};PNL=" + 
+			( unrealized_pnl.to_i.zero? ? "": "#{unrealized_pnl} unrealized;") +
+      ( realized_pnl.to_i.zero? ? "" : "#{realized_pnl} realized;>" ) + 
+			contract.to_human
+    end
+    alias to_s to_human
+
+
+#	def to_invest
+#		a=attributes
+#		a.delete "created_at"
+#		a.delete "updated_at"
+#		a.delete "id"
+#		a.delete "account_id"
+#		a.delete "currency_id"
+#		a[:currency] = currency.symbol.presence || currency.name.presence  || nil   unless currency.nil?
+#		a  #return_value
+#
+#
+#	end
+end # class
+end # module

data/lib/models/ib/stock.rb

@@ -0,0 +1,16 @@
+require_relative 'contract'
+module IB
+	class Stock < IB::Contract
+		validates_format_of :sec_type, :with => /\Astock\z/,
+			:message => "should be a Stock"
+		def default_attributes
+			super.merge :sec_type => :stock, currency:'USD', exchange:'SMART'
+		end
+
+		def to_human
+			att =  [ symbol, currency, ( exchange == 'SMART' ? nil: exchange ), (primary_exchange.present? && !primary_exchange.empty? ? primary_exchange : nil)].compact
+						"<Stock: " + att.join(" ") + ">"
+		end
+
+	end
+end

data/lib/models/ib/underlying.rb

@@ -0,0 +1,34 @@
+module IB
+
+  # Calculated characteristics of underlying Contract (volatile)
+  class Underlying < IB::Model
+    include BaseProperties
+
+    has_one :contract
+
+    prop :con_id, # Id of the Underlying Contract
+      :delta, # double: The underlying stock or future delta.
+      :price #  double: The price of the underlying.
+
+      validates_numericality_of :con_id, :delta, :price #, :allow_nil => true
+
+    def default_attributes
+      super.merge :con_id => 0
+    end
+
+    # Serialize under_comp parameters
+    def serialize
+      [true, con_id, delta, price]
+    end
+
+    # Comparison
+    def == other
+      super(other) ||
+        other.is_a?(self.class) &&
+        con_id == other.con_id && delta == other.delta && price == other.price
+    end
+
+  end # class Underlying
+  UnderComp = Underlying
+
+end # module IB

data/lib/models/ib/vertical.rb

@@ -0,0 +1,96 @@
+require_relative 'contract'
+
+
+module IB
+	class Vertical <   Spread
+
+=begin
+Macro-Class to simplify the definition of Vertical-Spreads
+
+Initialize with
+
+	calendar =  IB::Vertical.new underlying: Symbols::Index.stoxx,
+															 buy: 3000, sell: 2900,  right: :put
+															 expiry: 201901, back: 291903
+	or
+ 
+	master = IB::Option.new symbol: :Estx50, right: :put, multiplier: 10, exchange: 'DTB', currency: 'EUR'
+													strike: 3000, expiry: 201812
+	calendar =  IB::Vertical.new sell: master, buy: 3100
+
+=end
+
+		
+
+		def initialize  master=nil,   # provides strike, front-month, right, trading-class
+										underlying: nil, 
+										right: :put,
+										expiry: IB::Symbols::Futures.next_expiry, 
+										buy: 0 ,   # has to be specified
+										sell: 0,
+							#			trading_class: nil,
+										**args  # trading-class and others
+
+			master_option, side, msg = if master.present? 
+															if master.is_a?(IB::Option) 
+																[ master.essential,-1, nil ]
+															else
+																[ nil, 0,"First Argument is no IB::Option" ]
+															end
+														elsif  buy.is_a?(IB::Option) && !sell.zero?  
+															 [ buy.essentail,1, nil ]
+														elsif  sell.is_a?(IB::Option) && !buy.zero? 
+															 [ sell.essential, -1, nil  ]
+														elsif	underlying.present?
+															if underlying.is_a?(IB::Contract)
+																master = IB::Option.new underlying.attributes.slice( :currency, :symbol, :exchange ).merge(args) 
+																master.sec_type = 'FOP' if underlying.is_a?(IB::Future)
+																master.strike, master.expiry, master.right = buy, expiry, right
+																[master, 1, buy.to_i >0 && sell.to_i >0 ? nil : "buy and sell strikes have to be specified"]
+															else
+																[nil, 0, "Underlying has to be an IB::Contract"]
+															end
+														else
+															[ nil, 0,  "Required parameters: Master-Option or Underlying, buy and sell-strikes" ]  
+														end
+
+			error msg, :args, nil  if msg.present?
+			master_option.trading_class = args[:trading_class] if args[:trading_class].present?
+			l=[] ; master_option.verify{|x| x.contract_detail = nil; l << x }
+			if l.empty?
+				error "Invalid Parameters. No Contract found #{master_option.to_human}"
+			elsif l.size > 2
+				Connection.logger.error "ambigous contract-specification: #{l.map(&:to_human).join(';')}"
+				available_trading_classes = l.map( &:trading_class ).uniq
+				if available_trading_classes.size >1
+					error "Refine Specification with trading_class: #{available_trading_classes.join('; ')}  (details in log)"
+				else
+					error "Respecify expiry, verification reveals #{l.size} contracts  (only 2 are allowed) #{master_option.to_human}"
+				end
+			end
+
+			master_option.strike =  side ==1 ?  sell : buy
+			master_option.verify{|x| x.contract_detail =  nil; l << x }
+			error "Two legs are required, \n Verifiying the master-option exposed #{l.size} legs" unless l.size ==2
+
+			master_option.exchange ||= l.first.exchange
+			master_option.currency ||= l.first.currency
+
+			# i=0 + side = -1 --> -1   sell
+			# i=0 + side =  1 -->  1   buy
+			# i=1 + side = -1 -->  0   buy
+			# i.1 + side =  1 -->  2   sell
+			c_l = l.map.with_index{ |l,i| ComboLeg.new con_id: l.con_id, action: i+side ==2 || i+side <0  ? :sell : :buy , exchange: l.exchange, ratio:  1 }
+
+			super  exchange: master_option.exchange, 
+							 symbol: master_option.symbol.to_s,
+						 currency: master_option.currency,
+						 legs: l,
+						 combo_legs: c_l
+		end
+		def to_human
+			x= [ combo_legs.map(&:weight) , legs.map( &:strike )].transpose
+			 "<Vertical #{symbol} #{legs.first.right}(#{x.map{|w,strike| "#{w} :#{strike} "}.join( '|+|' )} )[#{Date.parse(legs.first.last_trading_day).strftime("%b %Y")}]>"
+		end
+	end
+end

data/lib/requires.rb

@@ -0,0 +1,12 @@
+require 'active_support/core_ext/module/attribute_accessors.rb'
+require 'extensions/class-extensions'
+
+
+require 'ib/version'
+require 'ib/errors'
+require 'ib/constants'
+require 'ib/connection'
+
+require 'ib/models'
+require 'ib/messages'
+

metadata

@@ -0,0 +1,203 @@
+--- !ruby/object:Gem::Specification
+name: ib-api
+version: !ruby/object:Gem::Version
+  version: '972.0'
+platform: ruby
+authors:
+- Hartmut Bischoff
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2020-10-22 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.17'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.17'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '13.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '13.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '6.0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '6.0'
+- !ruby/object:Gem::Dependency
+  name: activemodel
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Ruby Implementation of the Interactive Brokers TWS API
+email:
+- topofocus@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- ".travis.yml"
+- CODE_OF_CONDUCT.md
+- Gemfile
+- Gemfile.lock
+- Guardfile
+- LICENSE
+- README.md
+- Rakefile
+- VERSION
+- api.gemspec
+- bin/console
+- bin/console.yml
+- bin/setup
+- changelog.md
+- example/README.md
+- example/account_info
+- example/account_positions
+- example/account_summary
+- example/cancel_orders
+- example/fa_accounts
+- example/fundamental_data
+- example/historic_data_cli
+- example/list_orders
+- example/portfolio_csv
+- example/scanner_data
+- example/template
+- example/tick_data
+- lib/extensions/class-extensions.rb
+- lib/ib-api.rb
+- lib/ib/base.rb
+- lib/ib/base_properties.rb
+- lib/ib/connection.rb
+- lib/ib/constants.rb
+- lib/ib/errors.rb
+- lib/ib/logger.rb
+- lib/ib/messages.rb
+- lib/ib/messages/abstract_message.rb
+- lib/ib/messages/incoming.rb
+- lib/ib/messages/incoming/abstract_message.rb
+- lib/ib/messages/incoming/account_value.rb
+- lib/ib/messages/incoming/alert.rb
+- lib/ib/messages/incoming/contract_data.rb
+- lib/ib/messages/incoming/delta_neutral_validation.rb
+- lib/ib/messages/incoming/execution_data.rb
+- lib/ib/messages/incoming/historical_data.rb
+- lib/ib/messages/incoming/market_depths.rb
+- lib/ib/messages/incoming/next_valid_id.rb
+- lib/ib/messages/incoming/open_order.rb
+- lib/ib/messages/incoming/order_status.rb
+- lib/ib/messages/incoming/portfolio_value.rb
+- lib/ib/messages/incoming/real_time_bar.rb
+- lib/ib/messages/incoming/scanner_data.rb
+- lib/ib/messages/incoming/ticks.rb
+- lib/ib/messages/outgoing.rb
+- lib/ib/messages/outgoing/abstract_message.rb
+- lib/ib/messages/outgoing/account_requests.rb
+- lib/ib/messages/outgoing/bar_requests.rb
+- lib/ib/messages/outgoing/place_order.rb
+- lib/ib/messages/outgoing/request_marketdata.rb
+- lib/ib/messages/outgoing/request_tick_data.rb
+- lib/ib/model.rb
+- lib/ib/models.rb
+- lib/ib/server_versions.rb
+- lib/ib/socket.rb
+- lib/ib/support.rb
+- lib/ib/version.rb
+- lib/models/ib/account.rb
+- lib/models/ib/account_value.rb
+- lib/models/ib/bag.rb
+- lib/models/ib/bar.rb
+- lib/models/ib/combo_leg.rb
+- lib/models/ib/condition.rb
+- lib/models/ib/contract.rb
+- lib/models/ib/contract_detail.rb
+- lib/models/ib/execution.rb
+- lib/models/ib/forex.rb
+- lib/models/ib/future.rb
+- lib/models/ib/index.rb
+- lib/models/ib/option.rb
+- lib/models/ib/option_detail.rb
+- lib/models/ib/order.rb
+- lib/models/ib/order_state.rb
+- lib/models/ib/portfolio_value.rb
+- lib/models/ib/stock.rb
+- lib/models/ib/underlying.rb
+- lib/models/ib/vertical.rb
+- lib/requires.rb
+homepage: https://github.com/ib-ruby
+licenses: []
+metadata:
+  homepage_uri: https://github.com/ib-ruby
+  source_code_uri: https://github.com/ib-ruby/ib-api
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.0.4
+signing_key: 
+specification_version: 4
+summary: Ruby Implementation of the Interactive Brokers TWS API
+test_files: []