ib-api 10.33.1

data/lib/ib/messages/outgoing/place_order.rb

@@ -0,0 +1,149 @@
+module IB
+  module Messages
+    module Outgoing
+      extend Messages # def_message macros
+
+      PlaceOrder = def_message [ 3,0  ]
+
+      class PlaceOrder
+        def encode
+          order = @data[:order]
+          contract = @data[:contract]
+          contract = order.contract unless contract.is_a? IB::Contract
+
+          error 'contract has to be specified' unless contract.is_a? IB::Contract
+
+          # send place order msg
+          fields = [ super ,
+                    contract.serialize_short(:primary_exchange, :sec_id_type),
+                    order.serialize_main_order_fields,
+                    order.serialize_extended_order_fields,
+                    order.serialize_combo_legs(contract),
+                    order.serialize_auxilery_order_fields # including advisory order fields
+                    ]
+
+#          if server_version >= KNOWN_SERVERS[:min_server_ver_models_support]  # 103
+            fields.push(order.model_code )
+ #         end
+
+          fields += [
+            order[:short_sale_slot] , # 0 only for retail, 1 or 2 for institution  (Institutional)
+            order.designated_location # only populate when short_sale_slot == 2    (Institutional)
+          ]
+
+          fields.push(order.exempt_code) #if server_version >= KNOWN_SERVERS[:min_server_ver_sshortx_old]
+
+          fields.push(order[:oca_type])
+          fields += [
+            order[:rule_80a], # .to_sup[0..0],
+            order.settling_firm,
+            order.all_or_none,
+            order.min_quantity,
+            order.percent_offset,
+            false, # etrade_only ,  desupported in TWS > 981
+            false, # firm_quote_only ,    desupported in TWS > 981
+            '', ## desupported in TWS > 981, too.
+            order[:auction_strategy], # one of: AUCTION_MATCH, AUCTION_IMPROVEMENT, AUCTION_TRANSPARENT
+            order.serialize_advanced_option_order_fields,
+            order.override_percentage_constraints,
+            order.serialize_volatility_order_fields,
+            order.serialize_delta_neutral_order_fields
+          ]
+
+          fields += [
+            order.continuous_update,
+            order[:reference_price_type] ,
+            order.trail_stop_price,
+            order.trailing_percent
+          ]
+
+          fields << order.serialize_scale_order_fields
+
+          fields.push order.hedge_type
+          fields.push order.hedge_param  # default is [] --> omitted if left default
+          fields.push order.opt_out_smart_routing
+
+          fields.push  order.clearing_account
+          fields.push  order.clearing_intent
+
+          fields.push(order.not_held)
+
+          fields << contract.serialize_under_comp
+          fields << order.serialize_algo
+
+          fields.push(order.algo_id)
+          fields.push(order.what_if)
+          fields.push(order.serialize_misc_options)
+          fields.push(order.solicided)
+          fields << [ order.random_size, order.random_price ]
+
+          fields << order.serialize_pegged_order_fields
+          fields << order.serialize_conditions
+          fields << [
+              order.adjusted_order_type,
+              order.trigger_price,
+              order.limit_price_offset,
+              order.adjusted_stop_price,
+              order.adjusted_stop_limit_price,
+              order.adjusted_trailing_amount,
+              order.adjustable_trailing_unit
+            ]
+
+          fields.push(order.ext_operator) # if server_version >= KNOWN_SERVERS[:min_server_ver_ext_operator] #  105
+
+          fields << order.serialize_soft_dollar_tier
+
+          fields.push(order.cash_qty) # if server_version >= KNOWN_SERVERS[:min_server_ver_cash_qty] # 111
+
+          fields << order.serialize_mifid_order_fields
+
+#          if server_version >= KNOWN_SERVERS[:min_server_ver_auto_price_for_hedge]  # 141
+          fields.push(order.dont_use_auto_price_for_hedge)
+#          end
+
+          fields.push(order.is_O_ms_container) #if server_version >= KNOWN_SERVERS[:min_server_ver_order_container] # 145
+
+          if server_version >= KNOWN_SERVERS[:min_server_ver_d_peg_orders]  # 148
+            fields.push(order.discretionary_up_to_limit_price)
+          end
+
+          if server_version >= KNOWN_SERVERS[:min_server_ver_price_mgmt_algo] # 151
+            fields.push(order.use_price_management_algo)
+          end
+
+          if server_version >= KNOWN_SERVERS[:min_server_ver_duration]  # 158
+            fields.push(order.duration)
+          end
+
+          if server_version >= KNOWN_SERVERS[:min_server_ver_post_to_ats]  # 160
+            fields.push(order.post_to_ats)
+          end
+
+          if server_version >= KNOWN_SERVERS[:min_server_ver_auto_cancel_parent] # 162
+            fields.push(order.auto_cancel_parent)
+          end
+
+          if server_version >= KNOWN_SERVERS[:min_server_ver_advanced_order_reject] # 166
+            fields.push(order.advanced_order_reject)
+          end
+
+          if server_version >= KNOWN_SERVERS[:min_server_ver_manual_order_time] # 169
+            fields.push(order.manual_order_time)
+          end
+
+          fields << order.serialize_peg_best_and_mid
+
+          if server_version >= KNOWN_SERVERS[:min_server_ver_customer_account]  # 183
+            fields.push(order.customer_account)
+          end
+
+          if server_version >= KNOWN_SERVERS[:min_server_ver_professional_customer]  # 184
+            fields.push(order.professional_account)
+          end
+
+          fields
+        end
+      end
+    end
+  end
+end

data/lib/ib/messages/outgoing/request_account_summary.rb

@@ -0,0 +1,79 @@
+module IB
+  module Messages
+    module Outgoing
+      extend Messages # def_message macros
+
+=begin
+  Call this method to request and keep up to date the data that appears
+        on the TWS Account Window Summary tab. The data is returned by
+        accountSummary().
+
+        Note:   This request is designed for an FA managed account but can be
+        used for any multi-account structure.
+
+        reqId:int - The ID of the data request. Ensures that responses are matched
+            to requests If several requests are in process.
+        groupName:str - Set to All to returnrn account summary data for all
+            accounts, or set to a specific Advisor Account Group name that has
+            already been created in TWS Global Configuration.
+        tags:str - A comma-separated list of account tags.  Available tags are:
+            accountountType
+            NetLiquidation,
+            TotalCashValue - Total cash including futures pnl
+            SettledCash - For cash accounts, this is the same as
+            TotalCashValue
+            AccruedCash - Net accrued interest
+            BuyingPower - The maximum amount of marginable US stocks the
+                account can buy
+            EquityWithLoanValue - Cash + stocks + bonds + mutual funds
+            PreviousDayEquityWithLoanValue,
+            GrossPositionValue - The sum of the absolute value of all stock
+                and equity option positions
+            RegTEquity,
+            RegTMargin,
+            SMA - Special Memorandum Account
+            InitMarginReq,
+            MaintMarginReq,
+            AvailableFunds,
+            ExcessLiquidity,
+            Cushion - Excess liquidity as a percentage of net liquidation value
+            FullInitMarginReq,
+            FullMaintMarginReq,
+            FullAvailableFunds,
+            FullExcessLiquidity,
+            LookAheadNextChange - Time when look-ahead values take effect
+            LookAheadInitMarginReq,
+            LookAheadMaintMarginReq,
+            LookAheadAvailableFunds,
+            LookAheadExcessLiquidity,
+            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
+            $LEDGER - Single flag to relay all cash balance tags*, only in base
+                currency.
+            $LEDGER:CURRENCY - Single flag to relay all cash balance tags*, only in
+                the specified currency.
+            $LEDGER:ALL - Single flag to relay all cash balance tags* in all
+            currencies.
+
+=end
+          RequestAccountSummary = def_message( 62,
+                        :request_id, # autogenerated if not specified
+            [:group, 'All'],
+            :tags )
+
+
+
+    end # module outgoing
+  end # module messages
+end # module ib
+
+#     REQ_POSITIONS                 = 61
+#     REQ_ACCOUNT_SUMMARY           = 62
+#     CANCEL_ACCOUNT_SUMMARY        = 63
+#     CANCEL_POSITIONS              = 64
+
+#     REQ_ACCOUNT_UPDATES_MULTI     = 76
+#     CANCEL_ACCOUNT_UPDATES_MULTI  = 77

data/lib/ib/messages/outgoing/request_historical_data.rb

@@ -0,0 +1,182 @@
+module IB
+  module Messages
+    module Outgoing
+      extend Messages # def_message macros
+
+
+      RequestHistoricalData = def_message [20, 0], BarRequestMessage,
+        :request_id  # autogenerated if not specified
+
+      # - data = {
+      #          :contract => Contract: requested ticker description
+      #          :end_date_time => String: "yyyymmdd HH:mm:ss", with optional time zone
+      #                            allowed after a space: "20050701 18:26:44 GMT"
+      #          :duration => String, time span the request will cover, and is specified
+      #                  using the format: <integer> <unit>, eg: '1 D', valid units are:
+      #                        '1 S' (seconds, default if no unit is specified)
+      #                        '1 D' (days)
+      #                        '1 W' (weeks)
+      #                        '1 M' (months)
+      #                        '1 Y' (years, currently limited to one)
+      #          :bar_size => String: Specifies the size of the bars that will be returned
+      #                       (within IB/TWS limits). Valid values include:
+      #                             '1 sec'
+      #                             '5 secs'
+      #                             '15 secs'
+      #                             '30 secs'
+      #                             '1 min'
+      #                             '2 mins'
+      #                             '3 mins'
+      #                             '5 mins'
+      #                             '15 mins'
+      #                             '30 min'
+      #                             '1 hour'
+      #                             '1 day'
+      #          :what_to_show => Symbol: Determines the nature of data being extracted.
+      #                           Valid values:
+      #                             :trades, :midpoint, :bid, :ask, :bid_ask,
+      #                             :historical_volatility, :option_implied_volatility,
+      #                             :option_volume, :option_open_interest
+      #                              - converts to "TRADES," "MIDPOINT," "BID," etc...
+      #          :use_rth => int: 0 - all data available during the time span requested
+      #                     is returned, even data bars covering time intervals where the
+      #                     market in question was illiquid. 1 - only data within the
+      #                     "Regular Trading Hours" of the product in question is returned,
+      #                     even if the time span requested falls partially or completely
+      #                     outside of them.
+      #          :format_date => int: 1 - text format, like "20050307 11:32:16".
+      #                               2 - offset from 1970-01-01 in sec (UNIX epoch)
+      #         }
+      #
+      # - NB: using the D :duration only returns bars in whole days, so requesting "1 D"
+      #   for contract ending at 08:05 will only return 1 bar, for 08:00 on that day.
+      #   But requesting "86400 S" gives 86400/barlengthsecs bars before the end Time.
+      #
+      # - Note also that the :duration for any request must be such that the start Time is not
+      #   more than one year before the CURRENT-Time-less-one-day (not 1 year before the end
+      #   Time in the Request)
+      #
+      #     Bar Size Max Duration
+      #     -------- ------------
+      #      1 sec        2000 S
+      #      5 sec       10000 S
+      #      15 sec      30000 S
+      #      30 sec      86400 S
+      #      1 minute    86400 S, 6 D
+      #      2 minutes   86400 S, 6 D
+      #      5 minutes   86400 S, 6 D
+      #      15 minutes  86400 S, 6 D, 20 D, 2 W
+      #      30 minutes  86400 S, 34 D, 4 W, 1 M
+      #      1 hour      86400 S, 34 D, 4 w, 1 M
+      #      1 day       60 D, 12 M, 52 W, 1 Y
+      #  
+      # - NB: as of 4/07 there is no historical data available for forex spot.
+      #
+      # - data[:contract] may either be a Contract object or a String. A String should be
+      #   in serialize_ib_ruby format; that is, it should be a colon-delimited string in
+      #   the format (e.g. for Globex British pound futures contract expiring in Sep-2008):
+      #
+      #
+      # - Fields not needed for a particular security should be left blank (e.g. strike
+      #   and right are only relevant for options.)
+      #
+      # - A Contract object will be automatically serialized into the required format.
+      #
+      # - See also http://chuckcaplan.com/twsapi/index.php/void%20reqIntradayData%28%29
+      #   for general information about how TWS handles historic data requests, whence
+      #   the following has been adapted:
+      #
+      # - The server providing historical prices appears to not always be
+      #   available outside of market hours. If you call it outside of its
+      #   supported time period, or if there is otherwise a problem with
+      #   it, you will receive error #162 "Historical Market Data Service
+      #   query failed.:HMDS query returned no data."
+      #
+      # - For backfill on futures data, you may need to leave the Primary
+      #   Exchange field of the Contract structure blank; see
+      #   http://www.interactivebrokers.com/discus/messages/2/28477.html?1114646754
+      #
+      # - Version 6 implemented --> the version is not transmitted anymore
+      class RequestHistoricalData
+        def parse data
+          data_type, bar_size, contract = super data
+
+          size = data[:bar_size] || data[:size]
+          bar_size = BAR_SIZES.invert[size] || size
+          unless  BAR_SIZES.keys.include?(bar_size)
+            error ":bar_size must be one of #{BAR_SIZES.inspect}", :args
+          end
+          [data_type, bar_size, contract]
+        end
+
+        def encode
+          data_type, bar_size, contract = parse @data
+
+          [super.flatten,
+           contract.serialize_long[0..-1],   # omit sec_id_type and sec_id
+           @data[:end_date_time],
+           bar_size,
+           @data[:duration],
+           @data[:use_rth],
+           data_type.to_s.upcase,
+          2 , # @data[:format_date], format-date is hard-coded as int_date in incoming/historicalData 
+           contract.serialize_legs ,
+     @data[:keep_up_todate],   # 0 / 1
+    ''  #  chartOptions:TagValueList - For internal use only. Use default value XYZ.  
+    ]
+        end
+      end # RequestHistoricalData
+
+    end # module Outgoing
+  end # module Messages
+end # module IB
+
+## python documentaion
+#   """Requests contracts' historical data. When requesting historical data, a
+#        finishing time and date is required along with a duration string. The
+#        resulting bars will be returned in EWrapper.historicalData()
+#        reqId:TickerId - The id of the request. Must be a unique value. When the
+#            market data returns, it whatToShowill be identified by this tag. This is also
+#            used when canceling the market data.
+#        contract:Contract - This object contains a description of the contract for which
+#            market data is being requested.
+#        endDateTime:str - Defines a query end date and time at any point during the past 6 mos.
+#            Valid values include any date/time within the past six months in the format:
+#            yyyymmdd HH:mm:ss ttt
+#            where "ttt" is the optional time zone.
+#        durationStr:str - Set the query duration up to one week, using a time unit
+#            of seconds, days or weeks. Valid values include any integer followed by a space
+#            and then S (seconds), D (days) or W (week). If no unit is specified, seconds is used.
+#        barSizeSetting:str - Specifies the size of the bars that will be returned (within IB/TWS listimits).
+#            Valid values include:
+#            1 sec
+#            5 secs
+#            15 secs
+#            30 secs
+#            1 min
+#            2 mins
+#            3 mins
+#            5 mins
+#            15 mins
+#            30 mins
+#            1 hour
+#            1 day
+#        whatToShow:str - Determines the nature of data beinging extracted. Valid values include:
+#            TRADES
+#            MIDPOINT
+#            BID
+#            ASK
+#            BID_ASK
+#            HISTORICAL_VOLATILITY
+#            OPTION_IMPLIED_VOLATILITY
+#        useRTH:int - Determines whether to return all data available during the requested time span,
+#            or only data that falls within regular trading hours. Valid values include:
+#            0 - all data is returned even where the market in question was outside of its
+#            regular trading hours.
+#            1 - only data within the regular trading hours is returned, even if the
+#            requested time span falls partially or completely outside of the RTH.
+#        formatDate: int - Determines the date format applied to returned bars. validd values include:
+#            1 - dates applying to bars returned in the format: yyyymmdd{space}{space}hh:mm:dd
+#            2 - dates are returned as a long integer specifying the number of seconds since
+#                1/1/1970 GMT.
+#        chartOptions:TagValueList - For internal use only. Use default value XYZ. """

data/lib/ib/messages/outgoing/request_market_data.rb

@@ -0,0 +1,102 @@
+module IB
+  module Messages
+    module Outgoing
+      extend Messages # def_message macros
+
+      RequestMarketData =
+          def_message [ 1, 11 ], :request_id,
+                      [ :contract, :serialize_short ],
+                      [ :contract, :serialize_legs, :market_data ],
+                      [ :delta_neutral, false ],                        # delta neutral:  we do not support that
+                      [ :tick_list, ->(tick_list){ tick_list.is_a?(Array) ? tick_list.join(',') : (tick_list || '')}, [] ],
+                      [ :snapshot, false ],
+                      [ :regulatory_snapshot, false ],
+                      [ :mkt_data_options, "" ]  # changed to enable requests in V 10.19 ff
+    end
+
+      #  ==> details:  https://interactivebrokers.github.io/tws-api/tick_types.html
+      #
+      # @data={:id => int: ticker_id - Must be a unique value. When the market data
+      #                                returns, it will be identified by this tag,
+      #                                if omitted its autogenerated
+      #      :contract => IB::Contract, requested contract.
+      #      :tick_list => String: comma delimited list of requested tick groups:
+      #        Group ID - Description - Requested Tick Types
+      #        100 - Option Volume (currently for stocks) - 29, 30
+      #        101 - Option Open Interest (currently for stocks) - 27, 28
+      #        104 - Historical Volatility (currently for stocks) - 23
+      #        105 - Average Opt Volume,  # new 971
+      #        106 - Option Implied Volatility (impvolat) - 24
+      #        107   (climpvlt)  # new 971
+      #        125   (Bond analytic data) # new 971
+      #        162 - Index Future Premium - 31
+      #        165 - Miscellaneous Stats - 15, 16, 17, 18, 19, 20, 21
+      #        166  (CScreen)   # new 971,
+      #        221/220 - Creditman, Mark Price (used in TWS P&L computations) - 37
+      #        225 - Auction values (volume, price and imbalance) - 34, 35, 36
+      #        232/221(Pl-price )  # new 971
+      #        233 - RTVolume - 48
+      #        236 - Shortable (inventory) - 46
+      #        256 - Inventory - ?
+      #        258 - Fundamental Ratios - 47
+      #        291 - (ivclose)
+      #        292 - (Wide News)
+      #        293 - (TradeCount)
+      #        295 - (VolumeRate)
+      #        318 - (LastRTHT-Trade)
+      #        370 - (Participation Monitor)
+      #        375 - RTTrdVolumne
+      #        377 - CttTickTag
+      #        381 - IB-Rate
+      #        384 - RfdTickRespTag
+      #        387 -  DMM
+      #        388 - Issuer Fundamentals
+      #        391 - IBWarrantImplVolCompeteTick
+      #        405 - Index Capabilities
+      #        407 - Futures Margins
+      #        411 - Realtime Historical Volatility - 58
+      #        428 - Monetary Close
+      #        439 - MonitorTicTag
+      #        456/59 - IB Dividends, 4 comma separated values: 12 Month dividend,
+      #                                                         projected 12 Month dividend,
+      #                                                         next dividend date,
+      #                                                         next dividend value
+      #                                                         (use primary exchange instead of smart)
+      #        459 - RTCLOSE
+      #        460 - Bond Factor Multiplier
+      #        499 - Fee and Rebate Ratge
+      #        506 - midptiv
+      #
+      #        511(hvolrt10 (per-underlying)),
+      #        512(hvolrt30 (per-underlying)),
+      #        513(hvolrt50 (per-underlying)),
+      #        514(hvolrt75 (per-underlying)),
+      #        515(hvolrt100 (per-underlying)),
+      #        516(hvolrt150 (per-underlying)),
+      #        517(hvolrt200 (per-underlying)),
+      #        521(fzmidptiv),
+      #        545(vsiv),
+      #        576(EtfNavBidAsk(navbidask)),
+      #        577(EtfNavLast(navlast)),
+      #        578(EtfNavClose(navclose)),
+      #        584(Average Opening Vol.),
+      #        585(Average Closing Vol.),
+      #        587(Pl Price Delayed),
+      #        588(Futures Open Interest),
+      #        595(Short-Term Volume X Mins),
+      #        608(EMA N),
+      #        614(EtfNavMisc(hight/low)),
+      #        619(Creditman Slow Mark Price),
+      #        623(EtfFrozenNavLast(fznavlast)        ## updated 2018/1/21
+      #
+      #      :snapshot => bool: Check to return a single snapshot of market data and
+      #                   have the market data subscription canceled. Do not enter any
+      #                   :tick_list values if you use snapshot.
+      #
+      #      :regulatory_snapshot => bool - With the US Value Snapshot Bundle for stocks,
+      #                   regulatory snapshots are available for 0.01 USD each. (applies on demo accounts as well)
+      #      :mktDataOptions => (TagValueList)  For internal use only.
+      #                    Use default value XYZ.
+      #
+  end
+end

data/lib/ib/messages/outgoing/request_market_depth.rb

@@ -0,0 +1,57 @@
+
+module IB
+  module Messages
+    module Outgoing
+      extend Messages # def_message macros
+
+      ## actual Version supported is: 137
+      ## changes:   MIN_SERVER_VER_SMART_DEPTH: 146  --> insert 'is_smarth_depth' after 'num_rows'
+      ##  then: 'is_smart_depth' (bool) has to be specified in  CancelMarketDepth, too
+      #
+      #
+
+      RequestMarketDepth = def_message(
+        [10, 5],
+        :request_id,   # autogenerated if not specified
+        [:contract, :serialize, :option, :trading_class],  # serialize_supershort],
+        :num_rows,
+        :is_smart_depth,
+        ""
+      )  #  mktDataOptionsStr. ## not supported by api
+
+      class RequestMarketDepth
+        def encode
+          ## create a proper request_id  and erase :id and :ticker_id if nessesary
+          if self.class.properties?.include?(:request_id)
+            @data[:request_id] = @data[:id] || @data[:ticker_id] || @data[:request_id] || rand(9999)
+            @data[:id] = @data[:ticker_id] = nil
+          end
+          contract = @data[:contract]
+#          error "RequestMarketDepth requires a valid con-id" if contract.con_id.empty?
+
+          [
+            self.class.message_id,
+            self.class.version,
+            @data[:request_id],
+            contract.con_id,
+            contract.symbol,
+            contract[:sec_type],
+            contract.expiry,  #last_trade_date_or_contract_month,
+            contract.strike,
+            contract.right == :none ? '' : contract.right,
+            contract.multiplier,
+            contract.exchange,
+            contract.primary_exchange,
+            contract.currency,
+            contract.local_symbol,
+            contract.trading_class,
+            @data[:num_rows],
+            @data[:is_smart_depth],
+            "",
+            ""
+          ]
+        end
+      end
+    end
+  end
+end

data/lib/ib/messages/outgoing/request_real_time_bars.rb

@@ -0,0 +1,48 @@
+module IB
+  module Messages
+    module Outgoing
+      extend Messages # def_message macros
+
+
+      #  data = { :id => ticker_id (int),
+      #           :contract => Contract ,
+      #           :bar_size => int/Symbol? Currently only 5 second bars are supported,
+      #                        if any other value is used, an exception will be thrown.,
+      #           :data_type => Symbol: Determines the nature of data being extracted.
+      #                       :trades, :midpoint, :bid, :ask, :bid_ask,
+      #                       :historical_volatility, :option_implied_volatility,
+      #                       :option_volume, :option_open_interest
+      #                       - converts to "TRADES," "MIDPOINT," "BID," etc...
+      #          :use_rth => int: 0 - all data available during the time span requested
+      #                     is returned, even data bars covering time intervals where the
+      #                     market in question was illiquid. 1 - only data within the
+      #                     "Regular Trading Hours" of the product in question is returned,
+      #                     even if the time span requested falls partially or completely
+      #                     outside of them.
+      #
+      #  Version 3 
+      RequestRealTimeBars = def_message [ 50, 3 ], BarRequestMessage,
+        :request_id  # autogenerated if not specified
+
+      class RequestRealTimeBars
+        def parse data
+          data_type, bar_size, contract = super data
+
+          size = data[:bar_size] || data[:size]
+          bar_size = 5 #  only 5 sec bars are supported   --> for future use ::> size.to_i
+          [data_type, bar_size, contract]
+        end
+
+        def encode
+          data_type, bar_size, contract = parse @data
+
+          [super,
+           contract.serialize_short(:primary_exchange),  # include primary exchange in request
+           bar_size,
+           data_type.to_s.upcase,
+           @data[:use_rth] ,
+     ""   # not suported realtimebars option string
+    ]
+        end
+      end # RequestRealTimeBars
+