ib-api 10.33.1

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

@@ -0,0 +1,73 @@
+module IB
+  module Messages
+    module Outgoing
+      extend Messages # def_message macros
+      # Start receiving market scanner results through the ScannerData messages.
+      # @data = { :id => ticker_id (int),
+      #  :number_of_rows => int: number of rows of data to return for a query.
+      #  :instrument => The instrument type for the scan. Values include
+      #                                'STK', - US stocks
+      #                                'STOCK.HK' - Asian stocks
+      #                                'STOCK.EU' - European stocks
+      #  :location_code => Legal Values include:
+      #                           - STK.US - US stocks
+      #                           - STK.US.MAJOR - US stocks (without pink sheet)
+      #                           - STK.US.MINOR - US stocks (only pink sheet)
+      #                           - STK.HK.SEHK - Hong Kong stocks
+      #                           - STK.HK.ASX - Australian Stocks
+      #                           - STK.EU - European stocks
+      #  :scan_code => The type of the scan, such as HIGH_OPT_VOLUME_PUT_CALL_RATIO.
+      #  :above_price => double: Only contracts with a price above this value.
+      #  :below_price => double: Only contracts with a price below this value.
+      #  :above_volume => int: Only contracts with a volume above this value.
+      #  :market_cap_above => double: Only contracts with a market cap above this
+      #  :market_cap_below => double: Only contracts with a market cap below this value.
+      #  :moody_rating_above => Only contracts with a Moody rating above this value.
+      #  :moody_rating_below => Only contracts with a Moody rating below this value.
+      #  :sp_rating_above => Only contracts with an S&P rating above this value.
+      #  :sp_rating_below => Only contracts with an S&P rating below this value.
+      #  :maturity_date_above => Only contracts with a maturity date later than this
+      #  :maturity_date_below => Only contracts with a maturity date earlier than this
+      #  :coupon_rate_above => double: Only contracts with a coupon rate above this
+      #  :coupon_rate_below => double: Only contracts with a coupon rate below this
+      #  :exclude_convertible => Exclude convertible bonds.
+      #  :scanner_setting_pairs => Used with the scan_code to help further narrow your query.
+      #                            Scanner Setting Pairs are delimited by slashes, making
+      #                            this parameter open ended. Example is "Annual,true" -
+      #                            when used with 'Top Option Implied Vol % Gainers' scan
+      #                            would return annualized volatilities.
+      #  :average_option_volume_above =>  int: Only contracts with average volume above this
+      #  :stock_type_filter => Valid values are:
+      #                          'ALL' (excludes nothing)
+      #                          'STOCK' (excludes ETFs)
+      #                          'ETF' (includes ETFs) }
+      # ------------
+      # To learn all valid parameter values that a scanner subscription can have,
+      # first subscribe to ScannerParameters and send RequestScannerParameters message.
+      # Available scanner parameters values will be listed in received XML document.
+      RequestScannerSubscription =
+          def_message([22, 3], :request_id , 
+                      [:number_of_rows, -1], # was: EOL,
+                      :instrument,
+                      :location_code,
+                      :scan_code,
+                      :above_price,
+                      :below_price,
+                      :above_volume,
+                      :market_cap_above,
+                      :market_cap_below,
+                      :moody_rating_above,
+                      :moody_rating_below,
+                      :sp_rating_above,
+                      :sp_rating_below,
+                      :maturity_date_above,
+                      :maturity_date_below,
+                      :coupon_rate_above,
+                      :coupon_rate_below,
+                      :exclude_convertible,
+                      :average_option_volume_above, # ?
+                      :scanner_setting_pairs,
+                      :stock_type_filter)
+    end
+  end
+end

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

@@ -0,0 +1,21 @@
+
+module IB
+  module Messages
+    module Outgoing
+      extend Messages # def_message macros
+
+
+
+      RequestTickByTickData = 
+                      def_message [0, 97], :request_id,     # autogenerated if not specified
+                      [:contract, :serialize_short, :primary_exchange],  # include primary exchange in request
+                      :tick_type,  # a string  supported: "Last", "AllLast", "BidAsk" or "MidPoint".
+                      # Server_version >= 140
+                       :number_of_ticks,  # int
+                     :ignore_size      # bool
+
+      CancelTickByTickData =
+          def_message [0, 98], :request_id
+    end
+  end
+end

data/lib/ib/messages/outgoing.rb

@@ -0,0 +1,410 @@
+#require 'ib/messages/outgoing/abstract_message'
+
+# TODO: Don't instantiate messages, use their classes as just namespace for .encode/decode
+
+module IB
+  module Messages
+
+    # Outgoing IB messages (sent to TWS/Gateway)
+    module Outgoing
+      extend Messages # def_message macros
+
+      ### Defining (short) Outgoing Message classes for IB:
+
+      ## Empty messages (no data)
+
+      # Request the open orders that were placed from THIS client. Each open order
+      # will be fed back through the OpenOrder and OrderStatus messages ONCE.
+      # NB: Client with a client_id of 0 will also receive the TWS-owned open orders.
+      # These orders will be associated with the client and a new orderId will be
+      # generated. This association will persist over multiple API and TWS sessions.
+      RequestOpenOrders = def_message 5
+
+      # Request the open orders placed from all clients and also from TWS. Each open
+      # order will be fed back through the OpenOrder and OrderStatus messages ONCE.
+      # Note this does not re-bind those Orders to requesting Client!
+      # Use RequestAutoOpenOrders to request such re-binding.
+      RequestAllOpenOrders = def_message 16
+
+      # Request that newly created TWS orders be implicitly associated with this client.
+      # When a new TWS order is created, the order will be associated with this client
+      # and automatically fed back through the OpenOrder and OrderStatus messages.
+      # It is a 'continuous' request such that it gets turned 'on' when called with a
+      # TRUE auto_bind parameter. When it's called with FALSE auto_bind, new TWS orders
+      # will not bind to this client going forward. Note that TWS orders can only be
+      # bound to clients with a client_id of 0. TODO: how to properly test this?
+      # data = { :auto_bind => boolean }
+      RequestAutoOpenOrders = def_message 15, :auto_bind
+
+      # Requests an XML document that describes the valid parameters that a scanner
+      # subscription can have (for outgoing RequestScannerSubscription message).
+      RequestScannerParameters = def_message 24
+
+      RequestNewsArticle = def_message 84,
+         :request_id , # autogenerated
+         :provider_code,
+         :article_id,
+         :options  # taglist
+
+
+      RequestNewsProviders =  def_message 85   # no further parameters
+      RequestHistoricalNews =  def_message 86,
+         :request_id , # autogenerated
+         :con_id,
+         :provider_code,
+         :start,      # date
+         :total_results,
+         :options  # taglist
+
+
+      CancelNewsBulletins = def_message 13
+      RequestCurrentTime = def_message 49
+      RequestGlobalCancel = def_message 58
+
+      ## Data format is: @data = { :id => ticker_id}
+      CancelMarketData = def_message [2, 2]
+      #      CancelMarketDepth = def_message 11   ## moved to  outgoing/request_market_depth.rb
+      CancelScannerSubscription = def_message 23
+      CancelHistoricalData = def_message 25
+      CancelRealTimeBars = def_message 51
+
+      ## Data format is: @data = { :id => request_id }
+      CancelFundamentalData = def_message 53
+      CancelCalculateImpliedVolatility = CancelImpliedVolatility = def_message 56
+      CancelCalculateOptionPrice = CancelOptionPrice = def_message 57
+
+      ## Data format is: @data ={ :id => local_id of order to cancel }
+      CancelOrder = def_message 4
+
+      # Request the next valid ID that can be used when placing an order. Responds with
+      # NextValidId message, and the id returned is that next valid Id for orders.
+      # That ID will reflect any autobinding that has occurred (which generates new
+      # IDs and increments the next valid ID therein).
+      # @data = { :number of ids requested => int } NB: :number option is ignored by TWS!
+      RequestIds = def_message 8, [:number, 1]
+      # data = { :all_messages => boolean }
+      RequestNewsBulletins = def_message 12, :all_messages
+      # data = { :log_level => int }
+      SetServerLoglevel = def_message 14, :log_level
+      # data = { :fa_data_type => int }  1 -> groups, 2 -> Profiles, 3 -> Account Aliases
+      RequestFA = def_message 18, :fa_data_type
+      # data = { :fa_data_type => int, :xml => String }
+      ReplaceFA = def_message 19, :fa_data_type, :xml
+
+
+      ## RequestContractDetails
+      # parameters :id => request_id(int), (autogenerated if absent)
+      #            :contract => Contract }
+      #
+      # Special case for options: "wildcards" in the Contract fields retrieve Option chains
+      #   strike = 0 means all strikes
+      #   right = "" meanns both call and put
+      #   expiry = "" means all expiries
+      #   expiry = "2013" means all expiries in 2013
+      #   expiry = "201311" means all expiries in Nov 2013
+      # You'll get several ContractData (10) messages back if there is more than one match.
+      # When all the matches are delivered you'll get ContractDataEnd (52) message.
+      RequestContractDetails = RequestContractData =
+          def_message([9, 8], :request_id , # autogenerated
+                      [:contract, :serialize_long, [:sec_id_type]])
+
+      # Requests security definition option parameters for viewing a contract's option chain
+      #  request_id:   The ID chosen for the request
+      #  underlyingSymbol
+      #  futFopExchange:  The exchange on which the returned options are trading.
+      #                   Can be set to the empty string "" for all exchanges.
+      #  underlyingSecType: The type of the underlying security, i.e. STK
+      #  underlyingConId: the contract ID of the underlying security.
+      #  con_id:
+      #  Responses via Messages::Incoming::SecurityDefinitionOptionParameter
+
+
+      RequestSecurityDefinitionOptionParameters = ReqSecDefOptParams  = RequestOptionChainDefinition = def_message [78,0],
+                                  :request_id,   # autogenerated if not specified
+                                  :symbol,        # underlyingSymbol
+                                  [:exchange, ""],      # futOptExchange
+                                  :sec_type,      # underlyingSecType
+                                  :con_id         # underlyingConId  (required)
+      # data = { :id => ticker_id (int), :contract => Contract, :num_rows => int }
+
+
+#     Requests venues for which market data is returned to updateMktDepthL2
+      #     returns MarketDepthExchanges-Message
+      #
+      RequestMarketDepthExchanges =     # requires ServerVersion >= 112
+         def_message 82
+
+
+      ## 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_supershort ],
+                                       :num_rows,
+               "")  #  mktDataOptionsStr. ## not supported by api
+
+      # When this message is sent, TWS responds with ExecutionData messages, each
+      # containing the execution report that meets the specified criteria.
+      # @data={:id =>         int: :request_id,
+      #        :client_id => int: Filter the results based on the clientId.
+      #        :account => Filter the results based on based on account code.
+      #                      Note: this is only relevant for Financial Advisor accts.
+      #        :sec_type =>  Filter the results based on the order security type.
+      #        :time =>      Filter the results based on execution reports received
+      #                      after the specified time - format "yyyymmdd-hh:mm:ss"
+      #        :symbol   =>  Filter the results based on the order symbol.
+      #        :exchange =>  Filter the results based on the order exchange
+      #        :side =>  Filter the results based on the order action: BUY/SELL/SSHORT
+      RequestExecutions = def_message([7, 3],
+                                       :request_id,  # autogenerated if not specified
+                                      :client_id,
+                                      :account,
+                                      :time, # Format "yyyymmdd-hh:mm:ss"
+                                      :symbol,
+                                      :sec_type,
+                                      :exchange,
+                                      :side)
+
+      # data = { :id => ticker_id (int),
+      #          :contract => IB::Contract,
+      #          :exercise_action => int, 1 = exercise, 2 = lapse
+      #          :exercise_quantity => int, The number of contracts to be exercised
+      #          :account => string,
+      #          :override => int: Specifies whether your setting will override the
+      #                       system's natural action. For example, if your action
+      #                       is "exercise" and the option is not in-the-money, by
+      #                       natural action the option would not exercise. If you
+      #                       have override set to "yes" the natural action would be
+      #                       overridden and the out-of-the money option would be
+      #                       exercised. Values are:
+      #                              - 0 = do not override
+      #                              - 1 = override
+      ExerciseOptions = def_message([ 21, 2 ],
+                                  #   :request_id, # id -> required  # todo : TEST
+                                    [:contract, :serialize_short],
+                                    :exercise_action,
+                                    :exercise_quantity,
+                                    :account,
+                                    :override)
+
+
+      # The API can receive frozen market data from Trader Workstation. Frozen market
+      # data is the last data recorded in our system. During normal trading hours,
+      # the API receives real-time market data. If you use this function, you are
+      # telling TWS to automatically switch to frozen market data AFTER the close.
+      # Then, before the opening of the next trading day, market data will automatically
+      # switch back to real-time market data.
+      # :market_data_type = 1 (:real_time) for real-time streaming, 2 (:frozen) for frozen market data
+      #                   = 3 (:delayed) for delayed streaming , 4 (:frozen_delayed)  for frozen delayed
+      RequestMarketDataType =
+          def_message 59, [:market_data_type,
+                           lambda { |type| MARKET_DATA_TYPES.invert[type] || type }, []]
+
+      # Send this message to receive Reuters global fundamental data. There must be
+      # a subscription to Reuters Fundamental set up in Account Management before
+      # you can receive this data.
+      # data = { :id => int: :request_id,
+      #          :contract => Contract,
+      #          :report_type => String: one of the following:
+      #                   'estimates' - Estimates
+      #                   'finstat'   - Financial statements
+      #                    'snapshot' - Summary   }a
+      #                    ReportsFinSummary  Financial summary
+      #ReportsOwnership Company's ownership (Can be large in size)
+      #ReportSnapshot Company's financial overview
+      #ReportsFinStatements Financial Statements
+      #RESC Analyst Estimates
+      #CalendarReport Company's calendar
+      RequestFundamentalData =
+          def_message([52,2],
+                     :request_id, # autogenerated if not specified
+                       [:contract, :serialize, :primary_exchange],
+                      :report_type,
+                      ""  )
+
+      # Returns the timestamp of earliest available historical data for a contract and data type.
+          #  :what_to_show: type of data for head timestamp - "BID", "ASK", "TRADES", etc
+          #  :use_rth     : use regular trading hours only, 1 for yes or 0 for no
+          #  format_data  : set to 2 to obtain it like system time format in second ---> don't change
+      RequestHeadTimeStamp =
+          def_message( [87,0],  :request_id, # autogenerated
+          [:contract, :serialize_short, [:primary_exchange,:include_expired] ],
+          [:use_rth, 1 ],
+          [:what_to_show, 'Trades' ],
+          [:format_date, 2 ]  )    ## don't change!
+
+      CancelHeadTimeStamp =
+          def_message [90,0 ] # , :(request_)id #required
+
+
+
+      RequestHistogramData =
+          def_message( [88, 0],  :request_id, #  autogenerated
+          [:contract, :serialize_short, [:primary_exchange,:include_expired] ],
+          [:use_rth, 1 ],
+          [:time_period ]   )
+
+      CancelHistogramData =
+          def_message [89,0 ] # , :(request_)id  required
+
+      ## Attention: If not reasonable data are used, simply nothing is returned.
+      ## There is no error message either.
+      RequestCalculateImpliedVolatility = CalculateImpliedVolatility =
+          RequestImpliedVolatility =
+              def_message([ 54,3 ],:request_id,  # autogenerated
+                      [:contract, :serialize_short],
+                          :option_price,
+                          :under_price,
+                          [:implied_volatility_options_count, 0],
+                          [:implied_volatility_options_conditions, ''])
+
+      # data = { :request_id => int, :contract => Contract,
+      #          :volatility => double, :under_price => double }
+      RequestCalculateOptionPrice = CalculateOptionPrice = RequestOptionPrice =
+          def_message([ 55, 3], :request_id, #autogenerated if not specified
+                      [:contract, :serialize_short],
+                      :volatility,
+                      :under_price,
+                          [:implied_volatility_options_count, 0],
+                          [:implied_volatility_options_conditions, ''])
+
+
+
+      RequestAccountUpdates = RequestAccountData = def_message([6, 2],
+                                                               [:subscribe, true],
+                                                               :account_code)
+          CancelAccountSummary  =  def_message 63 # :request_id  required
+          #
+          # Note: The reqPositions function is not available in Introducing
+        # Broker or Financial Advisor master accounts that have very large
+          # numbers of subaccounts (> 50) to optimize the performance of TWS/IB
+          # Gateway v973+. Instead the function reqPositionsMulti can be used
+          # to subscribe to updates from individual subaccounts. Also not
+          # available with IBroker accounts configured for on-demand account
+          # lookup.
+          RequestPositions      =  def_message 61
+          CancelPositions       =  def_message 64
+
+          # The function reqPositionsMulti can be used with any
+          # account structure to subscribe to positions updates for multiple
+          # accounts and/or models. The account and model parameters are
+          # optional if there are not multiple accounts or models available. 
+          RequestPositionsMulti = def_message( 74,  :request_id, # autogenerated
+             [ :account, 'ALL' ],
+             [:model_code, nil ] )
+
+          CancelPositionsMulti = def_message( 75, :request_id ) # required
+
+          RequestAccountUpdatesMulti = def_message( 76, :request_id, # autogenerated
+             [ :account, 'ALL'],                          # account or account-group  
+             [:model_code, nil],
+             [:leger_and_nlv, nil ])
+          CancelAccountUpdatesMulti = def_message 77, :request_id  #  required
+      CancelMarketDepth = def_message([11, 1], :is_smart_depth)
+    #  require 'ib/messages/outgoing/place_order'
+    #  require 'ib/messages/outgoing/bar_requests'
+    #  require 'ib/messages/outgoing/account_requests'
+    #  require 'ib/messages/outgoing/request_marketdata'
+    #  require 'ib/messages/outgoing/request_market_depth'
+    #  require 'ib/messages/outgoing/request_tick_data'
+
+    end # module Outgoing
+  end # module Messages
+end # module IB
+
+__END__
+## python: message.py
+     REQ_MKT_DATA                  = 1
+     CANCEL_MKT_DATA               = 2
+     PLACE_ORDER                   = 3
+     CANCEL_ORDER                  = 4
+     REQ_OPEN_ORDERS               = 5
+     REQ_ACCT_DATA                 = 6
+     REQ_EXECUTIONS                = 7
+     REQ_IDS                       = 8
+     REQ_CONTRACT_DATA             = 9
+     REQ_MKT_DEPTH                 = 10
+     CANCEL_MKT_DEPTH              = 11
+     REQ_NEWS_BULLETINS            = 12
+     CANCEL_NEWS_BULLETINS         = 13
+     SET_SERVER_LOGLEVEL           = 14
+     REQ_AUTO_OPEN_ORDERS          = 15
+     REQ_ALL_OPEN_ORDERS           = 16
+     REQ_MANAGED_ACCTS             = 17
+     REQ_FA                        = 18
+     REPLACE_FA                    = 19
+     REQ_HISTORICAL_DATA           = 20
+     EXERCISE_OPTIONS              = 21
+     REQ_SCANNER_SUBSCRIPTION      = 22
+     CANCEL_SCANNER_SUBSCRIPTION   = 23
+     REQ_SCANNER_PARAMETERS        = 24
+     CANCEL_HISTORICAL_DATA        = 25
+     REQ_CURRENT_TIME              = 49
+     REQ_REAL_TIME_BARS            = 50
+     CANCEL_REAL_TIME_BARS         = 51
+     REQ_FUNDAMENTAL_DATA          = 52
+     CANCEL_FUNDAMENTAL_DATA       = 53
+     REQ_CALC_IMPLIED_VOLAT        = 54
+     REQ_CALC_OPTION_PRICE         = 55
+     CANCEL_CALC_IMPLIED_VOLAT     = 56
+     CANCEL_CALC_OPTION_PRICE      = 57
+     REQ_GLOBAL_CANCEL             = 58
+     REQ_MARKET_DATA_TYPE          = 59  --> supported by ib-ruby 0.94
+     
+     REQ_POSITIONS                 = 61   supported now
+     REQ_ACCOUNT_SUMMARY           = 62   supported now
+
+     CANCEL_ACCOUNT_SUMMARY        = 63   supported now
+
+     CANCEL_POSITIONS              = 64   supported now
+     VERIFY_REQUEST                = 65
+     VERIFY_MESSAGE                = 66
+     QUERY_DISPLAY_GROUPS          = 67
+     SUBSCRIBE_TO_GROUP_EVENTS     = 68
+     UPDATE_DISPLAY_GROUP          = 69
+     UNSUBSCRIBE_FROM_GROUP_EVENTS = 70
+     START_API                     = 71
+     VERIFY_AND_AUTH_REQUEST       = 72
+     VERIFY_AND_AUTH_MESSAGE       = 73
+     REQ_POSITIONS_MULTI           = 74   supported now
+     CANCEL_POSITIONS_MULTI        = 75   supported now
+
+     REQ_ACCOUNT_UPDATES_MULTI     = 76   supported now
+
+     CANCEL_ACCOUNT_UPDATES_MULTI  = 77   supported now
+
+     REQ_SEC_DEF_OPT_PARAMS        = 78   supported now
+     REQ_SOFT_DOLLAR_TIERS         = 79
+     REQ_FAMILY_CODES              = 80
+     REQ_MATCHING_SYMBOLS          = 81
+     REQ_MKT_DEPTH_EXCHANGES       = 82
+     REQ_SMART_COMPONENTS          = 83
+     REQ_NEWS_ARTICLE              = 84  in preparation
+     REQ_NEWS_PROVIDERS            = 85   in preparatino
+     REQ_HISTORICAL_NEWS           = 86 in preparation
+
+     REQ_HEAD_TIMESTAMP            = 87   supported now
+
+     REQ_HISTOGRAM_DATA            = 88   supported now
+
+     CANCEL_HISTOGRAM_DATA         = 89   supported now
+
+     CANCEL_HEAD_TIMESTAMP         = 90   supported now
+
+     REQ_MARKET_RULE               = 91
+     REQ_PNL                       = 92
+     CANCEL_PNL                    = 93
+     REQ_PNL_SINGLE                = 94
+     CANCEL_PNL_SINGLE             = 95
+     REQ_HISTORICAL_TICKS          = 96
+     REQ_TICK_BY_TICK_DATA         = 97
+     CANCEL_TICK_BY_TICK_DATA      = 98
+    # ver10
+     REQ_COMPLETED_ORDERS          = 99
+     REQ_WSH_META_DATA             = 100
+     CANCEL_WSH_META_DATA          = 101
+     REQ_WSH_EVENT_DATA            = 102
+     CANCEL_WSH_EVENT_DATA         = 103
+

data/lib/ib/messages.rb

@@ -0,0 +1,139 @@
+require 'server_versions'
+module IB
+
+  module Messages
+    # This gem supports incoming/outgoing IB messages compatible with the following
+    # IB client/server versions:
+    CLIENT_VERSION = 66 #  => API V  9.71
+    SERVER_VERSION =  "v"+ MIN_CLIENT_VER.to_s + ".." + MAX_CLIENT_VER.to_s  # extracted from the python-client
+
+
+
+    # Macro that defines short message classes using a one-liner.
+    #   First arg is either a [message_id, version] pair or just message_id (version 1)
+    #   data_map contains instructions for processing @data Hash. Format:
+    #      Incoming messages: [field, type] or [group, field, type]
+    #      Outgoing messages: field, [field, default] or [field, method, [args]]
+    def def_message message_id_version, *data_map, &to_human
+      base = data_map.first.is_a?(Class) ? data_map.shift : self::AbstractMessage
+      message_id, version = message_id_version
+
+      # Define new message class
+      message_class = Class.new(base) do
+        @message_id, @version = message_id, version || 1
+        @data_map = data_map
+        @given_arguments =[]
+
+        @data_map.each do |(name, _, type_args)|
+          dont_process = name == :request_id # [ :request_id, :local_id, :id ].include? name.to_sym 
+          @given_arguments << name.to_sym
+          # Avoid redefining existing accessor methods
+          unless instance_methods.include?(name.to_s) || instance_methods.include?(name.to_sym) || dont_process
+            if type_args.is_a?(Symbol) # This is Incoming with [group, field, type]
+              attr_reader name
+            else
+              define_method(name) { @data[name] } 
+            end
+          end
+        end
+
+        define_method(:to_human, &to_human) if to_human
+      end
+
+      # Add defined message class to Classes Hash keyed by its message_id
+      self::Classes[message_id] = message_class
+
+      message_class
+    end
+
+  end
+end
+
+#require 'ib/messages/outgoing'
+#require 'ib/messages/incoming'
+
+__END__
+    // Client version history
+    //
+    //  6 = Added parentId to orderStatus
+    //  7 = The new execDetails event returned for an order filled status and reqExecDetails
+    //     Also market depth is available.
+    //  8 = Added lastFillPrice to orderStatus() event and permId to execution details
+    //  9 = Added 'averageCost', 'unrealizedPNL', and 'unrealizedPNL' to updatePortfolio event
+    // 10 = Added 'serverId' to the 'open order' & 'order status' events.
+    //      We send back all the API open orders upon connection.
+    //      Added new methods reqAllOpenOrders, reqAutoOpenOrders()
+    //      Added FA support - reqExecution has filter.
+    //                       - reqAccountUpdates takes acct code.
+    // 11 = Added permId to openOrder event.
+    // 12 = requsting open order attributes ignoreRth, hidden, and discretionary
+    // 13 = added goodAfterTime
+    // 14 = always send size on bid/ask/last tick
+    // 15 = send allocation description string on openOrder
+    // 16 = can receive account name in account and portfolio updates, and fa params in openOrder
+    // 17 = can receive liquidation field in exec reports, and notAutoAvailable field in mkt data
+    // 18 = can receive good till date field in open order messages, and request intraday backfill
+    // 19 = can receive rthOnly flag in ORDER_STATUS
+    // 20 = expects TWS time string on connection after server version >= 20.
+    // 21 = can receive bond contract details.
+    // 22 = can receive price magnifier in version 2 contract details message
+    // 23 = support for scanner
+    // 24 = can receive volatility order parameters in open order messages
+    // 25 = can receive HMDS query start and end times
+    // 26 = can receive option vols in option market data messages
+    // 27 = can receive delta neutral order type and delta neutral aux price in place order version 20: API 8.85
+    // 28 = can receive option model computation ticks: API 8.9
+    // 29 = can receive trail stop limit price in open order and can place them: API 8.91
+    // 30 = can receive extended bond contract def, new ticks, and trade count in bars
+    // 31 = can receive EFP extensions to scanner and market data, and combo legs on open orders
+    //    ; can receive RT bars
+    // 32 = can receive TickType.LAST_TIMESTAMP
+    //    ; can receive "whyHeld" in order status messages
+    // 33 = can receive ScaleNumComponents and ScaleComponentSize is open order messages
+    // 34 = can receive whatIf orders / order state
+    // 35 = can receive contId field for Contract objects
+    // 36 = can receive outsideRth field for Order objects
+    // 37 = can receive clearingAccount and clearingIntent for Order objects
+    // 38 = can receive multiplier and primaryExchange in portfolio updates
+    //    ; can receive cumQty and avgPrice in execution
+    //    ; can receive fundamental data
+    //    ; can receive underComp for Contract objects
+    //    ; can receive reqId and end marker in contractDetails/bondContractDetails
+    //    ; can receive ScaleInitComponentSize and ScaleSubsComponentSize for Order objects
+    // 39 = can receive underConId in contractDetails
+    // 40 = can receive algoStrategy/algoParams in openOrder
+    // 41 = can receive end marker for openOrder
+    //    ; can receive end marker for account download
+    //    ; can receive end marker for executions download
+    // 42 = can receive deltaNeutralValidation
+    // 43 = can receive longName(companyName)
+    //    ; can receive listingExchange
+    //    ; can receive RTVolume tick
+    // 44 = can receive end market for ticker snapshot
+    // 45 = can receive notHeld field in openOrder
+    // 46 = can receive contractMonth, industry, category, subcategory fields in contractDetails
+    //    ; can receive timeZoneId, tradingHours, liquidHours fields in contractDetails
+    // 47 = can receive gamma, vega, theta, undPrice fields in TICK_OPTION_COMPUTATION
+    // 48 = can receive exemptCode in openOrder
+    // 49 = can receive hedgeType and hedgeParam in openOrder
+    // 50 = can receive optOutSmartRouting field in openOrder
+    // 51 = can receive smartComboRoutingParams in openOrder
+    // 52 = can receive deltaNeutralConId, deltaNeutralSettlingFirm, deltaNeutralClearingAccount and deltaNeutralClearingIntent in openOrder
+    // 53 = can receive orderRef in execution
+    // 54 = can receive scale order fields (PriceAdjustValue, PriceAdjustInterval, ProfitOffset, AutoReset,
+    //      InitPosition, InitFillQty and RandomPercent) in openOrder
+    // 55 = can receive orderComboLegs (price) in openOrder
+    // 56 = can receive trailingPercent in openOrder
+    // 57 = can receive commissionReport message
+    // 58 = can receive CUSIP/ISIN/etc. in contractDescription/bondContractDescription
+    // 59 = can receive evRule, evMultiplier in contractDescription/bondContractDescription/executionDetails
+    //      can receive multiplier in executionDetails
+    // 60 = can receive deltaNeutralOpenClose, deltaNeutralShortSale, deltaNeutralShortSaleSlot and              …deltaNeutralDesignatedLocation in openOrder
+    // 61 = can receive multiplier in openOrder
+    //      can receive tradingClass in openOrder, updatePortfolio, execDetails and position
+    // 62 = can receive avgCost in position message
+    // 63 = can receive verifyMessageAPI, verifyCompleted, displayGroupList and displayGroupUpdated messages
+    // 64 = can receive solicited attrib in openOrder message
+    // 65 = can receive verifyAndAuthMessageAPI and verifyAndAuthCompleted messages
+    // 66 = can receive randomize size and randomize price order fields
+    //  not updated since Vers. 9.71

data/lib/ib/order_condition.rb

@@ -0,0 +1,26 @@
+module IB
+
+
+
+
+  class OrderCondition
+    using IB::Support   # refine Array-method for decoding of IB-Messages
+    # subclasses representing specialized condition types.
+
+    Subclasses = Hash.new(OrderCondition)
+    Subclasses[1] = IB::PriceCondition
+    Subclasses[3] = IB::TimeCondition
+    Subclasses[5] = IB::ExecutionCondition
+    Subclasses[4] = IB::MarginCondition
+    Subclasses[6] = IB::VolumeCondition
+    Subclasses[7] = IB::PercentChangeCondition
+
+
+    # This builds an appropriate subclass based on its type
+    #
+    def self.make_from  buffer
+      condition_type = buffer.read_int
+      OrderCondition::Subclasses[condition_type].make( buffer )
+    end
+  end  # class
+end # module