ib-api 10.33.1

data/lib/ib/plugins.rb

@@ -0,0 +1,27 @@
+module IB
+  module Plugins
+    def activate_plugin *names
+      root= Pathname(__dir__).parent.parent
+      names.map{|y| y.to_s.gsub("_","-")}.each do |n|
+        unless  @plugins.include? n
+          # root=  base directory of the ib-api source
+          # plugins are defined in ib-api/plugins/ib
+          filename =  root.join( "plugins", "ib", n+".rb" )
+          if filename.exist?
+            if require  filename
+              @plugins << n
+              true # return value
+            else
+              error "Could not load Plugin `#{n}` --> #{filename} "
+            end
+          else
+            error "Plugin `#{n}` not found in `plugins/ib/`"
+            nil
+          end
+        else
+          IB::Connection.logger.debug "Already activated plugin #{n}"
+        end
+      end
+    end
+  end
+end

data/lib/ib/prepare_data.rb

@@ -0,0 +1,61 @@
+module IB
+  # includes methods from IB:.Support
+  # which adds a tws-method to
+  # - Array
+  # - Symbol
+  # - String
+  # - Numeric
+  # - TrueClass, FalseClass and NilClass
+  #
+  module PrepareData
+    using IB::Support
+    # First call the method #tws on the data-object
+    #
+    # Then transfom into an Array using the #Pack-Method
+    #
+    # The optional Block introduces a user-defined pattern to pack the data.
+    #
+    # Default is "Na*"
+    def prepare_message data
+      data =  data.tws unless data.is_a?(String) && data[-1]== EOL
+      matrize = [data.size,data]
+      if block_given?     # A user defined decoding-sequence is accepted via block
+        matrize.pack yield
+      else
+        matrize.pack  "Na*"
+      end
+    end
+
+    # The received package is decoded. The parameter (msg) is an Array
+    #
+    # The protocol is simple: Every Element is treated as Character.
+    # Exception: The first Element determines the expected length.
+    #
+    # The decoded raw-message can further modified by the optional block.
+    #
+    # The default is to instantiate a Hash: message_id becomes the key.
+    # The Hash is returned
+    #
+    # If a block is provided, no Hash is build and the modified raw-message is returned
+      def decode_message msg
+        m = Hash.new
+        while  not msg.blank?
+          # the first item is the length
+          size = msg[ 0 .. 4 ].unpack( "N" ).first
+          msg  = msg[ 4 .. -1 ]
+          # followed by a sequence of characters
+          message =  msg.unpack( "A#{size}" ).first.split( "\0" )
+          # DEBUG display raw decoded message on STDOUT
+    #      STDOUT::puts "message: #{message}"
+        if block_given?
+          yield message
+        else
+          m[ message.shift.to_i ] = message
+        end
+        msg =  msg[ size .. -1 ]
+      end
+      return m unless m == {}
+    end
+
+  end
+end

data/lib/ib/raw_message_parser.rb

@@ -0,0 +1,99 @@
+# frozen_string_literal: true
+
+module IB
+  # Convert data passed in from a TCP socket stream, and convert into raw messages. The messages
+  class RawMessageParser
+    HEADER_LNGTH = 4
+    def initialize socket
+      @socket = socket
+      @data = String.new
+    end
+
+    def each
+      append_new_data
+
+      while valid_data?
+        # puts "looping: #{@data.inspect}"
+
+        length = next_msg_length
+        validate_data_header(length)
+
+        raw = grab_message(length)
+        validate_message_footer(raw, length)
+        msg = parse_message(raw, length)
+        remove_message
+        yield msg
+      end
+    end
+
+    def valid_data?
+      # Make sure message length is available
+      return false unless length_data?
+
+      # Based on the length, do we have
+      # enough data to process a full
+      # message?
+      return false unless enough_data?
+
+      true
+    end
+
+    # extract message and convert to
+    # an array split by null characters.
+    def grab_message(length)
+      @data.byteslice(HEADER_LNGTH, length)
+    end
+
+    def parse_message(raw, length)
+      raw.unpack1("A#{length}").split("\0")
+    end
+
+    def remove_message
+      length = next_msg_length
+      leftovers = @data.byteslice( length + HEADER_LNGTH..-1 )
+      @data = if leftovers.nil?
+                String.new
+              else
+                leftovers
+              end
+    end
+
+    def enough_data?
+      actual_lngth = next_msg_length + HEADER_LNGTH
+      if next_msg_length.nil?
+        Connection.current.logger.warn {"too little data --> #{@data} "}  
+        false
+      else
+        @data.bytesize >= actual_lngth
+      end
+    end
+
+    def length_data?
+      @data.bytesize > HEADER_LNGTH
+    end
+
+    def next_msg_length
+      # can't check length if first 4 bytes don't exist
+      length = @data.byteslice(0..3).unpack1('N')
+      length.nil? ?  0 : length
+    end
+
+    def append_new_data
+      @data += @socket.recvfrom(4096)[0]
+    end
+
+    def validate_message_footer(msg, _length)
+      last = msg.bytesize
+      last_byte = msg.byteslice(last - 1, last)
+      raise 'Could not validate last byte' if last_byte.nil?
+      raise "Message has an invalid last byte. expecting \0, received: #{last_byte}" if last_byte != "\0"
+    end
+
+    def validate_data_header(length)   # disabled
+                                       # todo:: verify length according to the expected dataframe
+                                       # RequestHistoryData returns large datastreams
+      return true# if length <= 5000  
+      raise "Message is longer then max length (#{length}/5000)"
+    end
+  end
+end

data/lib/ib/socket.rb

@@ -0,0 +1,83 @@
+module IB
+  # includes methods from IB:.Support
+  # which adds a tws-method to
+  # - Array
+  # - Symbol
+  # - String
+  # - Numeric
+  # - TrueClass, FalseClass and NilClass
+  #
+  class Socket < TCPSocket
+    include IB::PrepareData
+    using IB::Support
+
+    def initialising_handshake
+      v100_prefix = "API".tws.encode 'ascii'
+      v100_version = self.prepare_message Messages::SERVER_VERSION
+      write_data v100_prefix+v100_version
+      ## start tws-log
+      # [QO] INFO  [JTS-SocketListener-49] - State: HEADER, IsAPI: UNKNOWN
+      # [QO] INFO  [JTS-SocketListener-49] - State: STOP, IsAPI: YES
+      # [QO] INFO  [JTS-SocketListener-49] - ArEServer: Adding 392382055 with id 2147483647
+      # [QO] INFO  [JTS-SocketListener-49] - eServersChanged: 1
+      # [QO] INFO  [JTS-EServerSocket-287] - [2147483647:136:136:1:0:0:0:SYS] Starting new conversation with client on 127.0.0.1
+      # [QO] INFO  [JTS-EServerSocketNotifier-288] - Starting async queue thread
+      # [QO] INFO  [JTS-EServerSocket-287] - [2147483647:136:136:1:0:0:0:SYS] Server version is 136
+      # [QO] INFO  [JTS-EServerSocket-287] - [2147483647:136:136:1:0:0:0:SYS] Client version is 136
+      # [QO] INFO  [JTS-EServerSocket-287] - [2147483647:136:136:1:0:0:0:SYS] is 3rdParty true
+      ## end tws-log
+    end
+
+
+    def read_string
+      string = self.gets(EOL)
+
+      until string
+        # Silently ignores nils
+        string = self.gets(EOL)
+        sleep 0.1
+      end
+
+      string.chomp
+    end
+
+
+    # Sends null terminated data string into socket
+    def write_data data
+      self.syswrite data.tws
+    end
+
+    # send the message (containing several instructions) to the socket,
+    # calls prepare_message to convert data-elements into NULL-terminated strings
+    def send_messages *data
+      self.syswrite prepare_message(data)
+    rescue Errno::ECONNRESET =>  e
+      Connection.logger.fatal{ "Data not accepted by IB \n
+        #{data.inspect} \n
+        Backtrace:\n "}
+      Connection.logger.error   e.backtrace
+    end
+
+    def receive_messages
+      begin
+        complete_message_buffer = []
+        begin
+          # this is the blocking version of recv
+          buffer =  self.recvfrom(8192)[0]
+          #          STDOUT.puts "BUFFER:: #{buffer.inspect}"
+          complete_message_buffer << buffer
+
+        end while buffer.size == 8192
+        complete_message_buffer.join('')
+      rescue Errno::ECONNRESET =>  e
+        Connection.logger.fatal{ "Data Buffer is not filling \n
+        The Buffer: #{buffer.inspect} \n
+        Backtrace:\n 
+        #{e.backtrace.join("\n") } " }
+        Kernel.exit
+      end
+    end
+
+  end # class Socket
+
+end # module IB

data/lib/ib/support.rb

@@ -0,0 +1,236 @@
+#  Class-extensions only applied when data are read from the tws
+#  Array :  read several formats
+#  Array, String, Symbol, true, false, nil : apply tws.method
+#
+#  Apply through:  module aaxx
+#                     using IB::Support
+#
+module IB
+  module Support
+
+  refine Array do
+
+    def zero?
+      false
+    end
+    # Returns the integer.
+    # retuns nil otherwise or if no element is left on the stack
+    def read_int
+      i= self.shift  rescue nil
+      i = i.to_i unless i.blank?      # this includes conversion of string to zero(0)
+      i.is_a?( Integer ) && i != 2147483647 ?  i : nil
+
+    end
+
+    def read_float
+      i= self.shift  rescue nil
+      i = i.to_f unless i.blank?
+
+    end
+    def read_decimal
+      i= self.shift  rescue nil
+      i = i.to_d unless i.blank?
+      i.is_a?(Numeric)  && i < IB::TWS_MAX ?  i : nil  # return nil, if a very large number is transmitted
+    end
+
+    alias read_decimal_max read_decimal
+
+    ## Values -1 and below indicate: Not computed (TickOptionComputation)
+    def read_decimal_limit_1
+      i= read_decimal
+      i <= -1 ? nil : i
+    end
+
+    ## Values -2 and below indicate: Not computed (TickOptionComputation)
+    def read_decimal_limit_2
+      i= read_decimal
+      i <= -2 ? nil : i
+    end
+
+
+    def read_string
+      self.shift rescue ""
+    end
+    ## reads a string and checks if NULL ==  IB::TWS_MAX is present.
+    ## in that case: returns nil. otherwise: returns the string
+    def read_string_not_null
+      r = read_string
+      rd = r.to_d  unless r.blank?
+      rd.is_a?(Numeric) && rd >= IB::TWS_MAX ? nil : r
+    end
+
+    def read_symbol
+      read_string.to_sym
+    end
+
+    # convert xml into a hash
+    def read_xml
+      Ox.load( read_string(), mode: :hash_no_attrs)
+    end
+
+
+    def read_int_date
+      t= read_int
+      s= Time.at(t.to_i)
+  #     s.year == 1970  --> data is most likely a date-string
+        s.year == 1970 ? Date.parse(t.to_s) : s
+    end
+
+    def read_parse_date
+      Time.parse read_string
+    end
+
+    def read_boolean
+
+      v = self.shift  rescue nil
+      case v
+      when "1"
+        true
+      when "0"
+        false
+      else nil
+      end
+    end
+
+
+    def read_datetime
+      the_string = read_string
+      the_string.blank? ? nil : DateTime.parse(the_string)
+    end
+
+    def read_date
+      the_string = read_string
+      the_string.blank? ? nil : Date.parse(the_string)
+    end
+    #    def read_array
+    #      count = read_int
+    #    end
+
+    ## originally provided in socket.rb
+    #    # Returns loaded Array or [] if count was 0#
+    #
+    #    Without providing a Block, the elements are treated as string
+    def read_array hashmode:false,  &block
+      count = read_int
+      case  count
+      when  0
+        []
+      when nil
+        nil
+      else
+        count= count + count if hashmode
+        if block_given?
+          Array.new(count, &block)
+        else
+          Array.new( count ){ read_string }
+        end
+      end
+    end
+    #
+    #  Returns a hash
+    #  Expected Buffer-Format:
+    #     count (of Hash-elements)
+    #     count* key|Value
+    #  Key's are transformed to symbols, values are treated as string
+    def read_hash
+      tags = read_array( hashmode: true )  # { |_| [read_string, read_string] }
+      result =   if tags.nil? || tags.flatten.empty?
+                  tags #  {}
+               else
+                 interim = if  tags.size.modulo(2).zero?
+                             Hash[*tags.flatten]
+                           else
+                             Hash[*tags[0..-2].flatten]  # omit the last element
+                           end
+                 # symbolize Hash
+                 interim.map { |k, v| [k.to_sym, v] unless k.nil? }.compact.to_h
+               end
+    end
+    #
+
+    def read_contract  # read a standard contract and return als hash
+      {  con_id:          read_int,
+         symbol:       read_string,
+         sec_type:     read_string,
+         expiry:       read_string,
+         strike:      read_decimal,
+         right:        read_string,
+         multiplier:  read_decimal,
+         exchange:     read_string,
+         currency:     read_string,
+         local_symbol: read_string,
+         trading_class: read_string }
+    end
+
+
+    def read_bar  # read a Historical data bar
+#                  ** historicalDataUpdate: time open close high low  **  covered here
+#                     historicalData        time open high low close  <- covered in messages/incomming
+      { :time => read_int_date, # conversion of epoche-time-integer to Dateime
+                                # requires format_date in request to be "2"
+                                # (outgoing/bar_requests # RequestHistoricalData#Encoding)
+        :open =>  read_decimal,
+        :close => read_decimal,
+        :high =>  read_decimal,
+        :low =>   read_decimal,
+        :wap =>   read_decimal,
+        :volume =>    read_int,
+        #  :has_gaps => read_string,  # only in ServerVersion  < 124
+        :trades =>    read_int  }
+
+    end
+
+
+    alias read_bool read_boolean
+
+    def tws
+      if blank?
+        nil.tws
+      else
+        self.flatten.map( &:tws ).join  # [ "", [] , nil].flatten -> ["", nil]
+        # elements with empty array's are cut
+        # this is the desired behavior!
+      end
+    end
+  end   # refining array
+  refine  Symbol do
+    def tws
+      self.to_s.tws
+    end
+  end
+  refine String do
+    def tws
+      if empty?
+        IB::EOL
+      else
+        self[-1] == IB::EOL ? self : self+IB::EOL
+      end
+    end
+  end
+
+  refine  Numeric do
+    def tws
+      self.to_s.tws
+    end
+  end
+
+  refine TrueClass do
+    def tws
+      1.tws
+    end
+  end
+
+  refine  FalseClass do
+    def tws
+      0.tws
+    end
+  end
+
+  refine NilClass do
+    def tws
+      IB::EOL
+    end
+  end
+end
+
+end

data/lib/ib/version.rb

@@ -0,0 +1,6 @@
+require 'pathname'
+
+module IB
+  VERSION_FILE = Pathname.new(__FILE__).dirname + '../../VERSION' # :nodoc:
+  Version = VERSION = VERSION_FILE.exist? ? VERSION_FILE.read.strip : nil
+end

data/lib/ib-api.rb

@@ -0,0 +1,44 @@
+
+require "zeitwerk"
+require "active_model"
+require 'active_support/concern'
+require 'active_support/core_ext/module/attribute_accessors.rb'
+require 'bigdecimal/util'   # provides .to_d  for numeric and string classes
+require 'class_extensions'
+require 'logger'
+require 'terminal-table'
+require 'workflow'
+
+#require 'ib/version'
+#require 'ib/connection'
+
+require "server_versions"
+
+require 'ib/constants'
+require 'ib/errors'
+#loader =  Zeitwerk::Loader.new
+loader =  Zeitwerk::Loader.for_gem(warn_on_extra_files: false)
+loader.ignore("#{__dir__}/server_versions.rb")
+loader.ignore("#{__dir__}/ib-api.rb")
+loader.ignore("#{__dir__}/ib/contract.rb")
+loader.ignore("#{__dir__}/ib/constants.rb")
+loader.ignore("#{__dir__}/ib/errors.rb")
+loader.ignore("#{__dir__}/ib/order_condition.rb")
+loader.ignore("#{__dir__}/ib/messages/outgoing/old-place-order.rb")
+loader.ignore("#{__dir__}/ib/messages/outgoing/new-place-order.rb")
+#loader.ignore("#{__dir__}/models")
+loader.inflector.inflect(
+                         "ib" => "IB",
+                         "receive_fa" => "ReceiveFA",
+                         "tick_efp" => "TickEFP",
+                        )
+#loader.push_dir("#{__dir__}")
+loader.push_dir("#{__dir__}/../models/")
+loader.push_dir("#{__dir__}/../conditions/")
+loader.setup
+loader.eager_load
+#require 'requires'
+require 'ib/contract.rb'
+require 'ib/order_condition.rb'
+#IbRuby = Ib
+#IB = Ib

data/lib/server_versions.rb

@@ -0,0 +1,145 @@
+=begin
+taken from the python-client code
+
+Copyright (C) 2016 Interactive Brokers LLC. All rights reserved.  This code is
+subject to the terms and conditions of the IB API Non-Commercial License or the
+ IB API Commercial License, as applicable.
+
+
+
+The known server versions.
+=end
+
+KNOWN_SERVERS = {
+#min_server_ver_real_time_bars       => 34,
+#min_server_ver_scale_orders         => 35,
+#min_server_ver_snapshot_mkt_data    => 35,
+#min_server_ver_sshort_combo_legs    => 35,
+#min_server_ver_what_if_orders       => 36,
+#min_server_ver_contract_conid       => 37,
+:min_server_ver_pta_orders             => 39,
+:min_server_ver_fundamental_data       => 40,
+:min_server_ver_delta_neutral          => 40,
+:min_server_ver_contract_data_chain    => 40,
+:min_server_ver_scale_orders2          => 40,
+:min_server_ver_algo_orders            => 41,
+:min_server_ver_execution_data_chain   => 42,
+:min_server_ver_not_held               => 44,
+:min_server_ver_sec_id_type            => 45,
+:min_server_ver_place_order_conid      => 46,
+:min_server_ver_req_mkt_data_conid     => 47,
+:min_server_ver_req_calc_implied_volat => 49,
+:min_server_ver_req_calc_option_price  => 50,
+:min_server_ver_sshortx_old            => 51,
+:min_server_ver_sshortx                => 52,
+:min_server_ver_req_global_cancel      => 53,
+:min_server_ver_hedge_orders           => 54,
+:min_server_ver_req_market_data_type   => 55,
+:min_server_ver_opt_out_smart_routing  => 56,
+:min_server_ver_smart_combo_routing_params => 57,
+:min_server_ver_delta_neutral_conid    => 58,
+:min_server_ver_scale_orders3          => 60,
+:min_server_ver_order_combo_legs_price => 61,
+:min_server_ver_trailing_percent       => 62,
+:min_server_ver_delta_neutral_open_close => 66,
+:min_server_ver_positions              => 67,
+:min_server_ver_account_summary        => 67,
+:min_server_ver_trading_class          => 68,
+:min_server_ver_scale_table            => 69,
+:min_server_ver_linking                => 70,
+:min_server_ver_algo_id                => 71,
+:min_server_ver_optional_capabilities  => 72,
+:min_server_ver_order_solicited        => 73,
+:min_server_ver_linking_auth           => 74,
+:min_server_ver_primaryexch            => 75,
+:min_server_ver_randomize_size_and_price => 76,
+:min_server_ver_fractional_positions   => 101,
+:min_server_ver_pegged_to_benchmark    => 102,
+:min_server_ver_models_support         => 103,
+:min_server_ver_sec_def_opt_params_req => 104,
+:min_server_ver_ext_operator           => 105,
+:min_server_ver_soft_dollar_tier       => 106,
+:min_server_ver_req_family_codes       => 107,
+:min_server_ver_req_matching_symbols   => 108,
+:min_server_ver_past_limit             => 109,
+:min_server_ver_md_size_multiplier     => 110,
+:min_server_ver_cash_qty               => 111,
+:min_server_ver_req_mkt_depth_exchanges => 112,
+:min_server_ver_tick_news              => 113,
+:min_server_ver_req_smart_components   => 114,
+:min_server_ver_req_news_providers     => 115,
+:min_server_ver_req_news_article       => 116,
+:min_server_ver_req_historical_news    => 117,
+:min_server_ver_req_head_timestamp     => 118,
+:min_server_ver_req_histogram          => 119,
+:min_server_ver_service_data_type      => 120,
+:min_server_ver_agg_group              => 121,
+:min_server_ver_underlying_info        => 122,
+:min_server_ver_cancel_headtimestamp   => 123,
+:min_server_ver_synt_realtime_bars     => 124,
+:min_server_ver_cfd_reroute            => 125,
+:min_server_ver_market_rules           => 126,
+:min_server_ver_pnl                    => 127,
+:min_server_ver_news_query_origins     => 128,
+:min_server_ver_unrealized_pnl         => 129,
+:min_server_ver_historical_ticks       => 130,
+:min_server_ver_market_cap_price       => 131,
+:min_server_ver_pre_open_bid_ask       => 132,
+:min_server_ver_real_expiration_date   => 134,
+:min_server_ver_realized_pnl           => 135,
+:min_server_ver_last_liquidity         => 136,
+:min_server_ver_tick_by_tick           => 137,
+:min_server_ver_decision_maker         => 138,
+:min_server_ver_mifid_execution        => 139,
+:min_server_ver_tick_by_tick_ignore_size => 140,
+:min_server_ver_auto_price_for_hedge     => 141,
+:min_server_ver_what_if_ext_fields       => 142,
+:min_server_ver_scanner_generic_opts     => 143,
+:min_server_ver_api_bind_order           => 144,
+:min_server_ver_order_container          => 145, ### > Version Field in Order dropped
+:min_server_ver_smart_depth              => 146,
+:min_server_ver_remove_null_all_casting  => 147,
+:min_server_ver_d_peg_orders             => 148,
+:min_server_ver_mkt_depth_prim_exchange  => 149,
+:min_server_ver_completed_orders         => 150,
+:min_server_ver_price_mgmt_algo          => 151,
+:min_server_ver_stock_type               => 152,
+:min_server_ver_encode_msg_ascii7        => 153,
+:min_server_ver_send_all_family_codes    => 154,
+:min_server_ver_no_default_open_close    => 155,
+:min_server_ver_price_based_volitility   => 156,
+:min_server_ver_replace_fa_end           => 157,
+:min_server_ver_duration                 => 158,
+:min_server_ver_market_data_in_shares    => 159,
+:min_server_ver_post_to_ats              => 160,
+:min_server_ver_wshe_calendar            => 161,
+:min_server_ver_auto_cancel_parent       => 162,
+:min_server_ver_fractional_size_support  => 163,
+:min_server_ver_size_rules               => 164,
+:min_server_ver_historical_schedule      => 165,
+:min_server_ver_advanced_order_reject    => 166,
+:min_server_ver_user_info                => 167,
+:min_server_ver_crypto_aggregated_trades => 168,
+:min_server_ver_manual_order_time        => 169,
+:min_server_ver_pegbest_pegmid_offsets   => 170,
+:min_server_ver_wsh_event_data_filters   => 171,
+:min_server_ver_ipo_prices               => 172,
+:min_server_ver_wsh_event_data_filters_date => 173,
+:min_server_ver_instrument_timezone         => 174,
+:min_server_ver_hmds_market_data_in_shares  => 175,
+:min_server_ver_bond_issuerid               => 176,
+:min_server_ver_fa_profile_desupport        => 177,
+:min_server_ver_pending_price_revision      => 178,
+:min_server_ver_fund_data_fields            => 179,
+:min_server_ver_manual_order_time_exercise_options => 180,
+:min_server_ver_open_order_ad_strategy      => 181,
+:min_server_ver_last_trade_date             => 182,
+:min_server_ver_customer_account            => 183,
+:min_server_ver_professional_customer       => 184
+}
+# 100+ messaging */
+# 100 = enhanced handshake, msg length prefixes
+
+MIN_CLIENT_VER = 100
+MAX_CLIENT_VER = KNOWN_SERVERS[:min_server_ver_historical_schedule]   #  165
+# imessages/outgoing/request_tick_Data is prepared for change to ver. 140 , its commented for now