ib-api 10.33.1

data/bin/simple

@@ -0,0 +1,91 @@
+#!/usr/bin/env ruby
+### loads the active-orient environment 
+### and starts an interactive shell
+###
+### Parameter: t)ws | g)ateway (or number of port ) Default: Gateway ,
+###							client_id , Default 2000
+###
+### Define Parameter in  file console.yml
+###
+require 'bundler/setup'
+require 'yaml'
+
+require 'ib-api'
+
+class Array
+  # enables calling members of an array. which are hashes  by it name
+  # i.e
+  #
+  #  2.5.0 :006 > C.received[:OpenOrder].local_id
+  #   => [16, 17, 21, 20, 19, 8, 7] 
+  #   2.5.0 :007 > C.received[:OpenOrder].contract.to_human
+  #    => ["<Bag: IECombo SMART USD legs:  >", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: WFC USD>", "<Stock: WFC USD>"] 
+  #
+  # its included only in the console, for inspection purposes
+
+  def method_missing(method, *key)
+    unless method == :to_hash || method == :to_str #|| method == :to_int
+      return self.map{|x| x.public_send(method, *key)}
+    end
+
+  end
+end # Array
+
+
+# read items from console.yml 
+read_yml = -> (key) do
+		YAML::load_file( File.expand_path('../console.yml',__FILE__))[key]
+	end
+
+
+  puts 
+  puts ">> IB-Core Interactive Console <<" 
+  puts '-'* 45
+  puts 
+  puts "Namespace is IB ! "
+  puts
+  puts '-'* 45
+  include IB
+  require 'irb'
+  client_id = ARGV[1] || read_yml[:client_id]
+  specified_host = ARGV[0] || 'Gateway'
+	host =  case specified_host
+					when Integer
+						specified_port  # just use the number
+					when /^[gG]/ 
+						read_yml[:gateway]
+					when /^[Tt]/
+						read_yml[:tws]
+					end
+
+  ARGV.clear
+	
+  ## The Block takes instructions which are executed  after initializing all instance-variables
+  ## and prior to the connection-process
+  ## Here we just subscribe to some events  
+  C =  Connection.new  client_id: client_id, host: host  do |c|  # future use__ , optional_capacities: "+PACEAPI"  do |c|
+    c.received = true
+    c.subscribe( :ContractData, :BondContractData) { |msg| c.logger.info { msg.contract.to_human } }
+    c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| c.logger.info { m.to_human } }
+    c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| c.logger.info { m.to_human }}
+#    c.subscribe :ManagedAccounts do  |msg|
+#        puts "------------------------------- Managed Accounts ----------------------------------"
+#				puts "Detected Accounts: #{msg.accounts.account.join(' -- ')} " 
+#				puts
+#    end
+
+    c.subscribe( :OpenOrder){ |msg|  "Open Order detected and stored: C.received[:OpenOrders] " }
+	end 
+  #C.logger.level = Logger::FATAL
+  unless  C.received[:OpenOrder].blank?
+        puts "------------------------------- OpenOrders ----------------------------------"
+    puts C.received[:OpenOrder].to_human.join "\n"
+  end
+  puts  "Connection established through #{host}, client_id #{client_id} used"
+  puts
+  puts  "----> C    points to the connection-instance"
+  puts
+  puts  "some basic Messages are subscribed and accordingly displayed"
+  puts '-'* 45
+
+  IRB.start(__FILE__)

data/changelog.md

@@ -0,0 +1,32 @@
+Changelog
+=============
+
+| Date   |  Description |
+|=++++   |=++++++++++++ |
+| 30.8.2020 | migrating lib-files from ib-ruby-project |
+
+| 28.11.2020| separating lib/model and lib/models to enable extension with
+              ActiveRecord/Rails and OrientDB/ActiveOrient. |
+|           | Introducing a Database-Switch in /lib/requires to omit 
+              loading of model- and messages files. This has to be done 
+							manually after assigning the database-model framework. |
+
+| 1.12.2020 | moving model/ib/spread.rb from `ib-extensions` to `ib-api`.|
+| 1.12.2020 | creating a dummy Contract#verify to guaranty safe operation of spreads |
+
+|           | Preparation of a Gem-Release  |
+| 23.2.2021 | Fixed retrieving of ContractDetail requests of Options with strikes < 1 
+|           | Gem Release                   |
+
+|  1.4.2024 | Proper monkey patching of classes through class_extensions (Prepare for Zeitwerk, V10)
+|  2.4.2024 | Renaming of IBSupport and IBSocket to IB::Support and IB::Socket (Prepare for Zeitwerk, V10)
+|  4.4.2024 | Apply Zeitwerk, V10
+              Put `model` to the root directory (the files are then easily fetched through zeitwerk)
+              Reorganizing Messages. One message class per file. Keeping general incoming and outgoing-files
+|  1.1.2025 | introducing plugins 
+|           | using a state machine to organize access to advanced featurs
+
+|  7.5.2025 | Disabled verify buffer size to enable receiving historical datastreams
+|           | Removed contract#verify! in favour of #contract.verify 
+
+

data/conditions/ib/execution_condition.rb

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+module IB
+  class ExecutionCondition < OrderCondition
+    using IB::Support   # refine Array-method for decoding of IB-Messages
+    
+    def condition_type 
+      5
+    end
+
+    def self.make  buffer
+      m =self.new  conjunction_connection:  buffer.read_string,
+                   operator: buffer.read_int
+
+      the_contract = IB::Contract.new sec_type: buffer.read_string,
+                                      exchange: buffer.read_string,
+                                      symbol: buffer.read_string
+      m.contract = the_contract
+      m
+    end
+
+    def serialize
+      super << contract[:sec_type] <<(contract.primary_exchange.presence || contract.exchange) << contract.symbol
+    end
+  
+    def self.fabricate contract
+      self.new contract: verify_contract_if_necessary( contract )
+    end
+
+  end
+
+
+end # module

data/conditions/ib/margin_condition.rb

@@ -0,0 +1,28 @@
+module IB
+
+  class MarginCondition < OrderCondition
+    using IB::Support   # refine Array-method for decoding of IB-Messages
+
+    prop  :percent
+
+    def condition_type 
+      4
+    end
+
+    def self.make  buffer
+      self.new  conjunction_connection:  buffer.read_string,
+                operator: buffer.read_int,
+                percent: buffer.read_int
+    end
+
+    def serialize
+      super << self[:operator] << percent 
+    end
+    def self.fabricate operator,  percent
+      error "Condition Operator has to be \">=\" or \"<=\" " unless ["<=", ">="].include? operator 
+      self.new operator: operator, 
+              percent: percent
+    end
+  end
+
+end # module

data/conditions/ib/order_condition.rb

@@ -0,0 +1,29 @@
+module IB
+  class OrderCondition < IB::Base
+    include BaseProperties
+    using IB::Support   # refine Array-method for decoding of IB-Messages
+
+    prop :operator,                 # 1 ->  " >= " , 0 -> " <= "   see /lib/ib/constants # 338f
+        :conjunction_connection,    # "o" -> or  "a"
+        :contract
+
+    def self.verify_contract_if_necessary c
+       c.con_id.to_i.zero? ||( c.primary_exchange.blank? && c.exchange.blank?) ? c.verify! : c
+    end
+    def condition_type
+      error "condition_type method is abstract"
+    end
+    def  default_attributes
+       super.merge(  operator: ">=" , conjunction_connection: :and )
+    end
+
+    def serialize_contract_by_con_id
+      [ contract.con_id , contract.primary_exchange.presence || contract.exchange ]
+    end
+
+    def serialize
+      [ condition_type,  self[:conjunction_connection] ]
+    end
+  end
+
+end # module

data/conditions/ib/percent_change_condition.rb

@@ -0,0 +1,34 @@
+module IB
+
+  class PercentChangeCondition < OrderCondition
+    using IB::Support   # refine Array-method for decoding of IB-Messages
+    prop :percent_change
+    include BaseProperties
+
+    def condition_type
+      7
+    end
+
+    def self.make  buffer
+        m = self.new  conjunction_connection:  buffer.read_string,
+                      operator: buffer.read_int,
+                      percent_change: buffer.read_decimal
+
+        the_contract = IB::Contract.new con_id: buffer.read_int, exchange: buffer.read_string
+        m.contract = the_contract
+        m
+    end
+
+    def serialize
+      super << self[:operator] << percent_change  << serialize_contract_by_con_id 
+
+    end
+    # dsl:   PercentChangeCondition.fabricate some_contract, ">=", "5%"
+    def self.fabricate contract, operator, change
+      error "Condition Operator has to be \">=\" or \"<=\" " unless ["<=", ">="].include? operator
+        self.new  operator: operator,
+                  percent_change: change.to_i,
+                  contract: verify_contract_if_necessary( contract )
+    end
+  end
+end # module

data/conditions/ib/price_condition.rb

@@ -0,0 +1,44 @@
+module IB
+
+
+  class PriceCondition < OrderCondition
+    using IB::Support   # refine Array-method for decoding of IB-Messages
+    include BaseProperties
+    prop :price,
+      :trigger_method  # see /models/ib/order.rb# 51 ff  and /lib/ib/constants # 210 ff
+
+    def default_attributes
+      super.merge( :trigger_method => :default  )
+    end
+
+    def condition_type
+      1
+    end
+
+    def self.make  buffer
+         m= self.new  conjunction_connection:  buffer.read_string,
+          operator: buffer.read_int,
+          price: buffer.read_decimal
+
+          the_contract = IB::Contract.new con_id: buffer.read_int, exchange: buffer.read_string
+          m.contract = the_contract
+          m.trigger_method = buffer.read_int
+          m
+
+      end
+
+    def serialize
+    super << self[:operator] << price << serialize_contract_by_con_id <<  self[:trigger_method]
+    end
+
+    # dsl:   PriceCondition.fabricate some_contract, ">=", 500
+    def self.fabricate contract, operator, price
+      error "Condition Operator has to be \">=\" or \"<=\" " unless ["<=", ">="].include? operator
+      self.new  operator: operator,
+                price: price.to_i,
+                contract: verify_contract_if_necessary( contract )
+    end
+
+  end
+
+end # module

data/conditions/ib/time_condition.rb

@@ -0,0 +1,42 @@
+module IB
+
+
+  class TimeCondition < OrderCondition
+    using IB::Support   # refine Array-method for decoding of IB-Messages
+    include BaseProperties
+    prop :time
+
+    def condition_type
+      3
+    end
+
+    def self.make  buffer
+      self.new  conjunction_connection:  buffer.read_string,
+        operator: buffer.read_int,
+        time: buffer.read_parse_date
+    end
+
+    def serialize
+      t =  self[:time]
+      if t.is_a?(String) && t =~ /^\d{8}\z/  # expiry-format yyymmmdd
+        self.time = DateTime.new t[0..3],t[4..5],t[-2..-1]
+      end
+      serialized_time = case self[:time]   # explicity formatting of time-object
+                        when String
+                          self[:time]
+                        when DateTime 
+                          self[:time].gmtime.strftime("%Y%m%d %H:%M:%S %Z")
+                        when  Date, Time
+                          self[:time].strftime("%Y%m%d %H:%M:%S")
+                        end
+
+      super << self[:operator] << serialized_time
+    end
+
+    def self.fabricate operator, time
+      self.new operator: operator,
+              time: time
+    end
+  end
+
+end # module

data/conditions/ib/volume_condition.rb

@@ -0,0 +1,36 @@
+module IB
+  class VolumeCondition < OrderCondition
+    using IB::Support   # refine Array-method for decoding of IB-Messages
+    include BaseProperties
+
+    prop :volume
+
+    def condition_type
+      6
+    end
+
+    def self.make  buffer
+      m = self.new  conjunction_connection:  buffer.read_string,
+                    operator: buffer.read_int,
+                    volumne: buffer.read_int
+
+      the_contract = IB::Contract.new con_id: buffer.read_int, exchange: buffer.read_string
+      m.contract = the_contract
+      m
+    end
+
+    def serialize
+
+      super << self[:operator] << volume <<  serialize_contract_by.con_id 
+    end
+
+    # dsl:   VolumeCondition.fabricate some_contract, ">=", 50000
+    def self.fabricate contract, operator, volume
+      error "Condition Operator has to be \">=\" or \"<=\" " unless ["<=", ">="].include? operator
+      self.new  operator: operator,
+                volume: volume,
+                contract: verify_contract_if_necessary( contract )
+    end
+  end
+
+end # module

data/lib/class_extensions.rb

@@ -0,0 +1,167 @@
+# Include the method `to_bool` to some basic classes
+#
+# Prepare the output of arrays via Terminal::Table
+#
+# Define the method `count_duplicates` for Arrays
+#
+require 'date'
+
+module ClassExtensions
+  module Array
+    module DuplicatesCounter
+      def count_duplicates
+        self.each_with_object(Hash.new(0)) { |element, counter| counter[element] += 1 }.sort_by{|k,v| -v}.to_h
+      end
+    end
+
+    module TablePresenter
+      def as_table(&b)
+        the_table_header = first.table_header(&b)
+        the_table_rows = map &:table_row
+        Terminal::Table.new headings: the_table_header, rows: the_table_rows , style: { border: :unicode }
+      end
+    end
+  end
+
+  module Date
+  # Render datetime in IB format (zero padded "yyyymmdd 12:00:00")
+
+    def to_ib timezone = 'UTC'
+      t =  to_time + 12 *  60 *  60  # convert to time (noon)
+      s=  "#{t.year}#{sprintf("%02d", t.month)}#{sprintf("%02d", t.day)}"
+      
+      if timezone == 'UTC'
+         s +  "-#{sprintf("%02d", t.hour)}:#{sprintf("%02d", t.min)}:#{sprintf("%02d", t.sec)}"
+      else
+         s + " #{sprintf("%02d", t.hour)}:#{sprintf("%02d", t.min)}:#{sprintf("%02d", t.sec)} #{timezone}"
+      end
+    end
+  
+  end
+    
+  module Time
+  # Render datetime in IB format (zero padded "yyyymmdd HH:mm:ss")
+  #  Without specifying the timezone utc is used
+  
+    def to_ib timezone = 'UTC'
+      s=  "#{year}#{sprintf("%02d", month)}#{sprintf("%02d", day)}"
+      if timezone == 'UTC'
+           unless utc?
+              self.clone.utc.to_ib
+           else
+              s +  "-#{sprintf("%02d", hour)}:#{sprintf("%02d", min)}:#{sprintf("%02d", sec)}"
+           end
+      else
+         s + " #{sprintf("%02d", hour)}:#{sprintf("%02d", min)}:#{sprintf("%02d", sec)} #{timezone}"
+      end
+    end
+  end
+
+  module Numeric
+    # Conversion 0/1 into true/false
+    module Bool
+      def to_bool
+        self == 0 ? false : true
+      end
+    end
+    module Extensions
+      def blank?
+        false
+      end
+    end
+  end
+
+  module BoolClass
+    # Conversion 0/1 into true/false
+    module Bool
+      def to_bool
+        self
+      end
+    end
+    module Extensions
+      def blank?
+       to_bool
+      end
+    end
+  end
+  module String
+
+    module Extensions
+      def blank?
+        size > 0
+      end
+    end
+    module Bool
+      def to_bool
+        case self.chomp.upcase
+        when 'TRUE', 'T', '1'
+          true
+        when 'FALSE', 'F', '0', '', Float::MAX
+          false
+        else
+          error "Unable to convert #{self} to bool"
+        end
+      end
+    end
+  end
+  module Symbol
+    module Float
+      def to_f
+        0
+      end
+    end
+    module Extensions
+      def blank?
+        false
+      end
+    end
+
+    module Sort
+      # ActiveModel serialization depends on this method
+      def <=> other
+        to_s <=> other.to_s
+      end
+    end
+  end
+    module Object
+      # We still need to pass on nil, meaning: no value
+      def to_sup
+        self.to_s.upcase unless self.nil?
+      end
+    end
+
+end
+
+Array.include ClassExtensions::Array::DuplicatesCounter
+Array.include ClassExtensions::Array::TablePresenter
+FalseClass.include ClassExtensions::BoolClass::Bool
+FalseClass.include ClassExtensions::BoolClass::Extensions
+Date.include  ClassExtensions::Date
+NilClass.include ClassExtensions::BoolClass::Bool
+NilClass.include ClassExtensions::BoolClass::Extensions
+Numeric.include ClassExtensions::Numeric::Bool
+Numeric.include ClassExtensions::Numeric::Extensions
+Object.include ClassExtensions::Object
+String.include ClassExtensions::String::Bool
+String.include ClassExtensions::String::Extensions
+Symbol.include ClassExtensions::Symbol::Float
+Symbol.include ClassExtensions::Symbol::Sort
+Symbol.include ClassExtensions::Symbol::Extensions
+Time.include  ClassExtensions::Time
+TrueClass.include ClassExtensions::BoolClass::Bool
+TrueClass.include ClassExtensions::BoolClass::Extensions
+
+
+
+
+
+
+
+
+### Patching Object#error in ib/errors
+#  def error message, type=:standard
+
+### Patching Object#log, #default_logger= in ib/logger
+#  def default_logger
+#  def default_logger= logger
+#  def log *args

data/lib/ib/base.rb

@@ -0,0 +1,109 @@
+module IB
+
+  # Base class for tableless IB data Models, extends ActiveModel API
+  class Base
+    extend ActiveModel::Naming
+    extend ActiveModel::Callbacks
+    include ActiveModel::Validations
+    include ActiveModel::Serialization
+    #include ActiveModel::Serializers::Xml
+    include ActiveModel::Serializers::JSON
+
+    define_model_callbacks :initialize
+
+    # If a opts hash is given, keys are taken as attribute names, values as data.
+    # The model instance fields are then set automatically from the opts Hash.
+    def initialize attributes={}, opts={}
+      run_callbacks :initialize do
+        error "Argument must be a Hash", :args unless attributes.is_a?(Hash)
+
+        self.attributes = attributes # set_attribute_defaults is now after_init callback
+      end
+    end
+
+
+    # define server version for any model class
+    def server_version
+      Connection.current &.server_version || 165
+    end
+
+    # ActiveModel API (for serialization)
+
+    def attributes
+      @attributes ||= Hash.new #HashWithIndifferentAccess.new
+    end
+
+    def attributes= attrs
+      attrs.keys.each { |key| self.send("#{key}=", attrs[key]) }
+    end
+
+    # ActiveModel-style read/write_attribute accessors
+    def [] key
+      attributes[key.to_sym]
+    end
+
+    def update_attribute key, value
+      @attributes[key.to_sym] = value
+    end
+
+    def []= key, val
+      # p key, val
+      attributes[key.to_sym] = val
+    end
+
+    def to_model
+      self
+    end
+
+    def new_record?
+      true
+    end
+
+    def save
+      valid?
+    end
+
+    alias save! save
+
+    ### Noop methods mocking ActiveRecord::Base macros
+
+    def self.attr_protected *args
+    end
+
+    def self.attr_accessible *args
+    end
+
+    ### ActiveRecord::Base association API mocks
+
+    def self.belongs_to model, *args
+      attr_accessor model
+    end
+
+    def self.has_one model, *args
+      attr_accessor model
+    end
+
+    def self.has_many models, *args
+      attr_accessor models
+
+      define_method(models) do
+        self.instance_variable_get("@#{models}") ||
+          self.instance_variable_set("@#{models}", [])
+      end
+    end
+
+    def self.find *args
+      []
+    end
+
+    ### ActiveRecord::Base callback API mocks
+
+    define_model_callbacks :initialize, :only => :after
+
+    ### ActiveRecord::Base misc
+
+    def self.serialize *properties
+    end
+
+  end # Model
+end # module IB