ib-api 10.33.1

data/lib/ib/messages/incoming/abstract_tick.rb

@@ -0,0 +1,25 @@
+
+module IB
+  module Messages
+    module Incoming
+      extend Messages # def_message macros
+      class AbstractTick < AbstractMessage
+        # Returns Symbol with a meaningful name for received tick type
+        def type
+          TICK_TYPES[@data[:tick_type]]
+        end
+
+        def to_human
+          "<#{self.message_type} #{type}:" +
+              @data.map do |key, value|
+                " #{key} #{value}" unless [:version, :ticker_id, :tick_type].include?(key)
+              end.compact.join('",') + " >"
+        end
+
+        def the_data
+          @data.reject{|k,_| [:version, :ticker_id].include? k }
+        end
+      end
+    end
+  end
+end

data/lib/ib/messages/incoming/account_message.rb

@@ -0,0 +1,26 @@
+module IB
+  module Messages
+    module Incoming
+
+      extend Messages # def_message macros
+
+
+      # Receives previously requested FA configuration information from TWS.
+
+      class AccountMessage < AbstractMessage
+        def account_value
+          @account_value = IB::AccountValue.new @data[:account_value]
+        end
+        def account_name
+          @account_name =  @data[:account]
+        end
+
+        def to_human
+        "<AccountValue: #{account_name}, #{account_value}"  
+        end
+      end
+
+
+      end # module AccountValues
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/alert.rb

@@ -0,0 +1,34 @@
+module IB
+  module Messages
+    module Incoming
+
+      # Called Error in Java code, but in fact this type of messages also
+      # deliver system alerts and additional (non-error) info from TWS.
+      Alert = def_message([4, 2],
+                          [:error_id, :int],
+                          [:code, :int],
+                          [:message, :string])
+      class Alert
+        # Is it an Error message?
+        def error?
+          code < 1000
+        end
+
+        # Is it a System message?
+        def system?
+          code > 1000 && code < 2000
+        end
+
+        # Is it a Warning message?
+        def warning?
+          code > 2000
+        end
+
+        def to_human
+          "TWS #{ error? ? 'Error' : system? ? 'System' : 'Warning'} #{code}: #{message}"
+        end
+      end # class Alert
+
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/contract_data.rb

@@ -0,0 +1,105 @@
+module IB
+  module Messages
+    module Incoming
+
+      ContractData = ContractDetails =
+        def_message([ 10, 0 ], #, [8, 8]],
+                    [:request_id, :int],                          ## request id 
+                    [:contract, :symbol, :string],                ## next the major contract-fields
+                    [:contract, :sec_type, :string],              ## are transmitted
+                    [:contract, :last_trading_day, :date],        ## difference to the array.get_contract
+                    [:contract, :strike, :decimal],               ## method: con_id is transmitted
+                    [:contract, :right, :string],                 ## AFTER the main fields
+                    [:contract, :exchange, :string],              ##
+                    [:contract, :currency, :string],              ## thus we have to read the fields separately
+                    [:contract, :local_symbol, :string],
+                    [:contract_detail, :market_name, :string],    ## extended
+                    [:contract, :trading_class, :string],         ## new Version 8
+                    [:contract, :con_id, :int],
+                    [:contract_detail, :min_tick, :decimal],
+#                    [:contract_detail, :md_size_multiplier, :int],  # Vers 10.12  not used anymore
+                    [:contract, :multiplier, :decimal],          ## Crypto-option multipliers can be decimal
+                    [:contract_detail, :order_types, :string],
+                    [:contract_detail, :valid_exchanges, :string],
+                    [:contract_detail, :price_magnifier, :int],
+                    [:contract_detail, :under_con_id, :int],
+                    [:contract_detail, :long_name, :string],
+                    [:contract, :primary_exchange, :string],
+                    [:contract_detail, :contract_month, :string],
+                    [:contract_detail, :industry, :string],
+                    [:contract_detail, :category, :string],
+                    [:contract_detail, :subcategory, :string],
+                    [:contract_detail, :time_zone, :string],
+                    [:contract_detail, :trading_hours, :string],
+                    [:contract_detail, :liquid_hours, :string],
+                    [:contract_detail, :ev_rule, :decimal],
+                    [:contract_detail, :ev_multipler, :string],
+                    [:contract_detail, :sec_id_list,:hash],
+                    [:contract_detail, :agg_group, :int ],
+                    [:contract_detail, :under_symbol, :string ],
+                    [:contract_detail, :under_sec_type, :string ],
+                    [:contract_detail, :market_rule_ids, :string ],
+                    [:contract_detail, :real_expiration_date, :date ],
+                    [:contract_detail, :stock_type, :string ],  # new Version 10.12
+                    [:contract_detail, :min_size, :int ],  # new Version 10.12
+                    [:contract_detail, :size_increment, :int ],  # new Version 10.12
+                    [:contract_detail, :suggested_size_increment, :int ],  # new Version 10.12
+                   )
+#
+#
+      class ContractData
+        using IB::Support   # defines tws-method for Array  (socket.rb)
+        def contract
+          @contract = IB::Contract.build @data[:contract].merge(:contract_detail => contract_detail)
+        end
+
+        def contract_detail
+          @contract_detail = IB::ContractDetail.new @data[:contract_detail]
+        end
+
+        def to_human
+          "<Contract #{contract.to_human}   #{contract_detail.to_human}>"
+        end
+
+      end # ContractData
+
+
+      module ContractAccessors
+
+      end
+      BondContractData =
+        def_message [18, [4, 6]], ContractDetails,
+        [:request_id, :int],
+        [:contract, :symbol, :string],
+        [:contract, :sec_type, :string],
+        [:contract_detail, :cusip, :string],
+        [:contract_detail, :coupon, :decimal],
+        [:contract_detail, :maturity, :string],
+        [:contract_detail, :issue_date, :string],
+        [:contract_detail, :ratings, :string],
+        [:contract_detail, :bond_type, :string],
+        [:contract_detail, :coupon_type, :string],
+        [:contract_detail, :convertible, :boolean],
+        [:contract_detail, :callable, :boolean],
+        [:contract_detail, :puttable, :boolean],
+        [:contract_detail, :desc_append, :string],
+        [:contract, :exchange, :string],
+        [:contract, :currency, :string],
+        [:contract_detail, :market_name, :string], # extended
+        [:contract_detail, :trading_class, :string],
+        [:contract, :con_id, :int],
+        [:contract_detail, :min_tick, :decimal],
+        [:contract_detail, :order_types, :string],
+        [:contract_detail, :valid_exchanges, :string],
+        [:contract_detail, :valid_next_option_date, :string],
+        [:contract_detail, :valid_next_option_type, :string],
+        [:contract_detail, :valid_next_option_partial, :string],
+        [:contract_detail, :notes, :string],
+        [:contract_detail, :long_name, :string],
+        [:contract_detail, :ev_rule, :decimal],
+        [:contract_detail, :ev_multipler, :string],
+        [:sec_id_list_count, :int]
+
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/contract_message.rb

@@ -0,0 +1,13 @@
+module IB
+  module Messages
+    module Incoming
+
+      # used by PortfolioValue
+      class ContractMessage < AbstractMessage
+        def contract
+          @contract = IB::Contract.build @data[:contract]
+        end
+      end
+      end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/delta_neutral_validation.rb

@@ -0,0 +1,23 @@
+module IB
+  module Messages
+    module Incoming
+
+      # The server sends this message upon accepting a Delta-Neutral DN RFQ
+      # - see API Reference p. 26
+      DeltaNeutralValidation = def_message 56,
+                                           [:request_id, :int],
+                                           [:underlying, :con_id, :int],
+                                           [:underlying, :delta, :decimal],
+                                           [:underlying, :price, :decimal]
+      class DeltaNeutralValidation
+        def underlying
+          @underlying = IB::Underlying.new @data[:underlying]
+        end
+
+        alias under_comp underlying
+
+      end # DeltaNeutralValidation
+
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/execution_data.rb

@@ -0,0 +1,50 @@
+module IB
+  module Messages
+    module Incoming
+
+      ExecutionData =
+          def_message [11, 0] , # [8, 9]],
+                      # The reqID that was specified previously in the call to reqExecution()
+                      [:request_id, :int],
+                      [:execution, :local_id, :int],
+                      [:contract, :contract],
+                      [:execution, :exec_id, :string], # Weird format
+                      [:execution, :time, :datetime],
+                      [:execution, :account_name, :string],
+                      [:execution, :exchange, :string],
+                      [:execution, :side, :string],
+                      [:execution, :quantity, :decimal],
+                      [:execution, :price, :decimal],
+                      [:execution, :perm_id, :int],
+                      [:execution, :client_id, :int],
+                      [:execution, :liquidation, :int],
+                      [:execution, :cumulative_quantity, :int],
+                      [:execution, :average_price, :decimal],
+                      [:execution, :order_ref, :string],
+                      [:execution, :ev_rule, :string],
+                      [:execution, :ev_multiplier, :decimal],
+                      [:execution, :model_code, :string],
+                      [:execution, :last_liquidity, :int]
+
+      class ExecutionData
+
+  def load
+    simple_load
+  end
+
+        def contract
+          @contract = IB::Contract.build @data[:contract]
+        end
+
+        def execution
+          @execution = IB::Execution.new @data[:execution]
+        end
+
+        def to_human
+          "<ExecutionData #{request_id}: #{contract.to_human}, #{execution}>"
+        end
+
+      end # ExecutionData
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/histogram_data.rb

@@ -0,0 +1,30 @@
+module IB
+  module Messages
+    module Incoming
+
+        HistogramData  = def_message( [89,0],
+                                  [:request_id, :int],
+                                  [ :number_of_points , :int ]) do
+                                    # to human
+          "<HistogramData: #{request_id}, #{number_of_points} read>"
+                                  end
+
+      class HistogramData
+        attr_accessor :results
+        using IB::Support  # extended Array-Class  from abstract_message
+
+        def load
+          super
+
+          @results = Array.new(@data[:number_of_points]) do |_|
+            { price:  buffer.read_decimal,
+             count: buffer.read_int }
+          end
+        end
+      end
+
+
+
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/historical_data.rb

@@ -0,0 +1,65 @@
+module IB
+  module Messages
+    module Incoming
+
+      # HistoricalData contains following @data:
+      #
+      # _General_:
+      #
+      # - request_id - The ID of the request to which this is responding
+      # - count - Number of Historical data points returned (size of :results).
+      # - results - an Array of Historical Data Bars
+      # - start_date - beginning of returned Historical data period
+      # - end_date   - end of returned Historical data period
+      #
+      # Each returned Bar in @data[:results] Array contains this data:
+      # - date - The date-time stamp of the start of the bar. The format is set to sec since EPOCHE
+      #                                                       in outgoing/bar_requests  ReqHistoricalData.
+      # - open -  The bar opening price.
+      # - high -  The high price during the time covered by the bar.
+      # - low -   The low price during the time covered by the bar.
+      # - close - The bar closing price.
+      # - volume - The volume during the time covered by the bar.
+      # - trades - When TRADES historical data is returned, represents number of trades
+      #   that occurred during the time period the bar covers
+      # - wap - The weighted average price during the time covered by the bar.
+
+
+      HistoricalData = def_message [17,0],
+                                   [:request_id, :int],
+                                   [:start_date, :datetime],
+                                   [:end_date, :datetime],
+                                   [:count, :int]
+      class HistoricalData
+        attr_accessor :results
+        using IB::Support  # extended Array-Class  from abstract_message
+
+        def load
+          super
+
+          @results = Array.new(@data[:count]) do |_|
+            IB::Bar.new :time => buffer.read_int_date, # conversion of epoche-time-integer to Dateime
+                                                       # requires format_date in request to be "2"
+                                                       # (outgoing/bar_requests # RequestHistoricalData#Encoding)
+                        :open => buffer.read_float,
+                        :high => buffer.read_float,
+                        :low => buffer.read_float,
+                        :close => buffer.read_float,
+                        :volume => buffer.read_int,
+                        :wap => buffer.read_float,
+#                        :has_gaps => buffer.read_string,  # only in ServerVersion  < 124
+                        :trades => buffer.read_int
+          end
+        end
+
+        def to_human
+          "<HistoricalData: #{request_id}, #{count} items, #{start_date} to #{end_date}>"
+        end
+      end # HistoricalData
+
+
+
+
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/historical_data_update.rb

@@ -0,0 +1,50 @@
+
+module IB
+  module Messages
+    module Incoming
+
+      HistoricalDataUpdate = def_message [90, 0] ,
+                             [:request_id, :int] ,
+                             [:count, :int],
+                             [:bar, :bar]  # defined in support.rb
+
+      class HistoricalDataUpdate
+        attr_accessor :results
+        using IB::Support  # extended Array-Class  from abstract_message
+
+        def bar
+            @bar = IB::Bar.new @data[:bar]
+          end
+
+        def to_human
+          "<HistDataUpdate #{request_id} #{bar}>"
+        end
+      end
+#https://github.com/wizardofcrowds/ib-api/blob/3dd4851c838f61b2a6bbdc98a36b99499f90b701/lib/ib/messages/incoming/historical_data.rb  HistoricalDataUpdate = def_message [90,0],
+#                                   [:request_id, :int],
+#                                   [:_, :int]
+#      # ["90", "2", "-1", "1612238280", "1.28285", "1.28275", "1.28285", "1.28275", "-1.0", "-1"]
+#      class HistoricalDataUpdate
+#        attr_accessor :results
+#        using IBSupport  # extended Array-Class  from abstract_message
+#
+#        def load
+#          super
+#          # See Rust impl at https://github.com/sparkstartconsulting/IBKR-API-Rust/blob/d4e89c39a57a2b448bb912196ebc42acfb915be7/src/core/decoder.rs#L1097
+#          @results = [ IB::Bar.new(:time => buffer.read_int_date,
+#                                   :open => buffer.read_decimal,
+#                                   :close => buffer.read_decimal,
+#                                   :high => buffer.read_decimal,
+#                                   :low => buffer.read_decimal,
+#                                   :wap => buffer.read_decimal,
+#                                   :volume => buffer.read_int) ]
+#        end
+#
+#        def to_human
+#          "<HistoricalDataUpdate: #{request_id} #{@results.inspect}>"
+#        end
+#end # HistoricalDataUpdate
+
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/managed_accounts.rb

@@ -0,0 +1,21 @@
+module IB
+  module Messages
+    module Incoming
+
+
+      ManagedAccounts =
+          def_message 15, [:accounts_list, :string]
+
+      class ManagedAccounts
+        def accounts
+          accounts_list.split(',').map{|a| Account.new account: a}
+        end
+
+        def to_human
+          "<ManagedAccounts: #{accounts.map(&:account).join(" - ")}>"
+        end
+      end
+
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/market_depth.rb

@@ -0,0 +1,34 @@
+module IB
+  module Messages
+    module Incoming
+
+      MarketDepth =
+          def_message 12, [:request_id, :int],
+                      [:position, :int], # The row Id of this market depth entry.
+                      [:operation, :int], # How it should be applied to the market depth:
+                      #   0 = insert this new order into the row identified by :position
+                      #   1 = update the existing order in the row identified by :position
+                      #   2 = delete the existing order at the row identified by :position
+                      [:side, :int], # side of the book: 0 = ask, 1 = bid
+                      [:price, :decimal],
+                      [:size, :int]
+
+      class MarketDepth
+        def side
+          @data[:side] == 0 ? :ask : :bid
+        end
+
+        def operation
+          @data[:operation] == 0 ? :insert : @data[:operation] == 1 ? :update : :delete
+        end
+
+        def to_human
+          "<#{self.message_type}: #{operation} #{side} @ "+
+              "#{position} = #{price} x #{size}>"
+        end
+      end
+
+
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/market_depth_l2.rb

@@ -0,0 +1,15 @@
+module IB
+  module Messages
+    module Incoming
+      MarketDepthL2 =
+          def_message 13, MarketDepth, # Fields descriptions - see above
+                      [:request_id, :int],
+                      [:position, :int],
+                      [:market_maker, :string], # The exchange hosting this order.
+                      [:operation, :int],
+                      [:side, :int],
+                      [:price, :decimal],
+                      [:size, :int]
+    end # module Incoming
+  end # module Messages
+end # module IB

data/lib/ib/messages/incoming/next_valid_id.rb

@@ -0,0 +1,19 @@
+module IB
+  module Messages
+    module Incoming
+
+      # This message is always sent by TWS automatically at connect.
+      # The IB::Connection class subscribes to it automatically and stores
+      # the order id in its @next_local_id attribute.
+      NextValidID = NextValidId = def_message(9, [:local_id, :int])
+
+      class NextValidId
+        using IB::Support
+
+        # Legacy accessor
+        alias order_id local_id
+
+      end # class NextValidId
+    end # module Incoming
+  end # module Messages
+end # module IB