ib-api 10.33.4 → 972.0

data/lib/{server_versions.rb → ib/server_versions.rb}

@@ -10,7 +10,7 @@ subject to the terms and conditions of the IB API Non-Commercial License or the
 The known server versions.
 =end
 
-KNOWN_SERVERS = {
+known_servers = {
 #min_server_ver_real_time_bars       => 34,
 #min_server_ver_scale_orders         => 35,
 #min_server_ver_snapshot_mkt_data    => 35,
@@ -19,7 +19,7 @@ KNOWN_SERVERS = {
 #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_under_comp             => 40,
 :min_server_ver_contract_data_chain    => 40,
 :min_server_ver_scale_orders2          => 40,
 :min_server_ver_algo_orders            => 41,
@@ -99,47 +99,16 @@ KNOWN_SERVERS = {
 :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
+:min_server_ver_d_peg_orders             => 148
+
+
+
+
 }
 # 100+ messaging */
 # 100 = enhanced handshake, msg length prefixes
 
 MIN_CLIENT_VER = 100
-MAX_CLIENT_VER = KNOWN_SERVERS[:min_server_ver_historical_schedule]   #  165
+MAX_CLIENT_VER = 137 #known_servers[:min_server_ver_d_peg_orders]
+
 # imessages/outgoing/request_tick_Data is prepared for change to ver. 140 , its commented for now

data/lib/ib/socket.rb

@@ -1,31 +1,133 @@
+require 'socket'
+module IBSupport
+  refine  Array do
+    def tws
+      if blank?
+	nil.tws
+      else
+	self.flatten.map( &:tws ).join  # [ "", [] , nil].flatten -> ["", nil]
+					# elemets with empty array's are cut 
+					# this is the desired behavior!
+      end
+    end
+  end
+  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
 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
+  # includes methods from IBSupport 
+	# which adds a tws-method to  
+	# - Array
+	# - Symbol
+	# - String
+	# - Numeric
+	# - TrueClass, FalseClass and NilClass
+	# 
+  module PrepareData
+    using IBSupport
+		# 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")
+				if block_given?
+					yield message
+				else
+					m[message.shift.to_i] = message
+				end
+				msg =  msg[size..-1]
+			end
+			return m unless block_given?
+		end
+
+	end
+
+  class IBSocket < TCPSocket
+    include PrepareData
+    using IBSupport
 
     def initialising_handshake
-      v100_prefix = "API".tws.encode 'ascii'
+      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
+    ## 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
 
 
@@ -33,9 +135,9 @@ module IB
       string = self.gets(EOL)
 
       until string
-        # Silently ignores nils
-        string = self.gets(EOL)
-        sleep 0.1
+	# Silently ignores nils
+	string = self.gets(EOL)
+	sleep 0.1
       end
 
       string.chomp
@@ -52,32 +154,32 @@ module IB
     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{ "Data not accepted by IB \n
+		    #{data.inspect} \n
+		    Backtrace:\n "}
       Connection.logger.error   e.backtrace
     end
 
-    def receive_messages
+    def recieve_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('')
+	complete_message_buffer = []
+	begin 
+	  # this is the blocking version of recv
+	  buffer =  self.recvfrom(4096)[0]
+	# STDOUT.puts "BUFFER:: #{buffer.inspect}"
+	  complete_message_buffer << buffer
+
+	end while buffer.size == 4096
+	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
+	    Connection.logger.error{ "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 # class IBSocket
 
 end # module IB

data/lib/ib/support.rb

@@ -1,242 +1,160 @@
-#  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
-      return nil if i.blank?
-      d = i.to_d
-      return nil unless d.is_a?(Numeric) && d < IB::TWS_MAX
-      if d == d.to_i
-        d.to_i
-      else
-        d.to_f
-      end
-    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
 
+module IBSupport
+	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 : 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 proofs 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)
+	#			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
+								 Hash[interim.map { |k, v| [k.to_sym, v] unless k.nil? }.compact]
+							 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_int,		
+				 exchange: read_string,
+				 currency: read_string,
+				 local_symbol: read_string,
+				 trading_class: read_string }  # new Version 8
+
+		end
+
+
+		alias read_bool read_boolean
+	end
 end

data/lib/ib/version.rb

@@ -2,5 +2,5 @@ require 'pathname'
 
 module IB
   VERSION_FILE = Pathname.new(__FILE__).dirname + '../../VERSION' # :nodoc:
-  Version = VERSION = VERSION_FILE.exist? ? VERSION_FILE.read.strip : nil
+  VERSION = VERSION_FILE.exist? ? VERSION_FILE.read.strip : nil
 end