ib-api 10.33.4 → 972.0

data/lib/ib-api.rb

@@ -1,44 +1,7 @@
+module IB
 
-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'
+end
+IbRuby = IB
+Ib = IB
 
-#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
+require 'requires'

data/lib/models/ib/account.rb

@@ -0,0 +1,85 @@
+module IB
+	class Account < IB::Model
+		include BaseProperties
+#		include Redis::Objects
+		#  attr_accessible :alias, :account, :connected
+
+		prop :account,  # String 
+			:alias,     # 
+			:type,
+			:last_updated,
+			:connected => :bool
+
+#		redis_id_field :account
+#		value :my_alias
+#		value :the_account
+#		value :active
+
+
+		validates_format_of :account, :with =>  /\A[D]?[UF]{1}\d{5,8}\z/ , :message => 'should be (X)X00000'
+
+		# in tableless mode the scope is ignored
+
+		has_many :account_values
+		has_many :portfolio_values
+		has_many :contracts
+		has_many :orders
+		has_many :focuses
+
+		def default_attributes
+			super.merge account: 'X000000'
+			super.merge alias: ''
+			super.merge type: 'Account'
+			super.merge connected: false
+		end
+
+		def logger  #nodoc#
+			Connection.logger
+		end
+
+		# Setze Account connect/disconnect und undate!
+		def connect!
+			update_attribute :connected , true
+		end 
+		def disconnect!
+			update_attribute :connected , false
+		end 
+
+		def print_type #nodoc#
+			(test_environment? ? "demo_"  : "") + ( user? ? "user" : "advisor" )
+		end
+
+		def advisor?
+			!!(type =~ /Advisor/ || account =~ /\A[D]?[F]{1}/)
+		end
+
+		def user?
+			!!(type =~ /User/ || account =~ /\A[D]?[U]{1}/)
+		end
+
+		def test_environment?
+			!!(account =~ /^[D]{1}/)
+		end
+
+		def == other
+			super(other) ||
+				other.is_a?(self.class) && account == other.account
+		end 
+
+		def to_human
+			a = if self.alias.present?  && self.alias != account
+						" alias: "+ self.alias
+					else
+						""
+					end
+				"<#{print_type} #{account}#{a}>"
+		end
+
+		def name  #nodoc#
+			self.alias.present? ? self.alias : account
+		end
+
+#		alias :id :account
+end # class
+
+end # module

data/{models → lib/models}/ib/account_value.rb

@@ -1,13 +1,13 @@
 module IB
   # Instantiate with a Hash of attributes, to be auto-set via initialize in Model.
-  class AccountValue < IB::Base
+  class AccountValue < IB::Model
     include BaseProperties
 
     belongs_to :account 
 
     prop  :key,
-    :value,
-    :currency
+	  :value,
+	  :currency
 
 
     #  comparison
@@ -20,8 +20,8 @@ module IB
     end
     def default_attributes
       super.merge key: 'AccountValue',
-  value: 0,
-  currency: 'USD'
+	value: 0,
+	currency: 'USD'
     end
 
     def to_human

data/{models → lib/models}/ib/bag.rb

@@ -1,3 +1,5 @@
+require 'models/ib/contract'
+
 module IB
 
   # "BAG" is not really a contract, but a combination (combo) of securities.
@@ -9,9 +11,6 @@ module IB
     # The exception is for a STK legs, which must specify the SMART exchange.
     # 2. :symbol => "USD" For combo Contract, this is an arbitrary value (like "USD")
 
-   prop :combo_params # bags carry "non_guarantieed: true/false" in combo_params
-
-
     validates_format_of :sec_type, :with => /\Abag\z/, :message => "should be a bag"
     validates_format_of :right, :with => /\Anone\z/, :message => "should be none"
     validates_format_of :expiry, :with => /\A\z/, :message => "should be blank"
@@ -28,12 +27,14 @@ module IB
       "<Bag: #{[symbol, exchange, currency].join(' ')} legs: #{legs_description} >"
     end
 
-    def con_id= arg
-      # dont' update con_id
-    end
+		def con_id= arg
+			# dont' update con_id
+		end
 
     ### Leg-related methods
 
+    # TODO: Rewrite with legs and legs_description being strictly in sync...
+    # TODO: Find a way to serialize legs without references...
     # IB-equivalent leg description.
     def legs_description
       self[:legs_description] || combo_legs.map { |the_leg| "#{the_leg.con_id}|#{the_leg.weight}" }.join(',')
@@ -45,7 +46,6 @@ module IB
         legs_description.split(',').sort == other.legs_description.split(',').sort
     end
 
-
     # Contract comparison
     def == other
       super && same_legs?(other)

data/{models → lib/models}/ib/bar.rb

@@ -1,7 +1,7 @@
 module IB
   # This is a single data point delivered by HistoricData or RealTimeBar messages.
   # Instantiate with a Hash of attributes, to be auto-set via initialize in Model.
-  class Bar < IB::Base
+  class Bar < IB::Model
     include BaseProperties
 
     has_one :contract # The bar represents timeseries info for this Contract
@@ -22,7 +22,7 @@ module IB
       validates_numericality_of :open, :high, :low, :close, :volume
 
    def to_human
-     "<Bar: #{time.strftime("(%d.%m.%y)%X")} wap #{wap.round(3)} OHLC #{open} #{high} #{low} #{close} " +
+      "<Bar: #{time} wap #{wap} OHLC #{open} #{high} #{low} #{close} " +
         (trades ? "trades #{trades}" : "") + " vol #{volume}>"
     end
 

data/{models → lib/models}/ib/combo_leg.rb

@@ -2,7 +2,7 @@ module IB
 
   # ComboLeg is essentially a join Model between Combo (BAG) Contract and
   # individual Contracts (securities) that this BAG contains.
-  class ComboLeg < IB::Base
+  class ComboLeg < IB::Model
     include BaseProperties
 
     # BAG Combo Contract that contains this Leg
@@ -20,10 +20,10 @@ module IB
       #              specific combination order, refer to the Interactive
       #              Analytics section of the User's Guide.
       :exchange, # String: exchange to which the complete combo order will be routed.
-      #
+			#
       # For institutional customers only! For stock legs when doing short sale
-      :short_sale_slot, # int:  0 - retail(default), 
-                        #       1 = clearing broker, 2 = third party
+      :short_sale_slot, # int:	0 - retail(default), 
+												#				1 = clearing broker, 2 = third party
       :designated_location, # String: Only for shortSaleSlot == 2.
       #                    Otherwise leave blank or orders will be rejected.
       :exempt_code, # int: (-1) 
@@ -83,28 +83,6 @@ module IB
        ].flatten
     end
 
-    
-     # fields are generated by serialize(:extended)
-    # i.e.
-# z=  Strangle.build from: Symbols::Index.stoxx, p: 3700, c: 4000, expiry: 202106
-# zc= z.combo_legs.serialize :extended
-# => [[321584786, 1, "BUY", "DTB", 0, 0, "", -1], [321584637, 1, "BUY", "DTB", 0, 0, "", -1]] 
-# nz = zc.map{|o| ComboLeg.build *o }
-# zc.map{|o| ComboLeg.build o }     =>    #  is equivalent
-# => [#<IB::ComboLeg:0x0000000001c36bc0 @attributes={:con_id=>321584786, :ratio=>1, :side=>"B", :exchange=>"DTB", ... 
-# nz.first == z.combo_legs.first    => true 
-# 
-    def self.build *fields
-      self.new Hash[[:con_id,
-                 :ratio,
-                 :side,    #  reverse to_sup?
-                 :exchange,
-                 :open_close,
-                 :short_sale_slot,
-                 :designated_location,
-                 :exempt_code].zip fields]
-    end
-
     def to_human
       "<ComboLeg: #{side} #{ratio} con_id #{con_id} at #{exchange}>"
     end

data/lib/models/ib/condition.rb

@@ -0,0 +1,245 @@
+require 'ib/support'
+module IB
+  class OrderCondition < IB::Model
+    include BaseProperties
+
+
+		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
+
+
+
+	class PriceCondition < OrderCondition
+		using IBSupport   # refine Array-method for decoding of IB-Messages
+		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
+
+	class TimeCondition < OrderCondition
+		using IBSupport   # refine Array-method for decoding of IB-Messages
+		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
+
+	class ExecutionCondition < OrderCondition
+		using IBSupport   # 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
+
+	class MarginCondition < OrderCondition
+		using IBSupport   # 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
+	
+
+	class VolumeCondition < OrderCondition
+		using IBSupport   # refine Array-method for decoding of IB-Messages
+
+		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
+
+	class PercentChangeCondition < OrderCondition
+		using IBSupport   # refine Array-method for decoding of IB-Messages
+		prop :percent_change
+
+		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
+	class OrderCondition
+		using IBSupport   # 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