ib-api 10.33.4 → 972.0

data/conditions/ib/percent_change_condition.rb

@@ -1,34 +0,0 @@
-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

@@ -1,44 +0,0 @@
-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

@@ -1,42 +0,0 @@
-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

@@ -1,36 +0,0 @@
-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

@@ -1,167 +0,0 @@
-# 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/contract.rb

@@ -1,30 +0,0 @@
-module IB
-
-  # Here we reopen IB::Contract and implenent the dynamic build facility
-  # This file is required after zeitwerk processed the basic includes.
-  #
-  class Contract
-    # Contract subclasses representing specialized security types.
-    using IB::Support
-
-    Subclasses = Hash.new(Contract)
-    Subclasses[:bag] = IB::Bag
-    Subclasses[:option] = IB::Option
-    Subclasses[:futures_option] = IB::FutureOption
-    Subclasses[:future] = IB::Future
-    Subclasses[:stock] = IB::Stock
-    Subclasses[:forex] =  IB::Forex
-    Subclasses[:index] = IB::Index
-
-
-    # This builds an appropriate Contract subclass based on its type
-    #
-    # the method is also used to copy Contract.values to new instances
-    def self.build opts = {}
-      subclass =( VALUES[:sec_type][opts[:sec_type]] || opts['sec_type'] || opts[:sec_type]).to_sym
-      Contract::Subclasses[subclass].new opts
-    end
-
-
-  end # class Contract
-end

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

@@ -1,25 +0,0 @@
-
-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

@@ -1,26 +0,0 @@
-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/contract_message.rb

@@ -1,13 +0,0 @@
-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/histogram_data.rb

@@ -1,30 +0,0 @@
-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_update.rb

@@ -1,50 +0,0 @@
-
-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

@@ -1,21 +0,0 @@
-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_l2.rb

@@ -1,15 +0,0 @@
-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/position_data.rb

@@ -1,21 +0,0 @@
-module IB
-  module Messages
-    module Incoming
-
-      PositionData =
-        def_message( [61,3] , ContractMessage,
-          [:account, :string],
-          [:contract, :contract], # read standard-contract 
-#                                  [ con_id, symbol,. sec_type, expiry, strike, right, multiplier,
-                                   # primary_exchange, currency, local_symbol, trading_class ] 
-          [:position, :decimal],   # changed from int after Server Vers. MIN_SERVER_VER_FRACTIONAL_POSITIONS
-          [:price, :decimal]
-                   ) do 
-#        def to_human
-          "<PositionValue: #{account} ->  #{contract.to_human} ( Amount #{position}) : Market-Price #{price} >"
-        end
-
-
-    end # module Incoming
-  end # module Messages
-end # module IB

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

@@ -1,15 +0,0 @@
-module IB
-  module Messages
-    module Incoming
-
-
-      PositionsMulti =  def_message( 71, ContractMessage,
-                                    [ :request_id, :int ],
-                                    [ :account, :string ],
-                                    [:contract, :contract], # read standard-contract
-          [ :position, :decimal],   # changed from int after Server Vers. MIN_SERVER_VER_FRACTIONAL_POSITIONS
-          [ :average_cost, :decimal],
-          [ :model_code, :string ])
-    end # module Incoming
-  end # module Messages
-end # module IB

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

@@ -1,30 +0,0 @@
-module IB
-  module Messages
-    module Incoming
-
-      extend Messages # def_message macros
-
-
-      # Receives previously requested FA configuration information from TWS.
-      ReceiveFA =
-          def_message 16, [:type, :int], # type of Financial Advisor configuration data
-                      #                    being received from TWS. Valid values include:
-                      #                    1 = GROUPS, 2 = PROFILE, 3 = ACCOUNT ALIASES
-                      [:xml, :xml] # XML string with requested FA configuration information.
-
-        class ReceiveFA
-          def accounts
-            if( a= xml[:ListOfAccountAliases][:AccountAlias]).is_a? Array
-              a.map{|x| Account.new x }
-            elsif a.is_a? Hash      ## only one account (soley financial advisor)
-              [ Account.new( a ) ]
-            end
-          end
-
-          def to_human
-            "<FA: #{accounts.map(&:to_human).join(" - ")}>"
-          end
-        end
-    end
-  end
-end

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

@@ -1,77 +0,0 @@
-module IB
-  module Messages
-    module Incoming
-      extend Messages # def_message macros
-
-      TickByTick =  def_message [99, 0], [:ticker_id, :int ],
-      [ :tick_type, :int],
-      [ :time, :int_date ]
-
-      ## error messages: (10189) "Failed to request tick-by-tick data:Historical data request pacing violation"
-      #
-      class TickByTick
-        using IB::Support  # extended Array-Class  from abstract_message
-        def resolve_mask
-          @data[:mask].present? ? [ @data[:mask] & 1 , @data[:mask] & 2  ] : []
-        end
-
-        def load
-          super
-          case @data[:tick_type ]
-                      when 0
-                        # do nothing
-                      when 1, 2 # Last, AllLast
-              load_map  [ :price, :decimal ]  ,
-                        [ :size, :int ] ,
-                        [ :mask, :int ] ,
-                        [ :exchange, :string ],
-                        [ :special_conditions, :string ]
-                      when 3  # bid/ask
-              load_map  [ :bid_price, :decimal ],
-                        [ :ask_price, :decimal],
-                        [ :bid_size, :int ],
-                        [ :ask_size, :int] ,
-                        [ :mask, :int  ]
-                      when 4
-              load_map  [ :mid_point, :decimal ]
-                      end
-
-          @out_labels = case @data[ :tick_tpye ]
-                      when 1, 2
-                        [ "PastLimit", "Unreported" ]
-                        when 3
-                        [ "BitPastLow", "BidPastHigh" ]
-                        else
-                          []
-                        end
-        end
-        def to_human
-          "< TickByTick:" + case @data[ :tick_type ]
-          when 1,2
-            "(Last) #{size} @ #{price} [#{exchange}] "
-          when 3
-            "(Bid/Ask) #{bid_size} @ #{bid_price} / #{ask_size } @ #{ask_price} "
-          when 4
-            "(Midpoint)  #{mid_point } "
-          else
-            ""
-          end +  @out_labels.zip(resolve_mask).join( "/" )
-        end
-
-        [:price, :size, :mask, :exchange, :specialConditions, :bid_price, :ask_price, :bid_size, :ask_size, :mid_point].each do |name|
-          define_method name do
-            @data[name]
-          end
-        end
-      # def method_missing method, *args
-      #   if @data.keys.include? method
-      #     @data[method]
-      #   else
-      #     error "method #{method} not known"
-      #   end
-      # end
-      end
-    end
-  end
-end
-