ib-api 10.33.4 → 972.0

data/lib/ib/messages/outgoing/abstract_message.rb

@@ -1,3 +1,5 @@
+require 'ib/messages/abstract_message'
+
 module IB
   module Messages
     module Outgoing
@@ -22,7 +24,10 @@ module IB
         # each one and postpending a '\0'.
         #
         def send_to socket
-          Connection.logger.debug to_s
+	  ### debugging of outgoing Messages
+	 # puts "------sendto ---------(debugging output in outgoing/abstract_message)" 
+	 #  puts socket.prepare_message( self.preprocess).inspect.split('\x00')[3..-1].inspect
+	 # puts "------sendto ---------"
           socket.send_messages self.preprocess #.each {|data| socket.write_data data}
         end
 
@@ -34,7 +39,7 @@ module IB
         # Pre-process encoded message Array before sending into socket, such as
         # changing booleans into 0/1 and stuff
         def preprocess
-          self.encode.flatten.reject{ |x| x == "do not include"}.map {|data| data == true ? 1 : data == false ? 0 : data }
+          self.encode.flatten.map {|data| data == true ? 1 : data == false ? 0 : data }
         end
 
         # Encode message content into (possibly, nested) Array of values.
@@ -42,30 +47,29 @@ module IB
         # Most messages also contain (ticker, request or order) :id.
         # Then, content of @data Hash is encoded per instructions in data_map.
         # This method may be modified by message subclasses!
-  #
-  # If the version is zero, omit its apperance (for redesigned message-types as place-order, historical-data, etc)
+	#
+	# If the version is zero, omit its apperance (for historical data)
         def encode
-          ## create a proper request_id  and erase :id and :ticker_id if nessesary
-          if self.class.properties?.include?(:request_id)
-            @data[:request_id] = if  @data[:request_id].blank? && @data[:ticker_id].blank? && @data[:id].blank?
-                                   rand(9999)
-                                 else
-                                   @data[:id] || @data[:ticker_id] || @data[:request_id]
-                                 end
-            @data[:id] = @data[:ticker_id] = nil
-          end
+					## create a proper request_id  and erase :id and :ticker_id if nessesary
+					if self.class.properties?.include?(:request_id) 
+						@data[:request_id] = if  @data[:request_id].blank? && @data[:ticker_id].blank? && @data[:id].blank?
+																	 rand(9999)  
+																 else
+																	 @data[:id] || @data[:ticker_id] || @data[:request_id] 
+																 end
+						@data[:id] = @data[:ticker_id] = nil
+					end
          [
-           self.class.version.zero? ? self.class.message_id : [ self.class.message_id, self.class.version ],
-           #  include :id, :ticker_id, :local_id or :order_id  as first field of the message (if present)
+	   self.class.version.zero? ? self.class.message_id : [ self.class.message_id, self.class.version ],
            @data[:id] || @data[:ticker_id] ||# @data[:request_id] ||  # id, ticker_id, local_id, order_id
-           @data[:local_id] || @data[:order_id] || [],                # do not appear in data_map
+           @data[:local_id] || @data[:order_id] || [],								# do not appear in data_map
            self.class.data_map.map do |(field, default_method, args)| # but request_id does
              case
              when default_method.nil?
                @data[field]
-
+	
              when default_method.is_a?(Symbol) # method name with args
-               @data[field].send default_method, *args
+               @data[field].send default_method, *args 
 
              when default_method.respond_to?(:call) # callable with args
                default_method.call @data[field], *args

data/lib/ib/messages/outgoing/{request_account_summary.rb → account_requests.rb}

@@ -1,8 +1,15 @@
+
 module IB
   module Messages
     module Outgoing
-      extend Messages # def_message macros
 
+      RequestManagedAccounts = def_message 17
+
+      # @data = { :subscribe => boolean,
+      #           :account_code => Advisor accounts only. Empty ('') for a standard account. }
+      RequestAccountUpdates = RequestAccountData = def_message([6, 2], 
+                                                               [:subscribe, true],
+                                                               :account_code)
 =begin
   Call this method to request and keep up to date the data that appears
         on the TWS Account Window Summary tab. The data is returned by
@@ -59,15 +66,41 @@ module IB
             currencies.
 
 =end
-          RequestAccountSummary = def_message( 62,
-                        :request_id, # autogenerated if not specified
-            [:group, 'All'],
-            :tags )
+					RequestAccountSummary = def_message( 62,
+											  :request_id, # autogenerated if not specified
+						[:group, 'All'],
+						:tags )
+
+					CancelAccountSummary	=  def_message 63 # :request_id  required
+
+					# Note: The reqPositions function is not available in Introducing
+					# Broker or Financial Advisor master accounts that have very large
+					# numbers of subaccounts (> 50) to optimize the performance of TWS/IB
+					# Gateway v973+. Instead the function reqPositionsMulti can be used
+					# to subscribe to updates from individual subaccounts. Also not
+					# available with IBroker accounts configured for on-demand account
+					# lookup.
+					RequestPositions			=  def_message 61
+					CancelPositions				=  def_message 64
 
+		
+					# The function reqPositionsMulti can be used with any
+					# account structure to subscribe to positions updates for multiple
+					# accounts and/or models. The account and model parameters are
+					# optional if there are not multiple accounts or models available. 
+					RequestPositionsMulti = def_message( 74,  :request_id, # autogenerated
+						 [ :account, 'ALL' ],
+						 [:model_code, nil ] )
 
+					CancelPositionsMulti = def_message( 75, :request_id ) # required
 
-    end # module outgoing
-  end # module messages
+					RequestAccountUpdatesMulti = def_message( 76, :request_id, # autogenerated
+						 [ :account, 'ALL'],													# account or account-group	
+						 [:model_code, nil],
+						 [:leger_and_nlv, nil ])
+					CancelAccountUpdatesMulti = def_message 77, :request_id  #  required
+		end # module outgoing
+	end # module messages 
 end # module ib
 
 #     REQ_POSITIONS                 = 61

data/lib/ib/messages/outgoing/{bar_request_message.rb → bar_requests.rb}

@@ -1,7 +1,6 @@
 module IB
   module Messages
     module Outgoing
-      extend Messages # def_message macros
 
       # Messages that request bar data have special processing of @data
 
@@ -19,10 +18,11 @@ module IB
           # unless  BAR_SIZES.keys.include?(bar_size)
             # error ":bar_size must be one of #{BAR_SIZES.inspect}", :args
           # end
-          unless data[:contract].is_a? IB::Contract
-            error "contract must be a valid IB::Contract" , :args
-          end
-          [data_type, nil, data[:contract]]
+
+          contract = data[:contract].is_a?(IB::Contract) ?
+              data[:contract] : IB::Contract.from_ib_ruby(data[:contract])
+
+          [data_type, nil, contract]
         end
       end
 
@@ -44,7 +44,7 @@ module IB
       #
       #  Version 3 
       RequestRealTimeBars = def_message [ 50, 3 ], BarRequestMessage,
-        :request_id  # autogenerated if not specified
+				:request_id  # autogenerated if not specified
 
       class RequestRealTimeBars
         def parse data
@@ -63,14 +63,17 @@ module IB
            bar_size,
            data_type.to_s.upcase,
            @data[:use_rth] ,
-     ""   # not suported realtimebars option string
-    ]
+	   "XYZ"   # not suported realtimebars option string
+	  ]
         end
       end # RequestRealTimeBars
 
-  
+			## python reference (9.74)
+			# def reqHistoricalData(self, reqId:TickerId , contract:Contract, endDateTime:str,
+      #                    durationStr:str, barSizeSetting:str, whatToShow:str,
+      #										useRTH:int, formatDate:int, keepUpToDate:bool, chartOptions:TagValueList)
       RequestHistoricalData = def_message [20, 0], BarRequestMessage,
-        :request_id  # autogenerated if not specified
+				:request_id  # autogenerated if not specified
 
       # - data = {
       #          :contract => Contract: requested ticker description
@@ -186,9 +189,9 @@ module IB
            data_type.to_s.upcase,
           2 , # @data[:format_date], format-date is hard-coded as int_date in incoming/historicalData 
            contract.serialize_legs ,
-     @data[:keep_up_todate],   # 0 / 1
-    ''  #  chartOptions:TagValueList - For internal use only. Use default value XYZ.  
-    ]
+	   @data[:keep_up_todate],   # 0 / 1
+	  'XYZ'	#  chartOptions:TagValueList - For internal use only. Use default value XYZ. 	
+	  ]
         end
       end # RequestHistoricalData
 

data/lib/ib/messages/outgoing/place_order.rb

@@ -1,149 +1,209 @@
 module IB
   module Messages
     module Outgoing
-      extend Messages # def_message macros
 
-      PlaceOrder = def_message [ 3,0  ]
+      # Data format is { :id => int: local_id,
+      #                  :contract => Contract,
+      #                  :order => Order }
+      PlaceOrder = def_message [3, 45]				## ServerVersion > 145:  def_message[ 0,45 ]
+																							## server-version is not known at compilation time
+																							## Method call has to be replaced then
+																							## Max-Client_ver --> 144!!
 
       class PlaceOrder
+				
         def encode
+#					server_version = Connection.current.server_version
           order = @data[:order]
           contract = @data[:contract]
-          contract = order.contract unless contract.is_a? IB::Contract
-
-          error 'contract has to be specified' unless contract.is_a? IB::Contract
-
-          # send place order msg
-          fields = [ super ,
-                    contract.serialize_short(:primary_exchange, :sec_id_type),
-                    order.serialize_main_order_fields,
-                    order.serialize_extended_order_fields,
-                    order.serialize_combo_legs(contract),
-                    order.serialize_auxilery_order_fields # including advisory order fields
-                    ]
-
-#          if server_version >= KNOWN_SERVERS[:min_server_ver_models_support]  # 103
-            fields.push(order.model_code )
- #         end
-
-          fields += [
-            order[:short_sale_slot] , # 0 only for retail, 1 or 2 for institution  (Institutional)
-            order.designated_location # only populate when short_sale_slot == 2    (Institutional)
-          ]
-
-          fields.push(order.exempt_code) #if server_version >= KNOWN_SERVERS[:min_server_ver_sshortx_old]
-
-          fields.push(order[:oca_type])
-          fields += [
-            order[:rule_80a], # .to_sup[0..0],
-            order.settling_firm,
-            order.all_or_none,
-            order.min_quantity,
-            order.percent_offset,
-            false, # etrade_only ,  desupported in TWS > 981
-            false, # firm_quote_only ,    desupported in TWS > 981
-            '', ## desupported in TWS > 981, too.
-            order[:auction_strategy], # one of: AUCTION_MATCH, AUCTION_IMPROVEMENT, AUCTION_TRANSPARENT
-            order.serialize_advanced_option_order_fields,
-            order.override_percentage_constraints,
-            order.serialize_volatility_order_fields,
-            order.serialize_delta_neutral_order_fields
-          ]
-
-          fields += [
-            order.continuous_update,
-            order[:reference_price_type] ,
-            order.trail_stop_price,
-            order.trailing_percent
-          ]
-
-          fields << order.serialize_scale_order_fields
-
-          fields.push order.hedge_type
-          fields.push order.hedge_param  # default is [] --> omitted if left default
-          fields.push order.opt_out_smart_routing
-
-          fields.push  order.clearing_account
-          fields.push  order.clearing_intent
-
-          fields.push(order.not_held)
-
-          fields << contract.serialize_under_comp
-          fields << order.serialize_algo
-
-          fields.push(order.algo_id)
-          fields.push(order.what_if)
-          fields.push(order.serialize_misc_options)
-          fields.push(order.solicided)
-          fields << [ order.random_size, order.random_price ]
-
-          fields << order.serialize_pegged_order_fields
-          fields << order.serialize_conditions
-          fields << [
-              order.adjusted_order_type,
-              order.trigger_price,
-              order.limit_price_offset,
-              order.adjusted_stop_price,
-              order.adjusted_stop_limit_price,
-              order.adjusted_trailing_amount,
-              order.adjustable_trailing_unit
-            ]
-
-          fields.push(order.ext_operator) # if server_version >= KNOWN_SERVERS[:min_server_ver_ext_operator] #  105
-
-          fields << order.serialize_soft_dollar_tier
-
-          fields.push(order.cash_qty) # if server_version >= KNOWN_SERVERS[:min_server_ver_cash_qty] # 111
-
-          fields << order.serialize_mifid_order_fields
-
-#          if server_version >= KNOWN_SERVERS[:min_server_ver_auto_price_for_hedge]  # 141
-          fields.push(order.dont_use_auto_price_for_hedge)
-#          end
-
-          fields.push(order.is_O_ms_container) #if server_version >= KNOWN_SERVERS[:min_server_ver_order_container] # 145
-
-          if server_version >= KNOWN_SERVERS[:min_server_ver_d_peg_orders]  # 148
-            fields.push(order.discretionary_up_to_limit_price)
-          end
-
-          if server_version >= KNOWN_SERVERS[:min_server_ver_price_mgmt_algo] # 151
-            fields.push(order.use_price_management_algo)
-          end
-
-          if server_version >= KNOWN_SERVERS[:min_server_ver_duration]  # 158
-            fields.push(order.duration)
-          end
-
-          if server_version >= KNOWN_SERVERS[:min_server_ver_post_to_ats]  # 160
-            fields.push(order.post_to_ats)
-          end
-
-          if server_version >= KNOWN_SERVERS[:min_server_ver_auto_cancel_parent] # 162
-            fields.push(order.auto_cancel_parent)
-          end
-
-          if server_version >= KNOWN_SERVERS[:min_server_ver_advanced_order_reject] # 166
-            fields.push(order.advanced_order_reject)
-          end
-
-          if server_version >= KNOWN_SERVERS[:min_server_ver_manual_order_time] # 169
-            fields.push(order.manual_order_time)
-          end
-
-          fields << order.serialize_peg_best_and_mid
-
-          if server_version >= KNOWN_SERVERS[:min_server_ver_customer_account]  # 183
-            fields.push(order.customer_account)
-          end
-
-          if server_version >= KNOWN_SERVERS[:min_server_ver_professional_customer]  # 184
-            fields.push(order.professional_account)
-          end
+					error "contract has to be specified" unless contract.is_a? IB::Contract
+         [super[0..-1],
+#	  [ [3,45, @data[:local_id] ],
+           contract.serialize_short(:primary_exchange, :sec_id_type),
+
+           # main order fields
+           (order.side == :short ? 'SSHORT' : order.side == :short_exempt ? 'SSHORTX' : order.side.to_sup),
+					 order.total_quantity,
+           order[:order_type], # Internal code, 'LMT' instead of :limit
+           order.limit_price,		
+           order.aux_price,
+           order[:tif],
+           order.oca_group,
+           order.account,
+           order.open_close.to_sup[0],
+           order[:origin],  # translates :customer, :firm  to 0,1
+           order.order_ref,
+           order.transmit,
+           order.parent_id,
+           order.block_order || false,
+           order.sweep_to_fill || false,
+           order.display_size,
+           order[:trigger_method],
+           order.outside_rth || false, # was: ignore_rth
+           order.hidden || false,
+           contract.serialize_legs(:extended),
+
+
+           if contract.bag?
+             [
+               ## Support for per-leg prices in Order
+               [contract.combo_legs.size] + contract.combo_legs.map { |_| nil }, #(&:price) ,
+               ## Support for combo routing params in Order
+               order.combo_params.empty? ? 0 : [order.combo_params.size] + order.combo_params.to_a
+	     ]
+	        else     
+	          []    
+	  end,	      
+	     
+
+           "", # deprecated shares_allocation field
+           order.discretionary_amount,	    
+           order.good_after_time,
+           order.good_till_date,
+           [ order.fa_group,
+           order.fa_method,
+           order.fa_percentage,
+           order.fa_profile ] ,
+	   order.model_code || "",
+           order[:short_sale_slot] || 0 , # 0 only for retail, 1 or 2 for institution  (Institutional)
+           order.designated_location, # only populate when short_sale_slot == 2    (Institutional)
+           order.exempt_code,
+           order[:oca_type],
+           order[:rule_80a], #.to_sup[0..0],
+           order.settling_firm,
+           order.all_or_none || false,
+           order.min_quantity || "",
+           order.percent_offset || '',
+           order.etrade_only || false,
+           order.firm_quote_only || false,
+           order.nbbo_price_cap || "",
+           order[:auction_strategy],
+           order.starting_price,
+           order.stock_ref_price || "",
+           order.delta || "",
+           order.stock_range_lower || "",
+           order.stock_range_upper || "",
+           order.override_percentage_constraints || false,
+					 if order.volatility.present?
+           [ order.volatility , #              Volatility orders
+           order[:volatility_type] || 2 ] #     default: annual volatility
+						else
+						["",""]
+					 end,
+           # Support for delta neutral orders with parameters
+           if order.delta_neutral_order_type && order.delta_neutral_order_type != :none
+             [order[:delta_neutral_order_type],
+              order.delta_neutral_aux_price || "",
+              order.delta_neutral_con_id,
+              order.delta_neutral_settling_firm,
+              order.delta_neutral_clearing_account,
+              order[:delta_neutral_clearing_intent],
+							order.delta_neutral_open_close,
+							order.delta_neutral_short_sale,
+							order.delta_neutral_short_sale_slot,
+							order.delta_neutral_designated_location ]
+           else
+             ['', '']
+           end,
+
+           order.continuous_update, #        Volatility orders
+           order[:reference_price_type] || "", #   Volatility orders
+
+           order.trail_stop_price || "", #         TRAIL_STOP_LIMIT stop price
+           order.trailing_percent || "", #         Support for trailing percent
+
+           order.scale_init_level_size || "", #    Scale Orders
+           order.scale_subs_level_size || "", #    Scale Orders
+           order.scale_price_increment || "", #    Scale Orders
+
+           # Support for extended scale orders parameters
+           if order.scale_price_increment && order.scale_price_increment > 0
+             [order.scale_price_adjust_value || "",
+              order.scale_price_adjust_interval || "",
+              order.scale_profit_offset || "",
+              order.scale_auto_reset, #  default: false,
+              order.scale_init_position || "",
+              order.scale_init_fill_qty || "",
+              order.scale_random_percent # default: false,
+              ]
+           else
+             []
+           end,
+
+	      order.scale_table,		 # v 69
+	      order.active_start_time || "" ,	 # v 69
+	      order.active_stop_time || "" ,	 # v 69
+
+           # Support for hedgeType
+           order.hedge_type, # MIN_SERVER_VER_HEDGE_ORDERS
+           order.hedge_param || [],
+
+           order.opt_out_smart_routing, # MIN_SERVER_VER_OPT_OUT_SMART_ROUTING
+
+           order.clearing_account ,
+           order.clearing_intent ,
+           order.not_held ,
+           contract.serialize_under_comp,
+           order.serialize_algo(),
+           order.what_if,
+	   order.serialize_misc_options,      # MIN_SERVER_VER_LINKING
+	   order.solicided ,		      # MIN_SERVER_VER_ORDER_SOLICITED
+	   order.random_size ,		      # MIN_SERVER_VER_RANDOMIZE_SIZE_AND_PRICE
+	   order.random_price ,		      # MIN_SERVER_VER_RANDOMIZE_SIZE_AND_PRICE
+	   ( order[:type] == 'PEG BENCH' ? [	# pegged_to_benchmark  v. 102
+	    order.reference_contract_id,
+	    order.is_pegged_change_amount_decrease,
+	    order.pegged_change_amount,
+	    order.reference_change_amount,
+	    order.reference_exchange_id ] : [] ),
+		 order.serialize_conditions ,   # serialisation of conditions outsourced to model file
+	   order.adjusted_order_type ,
+	   order.trigger_price ,
+	   order.limit_price_offset ,
+	   order.adjusted_stop_price ,
+	   order.adjusted_stop_limit_price ,
+	   order.adjusted_trailing_amount ,
+	   order.adjustable_trailing_unit ,
+	   order.ext_operator ,		      # MIN_SERVER_VER_EXT_OPERATOR:
+		 order.soft_dollar_tier_name,
+		 order.soft_dollar_tier_value,
+		 order.soft_dollar_tier_display_name,
+#	   order.serialize_soft_dollar_tier() ,	      # MIN_SERVER_VER_SOFT_DOLLAR_TIER
+	   order.cash_qty , 		      # MIN_SERVER_VER_CASH_QTY  /111)
+#			 if server_version >= 138   # :min_server_ver_decision_maker 
+				 [ order.mifid_2_decision_maker, order.mifid_2_decision_algo],
+#				end ,
+#				if server_version >= 139 # min_server_ver_mifid_execution  
+				[ order.mifid_2_execution_maker, order.mifid_2_execution_algo ],
+#				end,
+#				if server_version >= 141 # min_server_ver_auto_price_for_hedge 
+				order.dont_use_auto_price_for_hedge,
+#				end,
+#				if server_version >= 145 #	min_server_ver_order_container
+					order.is_O_ms_container,
+#				end,
+#				if server_version >= 148 # 	min_server_ver_d_peg_orders
+					order.discretionary_up_to_limit_price
+#				end ]
+				]
+#
+#
+#
+#	   if self.serverVersion() >= MIN_SERVER_VER_AUTO_PRICE_FOR_HEDGE:141
+#            flds.append(make_field(order.dontUseAutoPriceForHedge))
+#
+#        if self.serverVersion() >= MIN_SERVER_VER_ORDER_CONTAINER:145
+#            flds.append(make_field(order.isOmsContainer))
+#
+#        if self.serverVersion() >= MIN_SERVER_VER_D_PEG_ORDERS: 148
+#            flds.append(make_field(order.discretionaryUpToLimitPrice))
+#
+#  
 
-          fields
         end
-      end
-    end
-  end
-end
+      end # PlaceOrder
+
+
+    end # module Outgoing
+  end # module Messages
+end # module IB