ib-api 972.0 → 972.4

checksums.yaml

@@ -1,7 +1,7 @@
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data/Gemfile.lock

@@ -1,31 +1,31 @@
 GIT
   remote: https://github.com/ohler55/ox.git
-  revision: 67ce6ecb45a0d1354e1f8ed9a155826ba986e21e
+  revision: 59c4234fe01fb5de08d49b39ecf5fc7338c1ffdc
   specs:
-    ox (2.13.4)
+    ox (2.14.4)
 
 PATH
   remote: .
   specs:
-    ib-api (972.0)
+    ib-api (972.3.1)
       activemodel
       activesupport (>= 6.0)
 
 GEM
   remote: https://rubygems.org/
   specs:
-    activemodel (6.0.3.4)
-      activesupport (= 6.0.3.4)
-    activesupport (6.0.3.4)
+    activemodel (6.1.3.2)
+      activesupport (= 6.1.3.2)
+    activesupport (6.1.3.2)
       concurrent-ruby (~> 1.0, >= 1.0.2)
-      i18n (>= 0.7, < 2)
-      minitest (~> 5.1)
-      tzinfo (~> 1.1)
-      zeitwerk (~> 2.2, >= 2.2.2)
+      i18n (>= 1.6, < 2)
+      minitest (>= 5.1)
+      tzinfo (~> 2.0)
+      zeitwerk (~> 2.3)
     coderay (1.1.3)
-    concurrent-ruby (1.1.7)
+    concurrent-ruby (1.1.8)
     diff-lcs (1.4.4)
-    ffi (1.13.1)
+    ffi (1.15.0)
     formatador (0.2.5)
     guard (2.16.2)
       formatador (>= 0.2.4)
@@ -41,56 +41,55 @@ GEM
       guard (~> 2.1)
       guard-compat (~> 1.1)
       rspec (>= 2.99.0, < 4.0)
-    i18n (1.8.5)
+    i18n (1.8.10)
       concurrent-ruby (~> 1.0)
-    listen (3.2.1)
+    listen (3.5.1)
       rb-fsevent (~> 0.10, >= 0.10.3)
       rb-inotify (~> 0.9, >= 0.9.10)
     lumberjack (1.2.8)
     method_source (1.0.0)
-    minitest (5.14.2)
+    minitest (5.14.4)
     nenv (0.3.0)
     notiffany (0.1.3)
       nenv (~> 0.1)
       shellany (~> 0.0)
-    pry (0.13.1)
+    pry (0.14.1)
       coderay (~> 1.1)
       method_source (~> 1.0)
-    rake (13.0.1)
-    rb-fsevent (0.10.4)
+    rake (13.0.3)
+    rb-fsevent (0.11.0)
     rb-inotify (0.10.1)
       ffi (~> 1.0)
-    rspec (3.9.0)
-      rspec-core (~> 3.9.0)
-      rspec-expectations (~> 3.9.0)
-      rspec-mocks (~> 3.9.0)
+    rspec (3.10.0)
+      rspec-core (~> 3.10.0)
+      rspec-expectations (~> 3.10.0)
+      rspec-mocks (~> 3.10.0)
     rspec-collection_matchers (1.2.0)
       rspec-expectations (>= 2.99.0.beta1)
-    rspec-core (3.9.3)
-      rspec-support (~> 3.9.3)
-    rspec-expectations (3.9.2)
+    rspec-core (3.10.1)
+      rspec-support (~> 3.10.0)
+    rspec-expectations (3.10.1)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.9.0)
+      rspec-support (~> 3.10.0)
     rspec-its (1.3.0)
       rspec-core (>= 3.0.0)
       rspec-expectations (>= 3.0.0)
-    rspec-mocks (3.9.1)
+    rspec-mocks (3.10.2)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.9.0)
-    rspec-support (3.9.3)
+      rspec-support (~> 3.10.0)
+    rspec-support (3.10.2)
     shellany (0.0.1)
-    thor (1.0.1)
-    thread_safe (0.3.6)
-    tzinfo (1.2.7)
-      thread_safe (~> 0.1)
+    thor (1.1.0)
+    tzinfo (2.0.4)
+      concurrent-ruby (~> 1.0)
     value_semantics (3.6.0)
-    zeitwerk (2.4.0)
+    zeitwerk (2.4.2)
 
 PLATFORMS
-  ruby
+  x86_64-linux
 
 DEPENDENCIES
-  bundler (~> 1.17)
+  bundler
   guard
   guard-rspec
   ib-api!
@@ -102,4 +101,4 @@ DEPENDENCIES
   value_semantics
 
 BUNDLED WITH
-   1.17.3
+   2.2.3

data/README.md

@@ -3,6 +3,7 @@ Ruby interface to Interactive Brokers' TWS API
 
 Reimplementation of the basic functions of ib-ruby
 
+__Documentation: [https://ib-ruby.github.io/ib-doc/](https://ib-ruby.github.io/ib-doc/)__  (_work in progress_)
 
 ----
 `ib-ruby`   offers a modular access to the TWS-API-Interface of Interactive Brokers.
@@ -11,12 +12,18 @@ Reimplementation of the basic functions of ib-ruby
 
 ----
 
-In its plain vanilla usage, it just exchanges messages with the TWS. The user is responsible for any further data processing.
+Install in the usual way
 
+```
+$ gem install ib-api
+```
+
+In its plain vanilla usage, it just exchanges messages with the TWS. Any response is stored in the `recieved-Array`.
 
 Even then, it needs just a few lines of code to place an order
 
 ```ruby
+require 'ib-api'
 # connect with default parameters 
 ib =  IB::Connection.new 
 
@@ -38,10 +45,48 @@ puts ib.recieved[:OrderStatus].to_human
 
 # => ["<OrderState: Submitted #17/1528367295 from 2000 filled 0.0/100.0 at 0.0/0.0 why_held >"]
 
+```
+
+##### User-specific Actions
+Besides storing any TWS-response in an array, callbacks are implemented.
+
+The user subscribes to a certain response and defines the actions in a typically ruby manner. These actions
+can be defined globaly
+```ruby
+ib =  IB::Connection.new do |tws|
+      # Subscribe to TWS alerts/errors and order-related messages
+	tws.subscribe(:Alert, :OpenOrder, :OrderStatus, :OpenOrderEnd) { |msg| puts msg.to_human }
+     end
+
+```
+
+or occationally
+
+```ruby
+        # first define actions
+	a = ib.subscribe(:Alert, :ContractData ) do |msg| 
+		case msg
+		when Messages::Incoming::Alert
+			if msg.code == 200   # No security found 
+				# do someting
+			end
+		when Messages::Incoming::ContractData  # security returned
+			# do something
+	
+		end  # case
+	end
+        # perform request
+        ib.send_message :RequestContractData, :contract => #{some contract}
+         
+        # wait until the :ContractDataEnd message returned
+        ib.wait_for :ContractDataEnd
+         
+        ib.unsubscribe a    # release subscriptions
+         
 ```
 ## Minimal TWS-Version
 
-`ib-api` is tested via the _stable ib-Gateway_ (Version 9.72) 
+`ib-api` is tested via the _stable IB-Gateway_ (Version 9.72) and should work with any current tws-installation. 
 
 ## Tests
 
@@ -58,7 +103,7 @@ You have to edit `spec/spec.yml` and replace the `:account`-Setting with your ow
 
 ## Contributing
 
-Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/ib-api. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
+Bug reports and pull requests are welcome. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
 
 ## Code of Conduct
 

data/VERSION

@@ -1 +1 @@
-972.0
+972.4

data/api.gemspec

@@ -35,7 +35,7 @@ Gem::Specification.new do |spec|
   spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
   spec.require_paths = ["lib"]
 
-  spec.add_development_dependency "bundler", "~> 1.17"
+  spec.add_development_dependency "bundler"
   spec.add_development_dependency "rake", "~> 13.0"
   spec.add_development_dependency "rspec", "~> 3.0"
 	spec.add_dependency 'activesupport', '>= 6.0'

data/bin/console

@@ -10,8 +10,6 @@
 require 'bundler/setup'
 require 'yaml'
 
-require 'logger'
-
 require 'ib-api'
 
 class Array
@@ -47,7 +45,6 @@ read_yml = -> (key) do
   puts "Namespace is IB ! "
   puts
   puts '-'* 45
-	include LogDev
   include IB
   require 'irb'
   client_id = ARGV[1] || read_yml[:client_id]
@@ -62,16 +59,15 @@ read_yml = -> (key) do
 					end
 
   ARGV.clear
-  logger = default_logger #  Logger.new  STDOUT
 	
   ## The Block takes instructions which are executed  after initializing all instance-variables
   ## and prior to the connection-process
   ## Here we just subscribe to some events  
   C =  Connection.new  client_id: client_id, port: port  do |c|  # future use__ , optional_capacities: "+PACEAPI"  do |c|
 
-    c.subscribe( :ContractData, :BondContractData) { |msg| logger.info { msg.contract.to_human } }
-    c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| logger.info { m.to_human } }
-    c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| logger.info { m.to_human }}
+    c.subscribe( :ContractData, :BondContractData) { |msg| c.logger.info { msg.contract.to_human } }
+    c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| c.logger.info { m.to_human } }
+    c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| c.logger.info { m.to_human }}
 #    c.subscribe :ManagedAccounts do  |msg|
 #        puts "------------------------------- Managed Accounts ----------------------------------"
 #				puts "Detected Accounts: #{msg.accounts.account.join(' -- ')} " 
@@ -79,8 +75,8 @@ read_yml = -> (key) do
 #    end
 
     c.subscribe( :OpenOrder){ |msg|  "Open Order detected and stored: C.received[:OpenOrders] " }
-		c.logger.level = Logger::INFO 
 	end 
+  C.logger.level = Logger::INFO 
   unless  C.received[:OpenOrder].blank?
         puts "------------------------------- OpenOrders ----------------------------------"
     puts C.received[:OpenOrder].to_human.join "\n"

data/changelog.md

@@ -5,3 +5,15 @@ Changelog
 |=++++   |=++++++++++++ |
 | 30.8.2020 | migrating lib-files from ib-ruby-project |
 
+| 28.11.2020| separating lib/model and lib/models to enable extension with
+              ActiveRecord/Rails and OrientDB/ActiveOrient. |
+|           | Introducing a Database-Switch in /lib/requires to omit 
+              loading of model- and messages files. This has to be done 
+							manually after assigning the database-model framework. |
+
+| 1.12.2020 | moving model/ib/spread.rb from `ib-extensions` to `ib-api`.|
+| 1.12.2020 | creating a dummy Contract#verify to guaranty safe operation of spreads |
+
+|           | Preparation of a Gem-Release  |
+| 23.2.2021 | Fixed retrieving of ContractDetail requests of Options with strikes < 1 
+|           | Gem Release                   |

data/lib/ib/base_properties.rb

@@ -19,11 +19,10 @@ module IB
 
     # Comparison support
     def content_attributes
-      #HashWithIndifferentAccess[attributes.reject do |(attr, _)|
 			#NoMethodError if a Hash is assigned to an attribute
       Hash[attributes.reject do |(attr, _)|
                                   attr.to_s =~ /(_count)\z/ ||
-                                    [:created_at, :updated_at, :type,
+                                    [:created_at, :type, # :updated_at, 
                                      :id, :order_id, :contract_id].include?(attr.to_sym)
       end]
     end
@@ -151,9 +150,9 @@ Remove all Time-Stamps from the list of Attributes
       end
 
       # Timestamps in lightweight models
-      unless defined?(ActiveRecord::Base) && ancestors.include?(ActiveRecord::Base)
+ #     unless defined?(ActiveRecord::Base) && ancestors.include?(ActiveRecord::Base)
         prop :created_at #, :updated_at
-      end
+ #     end
 
     end # included
   end # module BaseProperties

data/lib/ib/connection.rb

@@ -1,7 +1,8 @@
 require 'thread'
 #require 'active_support'
 require 'ib/socket'
-require 'ib/logger'
+require 'logger'
+require 'logging'
 require 'ib/messages'
 
 module IB
@@ -18,10 +19,9 @@ module IB
   ## public data-queue: received,  received?, wait_for, clear_received
   ## misc:	      reader_running?
 
-  include LogDev   # provides default_logger
+  include Support::Logging   # provides default_logger
 
     mattr_accessor :current
-    mattr_accessor :logger  ## borrowed from active_support
     # Please note, we are realizing only the most current TWS protocol versions,
     # thus improving performance at the expense of backwards compatibility.
     # Older protocol versions support can be found in older gem versions.
@@ -40,7 +40,7 @@ module IB
                    connect: true, # Connect at initialization
                    received:  true, # Keep all received messages in a @received Hash
 #									 redis: false,    # future plans
-                   logger: default_logger,
+                   logger: nil,
                    client_id:  rand( 1001 .. 9999 ) ,
                    client_version: IB::Messages::CLIENT_VERSION,	# lib/ib/server_versions.rb
 									 optional_capacities: "", # TWS-Version 974: "+PACEAPI"
@@ -49,17 +49,13 @@ module IB
 			 # V 974 release motes
 # API messages sent at a higher rate than 50/second can now be paced by TWS at the 50/second rate instead of potentially causing a disconnection. This is now done automatically by the RTD Server API and can be done with other API technologies by invoking SetConnectOptions("+PACEAPI") prior to eConnect.
 
-
+    self.class.configure_logger logger
     # convert parameters into instance-variables and assign them
-		method(__method__).parameters.each do |type, k|
-			next unless type == :key
-			case k
-			when :logger
-				self.logger = logger
-			else
+    method(__method__).parameters.each do |type, k|
+			next unless type == :key  ##  available: key , keyrest
+      next if k.to_s == 'logger'
 				v = eval(k.to_s)
 				instance_variable_set("@#{k}", v) unless v.nil?
-			end
 		end
 
 		# A couple of locks to avoid race conditions in JRuby
@@ -79,9 +75,9 @@ module IB
 		yield self if block_given?
 
 		self.subscribe(:NextValidId) do |msg|
-			logger.progname = "Connection#connect"
+      self.logger.progname = "Connection#connect"
 			self.next_local_id = msg.local_id
-			logger.info { "Got next valid order id: #{next_local_id}." }
+      self.logger.info { "Got next valid order id: #{next_local_id}." }
 		end
 
 		# Ensure the transmission of NextValidId.
@@ -100,7 +96,7 @@ module IB
 		def update_next_order_id
 			i,finish = 0, false
 			sub = self.subscribe(:NextValidID) { finish =  true }
-			connected? ?  self.send_message( :RequestIds )  : open()
+			connected? ? self.send_message( :RequestIds ) : open()
 			Timeout::timeout(1, IB::TransmissionError,"Could not get NextValidId" ) do
 				loop { sleep 0.1; break if finish  }
 			end
@@ -186,7 +182,13 @@ module IB
           when what.is_a?(Class) && what < Messages::Incoming::AbstractMessage
             [what]
           when what.is_a?(Symbol)
-            [Messages::Incoming.const_get(what)]
+            if Messages::Incoming.const_defined?(what)
+              [Messages::Incoming.const_get(what)]
+            elsif TechnicalAnalysis::Signals.const_defined?(what)
+              [TechnicalAnalysis::Signals.const_get?(what)]
+            else
+              error "#{what} is no IB::Messages or TechnicalAnalyis::Signals class"
+            end
           when what.is_a?(Regexp)
             Messages::Incoming::Classes.values.find_all { |klass| klass.to_s =~ what }
           else

data/lib/ib/logger.rb

@@ -18,7 +18,7 @@ module LogDev
 	end
 
 	# Add universally accessible log method/accessor into Object
-	def log *args
+	def logger *args
 		default_logger.tap do |logger|
 			logger.fatal *args unless args.empty?
 		end

data/lib/ib/messages/incoming.rb

@@ -139,7 +139,7 @@ module IB
       TickRequestParameters = def_message [81, 0], [ :ticker_id, :int ],
 					      [ :min_tick, :decimal],
 					      [ :exchange, :string ],
-					      [ :snapshot_prermissions, :int ]
+					      [ :snapshot_permissions, :int ]
 #      class TickRequestParameters 
 #	def load
 #	  simple_load

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

@@ -30,12 +30,12 @@ module IB
 					@created_at = Time.now
 					if source.is_a?(Hash)  # Source is a @data Hash
 						@data = source
-						@buffer =[] # initialize empty buffer, indicates a successfull initializing
+						@buffer =[] # initialize empty buffer, indicates a successful initializing
 					else
 						@buffer = source
 			### DEBUG  DEBUG  DEBUG  RAW STREAM                            ###############
 			#  if uncommented, the raw-input from the tws is included in the logging
-		  #		  puts "BUFFER :> #{buffer.inspect} "
+		  ##		  puts "BUFFER :> #{buffer.inspect} "
 			### DEBUG  DEBUG  DEBUG  RAW STREAM                            ###############
 						@data = Hash.new
 						self.load
@@ -43,11 +43,11 @@ module IB
 				end
 
 				def valid?
-					@buffer.empty? 
+					@buffer.empty?
 				end
 
 				## more recent messages omit the transmission of a version
-				## thus just load the parameter-map 
+				## thus just load the parameter-map
 				def simple_load
 					load_map *self.class.data_map
 				rescue IB::Error  => e
@@ -87,7 +87,7 @@ module IB
 
 						when Symbol # Normal map
 							group, name, type, block =
-								if  instruction[2].nil? || instruction[2].is_a?(Proc)  # lambda's are Proc's 
+								if  instruction[2].nil? || instruction[2].is_a?(Proc)  # lambda's are Proc's
 									[nil] + instruction # No group, [ :name, :type, (:block) ]
 								else
 									instruction # [ :group, :name, :type, (:block)]
@@ -95,14 +95,14 @@ module IB
 							begin
 								data = @buffer.__send__("read_#{type}", &block)
 							rescue IB::LoadError, NoMethodError => e
-								error "Reading #{self.class}: #{e.class}: #{e.message}  --> Instruction: #{name}" , :reader, false 
+								error "Reading #{self.class}: #{e.class}: #{e.message}  --> Instruction: #{name}" , :reader, false
 							end
 							# debug	      puts data.inspect
 							if group
 								@data[group] ||= {}
 								@data[group][name] = data
 							else
-								@data[name] = data    
+								@data[name] = data
 							end
 						else
 							error "Unrecognized instruction #{instruction}"