ib-api 972.0 → 972.4

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

@@ -26,7 +26,11 @@ module IB
 
 				class ReceiveFA
 					def accounts
-						xml[:ListOfAccountAliases][:AccountAlias].map{|x| Account.new x }
+						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

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

@@ -56,8 +56,6 @@ module IB
           @contract_detail = IB::ContractDetail.new @data[:contract_detail]
         end
 
-        alias contract_details contract_detail
-
 				def to_human
 					"<Contract #{contract.to_human}   #{contract_detail.to_human}>"
 				end

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

@@ -41,12 +41,12 @@ module IB
             IB::Bar.new :time => buffer.read_int_date, # conversion of epoche-time-integer to Dateime
 																											 # requires format_date in request to be "2"
 																											 # (outgoing/bar_requests # RequestHistoricalData#Encoding)
-                        :open => buffer.read_decimal,
-                        :high => buffer.read_decimal,
-                        :low => buffer.read_decimal,
-                        :close => buffer.read_decimal,
+                        :open => buffer.read_float,
+                        :high => buffer.read_float,
+                        :low => buffer.read_float,
+                        :close => buffer.read_float,
                         :volume => buffer.read_int,
-                        :wap => buffer.read_decimal,   
+                        :wap => buffer.read_float,   
 #                        :has_gaps => buffer.read_string,  # only in ServerVersion  < 124
                         :trades => buffer.read_int  
           end
@@ -79,6 +79,26 @@ module IB
 				end
 			end
 
+      HistoricalDataUpdate = def_message [90, 0] ,
+                             [:request_id, :int] ,
+                             [:count, :int],
+                             [:bar, :bar]  # defined in support.rb
+
+      class HistoricalDataUpdate
+        attr_accessor :results
+				using IBSupport  # extended Array-Class  from abstract_message
+
+        def bar
+            @bar = IB::Bar.new @data[:bar]
+          end
+
+        def to_human
+          "<HistDataUpdate #{request_id} #{bar}>"
+        end
+      end
+
+
+
     end # module Incoming
   end # module Messages
 end # module IB

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

@@ -13,7 +13,7 @@ module IB
           "<#{self.message_type} #{type}:" +
               @data.map do |key, value|
                 " #{key} #{value}" unless [:version, :ticker_id, :tick_type].include?(key)
-              end.compact.join(',') + " >"
+              end.compact.join('",') + " >"
         end
 
 				def the_data
@@ -129,71 +129,32 @@ module IB
                       [:theta, :decimal_limit_2],					#      -2   -"-
                       [:under_price, :decimal_limit_1]) do
 
-            "<TickOption #{type} for #{ticker_id}: underlying @ #{under_price}, "+
-                "option @ #{option_price}, IV #{implied_volatility}%, delta #{delta}, " +
-                "gamma #{gamma}, vega #{vega}, theta #{theta}, pv_dividend #{pv_dividend}>"
+            "<TickOption #{type}   " + 
+                "option @ #{"%8.3f" % (option_price || -1)}, IV: #{"%4.3f" % (implied_volatility || -1)}, " +
+						    "delta: #{"%5.3f" % (delta || -1)}, " +
+                "gamma: #{"%6.4f" % (gamma || -1)}, vega: #{ "%6.5f" % (vega || -1)}, " + 
+								"theta: #{"%7.6f" % (theta || -1)}, pv_dividend: #{"%5.3f" % (pv_dividend || -1)}, " +
+							  "underlying @ #{"% 8.3f" % (under_price || -1)} >"
           end
 
-      TickSnapshotEnd = def_message 57, [:ticker_id, :int]
-=begin
-    def processTickByTickMsg(self, fields):
-        next(fields)
-        reqId = decode(int, fields)
-        tickType = decode(int, fields)
-        time = decode(int, fields)
-
-        if tickType == 0:
-            # None
-            pass
-        elif tickType == 1 or tickType == 2:
-            # Last or AllLast
-            price = decode(float, fields)
-            size = decode(int, fields)
-            mask = decode(int, fields)
-class TickAttribLast(Object):
-    def __init__(self):
-        self.pastLimit = False
-        self.unreported = False
-
-    def __str__(self):
-        return "PastLimit: %d, Unreported: %d" % (self.pastLimit, self.unreported)
-
-            tickAttribLast = TickAttribLast()
-            tickAttribLast.pastLimit = mask & 1 != 0
-            tickAttribLast.unreported = mask & 2 != 0
-            exchange = decode(str, fields)
-            specialConditions = decode(str, fields)
+			 class TickOption		
+				 def greeks
+					 { delta: delta, gamma: gamma, vega: vega, theta: theta }
+				 end
 
-            self.wrapper.tickByTickAllLast(reqId, tickType, time, price, size, tickAttribLast,
-                                           exchange, specialConditions)
-        elif tickType == 3:
-            # BidAsk
-            bidPrice = decode(float, fields)
-            askPrice = decode(float, fields)
-            bidSize = decode(int, fields)
-            askSize = decode(int, fields)
-            mask = decode(int, fields)
-	class TickAttribBidAsk(Object):
-    def __init__(self):
-        self.bidPastLow = False
-        self.askPastHigh = False
+				 def iv
+					 implied_volatility
+				 end
+			
+				 
+				 def greeks? 
+					 greeks.values.any? &:present?
+				 end
 
-    def __str__(self):
-        return "BidPastLow: %d, AskPastHigh: %d" % (self.bidPastLow, self.askPastHigh)
+			 end
 
+      TickSnapshotEnd = def_message 57, [:ticker_id, :int]
 
-            tickAttribBidAsk = TickAttribBidAsk()
-            tickAttribBidAsk.bidPastLow = mask & 1 != 0
-            tickAttribBidAsk.askPastHigh = mask & 2 != 0
-
-            self.wrapper.tickByTickBidAsk(reqId, time, bidPrice, askPrice, bidSize,
-                                          askSize, tickAttribBidAsk)
-        elif tickType == 4:
-            # MidPoint
-            midPoint = decode(float, fields)
-
-            self.wrapper.tickByTickMidPoint(reqId, time, midPoint)
-=end
 			TickByTick =  def_message [99, 0], [:ticker_id, :int ],
 			[ :tick_type, :int],
 			[ :time, :int_date ]

data/lib/ib/messages/outgoing.rb

@@ -249,10 +249,12 @@ module IB
 			CancelHistogramData =
 					def_message [89,0 ] # , :(request_)id  required
 
+			## Attention: If not reasonable data are used, simply nothing is returned.
+			## There is no error message either.
       RequestCalculateImpliedVolatility = CalculateImpliedVolatility =
           RequestImpliedVolatility =
               def_message([ 54,3 ],:request_id,  # autogenerated
-                      [:contract, :serialize_short, :primary_exchange],
+                      [:contract, :serialize_short],
                           :option_price,
                           :under_price,
 													[:implied_volatility_options_count, 0],
@@ -262,7 +264,7 @@ module IB
       #          :volatility => double, :under_price => double }
       RequestCalculateOptionPrice = CalculateOptionPrice = RequestOptionPrice =
           def_message([ 55, 3], :request_id, #autogenerated if not specified
-                      [:contract, :serialize_short, :primary_exchange],
+                      [:contract, :serialize_short],
                       :volatility,
                       :under_price,
 													[:implied_volatility_options_count, 0],

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

@@ -25,9 +25,9 @@ module IB
         #
         def send_to socket
 	  ### 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 ---------"
+	#  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
 

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

@@ -18,11 +18,10 @@ module IB
           # unless  BAR_SIZES.keys.include?(bar_size)
             # error ":bar_size must be one of #{BAR_SIZES.inspect}", :args
           # end
-
-          contract = data[:contract].is_a?(IB::Contract) ?
-              data[:contract] : IB::Contract.from_ib_ruby(data[:contract])
-
-          [data_type, nil, contract]
+          unless data[:contract].is_a? IB::Contract
+            error "contract must be a valid IB::Contract" , :args
+          end
+          [data_type, nil, data[:contract]]
         end
       end
 

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

@@ -4,7 +4,8 @@ module IB
     module Outgoing
       extend Messages # def_message macros
 
-
+			#  ==> details:  https://interactivebrokers.github.io/tws-api/tick_types.html
+			#
       # @data={:id => int: ticker_id - Must be a unique value. When the market data
       #                                returns, it will be identified by this tag,
 			#                                if omitted, id-autogeneration process is performed
@@ -32,7 +33,7 @@ module IB
       #        292 - (Wide News)                          
       #        293 - (TradeCount)                          
       #        295 - (VolumeRate)                          
-      #        318 - (iLastRTHT-Trade)                          
+      #        318 - (LastRTHT-Trade)                          
       #        370 - (Participation Monitor)
       #        375 - RTTrdVolumne
       #        377 - CttTickTag
@@ -46,7 +47,11 @@ module IB
       #        411 - Realtime Historical Volatility - 58
       #        428 - Monetary Close
       #        439 - MonitorTicTag
-      #        456/59 - IB Dividends
+      #        456/59 - IB Dividends, 4 comma separated values: 12 Month dividend, 
+			#                                                         projected 12 Month dividend,
+			#                                                         next dividend date,
+			#                                                         next dividend value
+			#                                                         (use primary exchange instead of smart)
       #        459 - RTCLOSE
       #        460 - Bond Factor Multiplier
       #        499 - Fee and Rebate Ratge
@@ -79,7 +84,7 @@ module IB
       #                   :tick_list values if you use snapshot. 
       #
       #      :regulatory_snapshot => bool - With the US Value Snapshot Bundle for stocks,
-      #                   regulatory snapshots are available for 0.01 USD each.
+      #                   regulatory snapshots are available for 0.01 USD each. (applies on demo accounts as well)
       #      :mktDataOptions => (TagValueList)  For internal use only.
       #                    Use default value XYZ. 
       #
@@ -88,9 +93,7 @@ module IB
                       [:contract, :serialize_short, :primary_exchange],  # include primary exchange in request
                       [:contract, :serialize_legs, []],
                       [:contract, :serialize_under_comp, []],
-                      [:tick_list, lambda do |tick_list|
-                        tick_list.is_a?(Array) ? tick_list.join(',') : (tick_list || '')
-                      end, []],
+                      [:tick_list, ->(tick_list){ tick_list.is_a?(Array) ? tick_list.join(',') : (tick_list || '')}, []],
                       [:snapshot, false],
 		      [:regulatory_snapshot, false],
 		      [:mkt_data_options, "XYZ"]

data/lib/ib/models.rb

@@ -1,4 +1,3 @@
-  require 'ib/model'
 
   require 'models/ib/account'
   require 'models/ib/account_value'
@@ -11,4 +10,5 @@
   require 'models/ib/combo_leg'
   require 'models/ib/execution'
   require 'models/ib/bar'
+  require 'models/ib/spread'
 	require 'models/ib/condition'

data/lib/ib/support.rb

@@ -62,7 +62,7 @@ module IBSupport
 
 		def read_int_date
 			t= read_int
-				s= Time.at(t)
+      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
@@ -139,20 +139,37 @@ module IBSupport
 		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
+    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
+
+
+    def read_bar  # read a Historical data bar  
+#                  ** historicalDataUpdate: time open close high low  **  covered hier 
+#                     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_float,
+        :close => read_float,
+        :high => read_float,
+        :low => read_float,
+        :wap => read_float,   
+        :volume => read_int,
+        #  :has_gaps => read_string,  # only in ServerVersion  < 124
+        :trades => read_int  }
+
+    end
 
 
 		alias read_bool read_boolean

data/lib/logging.rb

@@ -0,0 +1,45 @@
+#module Kernel
+#  private
+#  def this_method_name
+#    caller[0] =~ /`([^']*)'/  and $1
+#  end
+#   see also __method__  and __callee__
+#end
+
+
+
+module Support
+	module Logging
+		def self.included(base)
+			base.extend ClassMethods
+			base.send :define_method, :logger do
+				base.logger
+			end
+		end
+
+		module ClassMethods
+			def logger
+				@logger
+			end
+
+			def logger=(logger)
+				@logger = logger
+			end
+
+			def configure_logger(log=nil)
+				if log
+					@logger = log
+				else
+          @logger = Logger.new(STDOUT)
+					@logger.level = Logger::INFO
+					@logger.formatter = proc do |severity, datetime, progname, msg|
+					#	"#{datetime.strftime("%d.%m.(%X)")}#{"%5s" % severity}->#{msg}\n"
+						"#{"%5s" % severity}::#{msg}\n"
+					end
+            @logger.debug "------------------------------ start logging ----------------------------"
+				end # branch
+			end # def
+		end # module ClassMethods
+	end # module Logging
+end # module Support
+

data/lib/models/ib/account.rb

@@ -1,7 +1,6 @@
 module IB
 	class Account < IB::Model
 		include BaseProperties
-#		include Redis::Objects
 		#  attr_accessible :alias, :account, :connected
 
 		prop :account,  # String 
@@ -10,10 +9,6 @@ module IB
 			: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'
@@ -37,14 +32,6 @@ module IB
 			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

data/lib/models/ib/bag.rb

@@ -1,7 +1,13 @@
-require 'models/ib/contract'
+#require 'models/ib/contract'
 
 module IB
 
+  if defined?(Bag) 
+		puts "Bag already a #{defined?(Bag)}"
+
+#		puts Bag.ancestors
+		IB.send(:remove_const, 'Bag')
+	end
   # "BAG" is not really a contract, but a combination (combo) of securities.
   # AKA basket or bag of securities. Individual securities in combo are represented
   # by ComboLeg objects.

data/lib/models/ib/bar.rb

@@ -22,7 +22,7 @@ module IB
       validates_numericality_of :open, :high, :low, :close, :volume
 
    def to_human
-      "<Bar: #{time} wap #{wap} OHLC #{open} #{high} #{low} #{close} " +
+     "<Bar: #{time.strftime("(%d.%m.%y)%X")} wap #{wap.round(3)} OHLC #{open} #{high} #{low} #{close} " +
         (trades ? "trades #{trades}" : "") + " vol #{volume}>"
     end