ib-api 972.0 → 972.4

data/lib/models/ib/stock.rb

@@ -1,14 +1,20 @@
-require_relative 'contract'
+#require_relative 'contract'
 module IB
 	class Stock < IB::Contract
 		validates_format_of :sec_type, :with => /\Astock\z/,
 			:message => "should be a Stock"
+		validates_format_of :symbol, with: /\A.*\z/,
+			message: 'should not be blank'
 		def default_attributes
 			super.merge :sec_type => :stock, currency:'USD', exchange:'SMART'
 		end
 
-		def to_human
-			att =  [ symbol, currency, ( exchange == 'SMART' ? nil: exchange ), (primary_exchange.present? && !primary_exchange.empty? ? primary_exchange : nil)].compact
+		def to_human 
+			att =  [ symbol, 
+						  currency, ( exchange == 'SMART' ? nil: exchange ), 
+							(primary_exchange.present? && !primary_exchange.empty? ? primary_exchange : nil),
+							@description.present? ? " (#{@description}) " : nil,
+			       ].compact
 						"<Stock: " + att.join(" ") + ">"
 		end
 

data/lib/models/ib/underlying.rb

@@ -1,4 +1,7 @@
 module IB
+  if defined?(Underlying) 
+		puts "Underlying already a #{defined?(Underlying)}"
+	else
 
   # Calculated characteristics of underlying Contract (volatile)
   class Underlying < IB::Model
@@ -30,5 +33,5 @@ module IB
 
   end # class Underlying
   UnderComp = Underlying
-
+	end
 end # module IB

data/lib/requires.rb

@@ -7,6 +7,13 @@ require 'ib/errors'
 require 'ib/constants'
 require 'ib/connection'
 
-require 'ib/models'
-require 'ib/messages'
-
+# An external model- or database-driver provides the base class for models 
+# if the constant DB is defined
+# 
+# basically 	IB::Model  has to be assigned to the substitute base class
+# the database-driver requires models and messages at the appropoate time
+unless defined?(DB)
+	require 'ib/model' 
+	require 'ib/models'
+	require 'ib/messages'
+end

metadata

@@ -1,29 +1,29 @@
 --- !ruby/object:Gem::Specification
 name: ib-api
 version: !ruby/object:Gem::Version
-  version: '972.0'
+  version: '972.4'
 platform: ruby
 authors:
 - Hartmut Bischoff
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-10-22 00:00:00.000000000 Z
+date: 2021-05-13 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '1.17'
+        version: '0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '1.17'
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: rake
   requirement: !ruby/object:Gem::Requirement
@@ -103,19 +103,6 @@ files:
 - bin/console.yml
 - bin/setup
 - changelog.md
-- example/README.md
-- example/account_info
-- example/account_positions
-- example/account_summary
-- example/cancel_orders
-- example/fa_accounts
-- example/fundamental_data
-- example/historic_data_cli
-- example/list_orders
-- example/portfolio_csv
-- example/scanner_data
-- example/template
-- example/tick_data
 - lib/extensions/class-extensions.rb
 - lib/ib-api.rb
 - lib/ib/base.rb
@@ -155,6 +142,7 @@ files:
 - lib/ib/socket.rb
 - lib/ib/support.rb
 - lib/ib/version.rb
+- lib/logging.rb
 - lib/models/ib/account.rb
 - lib/models/ib/account_value.rb
 - lib/models/ib/bag.rb
@@ -172,6 +160,7 @@ files:
 - lib/models/ib/order.rb
 - lib/models/ib/order_state.rb
 - lib/models/ib/portfolio_value.rb
+- lib/models/ib/spread.rb
 - lib/models/ib/stock.rb
 - lib/models/ib/underlying.rb
 - lib/models/ib/vertical.rb
@@ -196,7 +185,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.0.4
+rubygems_version: 3.2.3
 signing_key: 
 specification_version: 4
 summary: Ruby Implementation of the Interactive Brokers TWS API

data/example/README.md

@@ -1,76 +0,0 @@
-## IB-RUBY EXAMPLES:
-
-This folder contains sample scripts that demonstrate common ib-ruby use cases.
-The scripts show you how to access account info, print real time quotes, retrieve
-historic or fundamental data, request options calculations, place, list, and cancel orders.
-You may also want to look into `spec/integration` directory for more scenarios,
-use cases and examples of handling IB messages.
-
-Normally you run these examples like this:
-
-    $ ruby example/list_orders
-
-The examples are executable.
-If you're on Unix-like platform, they can be called directly ( » ./{script} «)
-
-The Examples assume a running Gateway-Application on Localhost. Please use a Demo-Account or run
-the API in »read-only-mode«
-
-## EXAMPLE DESCRIPTION:
-
-*account_info* - Request your account info, current positions, portfolio values and so on
-
-    $ ruby example/account_info   # or cd example; ./account_info
-
-For Financial Advisors, you need to add the managed account you want info for:
-
-    $ ruby example/account_info U123456
-
-*cancel_orders*  - Cancel either all open orders, or specific order(s),  by their (local) ids. Examples:
-
-    $ ruby example/cancel_orders
-    $ ruby example/cancel_orders 492 495
-
-*contract_details* - Obtain detailed descriptions for specific Stock, Option, Forex, Futures and Bond contracts.
-
-*contract_sample details* - Define Contract samples provided by java and python API-implementations
-
-*depth_of_market* - Receive a stream of MarketDepth change events for Stock, Forex and Future symbols.
-
-*fa_accounts* - Get info about accounts under management (for Financial Advisors).
-
-*flex_query* - Run a pre-defined Flex query, receive and print Flex report. Example:
-
-    $ ruby example/flex_query 12345 # Flex query id pre-defined in Account Management
-
-*fundamental_data* - Request and print fundamental data report for a specific stock.
-
-*historic_data* - Receive 5 days of 1-hour trade data for Stock, Forex and Future symbols.
-
-*historic_data_cli* - CLI script for historic data downloading. It has many options, for detailed help run:
-
-    $ ruby example/historic_data_cli
-
-*list_orders* - List all open API orders.
-
-*market_data* - Receive a stream of trade events for multiple Forex symbols.
-
-*option_data* - Receive a stream of underlying, price and greeks calculations for multiple Option symbols.
-
-*place_braket_order* - Place a braket order for Stock.
-
-*place_combo_order* - Place an Option combo order (Google butterfly).
-
-*place_order* - Place a simple limit order to buy Stock.
-
-*portfolio_csv* - Exports your IB portfolio in a CSV format. Usage:
-
-    $ ruby example/portfolio_csv [account] > my_portfolio.csv
-
-*real_time_data* - Subscribe to real time data for specific symbol.
-
-*template* - A blank example to start a new script (setting up all the dependencies).
-
-*tick_data* - Subscribe to extended tick types for a single stock symbol.
-
-*time_and_sales* - Print out Time&Sales format for Futures symbols.

data/example/account_info

@@ -1,54 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script connects to IB API, subscribes to account info and prints out
-# messages received from IB (update every 3 minute or so)
-
-require 'bundler/setup'
-require 'ib-api'
-
-# Only for Advisor accounts: you can provide account_code such as U666777  (otherwise the last account is used)
-account_code = ARGV[0] || ''
-
-include IB
-# Connect to IB TWS
-accounts =  []
-ib = Connection.new client_id: 1113, port: 4002 do | gw |  # :port => 7497 # TWS
-
-	# Subscribe to TWS alerts/errors and account-related messages
-	# that TWS sends in response to account data request
-	gw.subscribe(:Alert) do |msg|
-			## if an account is not given. but required, (Error 321 indicates this) 
-			## fetch data from the last account detected. (The first is most probably the Advisor-Account)
-											if  msg.code == 321
-												gw.send_message :RequestAccountData, :subscribe => true, :account_code => accounts.last
-											else
-												puts msg.to_human
-											end
-								end
-	
-	## Print Account+Portfolio-Values
-	gw.subscribe(:AccountValue,
-		     :PortfolioValue, :AccountUpdateTime) { |msg| puts msg.to_human }
-
-	## Just in case: put account-names into accounts-array
-	gw.subscribe(:ManagedAccounts){  |msg| accounts = msg.accounts_list.split ',' }
-
-	# Set log level
-	gw.logger.level = Logger::FATAL # DEBUG #FATAL
-end
-
-ib.send_message :RequestAccountData, :subscribe => true, :account_code => account_code
-
-puts "\nSubscribing to IB account data"
-
-## print message after recieving account-data
-Thread.new do 
-	sleep 3
-	puts "\n******** Press <Enter> to quit *********\n\n"
-end
-
-STDIN.gets
-puts "Cancelling account data subscription.."
-
-ib.send_message :RequestAccountData, :subscribe => false
-sleep 2

data/example/account_positions

@@ -1,30 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script connects to IB API and subscribes to  Position Values which are updated regulary
-
-require 'bundler/setup'
-require 'ib-api'
-
-
-# connect to IB TWS.
-
-
-ib = IB::Connection.new( :client_id => 1110) do | gw | #, :port => 7496 # TWS) 
-## Subcribe to forseable events before the connection is completed
-## Subscribe to TWS alerts/errors
-  gw.subscribe(:Alert, :PositionData){ |msg| puts msg.to_human }
-	gw.logger.level = Logger::FATAL # DEBUG  -- INFO -- WARN -- ERROR  -- FATAL
-end
-
- Thread.new do 
-	sleep 1
-	puts "\n******** Press <Enter> to quit *********\n\n"
- end
-# request the  AccountSummary
-  ib.send_message :RequestPositions
-
-STDIN.gets
- puts "\n *** canceling Reqest ..." 
-		ib.send_message :CancelPositions
-sleep 1
-puts "done."

data/example/account_summary

@@ -1,88 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script connects to IB API and subscribes to  Account Summary Updates for certain tags
-
-require 'bundler/setup'
-require 'ib-api'
-
-# Definition of what we want listed
-# possible tags
-#            NetLiquidation,
-#            TotalCashValue - Total cash including futures pnl
-#            SettledCash - For cash accounts, this is the same as
-#            TotalCashValue
-#            AccruedCash - Net accrued interest
-#            BuyingPower - The maximum amount of marginable US stocks the
-#                account can buy
-#            EquityWithLoanValue - Cash + stocks + bonds + mutual funds
-#            PreviousDayEquityWithLoanValue,
-#            GrossPositionValue - The sum of the absolute value of all stock
-#                and equity option positions
-#            RegTEquity,
-#            RegTMargin,
-#            SMA - Special Memorandum Account
-#            InitMarginReq,
-#            MaintMarginReq,
-#            AvailableFunds,
-#            ExcessLiquidity,
-#            Cushion - Excess liquidity as a percentage of net liquidation value
-#            FullInitMarginReq,
-#            FullMaintMarginReq,
-#            FullAvailableFunds,
-#            FullExcessLiquidity,
-#            LookAheadNextChange - Time when look-ahead values take effect
-#            LookAheadInitMarginReq,
-#            LookAheadMaintMarginReq,
-#            LookAheadAvailableFunds,
-#            LookAheadExcessLiquidity,
-#            HighestSeverity - A measure of how close the account is to liquidation
-#            DayTradesRemaining - The Number of Open/Close trades a user
-#                could put on before Pattern Day Trading is detected. A value of "-1"
-#                means that the user can put on unlimited day trades.
-#            Leverage - GrossPositionValue / NetLiquidation
-#            $LEDGER - Single flag to relay all cash balance tags*, only in base
-#                currency.
-#            $LEDGER:CURRENCY - Single flag to relay all cash balance tags*, only in
-#                the specified currency.
-#            $LEDGER:ALL - Single flag to relay all cash balance tags* in all
-#
-tags =  %w( NetLiquidation InitMarginReq DayTradesRemaining )
-# connect to IB TWS.
-
-
-ib = IB::Connection.new( :client_id => 1112) do | gw | #, :port => 7496 # TWS) 
-## Subcribe to forseable events before the connection is completed
-## Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert, :AccountSummary){ |msg| puts msg.to_human }
-	gw.logger.level = Logger::FATAL # DEBUG  -- INFO -- WARN -- ERROR  -- FATAL
-end
-
- Thread.new do 
-	sleep 1
-	puts "\n******** Press <Enter> to quit *********\n\n"
- end
-# request the  AccountSummary
-  request_id = ib.send_message :RequestAccountSummary, tags: tags.join(',')
-
-STDIN.gets
- puts "\n *** canceling Request ..."
-		ib.send_message :CancelAccountSummary, id: request_id
-sleep 1
-puts "done."	
-
-
-=begin
-Expected Output
-
-delta:~/workspace/ib-ruby/example$ ./account_summary 
-<AccountSummary: request_id 8111, account DU167349, tag DayTradesRemaining, value -1.0, currency  >
-<AccountSummary: request_id 8111, account DU167349, tag InitMarginReq, value 93402.16, currency EUR >
-<AccountSummary: request_id 8111, account DU167349, tag NetLiquidation, value 990842.34, currency EUR >
-<AccountSummary: request_id 8111, account DF167347, tag InitMarginReq, value 0.0, currency EUR >
-<AccountSummary: request_id 8111, account DF167347, tag NetLiquidation, value 0.0, currency EUR >
-<AccountSummary: request_id 8111, account DU167348, tag DayTradesRemaining, value -1.0, currency  >
-<AccountSummary: request_id 8111, account DU167348, tag InitMarginReq, value 135317.73, currency EUR >
-<AccountSummary: request_id 8111, account DU167348, tag NetLiquidation, value 949599.26, currency EUR >
-
-******** Press <Enter> to quit *********
-=end

data/example/cancel_orders

@@ -1,74 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script allows you to cancel either a set of open Orders by their ids,
-# or ALL Orders opened via IB API at once. The latter is useful when your
-# robot goes crazy and opens gazillions of wrong limit orders.
-#
-# Accepts the port to connect to as  first command-parameter,  T)ws or G)ateway, which is the default
-#	
-#	Numeric Parameter are interpreted as keys for specific orders to kill
-
-require 'bundler/setup'
-require 'ib-api'
-  specified_port = ARGV[0] || 'Gateway'
-	port =  case specified_port
-					when /^[gG]/ 
-						ARGV.shift  # consume the first argument
-						4002
-					when /^[Tt]/
-						ARGV.shift # consume the first argument
-						7497
-					end
-
-# First, connect to IB TWS.
-ib = IB::Connection.new client_id: 1111, port: port  do | gw |  
-
-	# Subscribe to TWS alerts/errors and order-related messages
-	gw.subscribe(:Alert, :ManagedAccounts, :OpenOrder, :OrderStatus, :OpenOrderEnd) { |msg| puts msg.to_human }
-	# Set log level
-	gw.logger.level = Logger::FATAL # DEBUG -- INFO -- WARN -- ERROR -- FATAL
-end
-
-if ARGV.empty?
-  ib.send_message :RequestGlobalCancel
-else
-	puts "ARGV:  #{ARGV}"
-  # Will only work for Orders placed under the same :client_id
-  ib.cancel_order *ARGV
-	puts '-'*55
-	puts "Remaining Orders"
-	puts '-'*55
-end
-
-puts '-'*55
-puts "Remaining Orders"
-ib.send_message :RequestAllOpenOrders
-puts '-'*55
-
-sleep 3
-
-
-## Expected output
-#12:20:25.154 Connected to server, version: 137,
-# connection time: 2018-02-27 12:20:25 +0000 local, 2018-02-27T12:20:25+00:00 remote.
-#12:20:25.156 Got message 5 (IB::Messages::Incoming::OpenOrder)
-#<OpenOrder: <Stock: WFC USD> <Order: LMT GTC buy 100.0 1.13 Submitted #1/1562725191 from 1112/DU167348 fee 0.0>>
-#12:20:25.158 Got message 3 (IB::Messages::Incoming::OrderStatus)
-#<OrderStatus: <OrderState: Submitted #1/1562725191 from 1112 filled 0.0/100.0 at 0.0/0.0 why_held >>
-#12:20:25.197 Got message 53 (IB::Messages::Incoming::OpenOrderEnd)
-#<OpenOrderEnd: >
-#12:20:25.197 Got message 15 (IB::Messages::Incoming::ManagedAccounts)
-#12:20:25.197 No subscribers for message IB::Messages::Incoming::ManagedAccounts!
-#12:20:25.197 Got message 9 (IB::Messages::Incoming::NextValidId)
-#12:20:25.197 Got next valid order id: 2.
-#12:20:25.254 Got message 5 (IB::Messages::Incoming::OpenOrder)
-#<OpenOrder: <Stock: WFC USD> <Order: LMT GTC buy 100.0 1.13 PendingCancel #1/1562725191 from 1112/DU167348 fee 0.0>>
-#12:20:25.256 Got message 3 (IB::Messages::Incoming::OrderStatus)
-#<OrderStatus: <OrderState: PendingCancel #1/1562725191 from 1112 filled 0.0/100.0 at 0.0/0.0 why_held >>
-#12:20:25.297 Got message 53 (IB::Messages::Incoming::OpenOrderEnd)
-#<OpenOrderEnd: >
-#12:20:25.342 Got message 3 (IB::Messages::Incoming::OrderStatus)
-#<OrderStatus: <OrderState: Cancelled #1/1562725191 from 1112 filled 0.0/100.0 at 0.0/0.0 why_held >>
-#12:20:25.343 Got message 4 (IB::Messages::Incoming::Alert)
-#TWS Error 202: Order Canceled - reason:
-##