ib-api 972.0

data/README.md

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+# ib-api
+Ruby interface to Interactive Brokers' TWS API 
+
+Reimplementation of the basic functions of ib-ruby
+
+
+----
+`ib-ruby`   offers a modular access to the TWS-API-Interface of Interactive Brokers.
+
+`ib-api`    provides a simple interface to low-level TWS API-calls.  
+
+----
+
+In its plain vanilla usage, it just exchanges messages with the TWS. The user is responsible for any further data processing.
+
+
+Even then, it needs just a few lines of code to place an order
+
+```ruby
+# connect with default parameters 
+ib =  IB::Connection.new 
+
+# define a contract to deal with
+the_stock =  IB::Stock.new symbol: 'TAP'
+
+# order 100 shares for 35 $ 
+limit_order = IB::Order.new  limit_price: 35, order_type: 'LMT',  total_quantity: 100, action: :buy
+ib.send_message :PlaceOrder,
+        :order => limit_order,
+        :contract => the_stock,
+        :local_id => ib.next_local_id
+
+# wait until the orderstate message returned
+ib.wait_for :OrderStatus
+
+# print the Orderstatus
+puts ib.recieved[:OrderStatus].to_human
+
+# => ["<OrderState: Submitted #17/1528367295 from 2000 filled 0.0/100.0 at 0.0/0.0 why_held >"]
+
+```
+## Minimal TWS-Version
+
+`ib-api` is tested via the _stable ib-Gateway_ (Version 9.72) 
+
+## Tests
+
+are invoked by 
+
+```
+bundle exec guard
+# or
+bundle exec rake spec
+```
+Integration tests on order-placements are not included. To run the test suite its thus safe to use a _real Account_.
+You have to edit `spec/spec.yml` and replace the `:account`-Setting with your own `AccountID`, even if you connect to a single account. 
+ 
+
+## 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.
+
+## Code of Conduct
+
+Everyone interacting in the Core project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/[USERNAME]/ib-api/blob/master/CODE_OF_CONDUCT.md).

data/Rakefile

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+require "bundler/gem_tasks"
+
+require "rake"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec) do |t|
+  t.pattern = Dir.glob("spec/**/*_spec.rb")
+  t.rspec_opts = "--format documentation"
+end
+
+task default: :spec

data/VERSION

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+972.0

data/api.gemspec

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+
+lib = File.expand_path("../lib", __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require "ib/version"
+
+Gem::Specification.new do |spec|
+  spec.name          = "ib-api"
+  spec.version       = IB::VERSION
+  spec.authors       = ["Hartmut Bischoff"]
+  spec.email         = ["topofocus@gmail.com"]
+
+  spec.summary       = %q{Ruby Implementation of the Interactive Brokers TWS API}
+  spec.description   = %q{Ruby Implementation of the Interactive Brokers TWS API}
+  spec.homepage      = "https://github.com/ib-ruby"
+
+  # Prevent pushing this gem to RubyGems.org. To allow pushes either set the 'allowed_push_host'
+  # to allow pushing to a single host or delete this section to allow pushing to any host.
+  if spec.respond_to?(:metadata)
+#    spec.metadata["allowed_push_host"] = "TODO: Set to 'http://mygemserver.com'"
+
+    spec.metadata["homepage_uri"] = spec.homepage
+    spec.metadata["source_code_uri"] = "https://github.com/ib-ruby/ib-api"
+#    spec.metadata["changelog_uri"] = "https://github.com/ib-ruby/ib-api/CHANGELOG.md"
+  else
+    raise "RubyGems 2.0 or newer is required to protect against " \
+      "public gem pushes."
+  end
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files         = Dir.chdir(File.expand_path('..', __FILE__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  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 "rake", "~> 13.0"
+  spec.add_development_dependency "rspec", "~> 3.0"
+	spec.add_dependency 'activesupport', '>= 6.0'
+	spec.add_dependency 'activemodel'
+end

data/bin/console

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+#!/usr/bin/env ruby
+### loads the active-orient environment 
+### and starts an interactive shell
+###
+### Parameter: t)ws | g)ateway (or number of port ) Default: Gateway ,
+###							client_id , Default 2000
+###
+### Define Parameter in  file console.yml
+###
+require 'bundler/setup'
+require 'yaml'
+
+require 'logger'
+
+require 'ib-api'
+
+class Array
+  # enables calling members of an array. which are hashes  by it name
+  # i.e
+  #
+  #  2.5.0 :006 > C.received[:OpenOrder].local_id
+  #   => [16, 17, 21, 20, 19, 8, 7] 
+  #   2.5.0 :007 > C.received[:OpenOrder].contract.to_human
+  #    => ["<Bag: IECombo SMART USD legs:  >", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: WFC USD>", "<Stock: WFC USD>"] 
+  #
+  # its included only in the console, for inspection purposes
+
+  def method_missing(method, *key)
+    unless method == :to_hash || method == :to_str #|| method == :to_int
+      return self.map{|x| x.public_send(method, *key)}
+    end
+
+  end
+end # Array
+
+
+# read items from console.yml 
+read_yml = -> (key) do
+		YAML::load_file( File.expand_path('../console.yml',__FILE__))[key]
+	end
+
+
+  puts 
+  puts ">> IB-Core Interactive Console <<" 
+  puts '-'* 45
+  puts 
+  puts "Namespace is IB ! "
+  puts
+  puts '-'* 45
+	include LogDev
+  include IB
+  require 'irb'
+  client_id = ARGV[1] || read_yml[:client_id]
+  specified_port = ARGV[0] || 'Gateway'
+	port =  case specified_port
+					when Integer
+						specified_port  # just use the number
+					when /^[gG]/ 
+						read_yml[:gateway]
+					when /^[Tt]/
+						read_yml[:tws]
+					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 :ManagedAccounts do  |msg|
+#        puts "------------------------------- Managed Accounts ----------------------------------"
+#				puts "Detected Accounts: #{msg.accounts.account.join(' -- ')} " 
+#				puts
+#    end
+
+    c.subscribe( :OpenOrder){ |msg|  "Open Order detected and stored: C.received[:OpenOrders] " }
+		c.logger.level = Logger::INFO 
+	end 
+  unless  C.received[:OpenOrder].blank?
+        puts "------------------------------- OpenOrders ----------------------------------"
+    puts C.received[:OpenOrder].to_human.join "\n"
+  end
+  puts  "Connection established on Port  #{port}, client_id #{client_id} used"
+  puts
+  puts  "----> C    points to the connection-instance"
+  puts
+  puts  "some basic Messages are subscribed and accordingly displayed"
+  puts '-'* 45
+
+  IRB.start(__FILE__)

data/bin/console.yml

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+:gateway:  4002
+:tws: 7496
+:client_id: 2000

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/changelog.md

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+Changelog
+=============
+
+| Date   |  Description |
+|=++++   |=++++++++++++ |
+| 30.8.2020 | migrating lib-files from ib-ruby-project |
+

data/example/README.md

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+## 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

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+#!/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

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+#!/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

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+#!/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