ib-api 972.1 → 972.5

data/lib/ib/support.rb

@@ -28,13 +28,13 @@ module IBSupport
 
 		## Values -1 and below indicate: Not computed (TickOptionComputation)
 		def read_decimal_limit_1
-			i= read_decimal
+			i= read_float
 			i <= -1 ? nil : i
 		end
 
 		## Values -2 and below indicate: Not computed (TickOptionComputation)
 		def read_decimal_limit_2
-			i= read_decimal
+			i= read_float
 			i <= -2 ? nil : i
 		end
 
@@ -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/bag.rb

@@ -2,6 +2,12 @@
 
 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
 

data/lib/models/ib/combo_leg.rb

@@ -83,6 +83,28 @@ module IB
        ].flatten
     end
 
+    
+     # fields are generated by serialize(:extended)
+    # i.e.
+# z=  Strangle.build from: Symbols::Index.stoxx, p: 3700, c: 4000, expiry: 202106
+# zc= z.combo_legs.serialize :extended
+# => [[321584786, 1, "BUY", "DTB", 0, 0, "", -1], [321584637, 1, "BUY", "DTB", 0, 0, "", -1]] 
+# nz = zc.map{|o| ComboLeg.build *o }
+# zc.map{|o| ComboLeg.build o }     =>    #  is equivalent
+# => [#<IB::ComboLeg:0x0000000001c36bc0 @attributes={:con_id=>321584786, :ratio=>1, :side=>"B", :exchange=>"DTB", ... 
+# nz.first == z.combo_legs.first    => true 
+# 
+    def self.build *fields
+      self.new Hash[[:con_id,
+                 :ratio,
+                 :side,    #  reverse to_sup?
+                 :exchange,
+                 :open_close,
+                 :short_sale_slot,
+                 :designated_location,
+                 :exempt_code].zip fields]
+    end
+
     def to_human
       "<ComboLeg: #{side} #{ratio} con_id #{con_id} at #{exchange}>"
     end

data/lib/models/ib/contract.rb

@@ -6,7 +6,8 @@ require 'models/ib/underlying'
 module IB
 
   if defined?(Contract) 
-		puts "Contract already a #{defined?(Contract)}"
+		#Connection.current.logger.warn "Contract already a #{defined?(Contract)}"
+
 #		puts Contract.ancestors
 #		IB.send(:remove_const, 'Contract')
 	end
@@ -119,7 +120,7 @@ module IB
 
     def default_attributes  # :nodoc:
       super.merge :con_id => 0,
-        :strike => 0.0,
+        :strike => "",
         :right => :none, # Not an option
        # :exchange => 'SMART',
         :include_expired => false
@@ -136,13 +137,13 @@ module IB
 
     def serialize *fields  # :nodoc:
       print_default = ->(field, default="") { field.blank? ? default : field }
-      print_not_zero = ->(field, default="") { field.to_i.zero? ? default : field }
       [(con_id.present? && !con_id.is_a?(Symbol) && con_id.to_i > 0 ? con_id : ""),
        print_default[symbol],
        print_default[self[:sec_type]],
        ( fields.include?(:option) ?
        [ print_default[expiry], 
-				 print_not_zero[strike], 
+			##  a Zero-Strike-Option  has to be defined with  «strike: -1 »
+				 strike.present? && ( strike.is_a?(Numeric) && !strike.zero? && strike > 0 )  ?  strike : strike<0 ?  0 : "",
 				 print_default[self[:right]], 
 				 print_default[multiplier]] : nil ),
        print_default[exchange],
@@ -217,20 +218,18 @@ module IB
 		# the link to contract-details is __not__ maintained.
 		def  essential
 
-			self_attributes = [ :sec_type]
-			the_attributes = [ :symbol , :con_id,   :exchange, :right, 
+			the_attributes = [ :sec_type, :symbol , :con_id,   :exchange, :right, 
 									  :currency, :expiry,  :strike,   :local_symbol, :last_trading_day,
-								:multiplier,  :primary_exchange, :trading_class ]
-			the_hash= the_attributes.map{|x| y= self.send(x);  [x,y] if y.present? }.compact.to_h
-			the_hash[:description] = 
-				 if @description.present? 
-					  @description 
-				 elsif contract_detail.present?
-					 contract_detail.long_name
-				 else 
-					 ""
-				 end
-			self.class.new   the_hash.merge( self_attributes.map{|x| y = self.send(x);  [x,y] unless y == :none }.compact.to_h )
+								:multiplier,  :primary_exchange, :trading_class, :description ]
+			new_contract= self.class.new invariant_attributes.select{|k,_| the_attributes.include? k }.compact
+      new_contract[:description] = if @description.present? 
+                                     @description 
+                                   elsif contract_detail.present?
+                                     contract_detail.long_name
+                                   else 
+                                     ""
+                                   end
+      new_contract # return contract
 		end
 
 
@@ -381,6 +380,7 @@ In places where these terms are used to indicate a concept, we have left them as
 
 
   ### Now let's deal with Contract subclasses
+	begin
 
   require_relative 'option'
   require 'models/ib/bag'
@@ -388,14 +388,25 @@ In places where these terms are used to indicate a concept, we have left them as
   require 'models/ib/future'
   require 'models/ib/stock'
   require 'models/ib/index'
+	### walkaraound to enable spreads with orientdb 
+	if IB::const_defined? :Spread
+		IB::send(:remove_const, :Spread)
+		#puts "Spread already defined"
+		#puts "erasing"
+  end
+  require 'models/ib/spread.rb'
+	end
+
+
 
   class Contract
     # Contract subclasses representing specialized security types.
+    using IBSupport
 
     Subclasses = Hash.new(Contract)
     Subclasses[:bag] = IB::Bag
     Subclasses[:option] = IB::Option
-    Subclasses[:future_option] = IB::FutureOption
+    Subclasses[:futures_option] = IB::FutureOption
     Subclasses[:future] = IB::Future
     Subclasses[:stock] = IB::Stock
     Subclasses[:forex] =  IB::Forex
@@ -403,31 +414,14 @@ In places where these terms are used to indicate a concept, we have left them as
 
 
     # This builds an appropriate Contract subclass based on its type
-		#
-		# the method is also used to copy Contract.values to new instances
+    #
+    # the method is also used to copy Contract.values to new instances
     def self.build opts = {}
       subclass =( VALUES[:sec_type][opts[:sec_type]] || opts['sec_type'] || opts[:sec_type]).to_sym
       Contract::Subclasses[subclass].new opts
     end
 
-    # This returns a Contract initialized from the serialize_ib_ruby format string.
-    def self.from_ib_ruby 
-      keys = [:con_id, :symbol, :sec_type, :expiry, :strike, :right, :multiplier,
-              :exchange, :primary_exchange, :currency, :local_symbol]
-      props = Hash[keys.zip(string.split(":"))]
-      props.delete_if { |k, v| v.nil? || v.empty? }
-      Contract.build props
-    end
+
   end # class Contract
 end # module IB
 
-class String
-	def to_contract
-      keys = [:con_id, :symbol, :sec_type, :expiry, :strike, :right, :multiplier,
-              :exchange, :primary_exchange, :currency, :local_symbol]
-      props = Hash[keys.zip(split(":"))]
-      props.delete_if { |k, v| v.nil? || v.empty? }
-      IB::Contract.build props
-
-	end
-end

data/lib/models/ib/option.rb

@@ -77,6 +77,8 @@ module IB
   end # class Option
 
 	class FutureOption   < Option 
-
+    def default_attributes
+      super.merge :sec_type => :futures_option
+		end
 	end
 end # module IB

data/lib/models/ib/order.rb

@@ -514,6 +514,11 @@ Format of serialisation
         (account ? "/#{account}" : '') +
         (commission ? " fee #{commission}" : '') + ">"
     end
+		def serialize_rabbit
+			{ 'Contract' => contract.present? ? contract.serialize( :option, :trading_class ): '' ,
+		 'Order' =>  self,
+		 'OrderState' => order_state}
+		end
 
   end # class Order
 end # module IB

data/lib/models/ib/spread.rb

@@ -1,6 +1,12 @@
-#require 'ib/verify'
+# require 'ib/verify'
 module IB
-	class Spread  < Bag
+  if defined?(Spread) 
+		puts "Bag already a #{defined?(Spread)}"
+
+#		puts Spread.ancestors
+		IB.send(:remove_const, 'Spread')
+	end
+  class Spread  < Bag
 		has_many :legs
 
 		using IBSupport
@@ -63,14 +69,6 @@ Adds (or substracts) relative (back) measures to the front month, just passes ab
 		end
 
 
-
-		def serialize_rabbit
-			{ "Spread" => serialize( :option, :trading_class ),
-				'legs' => legs.map{ |y| y.serialize :option, :trading_class }, 'combo_legs' => combo_legs.map(&:serialize),
-				'misc' => [description]
-			}	
-		end
-
 		# adds a leg to any spread
 		#
 		# Parameter: 
@@ -90,7 +88,7 @@ Adds (or substracts) relative (back) measures to the front month, just passes ab
 					the_leg= ComboLeg.new( nc.attributes.slice( :con_id, :exchange )
 																					.merge( leg_params ))
 					self.combo_legs << the_leg 
-					self.description = description + " added #{nc.to_human}" rescue "Spread: #{nc.to_human}"
+					self.description = "#{description.nil? ? "": description} added #{nc.to_human}" rescue "Spread: #{nc.to_human}"
 					self.legs << nc
 			end
 			self  # return value to enable chaining
@@ -109,18 +107,28 @@ Adds (or substracts) relative (back) measures to the front month, just passes ab
 			self
 		end
 
-
+# essentail
+# effectivley clones the object
+# 
 		def essential
-				legs.each{ |x| x.essential }
-				self
+      the_es = self.class.new invariant_attributes
+      the_es.legs = legs.map{|y| IB::Contract.build y.invariant_attributes}
+      the_es.combo_legs = combo_legs.map{|y| IB::ComboLeg.new y.invariant_attributes }
+      the_es.description = description
+      the_es  # return
 		end
+
 		def  multiplier
 			(legs.map(&:multiplier).sum/legs.size).to_i
 		end
 		
-		# provide a negative con_id 
+		# provide a negative con_id
 		def con_id
-			-legs.map(&:con_id).sum
+			if attributes[:con_id].present? && attributes[] < 0
+				attributes[:con_id]
+			else
+				-legs.map{ |x| x.is_a?(String) ? x.expand.con_id : x.con_id}.sum
+			end
 		end
 
 
@@ -146,13 +154,14 @@ Adds (or substracts) relative (back) measures to the front month, just passes ab
                            :exchange => a.read_string
 
 			end
-			object= self.new  container['Spread'].read_contract
-			object.legs = container['legs'].map{|x| IB::Contract.build x.read_contract}
-			object.combo_legs = container['combo_legs'].map{ |x| read_leg[ x ] } 
-			object.description = container['misc'].read_string
+      object= self.new  container['Spread'].clone.read_contract
+      object.legs = container['legs'].map{|x| IB::Contract.build x.clone.read_contract}
+      object.combo_legs = container['combo_legs'].map{ |x| read_leg[ x.clone ] } 
+      object.description = container['misc'].clone.read_string
 			object
 
 		end
+
 	end
 
 

metadata

@@ -1,29 +1,29 @@
 --- !ruby/object:Gem::Specification
 name: ib-api
 version: !ruby/object:Gem::Version
-  version: '972.1'
+  version: '972.5'
 platform: ruby
 authors:
 - Hartmut Bischoff
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-12-22 00:00:00.000000000 Z
+date: 2021-06-01 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
@@ -197,7 +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