ib-api 972.1 → 972.5

data/example/list_orders

@@ -1,45 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script retrieves list of all Orders from TWS
-
-require 'bundler/setup'
-require 'ib-api'
-
-# Connect to IB as 0 (TWS) to retrieve all Orders, including TWS-generated ones
-ib = IB::Connection.new :client_id => 0  do |gw| #   , :port => 7497 # TWS
-
-	# Subscribe to TWS alerts/errors and order-related messages
-	counter = 0
-
-	gw.subscribe(:Alert, :ManagedAccounts, :OrderStatus, :OpenOrderEnd) { |msg| puts msg.to_human }
-
-	gw.subscribe(:OpenOrder) do |msg|
-		counter += 1
-		puts "#{counter}: #{msg.to_human}"
-
-	# Get rid of logging verbosity
-	gw.logger.level =  Logger::FATAL
-	end
-end
-
-## fire request
-ib.send_message :RequestAllOpenOrders
-
-# Wait for IB to respond to our request
-ib.wait_for :OpenOrderEnd
-sleep 1 # Let printer do the job
-
-=begin
----> expected output
-1: <OpenOrder: <Bag: GOOG SMART USD legs: 269330045|1,269562569|1,301964119|-2 > <Order: LMT GTC buy 10.0 0.06 PreSubmitted #9/561364885 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: PreSubmitted #9/561364885 from 1112 filled 0.0/10.0 at 0.0/0.0 why_held locate>>
-2:<OpenOrder: <Stock: WFC USD> <Order: LMT DAY sell 100.0 34.05 PreSubmitted #19/561364895 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: PreSubmitted #19/561364895 from 1112 filled 0.0/100.0 at 0.0/0.0 why_held child,locate>>
-3: <OpenOrder: <Stock: WFC USD> <Order: STP DAY sell 100.0 0.0 PreSubmitted /33.55#18/561364894 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: PreSubmitted #18/561364894 from 1112 filled 0.0/100.0 at 0.0/0.0 why_held child,locate,trigger>>
-4: <OpenOrder: <Bag: GOOG SMART USD legs: 269330045|1,269562569|1,301964119|-2 > <Order: LMT GTC buy 10.0 0.06 PreSubmitted #8/1562725198 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: PreSubmitted #8/1562725198 from 1112 filled 0.0/10.0 at 0.0/0.0 why_held locate>>
-5: <OpenOrder: <Stock: WFC USD> <Order: LMT GTC buy 100.0 1.72 Submitted #3/1562725193 from 1112/DU167349 fee 0.0>>
-<OrderStatus: <OrderState: Submitted #3/1562725193 from 1112 filled 0.0/100.0 at 0.0/0.0 why_held >>
-<OpenOrderEnd: >
-=end 

data/example/portfolio_csv

@@ -1,81 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script exports your IB portfolio in a CSV format. Usage:
-# $ example/portfolio_csv [account] > portfolio.csv
-
-require 'bundler/setup'
-require 'ib-ruby'
-
-# Only for Advisors: you need to provide account id such as U666777
-account = ARGV[0] || ''
-accounts = []
-
-# Connect to IB TWS and subscribe to events
-ib = IB::Connection.new( :client_id => 1112 , port: 4002 ) do |gw| # , :port => 7496 # TWS
-
-	# Redirect TWS alerts/errors to STDERR to keep output file clean
-	#gw.subscribe(:Alert) { |msg| STDERR.puts msg.to_human }
-
-	# 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
-												account = accounts.last
-												gw.send_message :RequestAccountData, :subscribe => true, :account_code => account
-											else
-												puts msg.to_human
-											end
-								end
-	# Silently ignore account-related messages other than :PortfolioValue
-	gw.subscribe(:AccountUpdateTime, :AccountValue, :ManagedAccounts, :AccountDownloadEnd) {}
-	# Get rid of logging verbosity
-	gw.logger.level =  Logger::FATAL
-
-	## Just in case: put account-names into accounts-array
-	gw.subscribe(:ManagedAccounts){  |msg| accounts = msg.accounts_list.split ',' }
-end
-
-# Output CSV headers
-puts %w[Symbol
-        SecType
-        Expiry
-        Strike
-        Right
-        Currency
-        LocalSymbol
-        Position
-        MarketPrice
-        MarketValue
-        AvgCost
-        UnrealizedPNL
-        RealizedPNL
-        Account].map {|val| "\"#{val}\""}.join(",")
-
-# Output each portfolio position as a single line in CSV format
-ib.subscribe(:PortfolioValue) do |msg|
-  contract = msg.contract
-  csv = [ contract.symbol,
-          IB::CODES[:sec_type][contract.sec_type],
-          contract.expiry,
-          contract.strike == 0 ? "" : contract.strike,
-          contract.right == :none ? "" : contract.right,
-          contract.currency,
-          contract.local_symbol,
-          msg.position,
-          msg.market_price,
-          msg.market_value,
-          msg.average_cost,
-          msg.unrealized_pnl,
-          msg.realized_pnl,
-          msg.account_name
-        ].map {|val| "\"#{val}\""}.join(",")
-   puts csv
-end
-
-# Request account data, wait for its end, unsubscribe
-ib.send_message :RequestAccountData, :subscribe => true, :account_code => account
-ib.wait_for :AccountDownloadEnd, 30
-ib.send_message :RequestAccountData, :subscribe => false, :account_code => account
-sleep 0.5

data/example/scanner_data

@@ -1,62 +0,0 @@
-#!/usr/bin/env ruby
-#  This Script needs testing.  remove this line after sucessfully using the scanner facility
-#
-# This script setups a scan request and retreives the results.
-
-require 'rubygems'
-require 'bundler/setup'
-require 'ib-api'
-
-
-
-# Connect to IB TWS.
-ib = IB::Connection.new :client_id => 1112 , port: 7496 do | gw | #, :port => 7497 # TWS
-
-
-	# Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert) { |msg| puts msg.to_human }
-
-
-	# Subscribe to ScannerData incoming events.  The code passed in the block
-	# will be executed when a message of that type is received, with the received
-	# message as its argument. In this case, we just print out the data.
-	#
-	gw.subscribe(IB::Messages::Incoming::ScannerData) do |msg|
-		puts "ID: #{msg.request_id} : #{msg.count} items:"
-		msg.results.each { |entry| puts "  #{entry}" }
-	end
-end
-id = 42
-# Now we actually request scanner data for the type of scan we are interested.
-# Some scan types can be found here:  http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/tables/available_market_scanners.htm
-mess = IB::Messages::Outgoing::RequestScannerSubscription.new(
-                    :request_id => id,
-                    :number_of_rows => 20,
-                    :instrument => "STK",
-                    :location_code => 'STK.US.MAJOR',
-                    :scan_code  => 'TOP_PERC_GAIN',
-                    :above_price => 4.0,
-                    :below_price => Float::MAX,
-                    :above_volume => 5000,
-                    :market_cap_above => 100000000,
-                    :market_cap_below =>  Float::MAX,
-                    :moody_rating_above => "",
-                    :moody_rating_below => "",
-                    :sp_rating_above => "",
-                    :sp_rating_below => "",
-                    :maturity_date_above => "",
-                    :maturity_date_below => "",
-                    :coupon_rate_above => Float::MAX,
-                    :coupon_rate_below => Float::MAX,
-                    :exclude_convertible => "",
-                    :average_option_volume_above => "", # ?
-                    :scanner_setting_pairs => "Annual,true",
-                    :stock_type_filter => "Stock"
-                    )
-                    
-ib.send_message( mess )   
-
-# IB does not send any indication when all  data is done being delivered.
-# So we need to interrupt manually when our request is answered.
-puts "\n******** Press <Enter> to exit... *********\n\n"
-STDIN.gets

data/example/template

@@ -1,19 +0,0 @@
-#!/usr/bin/env ruby
-#
-# Your script description here...
-
-require 'bundler/setup'
-require 'ib-api'
-
-# First, connect to IB TWS and subscribe for events. 
-ib = IB::Connection.new :client_id => 1112  do | gw | #, :port => 7497 # TWS
-
-	# Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert, :ManagedAccounts) { |msg| puts msg.to_human }
-	# Set log level
-	gw.logger.level = Logger::FATAL # DEBUG  -- INFO -- WARN -- ERROR  -- FATAL
-
-end
-# Put your code here
-# ...
-

data/example/tick_data

@@ -1,28 +0,0 @@
-#!/usr/bin/env ruby
-
-# This script reproduces https://github.com/ib-ruby/ib-ruby/issues/12
-
-require 'bundler/setup'
-require 'ib-api'
-
-contract = IB::Stock.new :symbol=> 'AAPL'
-
-# First, connect to IB Gateway.
-ib = IB::Connection.new :client_id => 1112 # id to identify your script
-#                       :port => 7497     # TWS connection (instead of default Gateway)
-#                        :received => false  # Do not keep all received messages in memory
-
-ib.subscribe(:Alert) { |msg| puts msg.to_human }
-ib.subscribe(:MarketDataType) { |msg| puts msg.to_human }
-ib.subscribe(:TickGeneric, :TickString, :TickPrice, :TickSize) { |msg| puts msg.inspect }
-ib.send_message :RequestMarketDataType, :market_data_type => :delayed
-ib.send_message :RequestMarketData, id: 123, contract:  contract
-
-puts "\nSubscribed to market data"
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
-puts "Cancelling market data subscription.."
-
-ib.send_message :CancelMarketData, id: 123
-sleep 1
-puts "Done."