ib-api 972.2 → 972.3

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ib-api
 version: !ruby/object:Gem::Version
-  version: '972.2'
+  version: '972.3'
 platform: ruby
 authors:
 - Hartmut Bischoff
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2021-02-23 00:00:00.000000000 Z
+date: 2021-05-04 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -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
@@ -197,7 +184,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.0.3
+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:
-##

data/example/fa_accounts

@@ -1,25 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script receives Financial Adviser and Managed Accounts info
-
-require 'bundler/setup'
-require 'ib-api'
-
-# First, connect to IB TWS.
-ib = IB::Connection.new client_id: 1114,  port: 4002 #, :port => 7496 # TWS
-
-# Subscribe to TWS alerts/errors and FA/managed account info
-ib.subscribe(:Alert, :ManagedAccounts, :ReceiveFA) { |msg| puts msg.to_human }
-
-##
-## type of Financial Advisor configuration data
- #                    being received from TWS. Valid values include:
- #                    1 = GROUPS, 2 = PROFILE, 3 = ACCOUNT ALIASES
-
-ib.send_message :RequestFA, fa_data_type: 3  
-ib.send_message :RequestManagedAccounts
-
-ib.wait_for :ReceiveFA
-
-
-

data/example/fundamental_data

@@ -1,40 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script downloads Fundamental data for specific symbols from IB
-# This only works IF you have Reuters data subscription!
-
-require 'bundler/setup'
-
-require 'ib-api'
-
-# allocate two variables
-request_id, snapshot_data  =  nil
-
-ib = IB::Connection.new port: 7496,  :client_id => 1112 do  | gw | #, :port => 7496 # TWS
- gw.subscribe(:Alert) { |msg| puts msg.to_human }
-
- # Fundamental Data will arrive in XML format, we need to parse it
- gw.subscribe(:FundamentalData) { |msg| snapshot_data = msg.xml  if msg.request_id == request_id }
-end
-
-# Request Fundamental Data for IBM. Possible report types:
-#     'estimates' - Estimates
-#     'finstat'   - Financial statements
-#     'snapshot' - Summary
-request_id = ib.send_message :RequestFundamentalData,
-                :contract => IB::Stock.new( symbol: 'ibm' ),
-                :report_type => 'snapshot'
-
-# Needs some time to receive and parse XML. Standard timeout of 1 sec is just too low.
-ib.wait_for  :FundamentalData 
-
-# Now just extract and use all the fundamental data you needed
- puts snapshot_data[:ReportSnapshot][:TextInfo][:Text]
- 
- pp snapshot_data[:ReportSnapshot][:Ratios]
-STDIN.gets
-
-puts "Displaying the complete transmitted data:"
-puts ""
-
-pp snapshot_data

data/example/historic_data_cli

@@ -1,186 +0,0 @@
-#!/usr/bin/env ruby
-# This script connects to IB API, and downloads historic data
-
-require 'rubygems'
-require 'time'
-require 'getopt/long'
-require 'bundler/setup'
-require 'ib-api'
-
-include Getopt
-
-opt = Getopt::Long.getopts(
-    ["--help", BOOLEAN],
-    ["--end", REQUIRED],
-    ["--port", REQUIRED],
-    ["--security", REQUIRED],
-    ["--duration", REQUIRED],
-    ["--barsize", REQUIRED],
-    ["--csv", BOOLEAN],
-    ["--dateformat", REQUIRED],
-    ["--nonregularhours", BOOLEAN],
-    ["--what", OPTIONAL]
-)
-
-if opt["help"] || opt["security"].nil? || opt["security"].empty?
-  puts <<ENDHELP
-
-This program requires a TWS or Gateway running on localhost.
-
-----------
-
-One argument is required: --security, the security specification you want, in
-"long serialized IB-Ruby" format. This is a colon-separated string of the format:
-
-   symbol:security_type:expiry:strike:right:multiplier:exchange:primary_exchange:currency:local_symbol
-
-Fields not needed for a particular security should be left blank (e.g. strike and right are only relevant for options.)
-
-For example, to query the Apple 500 Strike Call expiring in January 2013, use:
-
-  $ ./historic_data_cli --security AAPL:OPT:202101:200:CALL::SMART::USD:
-
-Consult contract.rb for allowed values, and see also the examples in the symbols/ directory
-(load them in irb and run security#serialize_ib_ruby to see the appropriate string.)
-
-----------
-
-Options:
-
---end is is the last time we want data for. The default is now.
-  This is eval'ed by Ruby, so you can use a Ruby expression, which must return a Time object.
-
---duration is time period before --end, in seconds. The default is 86400 sec (1 day).
-  TWS imposes limit of 86400 sec (1 day) worth of historic data per request.
-
---what determines what the data will be comprised of. This can be
-  "trades", "midpoint", "bid", or "ask". The default is "trades".
-
---barsize determines how long each bar will be.
-
-  Possible bar values (from the IB documentation):
-  Values less than 30 sec do not appear to work for some securities.
-
-  sec1 = 1 sec
-  sec5 = 5 sec
-  sec15 = 15 sec
-  sec30 = 30 sec
-  min1 = 1 minute
-  min2 = 2 minutes
-  min5 = 5 minutes
-  min15 = 15 minutes (default)
-  min30 = 30 minutes
-  hour1 = 1 hour
-  day1 = 1 day
-
---nonregularhours : Normally, only data from the instrument's regular trading
- hours is returned. If --nonregularhours is given, all data available during the time
- span requested is returned, even for time intervals when the market was illiquid.
-
---dateformat : 1 (default) human-readable time/date format, like "20050307 11:32:16".
- If you set it to 2 instead, you will get UNIX epoch offsets (seconds since Jan 1, 1970).
-
---csv : print out the historic data in CSV format, with header.
-
---port : 4001 for Gateway (default), 7496 for TWS, or your custom port
-
-ENDHELP
-  exit
-end
-
-### Parameters
-
-# DURATION is how much historic data we want, in seconds, before END_DATE_TIME.
-DURATION = (opt["duration"] && opt["duration"].to_i) || 86400
-
-if DURATION > 86400
-  STDERR.puts("\nTWS rejects --duration longer than 86400 seconds (1 day).\n")
-  exit(1)
-end
-
-# This is the last time we want data for.
-END_DATE_TIME = (opt["end"] && eval(opt["end"]).to_ib) || Time.now.to_ib
-
-# This can be :trades, :midpoint, :bid, or :asked
-WHAT = (opt["what"] && opt["what"].to_sym) || :trades
-
-
-# Values less than 4 do not appear to actually work; they are rejected by the server.
-#
-BAR_SIZE = (opt["barsize"] && opt["barsize"].to_sym) || :min15
-
-# If REGULAR_HOURS_ONLY is set to 0, all data available during the time
-# span requested is returned, even data bars covering time
-# intervals where the market in question was illiquid. If useRTH
-# has a non-zero value, only data within the "Regular Trading
-# Hours" of the product in question is returned, even if the time
-# span requested falls partially or completely outside of them.
-
-REGULAR_HOURS_ONLY = opt["nonregularhours"] ? 0 : 1
-
-# Using a DATE_FORMAT of 1 will cause the dates in the returned
-# messages with the historic data to be in a text format, like
-# "20050307 11:32:16". If you set :format_date to 2 instead, you
-# will get an offset in seconds from the beginning of 1970, which
-# is the same format as the UNIX epoch time.
-
-DATE_FORMAT = (opt["dateformat"] && opt["dateformat"].to_i) || 1
-
-PORT = (opt["port"] && opt["port"]) || '4002'
-
-lastMessageTime = Queue.new # for communicating with the reader thread.
-
-# First, connect to IB TWS.
-ib = IB::Connection.new( :client_id => 1112, :port => PORT) do | gw|
-
-	# Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert) { |msg| puts msg.to_human }
-
-
-	# Subscribe to incoming HistoricalData events. The code passed in the
-	# block will be executed when a message of the subscribed type is
-	# received, with the received message as its argument. In this case,
-	# we just print out the data.
-	#
-	# Note that we have to look the ticker id of each incoming message
-	# up in local memory to figure out what security it relates to.
-	# The incoming message packet from TWS just identifies it by ticker id.
-	#
-	gw.subscribe(:HistoricalData) do |msg|
-		if opt["csv"]
-			puts "date,time,open,high,low,close,volume,wap,has_gaps"
-			msg.results.each do |datum|
-				puts "#{datum.time},#{datum.open},#{datum.high},#{datum.low}," +
-				"#{datum.close},#{datum.volume},#{datum.wap},#{datum.has_gaps}"
-			end
-		n
-			STDERR.puts "Received #{msg.count} items:"
-			msg.results.each { |datum| puts datum.to_s }
-		end
-		lastMessageTime.push(Time.now)
-	end
-end 
-# Now we actually request historical data for the symbols we're
-# interested in.  TWS will respond with a HistoricalData message,
-# which will be received by the code above.
-ib.send_message :RequestHistoricalData,
-                :request_id => 123,
-                :contract => opt["security"],
-                :end_date_time => END_DATE_TIME,
-                :duration => DURATION, # seconds == 1 hour
-                :bar_size => BAR_SIZE, # 1 minute bars
-                :what_to_show => WHAT,
-                :use_RTH => REGULAR_HOURS_ONLY,
-		:keep_up_todate => 0,
-                :format_date => DATE_FORMAT
-
-# A complication here is that IB does not send any indication when all historic data
-# is done being delivered. So we have to guess - when there is no more new data for
-# some period, we interpret that as "end of data" and exit.
-sleep 2
-while true
-  lastTime = lastMessageTime.pop # blocks until a message is ready on the queue
-  sleep 0.1 # .. wait ..
-  exit if lastMessageTime.empty? # if still no more messages after 2 more seconds, exit.
-end
-