ib-api 972.3.1 → 972.4
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- checksums.yaml +4 -4
- data/Gemfile.lock +27 -27
- data/VERSION +1 -1
- data/bin/console +4 -8
- data/lib/ib/connection.rb +10 -19
- data/lib/ib/logger.rb +1 -1
- data/lib/logging.rb +45 -0
- metadata +3 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA256:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: fe3f4d98e27f1480eafe5ed066e42410fc97527fef692aba69b02a1db61836de
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4
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+
data.tar.gz: 8e9e733f6e383313a4c4275d5f95853944c573fb543c78f85280d41988c0e842
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: 306dfc26bb138a25e1f9136a24f590d47ac1f555f94936960287937888e50c107bb7bc6f5c9f802ceb6096218a4c4a22ba363b36bccb47f25c206ea6f71b0772
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7
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+
data.tar.gz: 4d97ce95ccc74a2c3b6d1d88b0472433b0a9382bc5433d0fd100337d6906a84570d09c363e8282e44259deb0bf8f21cfe80814a904d46e8379938ec8b7f67b9a
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data/Gemfile.lock
CHANGED
@@ -1,22 +1,22 @@
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1
1
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GIT
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2
2
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remote: https://github.com/ohler55/ox.git
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3
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-
revision:
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3
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+
revision: 59c4234fe01fb5de08d49b39ecf5fc7338c1ffdc
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4
4
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specs:
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5
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-
ox (2.
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5
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+
ox (2.14.4)
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6
6
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7
7
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PATH
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8
8
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remote: .
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specs:
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10
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-
ib-api (972.
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10
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+
ib-api (972.3.1)
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activemodel
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activesupport (>= 6.0)
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GEM
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remote: https://rubygems.org/
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specs:
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-
activemodel (6.1.2
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-
activesupport (= 6.1.2
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-
activesupport (6.1.2
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activemodel (6.1.3.2)
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activesupport (= 6.1.3.2)
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activesupport (6.1.3.2)
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concurrent-ruby (~> 1.0, >= 1.0.2)
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i18n (>= 1.6, < 2)
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minitest (>= 5.1)
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@@ -25,7 +25,7 @@ GEM
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coderay (1.1.3)
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concurrent-ruby (1.1.8)
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27
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diff-lcs (1.4.4)
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28
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ffi (1.
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ffi (1.15.0)
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formatador (0.2.5)
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guard (2.16.2)
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formatador (>= 0.2.4)
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@@ -41,52 +41,52 @@ GEM
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guard (~> 2.1)
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guard-compat (~> 1.1)
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rspec (>= 2.99.0, < 4.0)
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44
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-
i18n (1.8.
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44
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+
i18n (1.8.10)
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45
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concurrent-ruby (~> 1.0)
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46
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listen (3.
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46
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+
listen (3.5.1)
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47
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rb-fsevent (~> 0.10, >= 0.10.3)
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rb-inotify (~> 0.9, >= 0.9.10)
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49
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lumberjack (1.2.8)
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50
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method_source (1.0.0)
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51
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-
minitest (5.14.
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51
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+
minitest (5.14.4)
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nenv (0.3.0)
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notiffany (0.1.3)
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nenv (~> 0.1)
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shellany (~> 0.0)
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pry (0.
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+
pry (0.14.1)
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coderay (~> 1.1)
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58
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method_source (~> 1.0)
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-
rake (13.0.
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rb-fsevent (0.
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rake (13.0.3)
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rb-fsevent (0.11.0)
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rb-inotify (0.10.1)
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ffi (~> 1.0)
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rspec (3.
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rspec-core (~> 3.
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rspec-expectations (~> 3.
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rspec-mocks (~> 3.
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rspec (3.10.0)
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rspec-core (~> 3.10.0)
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rspec-expectations (~> 3.10.0)
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rspec-mocks (~> 3.10.0)
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rspec-collection_matchers (1.2.0)
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rspec-expectations (>= 2.99.0.beta1)
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-
rspec-core (3.
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70
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-
rspec-support (~> 3.
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71
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-
rspec-expectations (3.
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69
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+
rspec-core (3.10.1)
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70
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+
rspec-support (~> 3.10.0)
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71
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+
rspec-expectations (3.10.1)
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diff-lcs (>= 1.2.0, < 2.0)
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-
rspec-support (~> 3.
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73
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+
rspec-support (~> 3.10.0)
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rspec-its (1.3.0)
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rspec-core (>= 3.0.0)
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rspec-expectations (>= 3.0.0)
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rspec-mocks (3.
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77
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+
rspec-mocks (3.10.2)
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diff-lcs (>= 1.2.0, < 2.0)
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79
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-
rspec-support (~> 3.
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80
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-
rspec-support (3.
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79
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+
rspec-support (~> 3.10.0)
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80
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+
rspec-support (3.10.2)
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shellany (0.0.1)
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82
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-
thor (1.0
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82
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+
thor (1.1.0)
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83
83
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tzinfo (2.0.4)
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84
84
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concurrent-ruby (~> 1.0)
|
85
85
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value_semantics (3.6.0)
|
86
86
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zeitwerk (2.4.2)
|
87
87
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|
88
88
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PLATFORMS
|
89
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-
|
89
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+
x86_64-linux
|
90
90
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|
91
91
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DEPENDENCIES
|
92
92
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bundler
|
@@ -101,4 +101,4 @@ DEPENDENCIES
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|
101
101
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value_semantics
|
102
102
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|
103
103
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BUNDLED WITH
|
104
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-
|
104
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+
2.2.3
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data/VERSION
CHANGED
@@ -1 +1 @@
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1
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-
972.
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1
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+
972.4
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data/bin/console
CHANGED
@@ -10,8 +10,6 @@
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|
10
10
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require 'bundler/setup'
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11
11
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require 'yaml'
|
12
12
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|
13
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-
require 'logger'
|
14
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-
|
15
13
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require 'ib-api'
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16
14
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|
17
15
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class Array
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@@ -47,7 +45,6 @@ read_yml = -> (key) do
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|
47
45
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puts "Namespace is IB ! "
|
48
46
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puts
|
49
47
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puts '-'* 45
|
50
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-
include LogDev
|
51
48
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include IB
|
52
49
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require 'irb'
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53
50
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client_id = ARGV[1] || read_yml[:client_id]
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@@ -62,16 +59,15 @@ read_yml = -> (key) do
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|
62
59
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end
|
63
60
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|
64
61
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ARGV.clear
|
65
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-
logger = default_logger # Logger.new STDOUT
|
66
62
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|
67
63
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## The Block takes instructions which are executed after initializing all instance-variables
|
68
64
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## and prior to the connection-process
|
69
65
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## Here we just subscribe to some events
|
70
66
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C = Connection.new client_id: client_id, port: port do |c| # future use__ , optional_capacities: "+PACEAPI" do |c|
|
71
67
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|
72
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-
c.subscribe( :ContractData, :BondContractData) { |msg| logger.info { msg.contract.to_human } }
|
73
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-
c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| logger.info { m.to_human } }
|
74
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-
c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| logger.info { m.to_human }}
|
68
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+
c.subscribe( :ContractData, :BondContractData) { |msg| c.logger.info { msg.contract.to_human } }
|
69
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+
c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| c.logger.info { m.to_human } }
|
70
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+
c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| c.logger.info { m.to_human }}
|
75
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# c.subscribe :ManagedAccounts do |msg|
|
76
72
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# puts "------------------------------- Managed Accounts ----------------------------------"
|
77
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# puts "Detected Accounts: #{msg.accounts.account.join(' -- ')} "
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@@ -79,8 +75,8 @@ read_yml = -> (key) do
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# end
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80
76
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81
77
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c.subscribe( :OpenOrder){ |msg| "Open Order detected and stored: C.received[:OpenOrders] " }
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82
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-
c.logger.level = Logger::INFO
|
83
78
|
end
|
79
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+
C.logger.level = Logger::INFO
|
84
80
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unless C.received[:OpenOrder].blank?
|
85
81
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puts "------------------------------- OpenOrders ----------------------------------"
|
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puts C.received[:OpenOrder].to_human.join "\n"
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data/lib/ib/connection.rb
CHANGED
@@ -1,14 +1,10 @@
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1
1
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require 'thread'
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2
2
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#require 'active_support'
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3
3
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require 'ib/socket'
|
4
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-
require '
|
4
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+
require 'logger'
|
5
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+
require 'logging'
|
5
6
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require 'ib/messages'
|
6
7
|
|
7
|
-
module TechnicalAnalysis
|
8
|
-
module Signals
|
9
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-
end
|
10
|
-
end
|
11
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-
|
12
8
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module IB
|
13
9
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# Encapsulates API connection to TWS or Gateway
|
14
10
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class Connection
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@@ -23,10 +19,9 @@ module IB
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|
23
19
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## public data-queue: received, received?, wait_for, clear_received
|
24
20
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## misc: reader_running?
|
25
21
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|
26
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-
include
|
22
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+
include Support::Logging # provides default_logger
|
27
23
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|
28
24
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mattr_accessor :current
|
29
|
-
mattr_accessor :logger ## borrowed from active_support
|
30
25
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# Please note, we are realizing only the most current TWS protocol versions,
|
31
26
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# thus improving performance at the expense of backwards compatibility.
|
32
27
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# Older protocol versions support can be found in older gem versions.
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@@ -45,7 +40,7 @@ module IB
|
|
45
40
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connect: true, # Connect at initialization
|
46
41
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received: true, # Keep all received messages in a @received Hash
|
47
42
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# redis: false, # future plans
|
48
|
-
logger:
|
43
|
+
logger: nil,
|
49
44
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client_id: rand( 1001 .. 9999 ) ,
|
50
45
|
client_version: IB::Messages::CLIENT_VERSION, # lib/ib/server_versions.rb
|
51
46
|
optional_capacities: "", # TWS-Version 974: "+PACEAPI"
|
@@ -54,17 +49,13 @@ module IB
|
|
54
49
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# V 974 release motes
|
55
50
|
# API messages sent at a higher rate than 50/second can now be paced by TWS at the 50/second rate instead of potentially causing a disconnection. This is now done automatically by the RTD Server API and can be done with other API technologies by invoking SetConnectOptions("+PACEAPI") prior to eConnect.
|
56
51
|
|
57
|
-
|
52
|
+
self.class.configure_logger logger
|
58
53
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# convert parameters into instance-variables and assign them
|
59
|
-
|
60
|
-
next unless type == :key
|
61
|
-
|
62
|
-
when :logger
|
63
|
-
self.logger = logger
|
64
|
-
else
|
54
|
+
method(__method__).parameters.each do |type, k|
|
55
|
+
next unless type == :key ## available: key , keyrest
|
56
|
+
next if k.to_s == 'logger'
|
65
57
|
v = eval(k.to_s)
|
66
58
|
instance_variable_set("@#{k}", v) unless v.nil?
|
67
|
-
end
|
68
59
|
end
|
69
60
|
|
70
61
|
# A couple of locks to avoid race conditions in JRuby
|
@@ -84,9 +75,9 @@ module IB
|
|
84
75
|
yield self if block_given?
|
85
76
|
|
86
77
|
self.subscribe(:NextValidId) do |msg|
|
87
|
-
|
78
|
+
self.logger.progname = "Connection#connect"
|
88
79
|
self.next_local_id = msg.local_id
|
89
|
-
|
80
|
+
self.logger.info { "Got next valid order id: #{next_local_id}." }
|
90
81
|
end
|
91
82
|
|
92
83
|
# Ensure the transmission of NextValidId.
|
data/lib/ib/logger.rb
CHANGED
data/lib/logging.rb
ADDED
@@ -0,0 +1,45 @@
|
|
1
|
+
#module Kernel
|
2
|
+
# private
|
3
|
+
# def this_method_name
|
4
|
+
# caller[0] =~ /`([^']*)'/ and $1
|
5
|
+
# end
|
6
|
+
# see also __method__ and __callee__
|
7
|
+
#end
|
8
|
+
|
9
|
+
|
10
|
+
|
11
|
+
module Support
|
12
|
+
module Logging
|
13
|
+
def self.included(base)
|
14
|
+
base.extend ClassMethods
|
15
|
+
base.send :define_method, :logger do
|
16
|
+
base.logger
|
17
|
+
end
|
18
|
+
end
|
19
|
+
|
20
|
+
module ClassMethods
|
21
|
+
def logger
|
22
|
+
@logger
|
23
|
+
end
|
24
|
+
|
25
|
+
def logger=(logger)
|
26
|
+
@logger = logger
|
27
|
+
end
|
28
|
+
|
29
|
+
def configure_logger(log=nil)
|
30
|
+
if log
|
31
|
+
@logger = log
|
32
|
+
else
|
33
|
+
@logger = Logger.new(STDOUT)
|
34
|
+
@logger.level = Logger::INFO
|
35
|
+
@logger.formatter = proc do |severity, datetime, progname, msg|
|
36
|
+
# "#{datetime.strftime("%d.%m.(%X)")}#{"%5s" % severity}->#{msg}\n"
|
37
|
+
"#{"%5s" % severity}::#{msg}\n"
|
38
|
+
end
|
39
|
+
@logger.debug "------------------------------ start logging ----------------------------"
|
40
|
+
end # branch
|
41
|
+
end # def
|
42
|
+
end # module ClassMethods
|
43
|
+
end # module Logging
|
44
|
+
end # module Support
|
45
|
+
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: ib-api
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 972.
|
4
|
+
version: '972.4'
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Hartmut Bischoff
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2021-05-
|
11
|
+
date: 2021-05-13 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -142,6 +142,7 @@ files:
|
|
142
142
|
- lib/ib/socket.rb
|
143
143
|
- lib/ib/support.rb
|
144
144
|
- lib/ib/version.rb
|
145
|
+
- lib/logging.rb
|
145
146
|
- lib/models/ib/account.rb
|
146
147
|
- lib/models/ib/account_value.rb
|
147
148
|
- lib/models/ib/bag.rb
|