ib-api 972.5.1 → 972.5.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: f7b56c267d93f567d8e601e801d98a90018fddb5e87f876c8eef2d89bd1a3e45
-  data.tar.gz: 23da0add2599afc4928e7008a9cf4bf3ed9f2c93a1cfd7d4e0bc8eeb3ebc6d4f
+  metadata.gz: 25eeaf6f08e2fd29800c3ed6d1ec94adfa5a61fecd2c9a37bfdc9a692f6cbaf9
+  data.tar.gz: aac0683bb11a8d7326a95a69b9e728321a70d70be072ee6d133d09dce6724251
 SHA512:
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-  data.tar.gz: 5b1d1168ae20163ea5ab1693bce66c731183ffb63db81640458290810c2e225973bd10a51a6efa8f326cdd8dadc2747b02ba4a07529d3d7226b577d901cee1e9
+  metadata.gz: 7b28db7e5ee4aa73942e724caf8c65e07df46516eca725868fc7279f31238124d7fee05da3fe8a43737a820b43079790f3f1a77f0ff662600d89fdfcbf0c9734
+  data.tar.gz: ec8e9b32fd01c212249c3fb4da3c7d86b503d0d1cc6cf3854c25a03b98933e0b8a26981c56c45e1cd1799ce352053f3601ea0bef68c3297c41eb15e7c5847048

data/Gemfile.lock

@@ -1,39 +1,34 @@
-GIT
-  remote: https://github.com/ohler55/ox.git
-  revision: 67ce6ecb45a0d1354e1f8ed9a155826ba986e21e
-  specs:
-    ox (2.13.4)
-
 PATH
   remote: .
   specs:
-    ib-api (972.2)
+    ib-api (972.5.2)
       activemodel
       activesupport (>= 6.0)
+      ox
+      terminal-table
 
 GEM
   remote: https://rubygems.org/
   specs:
-    activemodel (6.1.2.1)
-      activesupport (= 6.1.2.1)
-    activesupport (6.1.2.1)
+    activemodel (7.0.4.2)
+      activesupport (= 7.0.4.2)
+    activesupport (7.0.4.2)
       concurrent-ruby (~> 1.0, >= 1.0.2)
       i18n (>= 1.6, < 2)
       minitest (>= 5.1)
       tzinfo (~> 2.0)
-      zeitwerk (~> 2.3)
     coderay (1.1.3)
-    concurrent-ruby (1.1.8)
-    diff-lcs (1.4.4)
-    ffi (1.13.1)
-    formatador (0.2.5)
-    guard (2.16.2)
+    concurrent-ruby (1.2.2)
+    diff-lcs (1.5.0)
+    ffi (1.15.5)
+    formatador (1.1.0)
+    guard (2.18.0)
       formatador (>= 0.2.4)
       listen (>= 2.7, < 4.0)
       lumberjack (>= 1.0.12, < 2.0)
       nenv (~> 0.1)
       notiffany (~> 0.0)
-      pry (>= 0.9.12)
+      pry (>= 0.13.0)
       shellany (~> 0.0)
       thor (>= 0.18.1)
     guard-compat (1.2.1)
@@ -41,64 +36,64 @@ GEM
       guard (~> 2.1)
       guard-compat (~> 1.1)
       rspec (>= 2.99.0, < 4.0)
-    i18n (1.8.9)
+    i18n (1.12.0)
       concurrent-ruby (~> 1.0)
-    listen (3.2.1)
+    listen (3.8.0)
       rb-fsevent (~> 0.10, >= 0.10.3)
       rb-inotify (~> 0.9, >= 0.9.10)
     lumberjack (1.2.8)
     method_source (1.0.0)
-    minitest (5.14.3)
+    minitest (5.17.0)
     nenv (0.3.0)
     notiffany (0.1.3)
       nenv (~> 0.1)
       shellany (~> 0.0)
-    pry (0.13.1)
+    ox (2.14.14)
+    pry (0.14.2)
       coderay (~> 1.1)
       method_source (~> 1.0)
-    rake (13.0.1)
-    rb-fsevent (0.10.4)
+    rake (13.0.6)
+    rb-fsevent (0.11.2)
     rb-inotify (0.10.1)
       ffi (~> 1.0)
-    rspec (3.9.0)
-      rspec-core (~> 3.9.0)
-      rspec-expectations (~> 3.9.0)
-      rspec-mocks (~> 3.9.0)
+    rspec (3.12.0)
+      rspec-core (~> 3.12.0)
+      rspec-expectations (~> 3.12.0)
+      rspec-mocks (~> 3.12.0)
     rspec-collection_matchers (1.2.0)
       rspec-expectations (>= 2.99.0.beta1)
-    rspec-core (3.9.3)
-      rspec-support (~> 3.9.3)
-    rspec-expectations (3.9.2)
+    rspec-core (3.12.1)
+      rspec-support (~> 3.12.0)
+    rspec-expectations (3.12.2)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.9.0)
+      rspec-support (~> 3.12.0)
     rspec-its (1.3.0)
       rspec-core (>= 3.0.0)
       rspec-expectations (>= 3.0.0)
-    rspec-mocks (3.9.1)
+    rspec-mocks (3.12.3)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.9.0)
-    rspec-support (3.9.3)
+      rspec-support (~> 3.12.0)
+    rspec-support (3.12.0)
     shellany (0.0.1)
-    thor (1.0.1)
-    tzinfo (2.0.4)
+    terminal-table (3.0.2)
+      unicode-display_width (>= 1.1.1, < 3)
+    thor (1.2.1)
+    tzinfo (2.0.6)
       concurrent-ruby (~> 1.0)
-    value_semantics (3.6.0)
-    zeitwerk (2.4.2)
+    unicode-display_width (2.4.2)
 
 PLATFORMS
-  ruby
+  x86_64-linux
 
 DEPENDENCIES
   bundler
   guard
   guard-rspec
   ib-api!
-  ox!
   rake (~> 13.0)
   rspec
   rspec-collection_matchers
   rspec-its
-  value_semantics
 
 BUNDLED WITH
-   1.17.3
+   2.3.22

data/VERSION

@@ -1 +1 @@
-972.5.1
+972.5.2

data/bin/console

@@ -1,6 +1,4 @@
 #!/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
@@ -17,10 +15,10 @@ class Array
   # i.e
   #
   #  2.5.0 :006 > C.received[:OpenOrder].local_id
-  #   => [16, 17, 21, 20, 19, 8, 7] 
+  #   => [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>"] 
-  #
+  #    => ["<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)
@@ -32,16 +30,16 @@ class Array
 end # Array
 
 
-# read items from console.yml 
+# 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
+  puts ">> IB-Core Interactive Console <<"
   puts '-'* 45
-  puts 
+  puts
   puts "Namespace is IB ! "
   puts
   puts '-'* 45
@@ -59,23 +57,23 @@ read_yml = -> (key) do
 					end
 
   ARGV.clear
-	
+
   ## 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|
+  ## 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| c.logger.info { msg.contract.to_human } }
     c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| c.logger.info { m.to_human } }
     c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| c.logger.info { m.to_human }}
 #    c.subscribe :ManagedAccounts do  |msg|
-#        puts "------------------------------- Managed Accounts ----------------------------------"
-#				puts "Detected Accounts: #{msg.accounts.account.join(' -- ')} " 
+#        puts "------------------------------ Managed Accounts ----------------------------------"
+#				puts "Detected Accounts: #{msg.acounts.account.join(' -- ')} "
 #				puts
 #    end
 
-    c.subscribe( :OpenOrder){ |msg|  "Open Order detected and stored: C.received[:OpenOrders] " }
-	end 
+    c.subscribe( :OpenOrder){ |msg| puts  "Open Order detected and stored: C.received[:OpenOrders] " }
+	end
   #C.logger.level = Logger::FATAL
   unless  C.received[:OpenOrder].blank?
         puts "------------------------------- OpenOrders ----------------------------------"

data/bin/console.yml

@@ -1,3 +1,3 @@
 :gateway:  4002
 :tws: 7496
-:client_id: 2000
+:client_id: 205600

data/lib/ib/connection.rb

@@ -182,7 +182,7 @@ module IB
           when what.is_a?(Symbol)
             if Messages::Incoming.const_defined?(what)
               [Messages::Incoming.const_get(what)]
-            elsif TechnicalAnalysis::Signals.const_defined?(what)
+            elsif defined?( TechnicalAnalysis ) && TechnicalAnalysis::Signals.const_defined?(what)
               [TechnicalAnalysis::Signals.const_get?(what)]
             else
               error "#{what} is no IB::Messages or TechnicalAnalyis::Signals class"
@@ -284,22 +284,27 @@ module IB
       begin
       while (time_left = time_out - Time.now) > 0
         # If socket is readable, process single incoming message
-				#process_message if select [socket], nil, nil, time_left
+        if  RUBY_PLATFORM.match(/cygwin|mswin|mingw|bccwin|wince|emx/)
+          process_message if select [socket], nil, nil, time_left
+        
+
 				# the following  checks for shutdown of TWS side; ensures we don't run in a spin loop.
 				# unfortunately, it raises Errors in windows environment
-        if select [socket], nil, nil, time_left
-        #  # Peek at the message from the socket; if it's blank then the
-        #  # server side of connection (TWS) has likely shut down.
-          socket_likely_shutdown = socket.recvmsg(100, Socket::MSG_PEEK)[0] == ""
-				#
-        #  # We go ahead process messages regardless (a no-op if socket_likely_shutdown).
-          process_message
-        #
-        #  # After processing, if socket has shut down we sleep for 100ms
-        #  # to avoid spinning in a tight loop. If the server side somehow
-        #  # comes back up (gets reconnedted), normal processing
-        #  # (without the 100ms wait) should happen.
-         sleep(0.1) if socket_likely_shutdown
+        else
+          if select [socket], nil, nil, time_left
+            #  # Peek at the message from the socket; if it's blank then the
+            #  # server side of connection (TWS) has likely shut down.
+            socket_likely_shutdown = socket.recvmsg(100, Socket::MSG_PEEK)[0] == ""
+    				#
+            #  # We go ahead process messages regardless (a no-op if socket_likely_shutdown).
+            process_message
+            #
+            #  # After processing, if socket has shut down we sleep for 100ms
+            #  # to avoid spinning in a tight loop. If the server side somehow
+            #  # comes back up (gets reconnedted), normal processing
+            #  # (without the 100ms wait) should happen.
+            sleep(0.1) if socket_likely_shutdown
+          end
         end
       end
       rescue Errno::ECONNRESET => e
@@ -307,7 +312,7 @@ module IB
         if e.message =~ /Connection reset by peer/
           logger.fatal "Is another client listening on the same port?"
           error "try reconnecting with a different client-id", :reader
-        else 
+        else
           logger.fatal "Aborting"
           Kernel.exit
         end
@@ -417,14 +422,17 @@ module IB
 				msg_id = the_decoded_message.shift.to_i
 
 				# Debug:
-		#		logger.debug { "Got message #{msg_id} (#{Messages::Incoming::Classes[msg_id]})"}
+				logger.debug { "Got message #{msg_id} (#{Messages::Incoming::Classes[msg_id]})"}
 
 				# Create new instance of the appropriate message type,
 				# and have it read the message from socket.
 				# NB: Failure here usually means unsupported message type received
-				logger.error { "Got unsupported message #{msg_id}" } unless Messages::Incoming::Classes[msg_id]
-				error "Something strange happened - Reader has to be restarted" , :reader, true if msg_id.to_i.zero?
-				msg = Messages::Incoming::Classes[msg_id].new(the_decoded_message)
+        unless Messages::Incoming::Classes[msg_id]
+          logger.error { "Got unsupported message #{msg_id}" }
+          error "Something strange happened - Reader has to be restarted" , :reader, true if msg_id.to_i.zero?
+        else
+          msg = Messages::Incoming::Classes[msg_id].new(the_decoded_message)
+        end
 
 				# Deliver message to all registered subscribers, alert if no subscribers
 				# Ruby 2.0 and above: Hashes are ordered.

data/lib/ib/messages/outgoing/bar_requests.rb

@@ -62,7 +62,7 @@ module IB
            bar_size,
            data_type.to_s.upcase,
            @data[:use_rth] ,
-	   "XYZ"   # not suported realtimebars option string
+	   ""   # not suported realtimebars option string
 	  ]
         end
       end # RequestRealTimeBars
@@ -189,7 +189,7 @@ module IB
           2 , # @data[:format_date], format-date is hard-coded as int_date in incoming/historicalData 
            contract.serialize_legs ,
 	   @data[:keep_up_todate],   # 0 / 1
-	  'XYZ'	#  chartOptions:TagValueList - For internal use only. Use default value XYZ. 	
+	  ''	#  chartOptions:TagValueList - For internal use only. Use default value XYZ. 	
 	  ]
         end
       end # RequestHistoricalData

data/lib/ib/raw_message.rb

@@ -0,0 +1,85 @@
+# frozen_string_literal: true
+
+module IB
+  # Convert data passed in from a TCP socket stream, and convert into
+  # raw messages. The messages
+  class RawMessageParser
+    HEADER_LNGTH = 4
+    def initialize(socket)
+      @socket = socket
+      @data = String.new
+    end
+
+    def each
+      while true
+      append_new_data
+
+      next unless length_data?
+      next unless enough_data?
+
+      length = next_msg_length
+      validate_data_header(length)
+
+      raw = grab_message(length)
+      validate_message_footer(raw, length)
+      msg = parse_message(raw, length)
+      remove_message
+      yield msg
+      end
+    end
+
+    # extract message and convert to
+    # an array split by null characters.
+    def grab_message(length)
+      @data.byteslice(HEADER_LNGTH, length)
+    end
+
+    def parse_message(raw, length)
+      raw.unpack1("A#{length}").split("\0")
+    end
+
+    def remove_message
+      length = next_msg_length
+      leftovers = @data.byteslice(length + HEADER_LNGTH..-1)
+      @data = if leftovers.nil?
+                String.new
+              else
+                leftovers
+              end
+    end
+
+    def enough_data?
+      actual_lngth = next_msg_length + HEADER_LNGTH
+      echo 'too little data' if next_msg_length.nil?
+      return false if next_msg_length.nil?
+      @data.bytesize >= actual_lngth
+    end
+
+    def length_data?
+      @data.bytesize > HEADER_LNGTH
+    end
+
+    def next_msg_length
+      #can't check length if first 4 bytes don't exist
+      length = @data.byteslice(0..3).unpack1('N')
+      return 0 if length.nil?
+      length
+    end
+
+    def append_new_data
+      @data += @socket.recv_from
+    end
+
+    def validate_message_footer(msg,length)
+      last = msg.bytesize
+      last_byte = msg.byteslice(last-1,last)
+      raise 'Could not validate last byte' if last_byte.nil?
+      raise "Message has an invalid last byte. expecting \0, received: #{last_byte}" if last_byte != "\0"
+    end
+
+    def validate_data_header(length)
+      return true if length <= 5000
+      raise 'Message is longer than sane max length'
+    end
+  end
+end

data/lib/logging.rb

@@ -26,20 +26,21 @@ module Support
 				@logger = logger
 			end
 
-			def configure_logger(log=nil)
-				if log
+			def configure_logger(log= STDOUT)
+        if log.is_a? Logger
 					@logger = log
 				else
-          @logger = Logger.new(STDOUT)
-					@logger.level = Logger::INFO
-					@logger.formatter = proc do |severity, datetime, progname, msg|
+					@logger = Logger.new log
+        end
+        @logger.level = Logger::INFO
+        @logger.formatter = proc do |severity, datetime, progname, msg|
 					#	"#{datetime.strftime("%d.%m.(%X)")}#{"%5s" % severity}->#{msg}\n"
 						"#{"%1s" % severity[0]}: #{msg}\n"
 					end
-            @logger.debug "------------------------------ start logging ----------------------------"
-				end # branch
+        @logger.debug "------------------------------ start logging ----------------------------"
 			end # def
 		end # module ClassMethods
 	end # module Logging
 end # module Support
 
+# source: https://github.com/jondot/sneakers/blob/master/lib/sneakers/concerns/logging.rb

data/lib/models/ib/contract.rb

@@ -5,7 +5,7 @@ require 'models/ib/underlying'
 
 module IB
 
-  if defined?(Contract) 
+  if defined?(Contract)
 		#Connection.current.logger.warn "Contract already a #{defined?(Contract)}"
 
 #		puts Contract.ancestors

data/lib/models/ib/order.rb

@@ -537,5 +537,11 @@ Format of serialisation
 		 'OrderState' => order_state}
 		end
 
+    #  expell uncommon attributes
+    def invariant_attributes
+      attributes.reject{ |x| [ :designated_location, :display_size, :etrade_only, :exempt_code, :ext_operator, :random_size, :random_price, :firm_quote_only, :scale_auto_reset, :scale_random_percent, :scale_table, :short_sale_slot, :solicided, :created_at, :modified_at ].include? x }
+
+    end
+
   end # class Order
 end # module IB

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ib-api
 version: !ruby/object:Gem::Version
-  version: 972.5.1
+  version: 972.5.2
 platform: ruby
 authors:
 - Hartmut Bischoff
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2023-01-15 00:00:00.000000000 Z
+date: 2023-03-03 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -165,6 +165,7 @@ files:
 - lib/ib/messages/outgoing/request_tick_data.rb
 - lib/ib/model.rb
 - lib/ib/models.rb
+- lib/ib/raw_message.rb
 - lib/ib/server_versions.rb
 - lib/ib/socket.rb
 - lib/ib/support.rb