ib-api 972.5 → 972.5.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/Gemfile

@@ -5,8 +5,8 @@ git_source(:github) {|repo_name| "https://github.com/#{repo_name}" }
 # Specify your gem's dependencies in api.gemspec
 gemspec
 
-gem 'value_semantics'																	# models
-gem 'ox',  git: 'https://github.com/ohler55/ox.git'   # xml handling  used for news and flex
+# gem 'value_semantics'																	# models, future plans
+
 
 
 gem 'rspec'

data/Gemfile.lock

@@ -1,22 +1,22 @@
 GIT
   remote: https://github.com/ohler55/ox.git
-  revision: 59c4234fe01fb5de08d49b39ecf5fc7338c1ffdc
+  revision: 67ce6ecb45a0d1354e1f8ed9a155826ba986e21e
   specs:
-    ox (2.14.4)
+    ox (2.13.4)
 
 PATH
   remote: .
   specs:
-    ib-api (972.3.1)
+    ib-api (972.2)
       activemodel
       activesupport (>= 6.0)
 
 GEM
   remote: https://rubygems.org/
   specs:
-    activemodel (6.1.3.2)
-      activesupport (= 6.1.3.2)
-    activesupport (6.1.3.2)
+    activemodel (6.1.2.1)
+      activesupport (= 6.1.2.1)
+    activesupport (6.1.2.1)
       concurrent-ruby (~> 1.0, >= 1.0.2)
       i18n (>= 1.6, < 2)
       minitest (>= 5.1)
@@ -25,7 +25,7 @@ GEM
     coderay (1.1.3)
     concurrent-ruby (1.1.8)
     diff-lcs (1.4.4)
-    ffi (1.15.0)
+    ffi (1.13.1)
     formatador (0.2.5)
     guard (2.16.2)
       formatador (>= 0.2.4)
@@ -41,52 +41,52 @@ GEM
       guard (~> 2.1)
       guard-compat (~> 1.1)
       rspec (>= 2.99.0, < 4.0)
-    i18n (1.8.10)
+    i18n (1.8.9)
       concurrent-ruby (~> 1.0)
-    listen (3.5.1)
+    listen (3.2.1)
       rb-fsevent (~> 0.10, >= 0.10.3)
       rb-inotify (~> 0.9, >= 0.9.10)
     lumberjack (1.2.8)
     method_source (1.0.0)
-    minitest (5.14.4)
+    minitest (5.14.3)
     nenv (0.3.0)
     notiffany (0.1.3)
       nenv (~> 0.1)
       shellany (~> 0.0)
-    pry (0.14.1)
+    pry (0.13.1)
       coderay (~> 1.1)
       method_source (~> 1.0)
-    rake (13.0.3)
-    rb-fsevent (0.11.0)
+    rake (13.0.1)
+    rb-fsevent (0.10.4)
     rb-inotify (0.10.1)
       ffi (~> 1.0)
-    rspec (3.10.0)
-      rspec-core (~> 3.10.0)
-      rspec-expectations (~> 3.10.0)
-      rspec-mocks (~> 3.10.0)
+    rspec (3.9.0)
+      rspec-core (~> 3.9.0)
+      rspec-expectations (~> 3.9.0)
+      rspec-mocks (~> 3.9.0)
     rspec-collection_matchers (1.2.0)
       rspec-expectations (>= 2.99.0.beta1)
-    rspec-core (3.10.1)
-      rspec-support (~> 3.10.0)
-    rspec-expectations (3.10.1)
+    rspec-core (3.9.3)
+      rspec-support (~> 3.9.3)
+    rspec-expectations (3.9.2)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.10.0)
+      rspec-support (~> 3.9.0)
     rspec-its (1.3.0)
       rspec-core (>= 3.0.0)
       rspec-expectations (>= 3.0.0)
-    rspec-mocks (3.10.2)
+    rspec-mocks (3.9.1)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.10.0)
-    rspec-support (3.10.2)
+      rspec-support (~> 3.9.0)
+    rspec-support (3.9.3)
     shellany (0.0.1)
-    thor (1.1.0)
+    thor (1.0.1)
     tzinfo (2.0.4)
       concurrent-ruby (~> 1.0)
     value_semantics (3.6.0)
     zeitwerk (2.4.2)
 
 PLATFORMS
-  x86_64-linux
+  ruby
 
 DEPENDENCIES
   bundler
@@ -101,4 +101,4 @@ DEPENDENCIES
   value_semantics
 
 BUNDLED WITH
-   2.2.3
+   1.17.3

data/README.md

@@ -3,6 +3,7 @@ Ruby interface to Interactive Brokers' TWS API
 
 Reimplementation of the basic functions of ib-ruby
 
+
 __Documentation: [https://ib-ruby.github.io/ib-doc/](https://ib-ruby.github.io/ib-doc/)__  (_work in progress_)
 
 ----
@@ -20,7 +21,7 @@ $ gem install ib-api
 
 In its plain vanilla usage, it just exchanges messages with the TWS. Any response is stored in the `recieved-Array`.
 
-Even then, it needs just a few lines of code to place an order
+It needs just a few lines of code to place an order
 
 ```ruby
 require 'ib-api'
@@ -64,29 +65,36 @@ or occationally
 
 ```ruby
         # first define actions
-	a = ib.subscribe(:Alert, :ContractData ) do |msg| 
+	q =  Queue.new    # Initialize as Queue
+	request_id = nil  # declare variable
+	a = ib.subscribe(:Alert, :ContractData, :ContractDataEnd ) do |msg| 
 		case msg
 		when Messages::Incoming::Alert
-			if msg.code == 200   # No security found 
-				# do someting
-			end
+			q.close if msg.code == 200   # No security found 
 		when Messages::Incoming::ContractData  # security returned
-			# do something
-	
+			q.push msg.contract if msg.request_id == request_id
+	        when Messages::Incoming::ContractDataEnd
+		       q.close if msg.request_id == request_id
 		end  # case
 	end
         # perform request
-        ib.send_message :RequestContractData, :contract => #{some contract}
-         
-        # wait until the :ContractDataEnd message returned
-        ib.wait_for :ContractDataEnd
-         
+        request_id = ib.send_message :RequestContractData, :contract => Stock.new(symbol: 'T')
+        
+	while contract = q.pop 
+	  puts contract.as_table 
+	end
+┌───────┬────────┬──────────┬──────────┬────────┬────────────┬───────────────┬───────┬────────┬──────────┐
+│       │ symbol │ con_id   │ exchange │ expiry │ multiplier │ trading-class │ right │ strike │ currency │
+╞═══════╪════════╪══════════╪══════════╪════════╪════════════╪═══════════════╪═══════╪════════╪══════════╡
+│ Stock │ T      │ 37018770 │  SMART   │        │            │       T       │       │        │   USD    │
+└───────┴────────┴──────────┴──────────┴────────┴────────────┴───────────────┴───────┴────────┴──────────┘
+  
         ib.unsubscribe a    # release subscriptions
          
 ```
 ## Minimal TWS-Version
 
-`ib-api` is tested via the _stable IB-Gateway_ (Version 9.72) and should work with any current tws-installation. 
+`ib-api` is tested via the _stable IB-Gateway_ (Version 10.12) and should work with any current tws-installation. 
 
 ## Tests
 

data/VERSION

@@ -1 +1 @@
-972.5
+972.5.1

data/api.gemspec

@@ -40,4 +40,6 @@ Gem::Specification.new do |spec|
   spec.add_development_dependency "rspec", "~> 3.0"
 	spec.add_dependency 'activesupport', '>= 6.0'
 	spec.add_dependency 'activemodel'
+	spec.add_dependency 'ox'
+	spec.add_dependency 'terminal-table'
 end

data/bin/console

@@ -76,7 +76,7 @@ read_yml = -> (key) do
 
     c.subscribe( :OpenOrder){ |msg|  "Open Order detected and stored: C.received[:OpenOrders] " }
 	end 
-  C.logger.level = Logger::INFO 
+  #C.logger.level = Logger::FATAL
   unless  C.received[:OpenOrder].blank?
         puts "------------------------------- OpenOrders ----------------------------------"
     puts C.received[:OpenOrder].to_human.join "\n"

data/lib/extensions/class-extensions.rb

@@ -5,10 +5,19 @@ module CoreExtensions
         self.each_with_object(Hash.new(0)) { |element, counter| counter[element] += 1 }.sort_by{|k,v| -v}.to_h
       end
     end
+
+    module TablePresenter
+      def as_table(&b)
+        the_table_header = first.table_header(&b)
+        the_table_rows = map &:table_row
+        Terminal::Table.new headings: the_table_header, rows: the_table_rows , style: { border: :unicode }
+      end
+    end
   end
 end
 
 Array.include CoreExtensions::Array::DuplicatesCounter
+Array.include CoreExtensions::Array::TablePresenter
 
 
 

data/lib/ib/base_properties.rb

@@ -17,12 +17,33 @@ module IB
       end.compact.sort.join(' ') + ">"
     end
 
+    def table_header
+     [ self.class.to_s.demodulize ] +  content_attributes.keys
+    end
+    def table_row
+     [ self.class.to_s.demodulize ] +  content_attributes.values
+    end
+    # the optional block specifies a title
+    # i.e.
+#s =  Symbols::Spreads.stoxx_dez
+    # puts s.portfolio_value( U).as_table{ s.description[1..-2] }
+#┌───────────┬─────────────────────────────────────────────┬─────┬────────┬─────────┬──────────┬────────────┬──────────┐
+#│           │  Straddle ESTX50(4200.0)[Dec 2021]          │ pos │ entry  │ market  │ value    │ unrealized │ realized │
+#╞═══════════╪═════════════════════════════════════════════╪═════╪════════╪═════════╪══════════╪════════════╪══════════╡
+#│ U7274612  │ Option: ESTX50 20211217 put 4200.0 DTB EUR  │  -4 │ 179.85 │ 169.831 │ -6793.22 │     400.78 │          │
+#│ U7274612  │ Option: ESTX50 20211217 call 4200.0 DTB EUR │  -4 │  97.85 │ 131.438 │ -5257.51 │   -1343.51 │          │
+#└───────────┴─────────────────────────────────────────────┴─────┴────────┴─────────┴──────────┴────────────┴──────────┘
+## 
+    def as_table &b
+      Terminal::Table.new headings: table_header(&b), rows: [table_row ], style: { border: :unicode }
+    end
+
     # Comparison support
     def content_attributes
 			#NoMethodError if a Hash is assigned to an attribute
       Hash[attributes.reject do |(attr, _)|
                                   attr.to_s =~ /(_count)\z/ ||
-                                    [:created_at, :type, # :updated_at, 
+                                    [:created_at, :type,  :updated_at,
                                      :id, :order_id, :contract_id].include?(attr.to_sym)
       end]
     end

data/lib/ib/connection.rb

@@ -35,76 +35,81 @@ module IB
     alias next_order_id= next_local_id=
 
     def initialize host: '127.0.0.1',
-                   port: '4002', # IB Gateway connection (default --> demo) 4001:  production
-                       #:port => '7497', # TWS connection  --> demo				  7496:  production
-                   connect: true, # Connect at initialization
-                   received:  true, # Keep all received messages in a @received Hash
-#									 redis: false,    # future plans
-                   logger: nil,
-                   client_id:  rand( 1001 .. 9999 ) ,
-                   client_version: IB::Messages::CLIENT_VERSION,	# lib/ib/server_versions.rb
-									 optional_capacities: "", # TWS-Version 974: "+PACEAPI"
-                   #server_version: IB::Messages::SERVER_VERSION, # lib/messages.rb
-		   **any_other_parameters_which_are_ignored
-			 # V 974 release motes
-# 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.
-
-    self.class.configure_logger logger
-    # convert parameters into instance-variables and assign them
-    method(__method__).parameters.each do |type, k|
-			next unless type == :key  ##  available: key , keyrest
-      next if k.to_s == 'logger'
-				v = eval(k.to_s)
-				instance_variable_set("@#{k}", v) unless v.nil?
-		end
-
-		# A couple of locks to avoid race conditions in JRuby
-		@subscribe_lock = Mutex.new
-		@receive_lock = Mutex.new
-		@message_lock = Mutex.new
-
-		@connected = false
-		self.next_local_id = nil
-
-		#     self.subscribe(:Alert) do |msg|
-		#       puts msg.to_human
-		#     end
+      port: '4002', # IB Gateway connection (default --> demo) 4001:  production
+      #:port => '7497', # TWS connection  --> demo				  7496:  production
+      connect: true, # Connect at initialization
+      received:  true, # Keep all received messages in a @received Hash
+      #									 redis: false,    # future plans
+      logger: nil,
+      client_id:  rand( 1001 .. 9999 ) ,
+      client_version: IB::Messages::CLIENT_VERSION,	# lib/ib/server_versions.rb
+      optional_capacities: "", # TWS-Version 974: "+PACEAPI"
+      #server_version: IB::Messages::SERVER_VERSION, # lib/messages.rb
+      **any_other_parameters_which_are_ignored
+    # V 974 release motes
+    # 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.
+
+      self.class.configure_logger logger
+      # convert parameters into instance-variables and assign them
+      method(__method__).parameters.each do |type, k|
+        next unless type == :key  ##  available: key , keyrest
+        next if k.to_s == 'logger'
+        v = eval(k.to_s)
+        instance_variable_set("@#{k}", v) unless v.nil?
+      end
 
-		# TWS always sends NextValidId message at connect -subscribe save this id
-		## this block is executed before tws-communication is established
-		yield self if block_given?
+      # A couple of locks to avoid race conditions in JRuby
+      @subscribe_lock = Mutex.new
+      @receive_lock = Mutex.new
+      @message_lock = Mutex.new
 
-		self.subscribe(:NextValidId) do |msg|
-      self.logger.progname = "Connection#connect"
-			self.next_local_id = msg.local_id
-      self.logger.info { "Got next valid order id: #{next_local_id}." }
-		end
+      @connected = false
+      self.next_local_id = nil
 
-		# Ensure the transmission of NextValidId.
-		# works even if no reader_thread is established
-		if connect
-			disconnect if connected?
-			 update_next_order_id
-			Kernel.exit if self.next_local_id.nil?
-		end
-		#start_reader if @received && connected?
-		Connection.current = self
-		end
+      # TWS always sends NextValidId message at connect -subscribe save this id
+      self.subscribe(:NextValidId) do |msg|
+        self.logger.progname = "Connection#connect"
+        self.next_local_id = msg.local_id
+        self.logger.info { "Got next valid order id: #{next_local_id}." }
+      end
+      #
+      # this block is executed before tws-communication is established
+      # Its intended for globally available subscriptions of tws-messages
+      yield self if block_given?
+
+      if connect
+        disconnect if connected?
+        update_next_order_id
+        Kernel.exit if self.next_local_id.nil?  # emergency exit. 
+        # update_next_order_id should have raised an error
+      end
+      Connection.current = self
+    end
 
 		# read actual order_id and
 		# connect if not connected
 		def update_next_order_id
-			i,finish = 0, false
-			sub = self.subscribe(:NextValidID) { finish =  true }
-			connected? ? self.send_message( :RequestIds ) : open()
-			Timeout::timeout(1, IB::TransmissionError,"Could not get NextValidId" ) do
-				loop { sleep 0.1; break if finish  }
-			end
-			self.unsubscribe sub
-		end
+      q = Queue.new
+      subscription = subscribe(:NextValidId){ |msg| q.push msg.local_id }
+      unless connected?
+        connect() # connect implies requesting NextValidId
+      else
+        send_message :RequestIds
+      end
+      th = Thread.new { sleep 5; q.close }
+      local_id = q.pop
+      if q.closed?
+        error "Could not get NextValidID", :reader
+      else
+        th.kill
+      end
+      unsubscribe subscription
+      local_id  # return next_id
+    end
 
 		### Working with connection
-
+    #
+    ### connect can be called directly. but is mostly called through update_next_order_id
 		def connect
 			logger.progname='IB::Connection#connect'
 			if connected?
@@ -123,10 +128,6 @@ module IB
 				@local_connect_time = Time.now
 			end
 
-			# Sending (arbitrary) client ID to identify subsequent communications.
-			# The client with a client_id of 0 can manage the TWS-owned open orders.
-			# Other clients can only manage their own open orders.
-
 			# V100 initial handshake
 			# Parameters borrowed from the python client
 			start_api = 71
@@ -134,14 +135,11 @@ module IB
 			#			optcap = @optional_capacities.empty? ? "" : " "+ @optional_capacities
 			socket.send_messages start_api, version, @client_id  , @optional_capacities
 			@connected = true
-			logger.info { "Connected to server, version: #{@server_version},\n connection time: " +
+			logger.fatal{ "Connected to server, version: #{@server_version}, " +
+                 "using client-id: #{client_id},\n   connection time: " +
 								 "#{@local_connect_time} local, " +
-									 "#{@remote_connect_time} remote."}
+									 "#{@remote_connect_time} remote." }
 
-			# if the client_id is wrong or the port is not accessible the first read attempt fails
-			# get the first message and proceed if something reasonable is recieved
-			the_message = process_message   # recieve next_order_id
-			error "Check Port/Client_id ", :reader if the_message == " "
 			start_reader
 		end
 
@@ -258,6 +256,7 @@ module IB
 		#
 		# wait_for depends heavyly on Connection#received. If collection of messages through recieved
 		# is turned off, wait_for loses most of its functionality
+
     def wait_for *args, &block
       timeout = args.find { |arg| arg.is_a? Numeric } # extract timeout from args
       end_time = Time.now + (timeout || 1) # default timeout 1 sec
@@ -282,12 +281,12 @@ module IB
     # Process incoming messages during *poll_time* (200) msecs, nonblocking
     def process_messages poll_time = 50 # in msec
       time_out = Time.now + poll_time/1000.0
+      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
 				# the following  checks for shutdown of TWS side; ensures we don't run in a spin loop.
 				# unfortunately, it raises Errors in windows environment
-				# disabled for now
         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.
@@ -303,6 +302,16 @@ module IB
          sleep(0.1) if socket_likely_shutdown
         end
       end
+      rescue Errno::ECONNRESET => e
+        logger.fatal e.message
+        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 
+          logger.fatal "Aborting"
+          Kernel.exit
+        end
+      end
     end
 
     ### Sending Outgoing messages to IB
@@ -374,15 +383,20 @@ module IB
     # If you don't start reader, you should manually poll @socket for messages
     # or use #process_messages(msec) API.
     def start_reader
-			return(@reader_thread) if @reader_running
-			if connected?
-				Thread.abort_on_exception = true
-				@reader_running = true
-				@reader_thread = Thread.new { process_messages while @reader_running }
-			else
-				logger.fatal {"Could not start reader, not connected!"}
-				nil  # return_value
-			end
+      if @reader_running
+        @reader_thread
+      elsif connected?
+        begin
+        Thread.abort_on_exception = true
+        @reader_running = true
+        @reader_thread = Thread.new { process_messages while @reader_running }
+      rescue Errno::ECONNRESET => e
+          logger.fatal e.message
+          Kernel.exit
+        end
+      else
+        error "Could not start reader, not connected!", :reader, true
+      end
     end
 
 		protected
@@ -403,18 +417,18 @@ 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 if msg_id.to_i.zero?
+				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)
 
 				# Deliver message to all registered subscribers, alert if no subscribers
 				# Ruby 2.0 and above: Hashes are ordered.
-				# Thus first declared subscribers of  a class are executed first
+				# Thus first declared subscribers of a class are executed first
 				@subscribe_lock.synchronize do
 					subscribers[msg.class].each { |_, subscriber| subscriber.call(msg) }
 				end

data/lib/ib/constants.rb

@@ -21,7 +21,11 @@ module IB
                '15 mins' =>:min15,
                '30 mins' =>:min30,
                '1 hour' =>:hour1,
-               '1 day' => :day1
+               '4 hours' =>:hour4,
+               '8 hours' =>:hour8,
+               '1 day' => :day1,
+               '1 week' => :week1,
+               '1 month' => :month1,
   }.freeze
 
   # Enumeration of data types.
@@ -199,7 +203,6 @@ module IB
        'PEG MID' => :pegged_to_midpoint, # Pegged-to-Midpoint
        'PEG BENCH' => :pegged_to_benchmark, # Pegged-to-Benmchmark # Vers. 102
        'VWAP' => :vwap, #                  VWAP-Guaranted
-       'OCA' => :one_cancels_all, #        One-Cancels-All
        'VOL' => :volatility, #             Volatility
        'SCALE' => :scale, #                Scale
        'NONE' => :none, # Used to indicate no hedge in :delta_neutral_order_type

data/lib/ib/errors.rb

@@ -38,7 +38,9 @@ def error message, type=:standard, backtrace=nil
     IB::FlexError.new message
   when :reader
     IB::TransmissionError.new message
+  when :verify
+    IB::VerifyError.new message
   end
-  e.set_backtrace(backtrace) if backtrace
+  e.set_backtrace(caller) if backtrace
   raise e
 end

data/lib/ib/messages/incoming/alert.rb

@@ -4,10 +4,10 @@ module IB
 
       # Called Error in Java code, but in fact this type of messages also
       # deliver system alerts and additional (non-error) info from TWS.
-      ErrorMessage = Error = Alert = def_message([4, 2],
-                                                 [:error_id, :int],
-                                                 [:code, :int],
-                                                 [:message, :string])
+      Alert = def_message([4, 2],
+                          [:error_id, :int],
+                          [:code, :int],
+                          [:message, :string])
       class Alert
         # Is it an Error message?
         def error?

data/lib/ib/messages/incoming/ticks.rb

@@ -83,7 +83,7 @@ module IB
       TickGeneric = def_message [45, 6], AbstractTick,
                                 [:ticker_id, :int],
                                 [:tick_type, :int],
-                                [:value, :decimal]
+                                [:value, :float]
 
       TickString = def_message [46, 6], AbstractTick,
                                [:ticker_id, :int],

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

@@ -74,9 +74,9 @@ module IB
            order.all_or_none || false,
            order.min_quantity || "",
            order.percent_offset || '',
-           order.etrade_only || false,
-           order.firm_quote_only || false,
-           order.nbbo_price_cap || "",
+           false, # was: order.etrade_only || false,  desupported in TWS > 981
+           false, # was: order.firm_quote_only || false,    desupported in TWS > 981
+           order.nbbo_price_cap || "", ## desupported in TWS > 981, too. maybe we have to insert a hard-coded "" here
            order[:auction_strategy],
            order.starting_price,
            order.stock_ref_price || "",

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

@@ -96,7 +96,7 @@ module IB
                       [:tick_list, ->(tick_list){ tick_list.is_a?(Array) ? tick_list.join(',') : (tick_list || '')}, []],
                       [:snapshot, false],
 		      [:regulatory_snapshot, false],
-		      [:mkt_data_options, "XYZ"]
+		      [:mkt_data_options, ""]
     end
   end
 end

data/lib/ib/socket.rb

@@ -154,7 +154,7 @@ module IB
     def send_messages *data
       self.syswrite prepare_message(data)
     rescue Errno::ECONNRESET =>  e
-      Connection.logger.error{ "Data not accepted by IB \n
+      Connection.logger.fatal{ "Data not accepted by IB \n
 		    #{data.inspect} \n
 		    Backtrace:\n "}
       Connection.logger.error   e.backtrace
@@ -172,7 +172,7 @@ module IB
 	end while buffer.size == 4096
 	complete_message_buffer.join('')
       rescue Errno::ECONNRESET =>  e
-	    Connection.logger.error{ "Data Buffer is not filling \n
+	    Connection.logger.fatal{ "Data Buffer is not filling \n
 		    The Buffer: #{buffer.inspect} \n
 		    Backtrace:\n 
 	 #{e.backtrace.join("\n") } " }

data/lib/logging.rb

@@ -34,7 +34,7 @@ module Support
 					@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"
+						"#{"%1s" % severity[0]}: #{msg}\n"
 					end
             @logger.debug "------------------------------ start logging ----------------------------"
 				end # branch

data/lib/models/ib/contract.rb

@@ -235,10 +235,46 @@ module IB
 
 		# creates a new Contract substituting attributes by the provided key-value pairs.
 		#
-		# con_id is resetted
-		def merge **new_attributes
-			self.con_id =  0
-			self.class.new attributes.merge new_attributes
+    # for convenience
+		# con_id, local_symbol and last_trading_day are resetted, 
+    # the link to contract-details is  savaged
+    #
+    # Example
+    #   ge =  Stock.new( symbol: :ge).verify.first
+    #   f = ge.merge symbol: :f
+    #
+    #   c =  Contract.new( con_id: 428520002,  exchange: 'Globex')
+    #puts c.verify.as_table
+#┌────────┬────────┬───────────┬──────────┬──────────┬────────────┬───────────────┬───────┬────────┬──────────┐
+#│        │ symbol │ con_id    │ exchange │ expiry   │ multiplier │ trading-class │ right │ strike │ currency │
+#╞════════╪════════╪═══════════╪══════════╪══════════╪════════════╪═══════════════╪═══════╪════════╪══════════╡
+#│ Future │ NQ     │ 428520002 │  GLOBEX  │ 20210917 │     20     │      NQ       │       │        │   USD    │
+#└────────┴────────┴───────────┴──────────┴──────────┴────────────┴───────────────┴───────┴────────┴──────────┘
+    # d= c.merge symbol: :es, trading_class: '', multiplier: 50
+    # puts d.verify.as_table
+#┌────────┬────────┬───────────┬──────────┬──────────┬────────────┬───────────────┬───────┬────────┬──────────┐
+#│        │ symbol │ con_id    │ exchange │ expiry   │ multiplier │ trading-class │ right │ strike │ currency │
+#╞════════╪════════╪═══════════╪══════════╪══════════╪════════════╪═══════════════╪═══════╪════════╪══════════╡
+#│ Future │ ES     │ 428520022 │  GLOBEX  │ 20210917 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 446091461 │  GLOBEX  │ 20211217 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 461318816 │  GLOBEX  │ 20220318 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 477836957 │  GLOBEX  │ 20220617 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512551 │  GLOBEX  │ 20221216 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512552 │  GLOBEX  │ 20231215 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512557 │  GLOBEX  │ 20241220 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512563 │  GLOBEX  │ 20251219 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512566 │  GLOBEX  │ 20220916 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512569 │  GLOBEX  │ 20230616 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 495512572 │  GLOBEX  │ 20230317 │     50     │      ES       │       │        │   USD    │
+#│ Future │ ES     │ 497222760 │  GLOBEX  │ 20230915 │     50     │      ES       │       │        │   USD    │
+#└────────┴────────┴───────────┴──────────┴──────────┴────────────┴───────────────┴───────┴────────┴──────────┘
+    
+    def merge **new_attributes
+
+      resetted_attributes = [:con_id, :local_symbol, :contract_detail]
+      ## last_trading_day / expiry needs special treatment
+      resetted_attributes << :last_trading_day if  new_attributes.keys.include? :expiry
+      self.class.new attributes.reject{|k,_| resetted_attributes.include? k}.merge(new_attributes)
 		end
 
     # Contract comparison
@@ -376,6 +412,29 @@ In places where these terms are used to indicate a concept, we have left them as
 			Hash.new
 		end
 
+
+    def table_header( &b )
+      if block_given?
+      [ yield(self) , 'symbol',  'con_id', 'exchange', 'expiry','multiplier', 'trading-class' , 'right', 'strike', 'currency' ]
+      else
+      [ '', 'symbol',  'con_id', 'exchange', 'expiry','multiplier', 'trading-class' , 'right', 'strike', 'currency' ]
+      end
+    end
+ 
+    def table_row
+      [ self.class.to_s.demodulize, symbol, 
+        { value: con_id.zero? ? '' : con_id , alignment: :right}, 
+         { value: exchange, alignment: :center}, 
+         expiry, 
+         { value: multiplier.zero??  "" : multiplier, alignment: :center}, 
+         { value: trading_class, alignment: :center},
+         {value: right == :none ? "": right, alignment: :center }, 
+         { value: strike.zero? ? "": strike, alignment: :right}, 
+         { value: currency, alignment: :center} ]
+
+    end
+
+
   end # class Contract
 
 

data/lib/models/ib/index.rb

@@ -4,7 +4,7 @@ module IB
     validates_format_of :sec_type, :with => /\Aind\z/,
       :message => "should be a Index"
     def default_attributes
-      super.merge :sec_type => :ind
+      super.merge :sec_type =>  'IND'
     end
     def to_human
       "<Index: " + [symbol, currency].join(" ") + " (#{description}) >"

data/lib/models/ib/option_detail.rb

@@ -67,5 +67,18 @@ module IB
 
     end
 
+    def table_header
+      [ 'Greeks', 'price',  'impl. vola', 'dividend', 'delta','gamma', 'vega' , 'theta']
+    end
+ 
+    def table_row
+      outstr= ->( item ) { { value: item.nil? ? "--" : sprintf("%g" , item) , alignment: :right } } 
+      outprice= ->( item ) { { value: item.nil? ? "--" : sprintf("%7.2f" , item) , alignment: :right } } 
+      option_short = ->{"#{option.right}  #{option.symbol}#{ "/"+ option.trading_class unless option.trading_class == option.symbol } #{option.expiry}  #{option.strike}"}
+      [ option_short[], outprice[ option_price ], outprice[ implied_volatility ],
+        outprice[ pv_dividend ], 
+        outprice[ delta ], outprice[ gamma ], outprice[ vega ] , outprice[ theta ] ]
+    end
+
   end  # class
 end # module

data/lib/models/ib/order.rb

@@ -514,6 +514,23 @@ Format of serialisation
         (account ? "/#{account}" : '') +
         (commission ? " fee #{commission}" : '') + ">"
     end
+
+
+    def table_header
+      [ 'account','status' ,'', 'Type', 'tif', 'action', 'amount','price' , 'id/fee' ]
+    end
+
+    def table_row
+      [ account,  order_ref.present? ? order_ref.to_s : status,
+        contract.to_human[1..-2],
+        self[:order_type] ,
+        self[:tif],
+        action,
+        total_quantity,
+        (limit_price ? "#{limit_price} " : '') + ((aux_price && aux_price != 0) ? "/#{aux_price}" : '') ,
+        commission ? " fee #{commission}" : local_id ]
+    end
+
 		def serialize_rabbit
 			{ 'Contract' => contract.present? ? contract.serialize( :option, :trading_class ): '' ,
 		 'Order' =>  self,

data/lib/models/ib/portfolio_value.rb

@@ -47,18 +47,40 @@ class PortfolioValue < IB::Model
     end
     alias to_s to_human
 
+    def table_header
+      if block_given?
+      [ '' ,   yield , 'pos',  'entry', 'market', 'value', 'unrealized', 'realized'  ]
+      else
+      [ '' ,   '', 'pos',  'entry', 'market', 'value', 'unrealized', 'realized'  ]
+      end
+    end
+
+    def table_row
+      outprice= ->( item ) { { value: item.nil? ? "--" :  item , alignment: :right } } 
+
+			the_account = if account.present? 
+											if account.is_a?(String)
+												account + " "
+											else
+												account.account+" "
+											end
+										else 
+											""
+										end
+      
+      entry = average_cost.to_f / (contract.multiplier.to_i.zero? ?  1 : contract.multiplier.to_i)
+
+      [ the_account,
+        contract.to_human[1..-2],
+       outprice[position.to_i],
+       outprice[entry.to_f.round(3)],
+       outprice[market_price.to_f.round(3)],
+       outprice[market_value.to_f.round(2)],
+			 unrealized_pnl.to_i.zero? ? "": outprice[unrealized_pnl], 
+       realized_pnl.to_i.zero? ? "" : outprice[realized_pnl] 
+      ]
+    end
+
 
-#	def to_invest
-#		a=attributes
-#		a.delete "created_at"
-#		a.delete "updated_at"
-#		a.delete "id"
-#		a.delete "account_id"
-#		a.delete "currency_id"
-#		a[:currency] = currency.symbol.presence || currency.name.presence  || nil   unless currency.nil?
-#		a  #return_value
-#
-#
-#	end
 end # class
 end # module

data/lib/models/ib/spread.rb

@@ -1,4 +1,3 @@
-# require 'ib/verify'
 module IB
   if defined?(Spread) 
 		puts "Bag already a #{defined?(Spread)}"
@@ -21,7 +20,7 @@ Adds (or substracts) relative (back) measures to the front month, just passes ab
 	front: 20180908 back:  1w (-1w) --> 20180918 (20180902)
 =end
 
-		def transform_distance front, back
+    def self.transform_distance front, back
 			# Check Format of back: 201809 --> > 200.000
 			#	                      20180989 ---> 20.000.000
 			start_date = front.to_i < 20000000 ?  Date.strptime(front.to_s,"%Y%m") :  Date.strptime(front.to_s,"%Y%m%d") 
@@ -80,17 +79,14 @@ Adds (or substracts) relative (back) measures to the front month, just passes ab
 		#	Default:  action: :buy, 	weight: 1
 
 		def add_leg contract,  **leg_params
-			evaluated_contracts =  []
-			nc =	contract.verify.first.essential
+      error "need a IB::Contract as first argument" unless contract.is_a? IB::Contract
+      self.legs <<  contract
+      error "cannot add leg if no con_id is provided" if contract.con_id.blank?
 			#			weigth = 1 --> sets Combo.side to buy and overwrites the action statement
 #			leg_params[:weight] = 1 unless leg_params.key?(:weight) || leg_params.key?(:ratio)
-			if nc.is_a?( IB::Contract) && nc.con_id.present?
-					the_leg= ComboLeg.new( nc.attributes.slice( :con_id, :exchange )
-																					.merge( leg_params ))
-					self.combo_legs << the_leg 
-					self.description = "#{description.nil? ? "": description} added #{nc.to_human}" rescue "Spread: #{nc.to_human}"
-					self.legs << nc
-			end
+      self.combo_legs <<  ComboLeg.new( contract.attributes.slice( :con_id, :exchange ).merge( leg_params ))
+      self.description = "#{description.nil? ? "": description} added #{contract.to_human}" rescue "Spread: #{contract.to_human}"
+
 			self  # return value to enable chaining
 
 
@@ -98,13 +94,20 @@ Adds (or substracts) relative (back) measures to the front month, just passes ab
 
 		# removes the contract from the spread definition
 		#
-		def remove_leg contract
-			contract.verify do |c|
-				legs.delete_if { |x| x.con_id == c.con_id }
-				combo_legs.delete_if { |x| x.con_id == c.con_id }
-				self.description = description + " removed #{c.to_human}"
-			end
-			self
+		def remove_leg contract_or_position = nil
+      contract = if contract_or_position.is_a? (IB::Contract)
+                   contract_or_position
+                 elsif contract_or_position.is_a? Numeric
+                   legs.at contract_or_position
+                 else
+                   error "Specify a contract to be removed or the position in the legs-array as parameter to remove a leg"
+      end
+      the_con_id = contract.verify.first &.con_id
+      error "Invalid Contract specified" unless the_con_id.is_a? Numeric
+      legs.delete_if { |x| x.con_id == the_con_id }
+      combo_legs.delete_if { |x| x.con_id == the_con_id }
+      self.description = description + " removed #{contract.to_human}"
+      self   # make method chainable
 		end
 
 # essentail
@@ -146,6 +149,18 @@ Adds (or substracts) relative (back) measures to the front month, just passes ab
 #		end
 
 
+    def as_table 
+      t=  Terminal::Table.new title:  description[1..-2] ,
+                          headings: table_header, 
+
+                          style: { border: :unicode }
+
+      t.add_row table_row
+      legs.each{ |y| t.add_row y.table_row }
+      t.render
+
+    end
+
 		def self.build_from_json container
 			read_leg = ->(a) do 
 				  IB::ComboLeg.new :con_id => a.read_int,

data/lib/requires.rb

@@ -1,6 +1,7 @@
 require 'active_support/core_ext/module/attribute_accessors.rb'
-require 'extensions/class-extensions'
+require_relative 'extensions/class-extensions'
 
+require 'terminal-table'
 
 require 'ib/version'
 require 'ib/errors'

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ib-api
 version: !ruby/object:Gem::Version
-  version: '972.5'
+  version: 972.5.1
 platform: ruby
 authors:
 - Hartmut Bischoff
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2021-06-01 00:00:00.000000000 Z
+date: 2023-01-15 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -80,6 +80,34 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: ox
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: terminal-table
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
 description: Ruby Implementation of the Interactive Brokers TWS API
 email:
 - topofocus@gmail.com
@@ -110,7 +138,6 @@ files:
 - lib/ib/connection.rb
 - lib/ib/constants.rb
 - lib/ib/errors.rb
-- lib/ib/logger.rb
 - lib/ib/messages.rb
 - lib/ib/messages/abstract_message.rb
 - lib/ib/messages/incoming.rb
@@ -185,7 +212,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.2.3
+rubygems_version: 3.3.7
 signing_key: 
 specification_version: 4
 summary: Ruby Implementation of the Interactive Brokers TWS API

data/lib/ib/logger.rb

@@ -1,26 +0,0 @@
-require "logger"
-module LogDev
-	# define default_logger 
-	def default_logger
-		@default_logger ||=  Logger.new(STDOUT).tap do |l|
-			l.formatter = proc do |severity, datetime, progname, msg|
-				#   "#{datetime.strftime("%d.%m.(%X)")}#{"%5s" % severity}->#{progname}##{msg}\n"
-				## the default logger displays the message only
-				msg.to_s + "\n"
-			end
-			l.level = Logger::INFO
-		end
-	end
-
-
-	def default_logger= logger
-		@default_logger = logger
-	end
-
-	# Add universally accessible log method/accessor into Object
-	def logger *args
-		default_logger.tap do |logger|
-			logger.fatal *args unless args.empty?
-		end
-	end
-end # module