ib-extensions 1.0 → 1.1

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ib-extensions
 version: !ruby/object:Gem::Version
-  version: '1.0'
+  version: '1.1'
 platform: ruby
 authors:
 - Hartmut Bischoff
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-11-16 00:00:00.000000000 Z
+date: 2021-05-16 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ox
@@ -24,6 +24,20 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: ib-api
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '972.4'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '972.4'
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
@@ -126,22 +140,9 @@ files:
 - Rakefile
 - bin/console
 - bin/console.yml
-- bin/gateway.rb
+- bin/gateway
 - bin/setup
 - changelog.md
-- examples/cancel_orders
-- examples/eod
-- examples/input.rb
-- examples/market_price
-- examples/option_chain
-- examples/place_and_modify_order
-- examples/place_bracket_order
-- examples/place_butterfly_order
-- examples/place_combo_order
-- examples/place_limit_order
-- examples/place_the_limit_order
-- examples/volatility_research
-- examples/what_if_order
 - ib-extensions.gemspec
 - lib/ib-gateway.rb
 - lib/ib/alerts/base-alert.rb
@@ -157,7 +158,7 @@ files:
 - lib/ib/gateway/order-handling.rb
 - lib/ib/market-price.rb
 - lib/ib/models/account.rb
-- lib/ib/models/spread.rb
+- lib/ib/models/option.rb
 - lib/ib/option-chain.rb
 - lib/ib/option-greeks.rb
 - lib/ib/order-prototypes.rb
@@ -199,7 +200,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.0.4
+rubygems_version: 3.2.3
 signing_key: 
 specification_version: 4
 summary: Part of IB-Ruby. Tools to to access the tws-api comfortably.

data/examples/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, :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/examples/eod

@@ -1,35 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script downloads historic data for specific symbols from IB
-
-require 'bundler/setup'
-require 'ib-api'
-require 'ib/symbols'
-require 'ib/eod'
-
-# Definition of what we want data for.  We have to keep track of what ticker id
-# corresponds to what symbol ourselves, because the ticks don't include any other
-# identifying information. The choice of ticker ids is, as far as I can tell, arbitrary.
-# Predefined Symbol-definitions -->  lib/ib/symbols
-contracts = [ IB::Symbols::Futures.mini_dax,	
-              IB::Stock.new( symbol: 'BAS',  currency: 'EUR') ,  # BASF
-              IB::Symbols::Forex.eurusd 
-						]
-
-
-# Connect to IB TWS.
-#ib = IB::Connection.new( :client_id => 1102, port: 7496, host: '10.222.148.177'  ) do  | gw | 
-ib = IB::Connection.new :client_id => 1112, :port => 7496  do | gw | #, :port => 7497 # TWS
-
-	# Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert, :ManagedAccounts) { |msg| puts msg.to_human }
-
-end
- contracts.each do | c |
-	 c.eod( duration: '10 d',  to: Date.today){|y| y.each{|z| puts z.to_human}}
- end
-
-puts "\n******** Press <Enter> to exit... *********\n\n"
-STDIN.gets
-
-

data/examples/input.rb

@@ -1,475 +0,0 @@
-
-require 'bundler/setup'
-require 'ib/symbols'
-require 'yaml'
-
-
-# First, connect to IB TWS and subscribe for events. 
-
- IB::Symbols.allocate_collection :w500
- IB::Symbols::W500.purge_collection
-
- IB::Symbols.allocate_collection :w500
-
-
-symbols = %w(
-DD
-MMM
-WBAI
-WUBA
-EGHT
-AHC
-ATEN
-AAC
-AIR
-AAN
-ABB
-ABT
-ABBV
-ANF
-ACP
-JEQ
-ABM
-AKR
-ACN
-ACCO
-ATV
-ATU
-AYI
-GOLF
-ADX
-PEO
-AGRO
-ADNT
-ADT
-ATGE
-AAP
-ADSW
-WMS
-ASIX
-AAV
-AVK
-AGC
-LCM
-ACM
-ANW
-AEB
-AED
-AEG
-AEH
-AER
-HIVE
-AJRD
-AET
-AMG
-AFL
-MITT
-AGCO
-A
-AEM
-ADC
-AL
-APD
-AYR
-AKS
-ALG
-AGI
-ALK
-AIN
-ALB
-AA
-ALEX
-ALX
-ARE
-AQN
-BABA
-Y
-ATI
-ALLE
-AGN
-ALE
-AKP
-ADS
-AFB
-AOI
-AWF
-AB
-LNT
-CBH
-NCV
-NCZ
-ACV
-NIE
-NFJ
-ALSN
-ALLY
-AGD
-AWP
-AOD
-AYX
-ATUS
-MO
-ACH
-AMBR
-ABEV
-AMC
-AEE
-AMRC
-AMOV
-AMX
-AAT
-AXL
-ACC
-AEO
-AEP
-AEL
-AXP
-AFG
-AFGE
-AFGH
-AMH
-AIG
-AMID
-ARL
-ARA
-AWR
-AMT
-AVD
-AWK
-COLD
-APU
-AMP
-ABC
-ANFI
-AMN
-AP
-APH
-AXR
-AME
-AFSS
-AFST
-AEUA
-APC
-ANDV
-ANDX
-AU
-BUD
-AXE
-NLY
-AMGP
-AM
-AR
-ANTM
-ANH
-AON
-APA
-AIV
-ARI
-APO
-AIY
-AFT
-AIF
-APLE
-AIT
-ATR
-APTV
-WTR
-AQ
-WAAS
-ARMK
-ABR
-ARC
-MT
-ARCH
-ADM
-AROC
-ARNC
-ARCO
-RCUS
-ARD
-ASC
-AFC
-ACRE
-ARDC
-ARES
-AGX
-ANET
-AI
-AIC
-AIW
-AHH
-ARR
-AFI
-AWI
-ARW
-AJG
-APAM
-ASA
-ABG
-ASX
-ASGN
-AHT
-ASH
-APB
-ASPN
-AHL
-ASB
-AC
-AIZ
-AIZP
-AGO
-AZN
-HOME
-T
-TBB
-ATTO
-ATH
-ATKR
-AT
-ATO
-AUO
-ATHM
-ALV
-AN
-AZO
-AVB
-AGR
-AVYA
-AVY
-AVH
-AVA
-AVT
-AVP
-AVX
-AXTA
-AXS
-AZUL
-AZRE
-AZZ
-BGS
-BW
-BGH
-BMI
-BHGE
-BBN
-BLL
-BANC
-BBVA
-BBD
-BBDO
-BCH
-BLX
-BSMX
-BSBR
-BSAC
-SAN
-CIB
-BXS
-BAC
-NTB
-BK
-BNS
-BKU
-BCS
-MCI
-MPV
-BNED
-BKS
-B
-ABX
-BAS
-BAX
-BTE
-BBT
-BFR
-BBX
-BCE
-BZH
-BDX
-BDXA
-BDC
-BXE
-BEL
-BMS
-BHE
-BHLB
-BERY
-BBY
-BSTI
-BGCA
-BHP
-BBL
-BIG
-BH
-BHVN
-BIO
-BITA
-BKH
-BKHU
-BKI
-BSM
-BB
-BGIO
-BJZ
-BFZ
-CII
-BHK
-HYT
-BTZ
-DSU
-BGR
-BDJ
-EGF
-FRA
-BFO
-BGT
-BOE
-BME
-BAF
-BKT
-BGY
-BKN
-BTA
-BIT
-MUI
-MNE
-MUA
-BPK
-BKK
-BBK
-BBF
-BYM
-BFK
-BTT
-MEN
-MUC
-MUH
-MHD
-MFL
-MUJ
-MHN
-MUE
-MUS
-MVT
-MYC
-MCA
-MYD
-MYF
-MFT
-MIY
-MYJ
-MYN
-MPA
-MQT
-MYI
-MQY
-BNJ
-BNY
-BLH
-BQH
-BSE
-BCX
-BST
-BSD
-BUI
-BLK
-BGB
-BGX
-BSL
-APRN
-BCRH
-BXG
-BXC
-BWP
-BA
-BCC
-BCEI
-BOOT
-BAH
-BWA
-SAM
-BXP
-BSX
-BOX
-BYD
-BPMP
-BP
-BPT
-BRC
-BHR
-BDN
-BWG
-LND
-BAK
-BRFS
-BPI
-BGG
-BFAM
-BEDU
-BSA
-BSIG
-EAT
-BCO
-BMY
-BRS
-BTI
-BRX
-BR
-BKD
-BAM
-BBU
-INF
-BIP
-RA
-BEP
-BRO
-BRT
-BC
-BT
-BPL
-BKE
-BVN
-BBW
-BG
-BURL
-BWXT
-BY
-CJ
-GYB
-PFH
-CABO
-CBT
-COG
-CACI
-WHD
-CADE
-CAE
-CAI
-CAL
-CRC
-CWT
-CALX
-ELY
-CPE
-CBM
-CPT
-CCJ
-CPB
-CWH
-GOOS
-CM
-CNI
-CNQ
-CP
-CNNE
-CAJ
-CMD
-COF
-CSU
-BXMT
-CIC
-CMO )
-
-symbols.each_with_index{ |sy,i| IB::Symbols::W500.add_contract i, IB::Stock.new( symbol: sy) }
-
-puts IB::Symbols::W500.size