ib-extensions 1.0 → 1.1

data/examples/market_price

@@ -1,57 +0,0 @@
-#!/usr/bin/env ruby
-#
-# Fetching market-prices for 500 Contracts
-#
-# Ensure to run `ruby input.rb` prior to the first run. 
-# That initializes the watchlist `W500`.
-# 
-# First a (fast) asynchron request is fired. 
-# Second a (much slower) synchron attempt is drawn
-
-require 'bundler/setup'
-require 'ib/symbols'
-require 'ib/market-price'
-require 'yaml'
-
-# First, connect to IB TWS and subscribe for events. 
-ib = IB::Connection.new :client_id => 1112  do | gw | #, :port => 7497 # TWS
-
-	# Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert) { |msg| puts msg.to_human }
-	# Set log level
-	gw.logger.level = Logger::FATAL # DEBUG  -- INFO -- WARN -- ERROR  -- FATAL
-
-end
-# Put your code here
-# ...
- IB::Symbols.allocate_collection :w500
-
- puts
- puts '*'*40
- puts "(1) asynchon fetching of snapshot data "
- start =  Time.now; 
- IB::Symbols::W500.bunch(45,1){|x| x.map{|y| y.market_price(thread: true)}}; 
- 
- print "Finished  Time:"
- puts second_duration = Time.now - start
- puts "Prices: "; sleep(7)
- puts IB::Symbols::W500.map{|x| x.misc}.join( ' - ' )
-
- IB::Connection.current.disconnect
- IB::Connection.current.connect
- puts '*'*40
- puts "(2) sequencial fetching of snapshot data "
- start =  Time.now; 
- prices = IB::Symbols::W500.map &:market_price
- 
- print "Finished  Time:"
- puts first_duration = Time.now - start
-
- puts "Prices: #{prices.map( &:to_s ).join(" - ")}"
-
-
- puts 
- puts "first_duration:  #{first_duration} s "
- puts "second_duration:  #{second_duration} s "
-
- puts "finished"

data/examples/option_chain

@@ -1,67 +0,0 @@
-#!/usr/bin/env ruby
-#
-# Gets the OptionChain of GE
-
-require 'bundler/setup'
-require 'ib-api'
-require 'ib/verify'
-
-# First, connect to IB TWS and subscribe for events. 
-ib = IB::Connection.new :client_id => 1112  do | gw | #, :port => 7497 # TWS
-
-	# Subscribe to TWS alerts/errors
-	gw.subscribe(:Alert) { |msg| puts msg.to_human }
-	# Set log level
-	gw.logger.level = Logger::ERROR # DEBUG  # -- INFO -- WARN -- ERROR  -- FATAL
-
-end
-
-TheYear =  2021
-TheStrike = 6 
-TheRight =  :put
-
-# get expiries (last-trading-days)
-the_contract =  IB::Option.new	symbol: 'GE', 
-																currency: 'USD', 
-																exchange: 'SMART', 
-																expiry: TheYear,
-																strike: TheStrike, 
-																right: TheRight
-																
-provided_expiries = Array.new
-
-puts "Using #{the_contract.to_human}"
-
-# get all available expiries
-the_contract.verify do | detected_contract |
-	# last trading day: format yyyy-mm-dd
-	# expiry: format yyyymmdd
-	provided_expiries << detected_contract.last_trading_day
-end
-	puts "detected Expiries  #{provided_expiries.sort{|a,b| a.to_f <=> b.to_f }.join(" -- ")}"
-	puts
-
-
-
-# get provided strikes
-option_matrix = provided_expiries.map do | last_trading_day |
-	provided_strikes =  Array.new									
-
-	# because we used last_trading day as input to the expiry's array, it has to be assigned that way, too
-  the_contract =  IB::Option.new symbol: 'GE', currency: 'USD', exchange: 'SMART', last_trading_day: last_trading_day, right: TheRight
-																
-  the_contract.verify do | detected_contract |
-		provided_strikes << detected_contract.strike
-	end
-	puts "Expiry: #{the_contract.expiry}"
-	puts "Strikes: "+ provided_strikes.join(" -- ")
-	provided_strikes  # return array
-
-end
-
-puts "NOTICE: Strikes are not sorted when :RequestContractData is used"
-# print summary
-#option_matrix.zip( provided_expiries) do | strikes, expiry|
-#	puts "expiry #{strikes}"
-#	puts "provided strikes: #{strikes.join(' ')}"
-#end

data/examples/place_and_modify_order

@@ -1,162 +0,0 @@
-#!/usr/bin/env ruby
-#
-## This script places WFC buy order for 100 lots
-#
-## RUN ONLY ON A DEMO ACCOUNT
-
-module OrderPlacement
-
-	# Utility Method 
-	#
-	# gets the most recent price of the asset
-	# User has to specify order in the block provided
-	# returns the order_id
-	#
-	def place_the_order( contract: IB::Symbols::Stocks.wfc, modus: :place )  # modus: place or modify 
-		# First, get the current connection
-		ib =  IB::Connection.current
-		raise 'Unable to place order, no connection' unless ib && ib.connected?
-		# Ask the TWS for the last available price for the asset, 
-		# Optional: switch to delayed data, if no market-data subscription is booked;
-		# Unsubscribe from the Marketdata-Feed after successfully received the data
-		ib.send_message :RequestMarketDataType, :market_data_type => :delayed
-		the_id = ib.send_message :RequestMarketData, contract:  contract
-		ib.wait_for :TickPrice
-		ib.send_message :CancelMarketData, id: the_id
-		# We received High, Low, (perhaps open and close, too), choose the maximum value for reference
-		# and clear the received-array for proper bookkeeping
-		last_price = ib.received[:TickPrice].price.map(&:to_f).max
-		ib.clear_received :TickPrice
-		# let the calling method decide how to use the price 
-		# the calling method should return a valid order
-		order =  yield(last_price.presence || 47)
-		# to finish, we place the order using the given contract and return the order_id
-		the_order_id = if modus == :place
-		 ib.place_order order, contract      
-									 else
-		 ib.modify_order order, contract
-									 end
-		ib.wait_for :OpenOrder, 3
-		the_order_id  # return value
-	end
-end
-
-
-
-
-
-
-require 'bundler/setup'
-require 'ib-api'
-require 'ib/symbols'
-require 'ib/order-prototypes'
-
-include OrderPlacement
-
-# Only for Advisor accounts: you need to provide account_code such as DU666777
-account_code = ARGV[0] || ''
-puts "\n" * 3
-puts  "*" * 50
-puts " We are going to place a BUY-order on Wells Fargo on the account #{account_code} "
-puts ""
-puts " The Order is placed by the Order-Prototye »Limit.order»"
-puts " "
-puts " The Order is left open after finishing this script. You have to cancel it manualy"
-puts  "*" * 50
-puts "\n" * 3
-#
-# First, connect to IB TWS. Arbitrary :client_id is used to identify your script
-ib = IB::Connection.new client_id: 1112  do | gw | #, :port => 7496 # TWS
-
-# Subscribe to TWS alerts/errors and order-related messages prior to the connection of the client
-  gw.subscribe(:Alert, :ManagedAccounts, :OpenOrder, :OrderStatus,  :ContractDataEnd ) { |msg| puts msg.to_human }
-  gw.subscribe(:ContractData ) do |msg| 
-    puts msg.contract.to_human + "\n"
-  end
-	gw.logger.level = Logger::FATAL # DEBUG  -- INFO -- WARN -- ERROR  -- FATAL
-
-end
-
-buy_order = nil  # placeholder for buy_order defined in the block
-contract =  IB::Symbols::Stocks.wfc
-			puts '*'*10 + ' Introduction '+ '*'*10
-			puts IB::Limit.summary
-			puts "\nSupported Parameter \n -------------------------- "
-			puts IB::Limit.parameters
-
-			buy_order = IB::Limit.order size: 100,
-				price: 0,  # dummy, specified later 
-				action:  :buy,
-				account: account_code
-
-			the_initial_order_id = place_the_order( contract: contract ) do | asset_price |
-				buy_order.limit_price =   ( asset_price -( asset_price * 0.1)).round 
-				puts buy_order.to_human
-				buy_order  # return_value
-			end
-
-
-puts "going to modify the order "
-
-puts "\n******** Press <Enter> to proceed... *********\n\n"
-STDIN.gets
-
-puts "changing price by 1$"
-
-			the_modified_order_id = place_the_order( contract: contract, modus: :modify ) do | asset_price |
-				buy_order.limit_price =   ( asset_price - 1 - ( asset_price * 0.1)).round 
-				puts buy_order.to_human
-				buy_order  # return_value
-			end
-
-
-ib.send_message :RequestAllOpenOrders
-
-
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets
-
-
-## RUN ONLY ON A DEMO ACCOUNT
-#
-#
-# expected output
-#
-#12:13:05.096 Got message 15 (IB::Messages::Incoming::ManagedAccounts)
-#12:13:05.097 No subscribers for message IB::Messages::Incoming::ManagedAccounts!
-#12:13:05.137 Got message 9 (IB::Messages::Incoming::NextValidId)
-#12:13:05.137 Got next valid order id: 1.
-#------sendto ---------(debugging output in outgoing/abstract_message)
-#["'9", "8", "56", "", "WFC", "STK", "", "0.0", "", "", "NYSE", "", "USD", "", "", "0", "", "", "\""]
-#------sendto ---------
-#	A Limit order is an order to buy or sell at a specified price or better. 
-#	The Limit order ensures that if the order fills, it will not fill at a price less favorable than 
-#	your limit price, but it does not guarantee a fill. 
-#	It appears in the orderbook.
-#Supported Parameter 
-# -------------------------- 
-#Required : action --> {"B"=>:buy, "S"=>:sell, "T"=>:short, "X"=>:short_exempt}
-#	: total_quantity --> also aliased as :size
-#	: limit_price --> decimal
-# --------------- 
-#Optional : account --> Account(number) to trade on
-# --------------- 
-#<Order: LMT GTC buy 100 1.13 New #/ from /DU167348>
-#------sendto ---------(debugging output in outgoing/abstract_message)
-#["\\xB03", "45", "1", "", "WFC", "STK", "", "0.0", "", "", "NYSE", "", "USD", "", "", "", "", "BUY", "100", "LMT", "1.13", "", "GTC", "", "DU167348", "O", "0", "", "1", "0", "0", "0", "0", "0", "0", "0", "", "0", "", "", "", "", "", "", "", "0", "", "-1", "0", "", "", "0", "", "", "1", "1", "", "0", "", "", "", "", "", "0", "", "", "", "", "0", "", "", "", "", "", "", "", "", "", "", "0", "", "", "0", "0", "", "", "0", "", "0", "0", "0", "0", "", "", "", "", "", "", "", "", "", "", "", "\""]
-#------sendto ---------
-#12:13:05.290 Got message 10 (IB::Messages::Incoming::ContractData)
-#<Stock: WFC USD>
-#12:13:05.291 Got message 52 (IB::Messages::Incoming::ContractDataEnd)
-#<ContractDataEnd: request_id 56 >
-#
-#******** Press <Enter> to cancel... *********
-#
-#12:13:05.303 Got message 3 (IB::Messages::Incoming::OrderStatus)
-#<OrderStatus: <OrderState: ApiPending #1/0 from 1112 filled 0.0/100.0 at 0.0/0.0>>
-#12:13:05.304 Got message 53 (IB::Messages::Incoming::OpenOrderEnd)
-#12:13:05.304 No subscribers for message IB::Messages::Incoming::OpenOrderEnd!
-#12:13:05.712 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>>
-#12:13:05.714 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 >>

data/examples/place_bracket_order

@@ -1,62 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script places WFC bracketed buy order.
-# Two child orders are attached:
-#   STOP order
-#   LIMIT order (profit target)
-
-require 'rubygems'
-require 'bundler/setup'
-require 'ib-api'
-require 'ib/symbols'
-require 'ib/order-prototypes'
-# Only for Advisor accounts: you need to provide account_code such as U666777
-account_code = ARGV[0] || ''
-# First, connect to IB TWS. Arbitrary :client_id is used to identify your script
-ib = IB::Connection.new :client_id => 1112 do | gw | #, :port => 7497 # TWS
-
-# Subscribe to TWS alerts/errors and order-related messages
-	gw.subscribe(:Alert, :OpenOrder, :OrderStatus, :ManagedAccounts) { |msg| puts msg.to_human }
-end
-
-symbol = IB::Symbols::Stocks[:wfc]
-
-order_price   = 24 
-stop_price    = order_price - 0.25
-profit_price  = order_price + 0.25
-
-#-- Parent Order --
-buy_order = IB::Limit.order :total_quantity => 100,
-                          :price => order_price,
-                          :action => :buy,
-                          :algo_strategy => '',
-                          :transmit => false,
-		      account: account_code 
-ib.wait_for :NextValidId
-
-#-- Child STOP --
-stop_order = IB::SimpleStop.order :total_quantity => 100,
-                          :price => stop_price,
-                          :action => :sell,
-                          :parent_id => buy_order.local_id,
-		      account: account_code 
-#-- Profit LMT
-profit_order = IB::Limit.order  :total_quantity => 100,
-                          :price => profit_price,
-                          :action => :sell,
-                          :parent_id => buy_order.local_id,
-		      account: account_code 
-
-# place parent order
-ib.place_order buy_order, symbol
-stop_order.parent_id = buy_order.local_id
-profit_order.parent_id = buy_order.local_id
-
-# place child orders
-ib.place_order stop_order, symbol
-ib.place_order profit_order, symbol
-
-ib.send_message :RequestAllOpenOrders
-
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets

data/examples/place_butterfly_order

@@ -1,104 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script places GOOG option butterfly combo order
-
-require 'rubygems'
-require 'bundler/setup'
-require 'ib-api'
-require 'ib/verify'
-require 'ib/market-price'
-require 'ib/order-prototypes'
-
-# Utility method that helps us build multi-legged (BAG) Orders
-def butterfly symbol, expiry, right, *strikes
-	
-	legs = strikes.zip([1, -2, 1]).map do |strike, weight|
-		# Create contract
-		the_leg = nil
-		IB::Option.new( :symbol => symbol,
-									 :expiry => expiry,
-									 :right => right,
-									 :strike => strike).verify do | c |
-
-										 # Create Comboleg from con_id and weight
-										 the_leg = IB::ComboLeg.new :con_id => c.con_id, :weight => weight 
-									 end
-	  the_leg #  return_value 
-  end
-	if legs.size < 3
-		puts "Could'nd initialize all legs"
-		nil   #  return nil
-	else
-  # Create and return new Combo contract
-  IB::Bag.new :symbol => symbol,
-              :currency => "USD", # Only US options in combo Contracts
-              :exchange => "SMART",
-              :combo_legs => legs
-	end
-end
-
-# Only for Advisor accounts: you need to provide account_code such as U666777
-account_code = ARGV[0] || ''
-
-# 
-# First, connect to IB TWS. Arbitrary :client_id is used to identify your script
-ib = IB::Connection.new :client_id => 1112 do | gw | #, :port => 7497 # TWS
-
-	# Subscribe to TWS alerts/errors and order-related messages
-	gw.subscribe(:Alert, :OpenOrder, :OrderStatus, :ManagedAccounts) { |msg| puts msg.to_human }
-end
-ib.wait_for :NextValidId
-
-# Create multi-legged option Combo using utility method above
-combo = butterfly 'WMT', '20201218', 'CALL', 145, 150 , 155
-unless combo.nil?
-	puts "MARKETPRICE: #{combo.market_price}"
-	# Create Order stub
-	order = IB::Limit.order total_quantity: 10, # 10 butterflies
-		limit_price: 0.06, # at 0.06 x 100 USD per contract
-		action: :buy,
-		account: account_code 
-
-
-	ib.place_order order, combo
-
-	ib.wait_for [:OpenOrder, 3], [:OrderStatus, 2]
-
-	puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets
-end
-
-### Expected output
-
-#./place_butterfly_order DU167349
-#Connected to server, version: 137,
-# connection time: 2020-09-03 05:13:24 +0000 local, 2020-09-03T05:13:24+00:00 remote.
-#< ManagedAccounts: DF167347 - DU167348 - DU167349>
-#Got next valid order id: 65.
-#TWS Warning 2104: Market data farm connection is OK:eufarm
-#TWS Warning 2104: Market data farm connection is OK:usopt
-#TWS Warning 2104: Market data farm connection is OK:usfarm
-#TWS Warning 2107: HMDS data farm connection is inactive but should be available upon demand.euhmds
-#TWS Error 354: Requested market data is not subscribed.
-#MARKETPRICE: []
-#<OpenOrder: <Bag: WMT SMART USD legs: 418440165|1,418440170|-2,418440175|1 > <Order: LMT GTC buy 10.0  @ 0.06 PreSubmitted #65/1750019075 from 1112/DU167349>>
-#<OrderState: PreSubmitted #65/1750019075 from 1112 filled 0.0/10.0 at 0.0/0.0 why_held locate>
-#
-#******** Press <Enter> to cancel... *********
-#
-#<OpenOrder: <Bag: WMT SMART USD legs: 418440165|1,418440170|-2,418440175|1 > <Order: LMT GTC buy 10.0  @ 0.06 Submitted #65/1750019075 from 1112/DU167349>>
-#<OrderState: Submitted #65/1750019075 from 1112 filled 0.0/10.0 at 0.0/0.0 why_held >
-#
-#./cancel_orders 
-#< ManagedAccounts: DF167347 - DU167348 - DU167349>
-#TWS Warning 2104: Market data farm connection is OK:eufarm
-#TWS Warning 2104: Market data farm connection is OK:usopt
-#TWS Warning 2104: Market data farm connection is OK:usfarm
-#TWS Warning 2107: HMDS data farm connection is inactive but should be available upon demand.euhmds
-#-------------------------------------------------------
-#Remaining Orders
-#-------------------------------------------------------
-#<OpenOrder: <Bag: WMT SMART USD legs: 418440165|1,418440170|-2,418440175|1 > <Order: LMT GTC buy 10.0  @ 0.06 PendingCancel #65/1750019075 from 1112/DU167349>>
-#<OrderState: PendingCancel #65/1750019075 from 1112 filled 0.0/10.0 at 0.0/0.0 why_held >
-#<OpenOrderEnd: >
-##