ib-extensions 1.0

data/lib/ib/verify.rb

@@ -0,0 +1,226 @@
+module IB
+	# define a custom ErrorClass which can be fired if a verification fails
+	class VerifyError < StandardError
+	end
+
+	class Contract
+
+		
+		# IB::Contract#Verify 
+
+		# verifies the contract 
+		#
+		# returns the number of contracts retured by the TWS.
+		# 
+		# 
+		# The method accepts a block. The  queried contract-Object is assessible there.
+		# If multible contracts are specified, the block is executed with each of these contracts.
+		#
+		# Parameter: thread: (true/false) 
+		#
+		# The verifiying-process ist time consuming. If multible contracts are to be verified, 
+		# they can be queried simultaniously.
+		#    IB::Symbols::W500.map{|c|  c.verify(thread: true){ |vc| do_something }}.join
+		# 
+		# A simple verification works as follows:
+		# 
+		#  s = IB::Stock.new symbol:"A"  
+		#  s --> <IB::Stock:0x007f3de81a4398 
+		#  	  @attributes= {"symbol"=>"A", "sec_type"=>"STK", "currency"=>"USD", "exchange"=>"SMART"}> 
+		#  s.verify   --> 1
+		#  # s is unchanged !
+		#	 
+		#  s.verify{ |c| puts c.inspect }
+		#   --> <IB::Stock:0x007f3de81a4398
+		#       @attributes={"symbol"=>"A",  "updated_at"=>2015-04-17 19:20:00 +0200,
+		# 		  "sec_type"=>"STK", "currency"=>"USD", "exchange"=>"SMART", 
+		# 		  "con_id"=>1715006, "expiry"=>"", "strike"=>0.0, "local_symbol"=>"A",
+		# 		  "multiplier"=>0, "primary_exchange"=>"NYSE"}, 
+		#       @contract_detail=#<IB::ContractDetail:0x007f3de81ed7c8 
+		# 		    @attributes={"market_name"=>"A", "trading_class"=>"A", "min_tick"=>0.01,
+		# 		    "order_types"=>"ACTIVETIM, (...),WHATIF,", 
+		# 		    "valid_exchanges"=>"SMART,NYSE,CBOE,ISE,CHX,(...)PSX", 
+		# 		    "price_magnifier"=>1, "under_con_id"=>0, 
+		# 		    "long_name"=>"AGILENT TECHNOLOGIES INC", "contract_month"=>"",
+		# 		    "industry"=>"Industrial", "category"=>"Electronics",
+		# 		    "subcategory"=>"Electronic Measur Instr", "time_zone"=>"EST5EDT",
+		# 		    "trading_hours"=>"20150417:0400-2000;20150420:0400-2000",
+		# 		    "liquid_hours"=>"20150417:0930-1600;20150420:0930-1600", 
+		# 		    "ev_rule"=>0.0, "ev_multiplier"=>"", "sec_id_list"=>{}, 
+		# 		    "updated_at"=>2015-04-17 19:20:00 +0200, "coupon"=>0.0, 
+		# 		    "callable"=>false, "puttable"=>false, "convertible"=>false,
+		# 		    "next_option_partial"=>false}>> 
+		# 
+		# 
+		def  verify  thread: nil,  &b 
+			return [self] if contract_detail.present? || sec_type == :bag
+			_verify update: false, thread: thread,  &b  # returns the allocated threads
+		end # def
+
+		# returns a hash 
+		def nessesary_attributes
+
+  v= { stock:  { currency: 'USD', exchange: 'SMART', symbol: nil} ,
+	  option: { currency: 'USD', exchange: 'SMART', right: 'P', expiry: nil, strike: nil, symbol:  nil} ,
+	  future: { currency: 'USD', exchange: nil, expiry: nil,  symbol: nil } , 
+    forex:  { currency: 'USD', exchange: 'IDEALPRO', symbol: nil }
+	}
+  sec_type.present? ?	v[sec_type] : { con_id: nil, exchange: 'SMART' }  # enables to use only con_id for verifying
+																																				# if the contract allows SMART routing
+		end
+
+		# Verify that the contract is a valid IB::Contract, update the Contract-Object and return it.
+		#
+		# Returns nil if the contract could not be verified. 
+		# 
+		#	 > s =  Stock.new symbol: 'AA'
+		#     => #<IB::Stock:0x0000000002626cc0 
+		#        @attributes={:symbol=>"AA", :con_id=>0, :right=>"", :include_expired=>false, 
+		#                     :sec_type=>"STK", :currency=>"USD", :exchange=>"SMART"}
+		#  > sp  = s.verify! &.essential
+		#     => #<IB::Stock:0x00000000025a3cf8 
+		#        @attributes={:symbol=>"AA", :con_id=>251962528, :exchange=>"SMART", :currency=>"USD",
+		#                     :strike=>0.0, :local_symbol=>"AA", :multiplier=>0, :primary_exchange=>"NYSE", 
+		#                     :trading_class=>"AA", :sec_type=>"STK", :right=>"", :include_expired=>false}
+		#                   
+		#  > s =  Stock.new symbol: 'invalid'
+		#     =>  @attributes={:symbol=>"invalid", :sec_type=>"STK", :currency=>"USD", :exchange=>"SMART"}
+		#  >  sp  = s.verify! &.essential
+		#     => nil
+
+		def verify!
+			return self if contract_detail.present? || sec_type == :bag
+			c =  0
+			_verify( update: true){| response | c+=1 } # wait for the returned thread to finish
+			IB::Connection.logger.error { "Multible Contracts detected during verify!."  } if c > 1
+			con_id.to_i < 0 || contract_detail.is_a?(ContractDetail) ? self :  nil
+		end
+
+#		private
+
+		# Base method to verify a contract
+		# 
+		# if :thread is given, the method subscribes to messages, fires the request and returns the thread, that 
+		# receives the exit-condition-message
+		# 
+		# otherwise the method waits until the response form tws is processed
+		# 
+		# 
+		# if :update is true, the attributes of the Contract itself are apdated
+		# 
+		# otherwise the Contract is untouched
+		def _verify thread: nil , update:,  &b # :nodoc:
+
+			ib =  Connection.current
+			# we generate a Request-Message-ID on the fly
+			message_id = nil 
+			# define local vars which are updated within the query-block
+			exitcondition, count , queried_contract, r = false, 0, nil, []
+
+			# currently the tws-request is suppressed for bags and if the contract_detail-record is present
+			tws_request_not_nessesary = bag? || contract_detail.is_a?( ContractDetail )
+
+			if tws_request_not_nessesary
+				yield self if block_given?
+				count = 1
+			else # subscribe to ib-messages and describe what to do
+				a = ib.subscribe(:Alert, :ContractData,  :ContractDataEnd) do |msg| 
+					case msg
+					when Messages::Incoming::Alert
+						if msg.code == 200 && msg.error_id == message_id
+							ib.logger.error { "Not a valid Contract :: #{self.to_human} " }
+							exitcondition = true
+						end
+					when Messages::Incoming::ContractData
+						if msg.request_id.to_i == message_id
+							# if multible contracts are present, all of them are assigned
+							# Only the last contract is saved in self;  'count' is incremented
+							count +=1
+							## a specified block gets the contract_object on any uniq ContractData-Event
+							r << if block_given?
+										 yield msg.contract
+							elsif count > 1 
+								queried_contract = msg.contract  # used by the logger (below) in case of mulible contracts
+							else
+								msg.contract
+							end
+							if update
+								self.attributes = msg.contract.attributes
+								self.contract_detail = msg.contract_detail unless msg.contract_detail.nil?
+							end
+						end
+					when Messages::Incoming::ContractDataEnd
+						exitcondition = true if msg.request_id.to_i ==  message_id
+
+					end  # case
+				end # subscribe
+
+				### send the request !
+			#	contract_to_be_queried =  con_id.present? ? self : query_contract  
+				# if no con_id is present,  the given attributes are checked by query_contract
+			#	if contract_to_be_queried.present?   # is nil if query_contract fails
+					message_id = ib.send_message :RequestContractData, :contract => query_contract
+
+					th =  Thread.new do
+						begin
+							Timeout::timeout(1) do
+								loop{ break if exitcondition ; sleep 0.005 } 
+							end
+						rescue Timeout::Error
+							Connection.logger.error{ "#{to_human} --> No ContractData recieved " }
+						end
+						ib.unsubscribe a
+					end
+					if thread.nil?
+						th.join    # wait for the thread to finish
+						r			 # return array of contracts
+					else
+						th			# return active thread
+					end
+	#			else
+	#				ib.logger.error { "Not a valid Contract-spezification, #{self.to_human}" }
+				end
+	#		end
+		end
+
+		# Generates an IB::Contract with the required attributes to retrieve a unique contract from the TWS
+		# 
+		# Background: If the tws is queried with a »complete« IB::Contract, it fails occacionally.
+		# So – even to update its contents, a defined subset of query-parameters  has to be used.
+		# 
+		# The required data-fields are stored in a yaml-file and fetched by #YmlFile.
+		# 
+		# If `con_id` is present, only `con_id` and `exchange` are transmitted to the tws.
+		# Otherwise a IB::Stock, IB::Option, IB::Future or IB::Forex-Object with necessary attributes
+		# to query the tws is build (and returned)
+		# 
+		# If Attributes are missing, an IB::VerifyError is fired,
+		# This can be trapped with 
+		#   rescue IB::VerifyError do ...
+
+		def  query_contract( invalid_record: true )  # :nodoc:
+			# don't raise a verify error at this time. Contract.new con_id= xxxx, currency = 'xyz' is also valid
+		##	raise VerifyError, "Querying Contract faild: Invalid Security Type" unless SECURITY_TYPES.values.include? sec_type
+
+			## the yml contains symbol-entries
+			## these are converted to capitalized strings 
+			items_as_string = ->(i){i.map{|x,y| x.to_s.capitalize}.join(', ')}
+			## here we read the corresponding attributes of the specified contract 
+			item_values = ->(i){ i.map{|x,y| self.send(x).presence || y }}
+			## and finally we create a attribute-hash to instantiate a new Contract
+			## to_h is present only after ruby 2.1.0
+			item_attributehash = ->(i){ i.keys.zip(item_values[i]).to_h }
+			## now lets proceed, but only if no con_id is present
+			if con_id.blank? || con_id.zero?
+#				if item_values[nessesary_attributes].any?( &:nil? ) 
+#					raise VerifyError, "#{items_as_string[nessesary_attributes]} are needed to retrieve Contract,
+#																	got: #{item_values[nessesary_attributes].join(',')}"
+#				end
+	#			Contract.build  item_attributehash[nessesary_items].merge(:sec_type=> sec_type)  # return this
+				Contract.build  self.attributes # return this
+			else   # its always possible, to retrieve a Contract if con_id and exchange  or are present 
+				Contract.new  con_id: con_id , :exchange => exchange.presence || item_attributehash[nessesary_attributes][:exchange].presence || 'SMART'				# return this
+			end  # if 
+		end # def
+	end # class
+end #module

metadata

@@ -0,0 +1,206 @@
+--- !ruby/object:Gem::Specification
+name: ib-extensions
+version: !ruby/object:Gem::Version
+  version: '1.0'
+platform: ruby
+authors:
+- Hartmut Bischoff
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2020-11-16 00:00:00.000000000 Z
+dependencies:
+- !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: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: rspec-collection_matchers
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rspec-its
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: guard
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: guard-rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: 
+email:
+- topofocus@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- ".travis.yml"
+- CODE_OF_CONDUCT.md
+- Gemfile
+- Gemfile.lock
+- Guardfile
+- README.md
+- Rakefile
+- bin/console
+- bin/console.yml
+- bin/gateway.rb
+- 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
+- lib/ib/alerts/gateway-alerts.rb
+- lib/ib/alerts/order-alerts.rb
+- lib/ib/eod.rb
+- lib/ib/extensions.rb
+- lib/ib/extensions/contract.rb
+- lib/ib/extensions/version.rb
+- lib/ib/flex.rb
+- lib/ib/gateway.rb
+- lib/ib/gateway/account-infos.rb
+- lib/ib/gateway/order-handling.rb
+- lib/ib/market-price.rb
+- lib/ib/models/account.rb
+- lib/ib/models/spread.rb
+- lib/ib/option-chain.rb
+- lib/ib/option-greeks.rb
+- lib/ib/order-prototypes.rb
+- lib/ib/order_prototypes/abstract.rb
+- lib/ib/order_prototypes/combo.rb
+- lib/ib/order_prototypes/forex.rb
+- lib/ib/order_prototypes/limit.rb
+- lib/ib/order_prototypes/market.rb
+- lib/ib/order_prototypes/pegged.rb
+- lib/ib/order_prototypes/premarket.rb
+- lib/ib/order_prototypes/stop.rb
+- lib/ib/order_prototypes/volatility.rb
+- lib/ib/spread-prototypes.rb
+- lib/ib/spread_prototypes/butterfly.rb
+- lib/ib/spread_prototypes/calendar.rb
+- lib/ib/spread_prototypes/stock-spread.rb
+- lib/ib/spread_prototypes/straddle.rb
+- lib/ib/spread_prototypes/strangle.rb
+- lib/ib/spread_prototypes/vertical.rb
+- lib/ib/verify.rb
+homepage: https://ib-ruby.github.io/ib-doc/
+licenses: []
+metadata:
+  homepage_uri: https://ib-ruby.github.io/ib-doc/
+  source_code_uri: https://github.cm/ib-ruby/ib-extensions
+  changelog_uri: https://github.cm/ib-ruby/ib-extensions/changelog.md
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: 2.6.0
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.0.4
+signing_key: 
+specification_version: 4
+summary: Part of IB-Ruby. Tools to to access the tws-api comfortably.
+test_files: []