ib-extensions 1.0

data/bin/console.yml

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+:gateway:  4002
+:tws: 7496
+:client_id: 2000

data/bin/gateway.rb

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+#!/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
+require 'bundler/setup'
+require 'yaml'
+
+require 'logger'
+LogLevel = Logger::DEBUG  ##INFO # DEBUG # ERROR 
+#require File.expand_path(File.dirname(__FILE__) + "/../config/boot")
+
+require 'ib-gateway'
+require 'ib/market-price'
+require 'ib/option-chain'
+require 'ib/eod'
+require 'ib/symbols'
+class Array
+  # enables calling members of an array. which are hashes  by it name
+  # i.e
+  #
+  #  2.5.0 :006 > C.received[:OpenOrder].local_id
+  #   => [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>"] 
+  #
+  # its included only in the console, for inspection purposes
+
+  def method_missing(method, *key)
+    unless method == :to_hash || method == :to_str #|| method == :to_int
+      return self.map{|x| x.public_send(method, *key)}
+    end
+
+  end
+end # Array
+
+# read items from console.yml 
+read_yml = -> (key) do
+		YAML::load_file( File.expand_path('../console.yml',__FILE__))[key]
+	end
+
+
+
+  puts 
+  puts ">> I B – G A T E W A Y  Interactive Console <<" 
+  puts '-'* 45
+  puts 
+  puts "Namespace is IB ! "
+  puts
+  puts '-'* 45
+ 
+  include IB
+  require 'irb'
+  client_id = ARGV[1] || read_yml[:client_id]
+  specified_port = ARGV[0] || 'Gateway'
+	port =  case specified_port
+					when Integer
+						specified_port  # just use the number
+					when /^[gG]/ 
+						read_yml[:gateway]
+					when /^[Tt]/
+						read_yml[:tws]
+					end
+
+  ARGV.clear
+  logger = Logger.new  STDOUT
+  logger.formatter = proc do |level, time, prog, msg|
+      "#{time.strftime('%H:%M:%S')} #{msg}\n"
+	end
+			logger.level = Logger::INFO 
+	
+  ## 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  
+	begin
+		G =  Gateway.new  get_account_data: true, serial_array: true,
+			client_id: client_id, port: port, logger: logger,
+			watchlists: [:Spreads, :BuyAndHold]
+	rescue IB::TransmissionError => e
+		puts "E: #{e.inspect}"
+	end
+
+	C =  G.tws
+  unless  C.received[:OpenOrder].blank?
+        puts "------------------------------- OpenOrders ----------------------------------"
+    puts C.received[:OpenOrder].to_human.join "\n"
+  end
+  puts  "Connection established on Port  #{port}, client_id #{client_id} used"
+  puts
+  puts  "----> G    points to the Gateway-Instance"
+	puts  "----> C    points to the Connection-Instance"
+  puts
+  puts  "some basic Messages are subscribed and accordingly displayed"
+  puts '-'* 45
+
+  IRB.start(__FILE__)

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/changelog.md

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+
+* lib/gateway.rb
+	* rename `active_accounts` to `clients`  
+	  Clients are just tradeable `IB::Accounts`.  
+ 
+  * rename ' for_active_accounts' to `account_data`
+		Account-data provides a thead-safe access to contrats, portfolio- and account-values auf a given account.
+
+  * rename `simple_account_data_scan`  to `account_Data_scan`
+
+  * connect: raises an error if connection is not possible because of using a not unique client_id
+
+	* initialize::  tolerates arguments other then specified. 
+
+	* made methods that never should call by users private:  
+	  check_connection, initialize_alerts, initialize_managed_accounts, prepare_connection 
+ 
+* lib/ib/gateway   
+  
+  Directory contains gateway related stuff
+
+	* account-infos.rb
+	* order-handling.rb
+
+* lib/ib/alerts
+   
+	* included specific alert-definitions in this directory:
+	  order-alerts, gateway-alerts
+
+
+

data/examples/cancel_orders

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+#!/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

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+#!/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

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+
+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