ib-orientdb 1.0
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- checksums.yaml +7 -0
- data/.gitignore +56 -0
- data/CODE_OF_CONDUCT.md +74 -0
- data/Gemfile +12 -0
- data/Gemfile.lock +128 -0
- data/Guardfile +24 -0
- data/LICENSE +21 -0
- data/README.md +41 -0
- data/Rakefile +6 -0
- data/bin/console +99 -0
- data/bin/gateway +92 -0
- data/bin/readme.md +1 -0
- data/changelog.md +10 -0
- data/ib-orientdb.gemspec +42 -0
- data/lib/alerts/base-alert.rb +143 -0
- data/lib/alerts/gateway-alerts.rb +16 -0
- data/lib/alerts/order-alerts.rb +68 -0
- data/lib/ib-orientdb.rb +12 -0
- data/lib/ib/account-infos.rb +115 -0
- data/lib/ib/account-init.rb +151 -0
- data/lib/ib/orient-gateway.rb +362 -0
- data/lib/ib/setup-orientdb.rb +112 -0
- data/lib/logging.rb +34 -0
- data/lib/models/hc/d2_f.rb +0 -0
- data/lib/models/hc/grid.rb +0 -0
- data/lib/models/hc/has_portfolio.rb +0 -0
- data/lib/models/hc/has_position.rb +0 -0
- data/lib/models/hc/has_strategy.rb +0 -0
- data/lib/models/hc/hc_grid.rb +0 -0
- data/lib/models/hc/my_user.rb +0 -0
- data/lib/models/hc/p2_u.rb +0 -0
- data/lib/models/hc/portfolio.rb +161 -0
- data/lib/models/ib/account.rb +5 -0
- data/lib/models/ib/account_value.rb +29 -0
- data/lib/models/ib/advisor.rb +0 -0
- data/lib/models/ib/contract.rb +15 -0
- data/lib/models/ib/demo_advisor.rb +0 -0
- data/lib/models/ib/demo_user.rb +0 -0
- data/lib/models/ib/financials.rb +6 -0
- data/lib/models/ib/has_account.rb +0 -0
- data/lib/models/ib/portfolio_value.rb +10 -0
- data/lib/models/ib/spread.rb +0 -0
- data/lib/models/ib/user.rb +0 -0
- data/lib/models/tg/tag.rb +16 -0
- data/lib/support.rb +21 -0
- data/lib/version.rb +5 -0
- data/setup.md +83 -0
- metadata +231 -0
checksums.yaml
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---
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SHA256:
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metadata.gz: e494e1dafea622420c17c8b7a2be0138a4e3e194835923604173917b089b729b
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data.tar.gz: 3c2fa9b54822e5040ca19edaea6df842d41431aa1e075d600c1303ac407d3cff
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SHA512:
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metadata.gz: 73ba905bd86387d657212080e7749bc8d742d16fe1fa806d787560a57b189ad233f2e2f53d857fdb052c6541615b28b96d873fa83d89849fb2bfd15559c23b64
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data.tar.gz: 42a23d1c472498925861acbbe8e13901f480f20119dbec0c1953a7f770a53647a7cdf4f920877d19825476c4c996a4bb3f3301fbf15f760820b33ab0dc67217b
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data/.gitignore
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*.gem
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*.rbc
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/.config
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/coverage/
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/InstalledFiles
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/pkg/
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/spec/reports/
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/spec/examples.txt
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/test/tmp/
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/test/version_tmp/
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/tmp/
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# Used by dotenv library to load environment variables.
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# .env
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# Ignore Byebug command history file.
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.byebug_history
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## Specific to RubyMotion:
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.dat*
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.repl_history
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build/
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*.bridgesupport
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build-iPhoneOS/
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build-iPhoneSimulator/
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## Specific to RubyMotion (use of CocoaPods):
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#
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# We recommend against adding the Pods directory to your .gitignore. However
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# you should judge for yourself, the pros and cons are mentioned at:
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# https://guides.cocoapods.org/using/using-cocoapods.html#should-i-check-the-pods-directory-into-source-control
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#
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# vendor/Pods/
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## Documentation cache and generated files:
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/.yardoc/
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/_yardoc/
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/doc/
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/rdoc/
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## Environment normalization:
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/.bundle/
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/vendor/bundle
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/lib/bundler/man/
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# for a library or gem, you might want to ignore these files since the code is
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# intended to run in multiple environments; otherwise, check them in:
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# Gemfile.lock
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# .ruby-version
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# .ruby-gemset
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# unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
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.rvmrc
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# Used by RuboCop. Remote config files pulled in from inherit_from directive.
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# .rubocop-https?--*
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data/CODE_OF_CONDUCT.md
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# Contributor Covenant Code of Conduct
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## Our Pledge
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In the interest of fostering an open and welcoming environment, we as
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contributors and maintainers pledge to making participation in our project and
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our community a harassment-free experience for everyone, regardless of age, body
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size, disability, ethnicity, gender identity and expression, level of experience,
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nationality, personal appearance, race, religion, or sexual identity and
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orientation.
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## Our Standards
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Examples of behavior that contributes to creating a positive environment
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include:
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* Using welcoming and inclusive language
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* Being respectful of differing viewpoints and experiences
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* Gracefully accepting constructive criticism
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* Focusing on what is best for the community
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* Showing empathy towards other community members
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Examples of unacceptable behavior by participants include:
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* The use of sexualized language or imagery and unwelcome sexual attention or
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advances
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* Trolling, insulting/derogatory comments, and personal or political attacks
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* Public or private harassment
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* Publishing others' private information, such as a physical or electronic
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address, without explicit permission
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* Other conduct which could reasonably be considered inappropriate in a
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professional setting
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## Our Responsibilities
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Project maintainers are responsible for clarifying the standards of acceptable
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behavior and are expected to take appropriate and fair corrective action in
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response to any instances of unacceptable behavior.
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Project maintainers have the right and responsibility to remove, edit, or
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reject comments, commits, code, wiki edits, issues, and other contributions
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that are not aligned to this Code of Conduct, or to ban temporarily or
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permanently any contributor for other behaviors that they deem inappropriate,
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threatening, offensive, or harmful.
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## Scope
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This Code of Conduct applies both within project spaces and in public spaces
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when an individual is representing the project or its community. Examples of
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representing a project or community include using an official project e-mail
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address, posting via an official social media account, or acting as an appointed
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representative at an online or offline event. Representation of a project may be
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further defined and clarified by project maintainers.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported by contacting the project team at topofocus@gmaiol.com. All
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complaints will be reviewed and investigated and will result in a response that
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is deemed necessary and appropriate to the circumstances. The project team is
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obligated to maintain confidentiality with regard to the reporter of an incident.
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Further details of specific enforcement policies may be posted separately.
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Project maintainers who do not follow or enforce the Code of Conduct in good
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faith may face temporary or permanent repercussions as determined by other
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members of the project's leadership.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
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available at [https://contributor-covenant.org/version/1/4][version]
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[homepage]: https://contributor-covenant.org
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[version]: https://contributor-covenant.org/version/1/4/
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data/Gemfile
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source "https://rubygems.org"
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# Specify your gem's dependencies in ib-extensions.gemspec
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gemspec
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#gem "active-orient", git: "https://github.com/topofocus/active-orient"
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#gem "active-orient", path: "/home/dev/activeorient/"
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#gem 'orientdb-time-graph', path: '/home/dev/orientdb_time_graph/'
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#gem 'ib-api', path: '../ib-api/'
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#gem 'ib-extensions'
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## move this to gemspec and include as development dependency after the gem is released
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gem "rake", "~> 12.0"
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data/Gemfile.lock
ADDED
@@ -0,0 +1,128 @@
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PATH
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remote: .
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specs:
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ib-orientdb (1.0)
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active-orient (~> 0.8)
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ib-api (~> 972.1)
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ib-extensions
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orientdb-time-graph
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GEM
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remote: https://rubygems.org/
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specs:
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active-orient (0.80)
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activemodel
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activesupport
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pond
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rest-client
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activemodel (6.1.0)
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activesupport (= 6.1.0)
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activesupport (6.1.0)
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concurrent-ruby (~> 1.0, >= 1.0.2)
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i18n (>= 1.6, < 2)
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minitest (>= 5.1)
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tzinfo (~> 2.0)
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zeitwerk (~> 2.3)
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coderay (1.1.3)
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concurrent-ruby (1.1.7)
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diff-lcs (1.4.4)
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domain_name (0.5.20190701)
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unf (>= 0.0.5, < 1.0.0)
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ffi (1.14.2)
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formatador (0.2.5)
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guard (2.16.2)
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formatador (>= 0.2.4)
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listen (>= 2.7, < 4.0)
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lumberjack (>= 1.0.12, < 2.0)
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nenv (~> 0.1)
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notiffany (~> 0.0)
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pry (>= 0.9.12)
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shellany (~> 0.0)
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thor (>= 0.18.1)
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guard-compat (1.2.1)
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guard-rspec (4.7.3)
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guard (~> 2.1)
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guard-compat (~> 1.1)
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rspec (>= 2.99.0, < 4.0)
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http-accept (1.7.0)
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http-cookie (1.0.3)
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domain_name (~> 0.5)
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i18n (1.8.5)
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concurrent-ruby (~> 1.0)
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ib-api (972.1)
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activemodel
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activesupport (>= 6.0)
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ib-extensions (1.0)
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ox
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listen (3.3.3)
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rb-fsevent (~> 0.10, >= 0.10.3)
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rb-inotify (~> 0.9, >= 0.9.10)
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lumberjack (1.2.8)
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method_source (1.0.0)
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mime-types (3.3.1)
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mime-types-data (~> 3.2015)
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mime-types-data (3.2020.1104)
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minitest (5.14.2)
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nenv (0.3.0)
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netrc (0.11.0)
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notiffany (0.1.3)
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nenv (~> 0.1)
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shellany (~> 0.0)
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orientdb-time-graph (0.7)
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active-orient
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ox (2.14.0)
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pond (0.5.0)
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pry (0.13.1)
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coderay (~> 1.1)
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method_source (~> 1.0)
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rake (12.3.3)
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rb-fsevent (0.10.4)
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rb-inotify (0.10.1)
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ffi (~> 1.0)
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rest-client (2.1.0)
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http-accept (>= 1.7.0, < 2.0)
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http-cookie (>= 1.0.2, < 2.0)
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mime-types (>= 1.16, < 4.0)
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netrc (~> 0.8)
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rspec (3.10.0)
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rspec-core (~> 3.10.0)
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rspec-expectations (~> 3.10.0)
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rspec-mocks (~> 3.10.0)
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rspec-collection_matchers (1.2.0)
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rspec-expectations (>= 2.99.0.beta1)
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rspec-core (3.10.0)
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rspec-support (~> 3.10.0)
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rspec-expectations (3.10.0)
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diff-lcs (>= 1.2.0, < 2.0)
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rspec-support (~> 3.10.0)
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rspec-its (1.3.0)
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rspec-core (>= 3.0.0)
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rspec-expectations (>= 3.0.0)
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rspec-mocks (3.10.0)
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diff-lcs (>= 1.2.0, < 2.0)
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rspec-support (~> 3.10.0)
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rspec-support (3.10.0)
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shellany (0.0.1)
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thor (1.0.1)
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tzinfo (2.0.4)
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concurrent-ruby (~> 1.0)
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unf (0.1.4)
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unf_ext
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unf_ext (0.0.7.7)
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zeitwerk (2.4.2)
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PLATFORMS
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ruby
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DEPENDENCIES
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bundler (~> 2.0)
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guard
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guard-rspec
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ib-orientdb!
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rake (~> 12.0)
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rspec (~> 3.0)
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rspec-collection_matchers
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rspec-its
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BUNDLED WITH
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2.1.4
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data/Guardfile
ADDED
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# A sample Guardfile
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# More info at https://github.com/guard/guard#readme
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guard :rspec, cmd: "bundle exec rspec" do
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require "ostruct"
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# Generic Ruby apps
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rspec = OpenStruct.new
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rspec.spec = ->(m) { "spec/#{m}_spec.rb" }
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rspec.spec_dir = "spec"
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rspec.spec_helper = "spec/spec_helper.rb"
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# watch(%r{^lib/models/ib/(.+)\.rb$}) { |m| "spec/#{m[1]}_spec.rb" }
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# watch(%r{^lib/ib/messages/(.+)\.rb$}) { |m| "spec/#{m[1]}_spec.rb" }
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# watch(%r{^lib/ib/symbols/(.+)\.rb$}) { |m| "spec/#{m[1]}_spec.rb" }
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watch(%r{^ib/(.+)\.rb$}) { |m| "spec/ib/#{m[1]}_spec.rb" }
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# watch(%r{^models/(.+)\.rb$}) { |m| "spec/models/#{m[1]}_spec.rb" }
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watch(%r{^spec/.+_spec\.rb$})
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watch('spec/spec_helper.rb') { "spec" }
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# watch(%r{^spec/support/(.+)\.rb$}) { "spec" }
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end
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data/LICENSE
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MIT License
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Copyright (c) 2020 ib-ruby
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
|
10
|
+
furnished to do so, subject to the following conditions:
|
11
|
+
|
12
|
+
The above copyright notice and this permission notice shall be included in all
|
13
|
+
copies or substantial portions of the Software.
|
14
|
+
|
15
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
16
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
17
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
18
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
19
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
20
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
21
|
+
SOFTWARE.
|
data/README.md
ADDED
@@ -0,0 +1,41 @@
|
|
1
|
+
# IB-OrientDB
|
2
|
+
|
3
|
+
---
|
4
|
+
__Documentation: [https://ib-ruby.github.io/ib-doc/](https://ib-ruby.github.io/ib-doc/)__
|
5
|
+
|
6
|
+
__Questions, Contributions, Remarks: [Discussions are opened in ib-api](https://github.com/ib-ruby/ib-api/discussions)__
|
7
|
+
|
8
|
+
---
|
9
|
+
|
10
|
+
**[OrientDB](https://orientdb.org/)** is a **N**ot **O**nly **SQL** Database owned and maintained by SAP.
|
11
|
+
|
12
|
+
It aims to be "the first Multi-Model Open Source NOSQL DBMS that brings together the power of graphs and the flexibility of documents into one scalable high-performance operational database."( [source](https://orientdb.org/docs/3.0.x/) )
|
13
|
+
|
14
|
+
**_IB-OrientDB_** connects a running [IB-api-client](https://github.com/ib-ruby/ib-api) to a running _OrientDB-Database-Server_ and provides
|
15
|
+
methods to store data provided by the _Interactive Brokers TWS_ into the database and to retrieve them as well.
|
16
|
+
|
17
|
+
It replaces core functions of **ib-gateway** from the [IB-Extensions-Gem](https://github.com/ib-ruby/ib-extensions)
|
18
|
+
|
19
|
+
|
20
|
+
## Store a contract in the database, query and ask the TWS for historical data
|
21
|
+
|
22
|
+
``` ruby
|
23
|
+
> ge = IB::Stock.new symbol: 'GE'
|
24
|
+
> ge.verify.first.save => <Stock: GE USD NYSE>
|
25
|
+
> puts IB::Stock.where(symbol: 'GE').eod( duration: 5).to_human
|
26
|
+
# INFO->MATCH {class: ib_stock, as: ib_stocks, where: ( symbol = 'GE') } RETURN ib_stocks
|
27
|
+
<Bar: 2020-11-23 wap 10.127 OHLC 9.76 10.27 9.76 10.25 trades 116355 vol 1025063>
|
28
|
+
<Bar: 2020-11-24 wap 10.574 OHLC 10.27 10.85 10.14 10.54 trades 204947 vol 1729882>
|
29
|
+
<Bar: 2020-11-25 wap 10.479 OHLC 10.55 10.6 10.34 10.51 trades 120367 vol 1063415>
|
30
|
+
<Bar: 2020-11-27 wap 10.403 OHLC 10.5 10.65 10.31 10.41 trades 73036 vol 529140>
|
31
|
+
<Bar: 2020-11-30 wap 10.215 OHLC 10.37 10.43 9.96 10.24 trades 134117 vol 1173670>
|
32
|
+
|
33
|
+
|
34
|
+
```
|
35
|
+
|
36
|
+
|
37
|
+
|
38
|
+
|
39
|
+
**Work in Progress**
|
40
|
+
|
41
|
+
|
data/Rakefile
ADDED
data/bin/console
ADDED
@@ -0,0 +1,99 @@
|
|
1
|
+
#!/usr/bin/env ruby
|
2
|
+
### loads the active-orient environment
|
3
|
+
### and starts an interactive shell
|
4
|
+
###
|
5
|
+
### Parameter: t)ws | g)ateway (or number of port ) Default: Gateway ,
|
6
|
+
### client_id , Default 2000
|
7
|
+
###
|
8
|
+
### Define Parameter in file console.yml
|
9
|
+
###
|
10
|
+
require 'bundler/setup'
|
11
|
+
require 'yaml'
|
12
|
+
require 'ib-orientdb'
|
13
|
+
require 'logger'
|
14
|
+
|
15
|
+
|
16
|
+
class Array
|
17
|
+
# enables calling members of an array. which are hashes by it name
|
18
|
+
# i.e
|
19
|
+
#
|
20
|
+
# 2.5.0 :006 > C.received[:OpenOrder].local_id
|
21
|
+
# => [16, 17, 21, 20, 19, 8, 7]
|
22
|
+
# 2.5.0 :007 > C.received[:OpenOrder].contract.to_human
|
23
|
+
# => ["<Bag: IECombo SMART USD legs: >", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: WFC USD>", "<Stock: WFC USD>"]
|
24
|
+
#
|
25
|
+
# its included only in the console, for inspection purposes
|
26
|
+
|
27
|
+
def method_missing(method, *key)
|
28
|
+
unless method == :to_hash || method == :to_str #|| method == :to_int
|
29
|
+
return self.map{|x| x.public_send(method, *key)}
|
30
|
+
end
|
31
|
+
|
32
|
+
end
|
33
|
+
end # Array
|
34
|
+
|
35
|
+
|
36
|
+
# read items from console.yml
|
37
|
+
read_yml = -> (key) do
|
38
|
+
YAML::load_file( File.expand_path('../../connect.yml',__FILE__))[key]
|
39
|
+
end
|
40
|
+
|
41
|
+
|
42
|
+
puts
|
43
|
+
puts ">> IB-OrientDB Interactive Console <<"
|
44
|
+
puts '-'* 45
|
45
|
+
puts
|
46
|
+
puts " ... preparing environment"
|
47
|
+
include LogDev
|
48
|
+
include IB
|
49
|
+
require 'irb'
|
50
|
+
|
51
|
+
environment = ARGV[0] || 'Development'
|
52
|
+
environment = case environment
|
53
|
+
when /^[pP]/
|
54
|
+
:production
|
55
|
+
when /^[dD]/
|
56
|
+
:development
|
57
|
+
when /^[tT]/
|
58
|
+
:test
|
59
|
+
end
|
60
|
+
tws = read_yml[:tws][environment]
|
61
|
+
orientdb = read_yml[:orientdb][environment]
|
62
|
+
|
63
|
+
ARGV.clear
|
64
|
+
logger = default_logger # Logger.new STDOUT
|
65
|
+
|
66
|
+
## The Block takes instructions which are executed after initializing all instance-variables
|
67
|
+
## and prior to the connection-process
|
68
|
+
## Here we just subscribe to some events
|
69
|
+
|
70
|
+
module TG; end
|
71
|
+
ActiveOrient::Model.keep_models_without_file = false
|
72
|
+
|
73
|
+
Setup.connect( tws: tws, orientdb: orientdb) do |c|
|
74
|
+
puts '-'* 83
|
75
|
+
print '-'* 35
|
76
|
+
print " TWS Connect "
|
77
|
+
puts '-'* 35
|
78
|
+
c.subscribe( :ContractData, :BondContractData) { |msg| logger.info { msg.contract.to_human } }
|
79
|
+
c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| logger.info { m.to_human } }
|
80
|
+
c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| logger.info { m.to_human }}
|
81
|
+
|
82
|
+
c.logger.level = Logger::INFO
|
83
|
+
end
|
84
|
+
|
85
|
+
C = IB::Connection.current
|
86
|
+
puts ActiveOrient::show_classes
|
87
|
+
|
88
|
+
|
89
|
+
puts ">> IB-OrientDB Interactive Console is ready -- using #{environment.to_s.upcase} environment <<"
|
90
|
+
puts '-'* 45
|
91
|
+
puts
|
92
|
+
puts "Namespace is IB ! "
|
93
|
+
puts
|
94
|
+
puts "----> C points to the Connection-Instance"
|
95
|
+
puts
|
96
|
+
puts "some basic Messages are subscribed and accordingly displayed"
|
97
|
+
puts
|
98
|
+
puts '-'* 45
|
99
|
+
IRB.start(__FILE__)
|