ib-orientdb 1.0

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Files changed (48) hide show
  1. checksums.yaml +7 -0
  2. data/.gitignore +56 -0
  3. data/CODE_OF_CONDUCT.md +74 -0
  4. data/Gemfile +12 -0
  5. data/Gemfile.lock +128 -0
  6. data/Guardfile +24 -0
  7. data/LICENSE +21 -0
  8. data/README.md +41 -0
  9. data/Rakefile +6 -0
  10. data/bin/console +99 -0
  11. data/bin/gateway +92 -0
  12. data/bin/readme.md +1 -0
  13. data/changelog.md +10 -0
  14. data/ib-orientdb.gemspec +42 -0
  15. data/lib/alerts/base-alert.rb +143 -0
  16. data/lib/alerts/gateway-alerts.rb +16 -0
  17. data/lib/alerts/order-alerts.rb +68 -0
  18. data/lib/ib-orientdb.rb +12 -0
  19. data/lib/ib/account-infos.rb +115 -0
  20. data/lib/ib/account-init.rb +151 -0
  21. data/lib/ib/orient-gateway.rb +362 -0
  22. data/lib/ib/setup-orientdb.rb +112 -0
  23. data/lib/logging.rb +34 -0
  24. data/lib/models/hc/d2_f.rb +0 -0
  25. data/lib/models/hc/grid.rb +0 -0
  26. data/lib/models/hc/has_portfolio.rb +0 -0
  27. data/lib/models/hc/has_position.rb +0 -0
  28. data/lib/models/hc/has_strategy.rb +0 -0
  29. data/lib/models/hc/hc_grid.rb +0 -0
  30. data/lib/models/hc/my_user.rb +0 -0
  31. data/lib/models/hc/p2_u.rb +0 -0
  32. data/lib/models/hc/portfolio.rb +161 -0
  33. data/lib/models/ib/account.rb +5 -0
  34. data/lib/models/ib/account_value.rb +29 -0
  35. data/lib/models/ib/advisor.rb +0 -0
  36. data/lib/models/ib/contract.rb +15 -0
  37. data/lib/models/ib/demo_advisor.rb +0 -0
  38. data/lib/models/ib/demo_user.rb +0 -0
  39. data/lib/models/ib/financials.rb +6 -0
  40. data/lib/models/ib/has_account.rb +0 -0
  41. data/lib/models/ib/portfolio_value.rb +10 -0
  42. data/lib/models/ib/spread.rb +0 -0
  43. data/lib/models/ib/user.rb +0 -0
  44. data/lib/models/tg/tag.rb +16 -0
  45. data/lib/support.rb +21 -0
  46. data/lib/version.rb +5 -0
  47. data/setup.md +83 -0
  48. metadata +231 -0
@@ -0,0 +1,7 @@
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+ ---
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+ SHA256:
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+ metadata.gz: e494e1dafea622420c17c8b7a2be0138a4e3e194835923604173917b089b729b
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+ SHA512:
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@@ -0,0 +1,56 @@
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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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+
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+ # Used by dotenv library to load environment variables.
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+ # .env
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+
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+ # Ignore Byebug command history file.
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+ .byebug_history
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+
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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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+
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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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+
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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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+
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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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+
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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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+
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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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+
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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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+ # Contributor Covenant Code of Conduct
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+
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+ ## Our Pledge
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+
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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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+
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+ ## Our Standards
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+
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+ Examples of behavior that contributes to creating a positive environment
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+ include:
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+
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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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+
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+ Examples of unacceptable behavior by participants include:
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+
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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
30
+ 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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+
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+ ## Our Responsibilities
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+
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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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+
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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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+
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+ ## Scope
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+
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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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+
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+ ## Enforcement
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+
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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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+
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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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+
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+ ## Attribution
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+
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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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+
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+ [homepage]: https://contributor-covenant.org
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+ [version]: https://contributor-covenant.org/version/1/4/
data/Gemfile ADDED
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+ source "https://rubygems.org"
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+
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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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+
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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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+ 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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+
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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)
27
+ concurrent-ruby (1.1.7)
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+ diff-lcs (1.4.4)
29
+ domain_name (0.5.20190701)
30
+ unf (>= 0.0.5, < 1.0.0)
31
+ 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)
36
+ 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)
44
+ 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)
100
+ 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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+
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+ PLATFORMS
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+ ruby
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+
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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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+
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+ BUNDLED WITH
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+ 2.1.4
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+ # A sample Guardfile
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+ # More info at https://github.com/guard/guard#readme
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+
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+ guard :rspec, cmd: "bundle exec rspec" do
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+ require "ostruct"
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+
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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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+
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+
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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$}) { |m| "spec/#{m[1]}_spec.rb" }
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+
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+ watch(%r{^ib/(.+)\.rb$}) { |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 ADDED
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+ MIT License
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+
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+ Copyright (c) 2020 ib-ruby
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+
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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
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+ furnished to do so, subject to the following conditions:
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+
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+ The above copyright notice and this permission notice shall be included in all
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+ copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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+ IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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+ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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+ AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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+ LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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+ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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+ SOFTWARE.
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+ # IB-OrientDB
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+
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+ ---
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+ __Documentation: [https://ib-ruby.github.io/ib-doc/](https://ib-ruby.github.io/ib-doc/)__
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+
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+ __Questions, Contributions, Remarks: [Discussions are opened in ib-api](https://github.com/ib-ruby/ib-api/discussions)__
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+
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+ ---
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+
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+ **[OrientDB](https://orientdb.org/)** is a **N**ot **O**nly **SQL** Database owned and maintained by SAP.
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+
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+ 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/) )
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+
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+ **_IB-OrientDB_** connects a running [IB-api-client](https://github.com/ib-ruby/ib-api) to a running _OrientDB-Database-Server_ and provides
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+ methods to store data provided by the _Interactive Brokers TWS_ into the database and to retrieve them as well.
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+
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+ It replaces core functions of **ib-gateway** from the [IB-Extensions-Gem](https://github.com/ib-ruby/ib-extensions)
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+
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+
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+ ## Store a contract in the database, query and ask the TWS for historical data
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+
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+ ``` ruby
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+ > ge = IB::Stock.new symbol: 'GE'
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+ > ge.verify.first.save => <Stock: GE USD NYSE>
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+ > puts IB::Stock.where(symbol: 'GE').eod( duration: 5).to_human
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+ # INFO->MATCH {class: ib_stock, as: ib_stocks, where: ( symbol = 'GE') } RETURN ib_stocks
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+ <Bar: 2020-11-23 wap 10.127 OHLC 9.76 10.27 9.76 10.25 trades 116355 vol 1025063>
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+ <Bar: 2020-11-24 wap 10.574 OHLC 10.27 10.85 10.14 10.54 trades 204947 vol 1729882>
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+ <Bar: 2020-11-25 wap 10.479 OHLC 10.55 10.6 10.34 10.51 trades 120367 vol 1063415>
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+ <Bar: 2020-11-27 wap 10.403 OHLC 10.5 10.65 10.31 10.41 trades 73036 vol 529140>
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+ <Bar: 2020-11-30 wap 10.215 OHLC 10.37 10.43 9.96 10.24 trades 134117 vol 1173670>
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+
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+
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+ ```
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+
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+
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+
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+
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+ **Work in Progress**
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+
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+
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+ require "bundler/gem_tasks"
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+ require "rspec/core/rake_task"
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+
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+ RSpec::Core::RakeTask.new(:spec)
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+
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+ task :default => :spec
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+ #!/usr/bin/env ruby
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+ ### loads the active-orient environment
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+ ### and starts an interactive shell
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+ ###
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+ ### Parameter: t)ws | g)ateway (or number of port ) Default: Gateway ,
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+ ### client_id , Default 2000
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+ ###
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+ ### Define Parameter in file console.yml
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+ ###
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+ require 'bundler/setup'
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+ require 'yaml'
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+ require 'ib-orientdb'
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+ require 'logger'
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+
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+
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+ class Array
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+ # enables calling members of an array. which are hashes by it name
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+ # i.e
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+ #
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+ # 2.5.0 :006 > C.received[:OpenOrder].local_id
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+ # => [16, 17, 21, 20, 19, 8, 7]
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+ # 2.5.0 :007 > C.received[:OpenOrder].contract.to_human
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+ # => ["<Bag: IECombo SMART USD legs: >", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: WFC USD>", "<Stock: WFC USD>"]
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+ #
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+ # its included only in the console, for inspection purposes
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+
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+ def method_missing(method, *key)
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+ unless method == :to_hash || method == :to_str #|| method == :to_int
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+ return self.map{|x| x.public_send(method, *key)}
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+ end
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+
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+ end
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+ end # Array
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+
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+
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+ # read items from console.yml
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+ read_yml = -> (key) do
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+ YAML::load_file( File.expand_path('../../connect.yml',__FILE__))[key]
39
+ end
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+
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+
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+ puts
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+ puts ">> IB-OrientDB Interactive Console <<"
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+ puts '-'* 45
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+ puts
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+ puts " ... preparing environment"
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+ include LogDev
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+ include IB
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+ require 'irb'
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+
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+ environment = ARGV[0] || 'Development'
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+ environment = case environment
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+ when /^[pP]/
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+ :production
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+ when /^[dD]/
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+ :development
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+ when /^[tT]/
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+ :test
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+ end
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+ tws = read_yml[:tws][environment]
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+ orientdb = read_yml[:orientdb][environment]
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+
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+ ARGV.clear
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+ logger = default_logger # Logger.new STDOUT
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+
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+ ## The Block takes instructions which are executed after initializing all instance-variables
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+ ## and prior to the connection-process
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+ ## Here we just subscribe to some events
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+
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+ module TG; end
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+ ActiveOrient::Model.keep_models_without_file = false
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+
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+ Setup.connect( tws: tws, orientdb: orientdb) do |c|
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+ puts '-'* 83
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+ print '-'* 35
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+ print " TWS Connect "
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+ puts '-'* 35
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+ c.subscribe( :ContractData, :BondContractData) { |msg| logger.info { msg.contract.to_human } }
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+ c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| logger.info { m.to_human } }
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+ c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| logger.info { m.to_human }}
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+
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+ c.logger.level = Logger::INFO
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+ end
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+
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+ C = IB::Connection.current
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+ puts ActiveOrient::show_classes
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+
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+
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__)