ib-orientdb 1.0

data/bin/gateway

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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
+###
+### Define Parameter in  file console.yml
+###
+require 'bundler/setup'
+require 'yaml'
+require 'ib-orientdb'
+require 'ib/orient-gateway'
+require 'logger'
+
+
+
+
+# read items from console.yml 
+read_yml = -> (key) do
+		YAML::load_file( File.expand_path('../../connect.yml',__FILE__))[key]
+	end
+project_root = File.expand_path('../..', __FILE__)
+model_dir =  project_root + '/lib/models'
+
+  puts 
+  puts ">> IB-OrientDB Interactive Console  <<"
+  puts '-'* 45
+	puts
+	puts " ... preparing environment"
+	include LogDev
+  include IB
+  require 'irb'
+
+	environment =  ARGV[0] || 'Development'
+	environment =  case environment
+								 when /^[pP]/
+									 :production
+								 when /^[dD]/
+									 :development
+								 when /^[tT]/
+									 :test
+								 end
+	tws =  read_yml[:tws][environment]
+	orientdb =  read_yml[:orientdb][environment]
+
+  ARGV.clear
+  logger = default_logger #  Logger.new  STDOUT
+	
+  ## 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  
+
+	module TG; end
+	ActiveOrient::Model.keep_models_without_file =  false
+	ActiveOrient::Model.model_dir = model_dir
+	IB::Setup.connect( tws: tws, orientdb: orientdb, kind: :gateway) do |c|
+		module HC; end
+		ActiveOrient::Init.define_namespace { HC  }
+
+		ActiveOrient::OrientDB.new# model_dir: model_dir
+
+		puts '-'* 83 
+		print '-'* 35
+		print " TWS Connect "
+		puts '-'* 35 
+		c.subscribe( :ContractData, :BondContractData) { |msg| logger.info { msg.contract.to_human } }
+		c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| logger.info { m.to_human } }
+		c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| logger.info { m.to_human }}
+
+		c.logger.level = Logger::WARN # INFO 
+	end
+
+	C =  IB::Connection.current
+	G =  IB::OrientGateway.current
+	puts ActiveOrient::show_classes
+#	G.logger.level =  3
+#	G.get_account_data
+
+
+  puts ">> IB-OrientDB Interactive Console is ready -- using #{environment.to_s.upcase} environment <<" 
+  puts '-'* 45
+  puts 
+  puts "Namespace is IB ! "
+  puts 
+  puts  "----> C    points to the Connection-Instance"
+  puts  "----> G    points to the Gateway-Instance"
+  puts
+  puts  "some basic Messages are subscribed and accordingly displayed"
+  puts
+  puts '-'* 45
+  IRB.start(__FILE__)

data/bin/readme.md

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+../spec/readme.md

data/changelog.md

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+# Changelog
+
+* Setup OrientDB-Database:  lib/init_db.rb
+* Test  spec/lib/init_db_spec.rb
+* Creating Setup.connect and integrate in console & spec_helper
+* Migrating Setup.connect to /lib/setup.rb
+
+
+* TG::Tag#portfolios :  returns nil if no entry is detected (instead of [])
+

data/ib-orientdb.gemspec

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+require_relative 'lib/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "ib-orientdb"
+  spec.version       = IB::OrientDB::VERSION
+  spec.authors       = ["Hartmut Bischoff"]
+  spec.email         = ["topofocus@gmail.com"]
+
+  spec.summary       = %q{Part of IB-Ruby. Methods do store data from the TWS in a OrientDB-Database.}
+  spec.homepage      = "https://ib-ruby.github.io/ib-doc/"
+  spec.required_ruby_version = Gem::Requirement.new(">= 2.6.0")
+
+#  spec.metadata["allowed_push_host"] = "TODO: Set to 'http://mygemserver.com"
+
+  spec.metadata["homepage_uri"] = spec.homepage
+  spec.metadata["source_code_uri"] = "https://github.cm/ib-ruby/ib-orientdb"
+  spec.metadata["changelog_uri"] = "https://github.cm/ib-ruby/ib-orientdb/changelog.md"
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files         = Dir.chdir(File.expand_path('..', __FILE__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+
+	spec.add_development_dependency "bundler", "~> 2.0"
+  spec.add_development_dependency "rspec", "~> 3.0"
+  spec.add_development_dependency 'rspec-collection_matchers'
+  spec.add_development_dependency 'rspec-its' 
+
+  spec.add_development_dependency "guard"
+  spec.add_development_dependency "guard-rspec"
+
+
+	spec.add_dependency "ib-api", "~>972.1"
+	spec.add_dependency "ib-extensions"
+	spec.add_dependency "active-orient", "~> 0.8"
+  spec.add_dependency 'orientdb-time-graph'
+end

data/lib/alerts/base-alert.rb

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+module IB
+  class Alert
+=begin
+The Singleton IB::Alert handles any response to IB:Messages::Incomming:Alert
+
+Individual methods can be defined as well as methods responding to a group of error-codes.
+The default-behavior is defined in the method_missing-method. This just logs the object at the debug level.
+
+To use the IB::Alert facility, first a logger has to be assigned to the Class.
+    IB::Alert.logger =  Logger.new(STDOUT) 
+
+Default-wrappers to completely ignore the error-message (ignore_alert)
+and to log the object in a different log-level (log_alert_in [warn,info,error] ) are defined in base_alert
+Just add
+  module IB
+    class Alert
+      log_alert_in_warn {list of codennumbers} 
+    end
+  end
+to your code
+
+
+IB::Gateway calls the methods in response of subscribing to the :Alert signal by calling
+   IB::Alert.send("alert_#{msg.code}", msg )
+
+To define a response to the code 134 ( Modify order failed)  a method like
+		module IB
+			class Alert
+				def self.alert_134 msg
+					(your code)
+				end
+			end
+		end
+has to be written. 
+
+Important: The class is accessed asynchronically. Be careful while raising interrupts.
+
+=end
+  
+    # acts as prototype for any generated method 
+    #require 'active_support'
+
+   def self.logger 
+		 IB::Connection.logger
+   end
+
+		def self.method_missing( method_id =nil, msg =  nil , *args, &block )
+#			puts "METHOD MISSING"
+#			puts msg
+			if msg.is_a?  IB::Messages::Incoming::Alert
+				logger.debug { msg.to_human }
+			else
+				logger.error { "Argument to IB::Alert is not a IB::Messages::Incoming::Alert" }
+				logger.error { "The object: #{msg.inspect} " }
+			end
+		rescue NoMethodError
+			unless logger.nil?
+				logger.error { "The Argument is not a valid  IB::Messages:Incoming::Alert object"}
+				logger.error { "The object: #{msg.inspect} " }
+			else
+				puts "No Logging-Device specified"
+				puts "The object: #{msg.inspect} "
+			end
+		end
+
+
+
+		class << self
+
+			def ignore_alert  *codes
+				codes.each do |n|
+					class_eval <<-EOD
+				def self.alert_#{n} msg
+					# even the log_debug entry is suppressed 
+				end              
+					EOD
+				end
+			end
+			def log_alert_in_debug  *codes
+				codes.each do |n|
+					class_eval <<-EOD
+						def self.alert_#{n} msg
+								logger.debug { msg.to_human }
+						end              
+					EOD
+				end	
+			end
+			def log_alert_in_info  *codes
+					codes.each do |n|
+						class_eval <<-EOD
+							def self.alert_#{n} msg
+								logger.info { msg.to_human }
+							end              
+						EOD
+					end
+			end
+			def log_alert_in_warn  *codes
+					codes.each do |n|
+						class_eval <<-EOD
+							def self.alert_#{n} msg
+								logger.warn { msg.to_human }
+							end              
+						EOD
+					end
+			end
+
+			def log_alert_in_error  *codes
+					codes.each do |n|
+						class_eval <<-EOD
+							def self.alert_#{n} msg
+									if msg.error_id.present? && msg.error_id > 0
+										logger.error {  msg.message + ' id: ' + msg.error_id.to_s }
+									else
+										logger.error {  msg.message   }
+									end
+							end              
+						EOD
+					end
+				end
+			end
+
+			ignore_alert 200 , # is handled by IB::Contract.update_contract
+					2100, # API client has been unsubscribed from account data
+					2104, # 
+					2105, 
+					2106,
+					2158,
+					399, # your order will not be placed at the exchange until
+			    321 #  Error validating request.-'ce': cause - FA data operations ignored for non FA customers 
+
+			log_alert_in_info    1102, #Connectivity between IB and Trader Workstation has been restored
+					2103 #Market data farm connection is broken
+
+			log_alert_in_error 320,   323, 324, #ServerError
+					##				110, # The price does not conform to the minimum price variation
+					#			  103, #duplicate order  ## order-alerts
+					#			  201, #deleted objecta  ## order-alerts
+					326 #Unable connect as the client id is already in use
+
+			log_alert_in_warn  354, #Requested market data is not subscribed
+												1100 #Connectivity between IB and Trader Workstation has been lost.
+	end
+end

data/lib/alerts/gateway-alerts.rb

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+# These Alerts are always active
+module IB
+	class Alert
+
+		def self.alert_2102 msg
+			# Connectivity between IB and Trader Workstation has been restored - data maintained.
+			sleep 0.1  #  no need to wait too long.
+			if IB::OrientGateway.current.check_connection
+				IB::Connection.logger.debug { "Alert 2102: Connection stable" }
+			else
+				IB::OrientGateway.current.reconnect
+			end
+		end
+
+	end
+end

data/lib/alerts/order-alerts.rb

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+module IB
+	class Alert
+
+		def self.alert_202 msg
+			# do anything in a secure mutex-synchronized-environment
+			any_order = IB::Gateway.current.account_data do | account |
+				order= account.locate_order( local_id: msg.error_id )
+				if order.present? && ( order.order_state.status != 'Cancelled' )
+					order.order_states.update_or_create( IB::OrderState.new( status: 'Cancelled', 
+																																	perm_id: order.perm_id, 
+																																	local_id: order.local_id  ) ,
+																																	:status )
+
+				end
+				order # return_value
+			end
+			if any_order.compact.empty? 
+				IB::Gateway.logger.error{"Alert 202: The deleted order was not registered: local_id #{msg.error_id}"}
+			end
+
+		end
+
+
+		class << self
+=begin
+IB::Alert#AddOrderstateAlert
+
+The OrderState-Record is used to record the history of the order.
+If selected Alert-Messages appear, they are  added to the Order.order_state-Array.
+The last Status is available as Order.order_state, all states are accessible by Order.order_states
+
+The TWS-Message-text is stored to the »warning-text«-field.
+The Status is always »rejected«. 
+If the first OrderState-object of a Order is »rejected«, the order is not placed at all.
+Otherwise only the last action is not applied and the order is unchanged.
+
+=end
+			def add_orderstate_alert  *codes
+				codes.each do |n|
+					class_eval <<-EOD
+						 def self.alert_#{n} msg
+
+								 if msg.error_id.present?
+										IB::Gateway.current.account_data do | account |
+												order= account.locate_order( local_id: msg.error_id )
+												if order.present? && ( order.order_state.status != 'Rejected' )
+													order.order_states.update_or_create(  IB::OrderState.new( status: 'Rejected' ,
+															perm_id: order.perm_id, 
+															warning_text: '#{n}: '+  msg.message,
+															local_id: msg.error_id ), :status ) 	
+
+													IB::Gateway.logger.error{  msg.to_human  }
+												end	# order present?
+										 end	# mutex-environment
+									end	# branch
+							end	# def
+					EOD
+				end # loop
+			end # def
+		end
+		add_orderstate_alert  103,  # duplicate order
+			201,  # deleted object
+			105,  # Order being modified does not match original order
+			462,  # Cannot change to the new Time in Force:GTD
+			329,  # Cannot change to the new order type:STP
+			10147 # OrderId 0 that needs to be cancelled is not found.
+	end  # class Alert
+end #  module IB

data/lib/ib-orientdb.rb

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+require 'bundler/setup'
+
+require 'active-orient'
+require 'orientdb_time_graph'
+
+DB = true
+require 'ib/base_properties'
+require 'ib-api'
+require_relative 'ib/setup-orientdb'   
+require_relative 'support'
+
+

data/lib/ib/account-infos.rb

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+require 'ib/alerts/base-alert'
+require 'ib/models/account'
+
+module IB
+	class Alert
+		class << self
+			def alert_2101 msg
+				logger.error {msg.message}
+				@status_2101 = msg.dup	
+			end
+
+			def status_2101 account # resets status and raises IB::TransmissionError
+				error account.account + ": " +@status_2101.message, :reader unless @status_2101.nil?
+				@status_2101 = nil  # always returns nil 
+			end
+		end
+	end 
+end #  module
+
+module AccountInfos
+
+=begin
+Queries the tws for Account- and PortfolioValues
+The parameter can either be the account_id, the IB::Account-Object or 
+an Array of account_id and IB::Account-Objects.
+
+raises an IB::TransmissionError if the account-data are not transmitted in time (1 sec)
+
+raises an IB::Error if less then 100 items are recieved-
+=end
+	def get_account_data  *accounts,  watchlists: []
+
+		logger.progname = 'Gateway#get_account_data'
+
+		@account_data_subscription ||=   subscribe_account_updates
+
+		accounts =  clients if accounts.empty?
+		logger.warn{ "No active account present. AccountData are NOT requested" } if accounts.empty?
+		# Account-infos have to be requested sequencially. 
+		# subsequent (parallel) calls kill the former once on the tws-server-side
+		# In addition, there is no need to cancel the subscription of an request, as a new
+		# one overwrites the active one.
+		accounts.each do | ac |
+			account =  ac.is_a?( IB::Account ) ?  ac  : clients.find{|x| x.account == ac } 
+			error( "No Account detected " )  unless account.is_a? IB::Account
+			# don't repeat the query until 170 sec. have passed since the previous update
+			if account.last_updated.nil?  || ( Time.now - account.last_updated ) > 170 # sec   
+				logger.debug{ "#{account.account} :: Requesting AccountData " }
+				account.update_attribute :connected, false  # indicates: AccountUpdate in Progress
+				# reset account and portfolio-values
+				account.portfolio_values =  []
+				account.account_values =  []
+				send_message :RequestAccountData, subscribe: true, account_code: account.account
+				Timeout::timeout(3, IB::TransmissionError, "RequestAccountData failed (#{account.account})") do
+#					 initialize requests sequencially					
+					loop{ sleep 0.1; break if account.connected  }
+				end
+				if watchlists.present?
+					watchlists.each{|w| error "Watchlists must be IB::Symbols--Classes :.#{w.inspect}" unless w.is_a? IB::Symbols }
+					account.organize_portfolio_positions watchlists  
+				end
+				send_message :RequestAccountData, subscribe: false  ## do this only once
+			else
+				logger.info{ "#{account.account} :: Using stored AccountData " }
+			end
+		end
+	end
+
+
+  def all_contracts
+		clients.map(&:contracts).flat_map(&:itself).uniq(&:con_id)
+  end
+
+
+	private
+
+	# The subscription method should called only once per session.
+	# It places subscribers to AccountValue and PortfolioValue Messages, which should remain
+	# active through its session.
+	# 
+	
+	def subscribe_account_updates continously: true
+		tws.subscribe( :AccountValue, :PortfolioValue,:AccountDownloadEnd )  do | msg |
+			account_data( msg.account_name ) do | account |   # enter mutex controlled zone
+				case msg
+				when IB::Messages::Incoming::AccountValue
+					account.account_values << msg.account_value
+					account.update_attribute :last_updated, Time.now
+					logger.debug { "#{account.account} :: #{msg.account_value.to_human }"}
+				when IB::Messages::Incoming::AccountDownloadEnd 
+					if account.account_values.size > 10
+							# simply don't cancel the subscripton if continously is specified
+							# the connected flag is set in any case, indicating that valid data are present
+						send_message :RequestAccountData, subscribe: false, account_code: account.account unless continously
+						account.update_attribute :connected, true   ## flag: Account is completely initialized
+						logger.info { "#{account.account} => Count of AccountValues: #{account.account_values.size}"  }
+					else # unreasonable account_data recieved -  request is still active
+						error  "#{account.account} => Count of AccountValues too small: #{account.account_values.size}" , :reader 
+					end
+				when IB::Messages::Incoming::PortfolioValue
+						account.contracts.update_or_create  msg.contract
+						account.portfolio_values << msg.portfolio_value 
+#						msg.portfolio_value.account = account
+						# link contract -> portfolio value
+#						account.contracts.find{ |x| x.con_id == msg.contract.con_id }
+#								.portfolio_values
+#								.update_or_create( msg.portfolio_value ) { :account } 
+						logger.debug { "#{ account.account } :: #{ msg.contract.to_human }" }
+					end # case
+			end # account_data 
+		end # subscribe
+	end  # def 
+
+
+end # module