ib-ruby 0.4.3 → 0.4.20

data/bin/AccountInfo

@@ -1,67 +0,0 @@
-#!/usr/bin/env ruby -w
-#
-# Copyright (C) 2009 Wes Devauld 
-# 
-# This library is free software; you can redistribute it and/or modify
-# it under the terms of the GNU Lesser General Public License as
-# published by the Free Software Foundation; either version 2.1 of the
-# License, or (at your option) any later version.
-#
-# This library is distributed in the hope that it will be useful, but
-# WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
-# Lesser General Public License for more details.
-#
-# You should have received a copy of the GNU Lesser General Public
-# License along with this library; if not, write to the Free Software
-# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-# 02110-1301 USA
-
-require File.expand_path(
-    File.join(File.dirname(__FILE__), '..', 'lib', 'ib-ruby'))
-
-# First, connect to IB TWS.
-ib = IB::IB.new
-
-# Uncomment this for verbose debug messages:
-# IB::IBLogger.level = Logger::Severity::DEBUG
-
-## Subscribe to the messages that TWS sends in response to a request
-## for account data.
-
-ib.subscribe(IB::IncomingMessages::AccountValue, lambda {|msg|
-               puts msg.to_human
-             })
-
-ib.subscribe(IB::IncomingMessages::PortfolioValue, lambda {|msg|
-               puts msg.to_human
-             })
-
-ib.subscribe(IB::IncomingMessages::AccountUpdateTime, lambda {|msg|
-               puts msg.to_human
-             })
-
-
-
-msg = IB::OutgoingMessages::RequestAccountData.new({
-                                                     :subscribe => true,
-                                                     :account_code => ''
-                                                   })
-ib.dispatch(msg)
-
-         
-puts "\n\n\t******** Press <Enter> to quit.. *********\n\n"
-
-gets
-
-puts "Cancelling account data subscription.."
-
-msg = IB::OutgoingMessages::RequestAccountData.new({
-                                                     :subscribe => false,
-                                                     :account_code => ''
-                                                   })
-ib.dispatch(msg)
-
-
-puts "Done."
-

data/bin/HistoricToCSV

@@ -1,111 +0,0 @@
-#!/usr/bin/env ruby -w
-#
-# Copyright (C) 2009 Wes Devauld 
-#
-# This library is free software; you can redistribute it and/or modify
-# it under the terms of the GNU Lesser General Public License as
-# published by the Free Software Foundation; either version 2.1 of the
-# License, or (at your option) any later version.
-#
-# This library is distributed in the hope that it will be useful, but
-# WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
-# Lesser General Public License for more details.
-#
-# You should have received a copy of the GNU Lesser General Public
-# License along with this library; if not, write to the Free Software
-# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-# 02110-1301 USA
-#
-# TODO Fix the Historical command line client
-#
-
-require File.expand_path(
-    File.join(File.dirname(__FILE__), '..', 'lib', 'ib-ruby'))
-
-### Configurable Options
-
-# if Quiet == false, status data will be printed to STDERR
-Quiet = false
-
-# How long to wait when no messages are received from TWS before
-# exiting, in seconds
-Timeout = 10 
-
-SymbolToRequest = IB::Symbols::Forex[:gbpusd]
-
-### end options
-
-
-#
-# Definition of what we want market 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.
-#
-# Note that as of 4/07 there is no historical data available for forex spot.
-#
-@market =
-  {
-    123 => SymbolToRequest 
-  }
-
-# To determine when the timeout has passed.
-@last_msg_time = Time.now.to_i + 2
-
-# Connect to IB TWS.
-ib = IB::IB.new
-
-# Uncomment this for verbose debug messages:
-# IB::IBLogger.level = Logger::Severity::DEBUG
-
-#
-# Now, subscribe to HistoricalData incoming events.  The code
-# passed in the block will be executed when a message of that type is
-# received, with the received message as its argument. In this case,
-# we just print out the data.
-#
-# Note that we have to look the ticker id of each incoming message
-# up in local memory to figure out what it's for.
-#
-# (N.B. The description field is not from IB TWS. It is defined
-#  locally in forex.rb, and is just arbitrary text.)
-
-
-ib.subscribe(IB::IncomingMessages::HistoricalData, lambda {|msg|
-
-               STDERR.puts @market[msg.data[:req_id]].description + ": " + msg.data[:item_count].to_s("F") + " items:" unless Quiet
-
-               msg.data[:history].each { |datum|
-
-                 @last_msg_time = Time.now.to_i
-
-                 STDERR.puts "   " + datum.to_s("F") unless Quiet
-                 STDOUT.puts "#{datum.date},#{datum.open.to_s("F")},#{datum.high.to_s("F")},#{datum.low.to_s("F")},#{datum.close.to_s("F")},#{datum.volume}"
-               }
-             })
-
-# Now we actually request historical data for the symbols we're
-# interested in.  TWS will respond with a HistoricalData message,
-# which will be received by the code above.
-
-@market.each_pair {|id, contract|
-  msg = IB::OutgoingMessages::RequestHistoricalData.new({
-                                                          :ticker_id => id,
-                                                          :contract => contract,
-                                                          :end_date_time => Time.now.to_ib,
-                                                          :duration => (360).to_s, # how long before end_date_time to request in seconds - this means 1 day
-                                                          :bar_size => IB::OutgoingMessages::RequestHistoricalData::BarSizes.index(:hour),
-                                                          :what_to_show => :trades,
-                                                          :use_RTH => 0,
-                                                          :format_date => 2
-                                                        })
-  ib.dispatch(msg)
-}
-
-
-while true
-  exit(0) if Time.now.to_i > @last_msg_time + Timeout
-  sleep 1
-end

data/bin/RequestMarketData

@@ -1,78 +0,0 @@
-#!/usr/bin/env ruby -w
-#
-# Copyright (C) 2009 Wes Devauld 
-# 
-# This library is free software; you can redistribute it and/or modify
-# it under the terms of the GNU Lesser General Public License as
-# published by the Free Software Foundation; either version 2.1 of the
-# License, or (at your option) any later version.
-#
-# This library is distributed in the hope that it will be useful, but
-# WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
-# Lesser General Public License for more details.
-#
-# You should have received a copy of the GNU Lesser General Public
-# License along with this library; if not, write to the Free Software
-# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-# 02110-1301 USA
-#
-
-require File.expand_path(
-    File.join(File.dirname(__FILE__), '..', 'lib', 'ib-ruby'))
-
-#
-# Definition of what we want market 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.
-#
-@market = 
-  {
-    123 => IB::Symbols::Forex[:gbpusd],
-    456 => IB::Symbols::Forex[:eurusd],
-    789 => IB::Symbols::Forex[:usdcad]
-  }
-
-
-# First, connect to IB TWS.
-ib = IB::IB.new
-
-
-#
-# Now, subscribe to TickerPrice and TickerSize events.  The code
-# passed in the block will be executed when a message of that type is
-# received, with the received message as its argument. In this case,
-# we just print out the tick.
-# 
-# Note that we have to look the ticker id of each incoming message
-# up in local memory to figure out what it's for.
-#
-# (N.B. The description field is not from IB TWS. It is defined
-#  locally in forex.rb, and is just arbitrary text.)
-
-ib.subscribe(IB::IncomingMessages::TickPrice, lambda {|msg|
-               puts @market[msg.data[:ticker_id]].description + ": " + msg.to_human
-             })
-
-ib.subscribe(IB::IncomingMessages::TickSize, lambda {|msg|
-               puts @market[msg.data[:ticker_id]].description + ": " + msg.to_human
-             })
-
-
-# Now we actually request market data for the symbols we're interested in.
-
-@market.each_pair {|id, contract|
-  msg = IB::OutgoingMessages::RequestMarketData.new({
-                                                      :ticker_id => id,
-                                                      :contract => contract
-                                                    })
-  ib.dispatch(msg)
-}
-
-         
-puts "Main thread going to sleep. Press ^C to quit.."
-while true
-  sleep 2
-end

data/bin/SimpleTimeAndSales

@@ -1,98 +0,0 @@
-#!/usr/bin/env ruby -w
-#
-# Copyright (C) 2009 Wes Devauld 
-# 
-# This library is free software; you can redistribute it and/or modify
-# it under the terms of the GNU Lesser General Public License as
-# published by the Free Software Foundation; either version 2.1 of the
-# License, or (at your option) any later version.
-#
-# This library is distributed in the hope that it will be useful, but
-# WITHOUT ANY WARRANTY; without even the implied warranty of
-# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
-# Lesser General Public License for more details.
-#
-# You should have received a copy of the GNU Lesser General Public
-# License along with this library; if not, write to the Free Software
-# Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
-# 02110-1301 USA
-#
-
-require File.expand_path(
-    File.join(File.dirname(__FILE__), '..', 'lib', 'ib-ruby'))
-
-# First, connect to IB TWS.
-ib = IB::IB.new
-
-# Uncomment this for verbose debug messages:
-# IB::IBLogger.level = Logger::Severity::DEBUG
-
-# Define the symbols we're interested in.
-@market = 
-  {
-    123 => IB::Symbols::Futures[:gbp],
-    234 => IB::Symbols::Futures[:jpy]
-  }
-
-
-# This method filters out non-:last type events, and filters out any
-# sale < MIN_SIZE.
-MIN_SIZE = 0
-
-def showSales(msg)
-  return if msg.data[:type] != :last || msg.data[:size] < MIN_SIZE
-  puts @market[msg.data[:ticker_id]].description + ": " + msg.data[:size].to_s("F") + " at " + msg.data[:price].to_s("F")
-end
-
-def showSize(msg)
-  puts @market[msg.data[:ticker_id]].description + ": " + msg.to_human
-end
-
-
-#
-# Now, subscribe to TickerPrice and TickerSize events.  The code
-# passed in the block will be executed when a message of that type is
-# received, with the received message as its argument. In this case,
-# we just print out the tick.
-# 
-# Note that we have to look the ticker id of each incoming message
-# up in local memory to figure out what it's for.
-#
-# (N.B. The description field is not from IB TWS. It is defined
-#  locally in forex.rb, and is just arbitrary text.)
-
-ib.subscribe(IB::IncomingMessages::TickPrice, lambda {|msg|
-               showSales(msg)
-             })
-
-ib.subscribe(IB::IncomingMessages::TickSize, lambda {|msg|
-              showSize(msg)
-             })
-
-
-# Now we actually request market data for the symbols we're interested in.
-
-@market.each_pair {|id, contract|
-  msg = IB::OutgoingMessages::RequestMarketData.new({
-                                                      :ticker_id => id,
-                                                      :contract => contract
-                                                    })
-  ib.dispatch(msg)
-}
-
-         
-puts "\n\n\t******** Press <Enter> to quit.. *********\n\n"
-
-gets
-
-puts "Unsubscribing from TWS market data.."
-
-@market.each_pair {|id, contract|
-  msg = IB::OutgoingMessages::CancelMarketData.new({
-                                                      :ticker_id => id,
-                                                   })
-  ib.dispatch(msg)
-}
-
-puts "Done."
-

data/bin/ib-ruby

@@ -1,8 +0,0 @@
-#!/usr/bin/env ruby
-
-require File.expand_path(
-    File.join(File.dirname(__FILE__), %w[.. lib ib-ruby]))
-
-# Put your code here
-
-# EOF