ib-ruby 0.4.3 → 0.4.20

data/lib/ib-ruby/models/order.rb

@@ -0,0 +1,262 @@
+require 'ib-ruby/models/model'
+
+# TODO: Implement equals() according to the criteria in IB's Java client.
+
+module IB
+  module Models
+    class Order < Model
+
+      # Constants used in Order objects. Drawn from Order.java
+      Origin_Customer = 0
+      Origin_Firm = 1
+
+      Opt_Unknown = '?'
+      Opt_Broker_Dealer = 'b'
+      Opt_Customer = 'c'
+      Opt_Firm = 'f'
+      Opt_Isemm = 'm'
+      Opt_Farmm = 'n'
+      Opt_Specialist = 'y'
+
+      OCA_Cancel_with_block = 1
+      OCA_Reduce_with_block = 2
+      OCA_Reduce_non_block = 3
+
+      # Box orders consts:
+      Box_Auction_Match = 1
+      Box_Auction_Improvement = 2
+      Box_Auction_Transparent = 3
+
+      # Volatility orders consts:
+      Volatility_Type_Daily = 1
+      Volatility_Type_Annual = 2
+      Volatility_Ref_Price_Average = 1
+      Volatility_Ref_Price_BidOrAsk = 2
+
+      # No idea why IB uses a large number as the default for some fields
+      Max_Value = 99999999
+
+      # Main order fields
+      attr_accessor :id, #        int: m_orderId? The id for this order.
+                    :client_id, # int: The id of the client that placed this order.
+                    :perm_id, #   int: TWS id used to identify orders, remains
+                    #                  the same over TWS sessions.
+                    :action, # String: Identifies the side. Valid values: BUY/SELL/SSHORT
+                    :total_quantity, #  int: The order quantity.
+                    :order_type, #   String: Identifies the order type. Valid values are:
+                    #                MKT / MKTCLS / LMT / LMTCLS / PEGMKT / SCALE
+                    #                STP / STPLMT / TRAIL / REL / VWAP / TRAILLIMIT
+                    :limit_price, # double: This is the LIMIT price, used for limit,
+                    #               stop-limit and relative orders. In all other cases
+                    #               specify zero. For relative orders with no limit price,
+                    #               also specify zero.
+                    :aux_price, #   double: This is the STOP price for stop-limit orders,
+                    #               and the offset amount for relative orders. In all other
+                    #               cases, specify zero.
+                    #:shares_allocation, # deprecated sharesAllocation field
+
+                    # Extended order fields
+                    :tif, #         String: Time in Force - DAY / GTC / IOC / GTD
+                    :oca_group, #   String: one cancels all group name
+                    :oca_type, # int: Tells how to handle remaining orders in an OCA group
+                    #            when one order or part of an order executes. Valid values:
+                    #            - 1 = Cancel all remaining orders with block
+                    #            - 2 = Remaining orders are reduced in size with block
+                    #            - 3 = Remaining orders are reduced in size with no block
+                    #             If you use a value "with block" your order has
+                    #             overfill protection. This means that only one order in
+                    #             the group will be routed at a time to remove the
+                    #             possibility of an overfill.
+                    :transmit, #  bool:if false, order will be created but not transmitted.
+                    :parent_id, # int: The order ID of the parent (original) order, used
+                    #             for bracket (STP) and auto trailing stop (TRAIL) orders.
+                    :block_order, #    bool: the order is an ISE Block order.
+                    :sweep_to_fill, #  bool: the order is a Sweep-to-Fill order.
+                    :display_size, #   int: publicly disclosed order size for Iceberg orders.
+
+                    :trigger_method, # Specifies how Simulated Stop, Stop-Limit and Trailing
+                    #                  Stop orders are triggered. Valid values are:
+                    #      0 - Default, "double bid/ask" method will be used for OTC stocks
+                    #          and US options orders, "last" method will be used all others.
+                    #      1 - "double bid/ask" method, stop orders are triggered based on
+                    #          two consecutive bid or ask prices.
+                    #      2 - "last" method, stops are triggered based on the last price.
+                    #      3 - double last method.
+                    #      4 - bid/ask method.
+                    #      7 - last or bid/ask method.
+                    #      8 - mid-point method.
+
+                    :outside_rth, # bool: allows orders to also trigger or fill outside
+                    #               of regular trading hours. (WAS: ignore_rth)
+                    :hidden, #      bool: the order will not be visible when viewing
+                    #               the market depth. Only for ISLAND exchange.
+                    :good_after_time, # FORMAT: 20060505 08:00:00 {time zone}
+                    #                  Use an empty String if not applicable.
+                    :good_till_date, #  FORMAT: 20060505 08:00:00 {time zone}
+                    #                  Use an empty String if not applicable.
+                    :override_percentage_constraints, # bool: Precautionary constraints
+                    # are defined on the TWS Presets page, and help ensure that your
+                    # price and size order values are reasonable. Orders sent from the API
+                    # are also validated against these safety constraints, and may be
+                    # rejected if any constraint is violated. To override validation,
+                    # set this parameter�s value to True.
+
+                    :rule_80a, # Individual = 'I', Agency = 'A', AgentOtherMember = 'W',
+                    #            IndividualPTIA = 'J', AgencyPTIA = 'U', AgentOtherMemberPTIA = 'M',
+                    #            IndividualPT = 'K', AgencyPT = 'Y', AgentOtherMemberPT = 'N'
+                    :all_or_none, #      bool: yes=1, no=0
+                    :min_quantity, #     int: Identifies a minimum quantity order type.
+                    :percent_offset, #   double: percent offset amount for relative (REL)orders only
+                    :trail_stop_price, # double: for TRAILLIMIT orders only
+
+                    # Financial advisors only - use an empty String if not applicable.
+                    :fa_group, :fa_profile, :fa_method, :fa_percentage,
+
+                    # Institutional orders only!
+                    :open_close, #      String: O=Open, C=Close
+                    :origin, #          0=Customer, 1=Firm
+                    :order_ref, #   String: The order reference. For institutional customers only.
+                    :short_sale_slot, # 1 - you hold the shares,
+                    #                   2 - they will be delivered from elsewhere.
+                    #                   Only for Action="SSHORT
+                    :designated_location, # String: set when slot==2 only
+                    :exempt_code, #         int
+
+                    #  Clearing info
+                    :account, #  String: The account. For institutional customers only.
+                    :settling_firm, #    String: Institutional only
+                    :clearing_account, # String: For IBExecution customers: Specifies the
+                    #                  true beneficiary of the order. This value is required
+                    #                  for FUT/FOP orders for reporting to the exchange.
+                    :clearing_intent, # For IBExecution customers: "", IB, Away,
+                    #                    and PTA (post trade allocation).
+
+                    # SMART routing only
+                    :discretionary_amount, # double: The amount off the limit price
+                    #                        allowed for discretionary orders.
+                    :etrade_only, #     bool: Trade with electronic quotes.
+                    :firm_quote_only, # bool: Trade with firm quotes.
+                    :nbbo_price_cap, #  double: Maximum Smart order distance from the NBBO.
+
+                    # BOX or VOL ORDERS ONLY
+                    :auction_strategy, # For BOX exchange only. Valid values:
+                    #      1=AUCTION_MATCH, 2=AUCTION_IMPROVEMENT, 3=AUCTION_TRANSPARENT
+                    :starting_price, #   double: Starting price. Valid on BOX orders only.
+                    :stock_ref_price, #  double: The stock reference price, used for VOL
+                    # orders to compute the limit price sent to an exchange (whether or not
+                    # Continuous Update is selected), and for price range monitoring.
+                    :delta, #            double: Stock delta. Valid on BOX orders only.
+
+                    # Pegged to stock or VOL orders. For price improvement option orders
+                    # on BOX and VOL orders with dynamic management:
+                    :stock_range_lower, #   double: The lower value for the acceptable
+                    #                               underlying stock price range.
+                    :stock_range_upper, #   double  The upper value for the acceptable
+                    #                               underlying stock price range.
+
+                    # VOLATILITY ORDERS ONLY:
+                    :volatility, #  double: What the price is, computed via TWSs Options
+                    #               Analytics. For VOL orders, the limit price sent to an
+                    #               exchange is not editable, as it is the output of a
+                    #               function. Volatility is expressed as a percentage.
+                    :volatility_type, # int: How the volatility is calculated: 1=daily, 2=annual
+                    :reference_price_type, # int: For dynamic management of volatility orders:
+                    #     - 1 = Average of National Best Bid or Ask,
+                    #     - 2 = National Best Bid when buying a call or selling a put;
+                    #           and National Best Ask when selling a call or buying a put.
+                    :delta_neutral_order_type, # String: Enter an order type to instruct TWS
+                    #    to submit a delta neutral trade on full or partial execution of the
+                    #    VOL order. For no hedge delta order to be sent, specify NONE.
+                    :delta_neutral_aux_price, #  double: Use this field to enter a value if
+                    #           the value in the deltaNeutralOrderType field is an order
+                    #           type that requires an Aux price, such as a REL order.
+                    :continuous_update, # int: Used for dynamic management of volatility
+                    # orders. Determines whether TWS is supposed to update the order price
+                    # as the underlying moves. If selected, the limit price sent to an
+                    # exchange is modified by TWS if the computed price of the option
+                    # changes enough to warrant doing so. This is very helpful in keeping
+                    # the limit price sent to the exchange up to date as the underlying price changes.
+
+                    # COMBO ORDERS ONLY
+                    :basis_points, #      double: EFP orders only
+                    :basis_points_type, # double: EFP orders only
+
+                    # SCALE ORDERS ONLY
+                    :scale_init_level_size, # int: Defines the size of the first, or initial,
+                    #                              order component.
+                    :scale_subs_level_size, # int: Defines the order size of the subsequent
+                    # scale order components. Used in conjunction with scaleInitLevelSize().
+                    :scale_price_increment, # double: Defines the price increment between
+                    # scale components. This field is required for Scale orders.
+
+                    # ALGO ORDERS ONLY
+                    :algo_strategy, # String
+                    :algo_params, # public Vector<TagValue> m_algoParams; ?!
+
+                    # WTF?!
+                    :what_if, #bool: Use to request pre-trade commissions and margin
+                    # information. If set to true, margin and commissions data is received
+                    # back via the OrderState() object for the openOrder() callback.
+                    :not_held #public boolean  m_notHeld; // Not Held
+
+      # Some Order properties (received back from IB)are separated into
+      # OrderState object. Here, they are lumped into Order proper: see OrderState.java
+      attr_accessor :status, # String: Displays the order status.
+                    :init_margin, # String: Shows the impact the order would have on your
+                    #                       initial margin.
+                    :maint_margin, # String: Shows the impact the order would have on your
+                    #                        maintenance margin.
+                    :equity_with_loan, # String: Shows the impact the order would have on
+                    #                            your equity with loan value.
+                    :commission, # double: Shows the commission amount on the order.
+                    :commission_currency, # String: Shows the currency of the commissio.
+
+                    #These fields define the possible range of the actual order commission:
+                    :min_commission,
+                    :max_commission,
+
+                    :warning_text # String: Displays a warning message if warranted.
+
+      def initialize opts = {}
+        # Assign defaults first!
+        @outside_rth = false
+        @open_close = "O"
+        @origin = Origin_Customer
+        @transmit = true
+        @designated_location = ''
+        @exempt_code = -1
+        @delta_neutral_order_type = ''
+        @what_if = false
+        @not_held = false
+
+        # TODO: Initialize with nil instead of Max_Value, or change
+        #       Order sending code in IB::Messages::Outgoing::PlaceOrder
+        #@min_quantity = Max_Value
+        #@percent_offset = Max_Value # -"-
+        #@nbbo_price_cap = Max_Value # -"-
+        #@starting_price = Max_Value # -"-
+        #@stock_ref_price = Max_Value # -"-
+        #@delta = Max_Value
+        #@stock_range_lower = Max_Value # -"-
+        #@stock_range_upper = Max_Value # -"-
+        #@volatility = Max_Value # -"-
+        #@volatility_type = Max_Value # -"-
+        #@delta_neutral_aux_price = Max_Value # -"-
+        #@reference_price_type = Max_Value # -"-
+        #@trail_stop_price = Max_Value # -"-
+        #@basis_points = Max_Value # -"-
+        #@basis_points_type = Max_Value # -"-
+        #@scale_init_level_size = Max_Value # -"-
+        #@scale_subs_level_size = Max_Value # -"-
+        #@scale_price_increment = Max_Value # -"-
+        #@reference_price_type = Max_Value # -"-
+        #@reference_price_type = Max_Value # -"-
+        #@reference_price_type = Max_Value # -"-
+        #@reference_price_type = Max_Value # -"-
+
+        super opts
+      end
+
+    end # class Order
+  end # module Models
+end # module IB

data/lib/ib-ruby/models.rb

@@ -0,0 +1,11 @@
+module IB
+  module Models
+  end
+  #Datatypes = Models # Legacy alias
+end
+
+require 'ib-ruby/models/order'
+require 'ib-ruby/models/contract'
+require 'ib-ruby/models/execution'
+require 'ib-ruby/models/bar'
+

data/lib/ib-ruby/socket.rb

@@ -0,0 +1,50 @@
+require 'socket'
+
+module IB
+  class IBSocket < TCPSocket
+
+    # send nice null terminated binary data
+    def send(data)
+      self.syswrite(data.to_s + EOL)
+    end
+
+    def read_string
+      str = self.gets(EOL).chop
+      #if str.nil?
+      #  p 'NIL! FReaking NILLLLLLLLLLLLLLLLLLLLLLLL!'
+      #  ''
+      #else
+      #  str.chop
+      #end
+    end
+
+    def read_int
+      self.read_string.to_i
+    end
+
+    def read_int_max
+      str = self.read_string
+      str.nil? || str.empty? ? nil : str.to_i
+    end
+
+    def read_boolean
+      self.read_string.to_i != 0
+    end
+
+    def read_decimal
+      # Floating-point numbers shouldn't be used to store money...
+      # ...but BigDecimals are too unwieldy to use in this case... maybe later
+      #  self.read_string.to_d
+      self.read_string.to_f
+    end
+
+    def read_decimal_max
+      str = self.read_string
+      # Floating-point numbers shouldn't be used to store money...
+      # ...but BigDecimals are too unwieldy to use in this case... maybe later
+      #  str.nil? || str.empty? ? nil : str.to_d
+      str.nil? || str.empty? ? nil : str.to_f
+    end
+  end # class IBSocket
+
+end # module IB

data/lib/ib-ruby/symbols/forex.rb

@@ -1,109 +1,69 @@
-#
-# 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
-#
 
-#
 # Note that the :description field is particular to ib-ruby, and is NOT part of the standard TWS API.
 # It is never transmitted to IB. It's purely used clientside, and you can store any arbitrary string that
 # you may find useful there.
-#
-
 module IB
   module Symbols
     Forex = {
-      :audusd => Datatypes::Contract.new({
-                                           :symbol => "AUD",
+        :audusd => Models::Contract.new(:symbol => "AUD",
                                            :exchange => "IDEALPRO",
                                            :currency => "USD",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "AUDUSD"
-                                         }),
-      :gbpusd => Datatypes::Contract.new({
-                                           :symbol => "GBP",
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "AUDUSD"),
+
+        :gbpusd => Models::Contract.new(:symbol => "GBP",
                                            :exchange => "IDEALPRO",
                                            :currency => "USD",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "GBPUSD"
-                                         }),
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "GBPUSD"),
 
-      :euraud => Datatypes::Contract.new({
-                                           :symbol => "EUR",
+        :euraud => Models::Contract.new(:symbol => "EUR",
                                            :exchange => "IDEALPRO",
                                            :currency => "AUD",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "EURAUD"
-                                         }),
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "EURAUD"),
 
-      :eurgbp => Datatypes::Contract.new({
-                                           :symbol => "EUR",
+        :eurgbp => Models::Contract.new(:symbol => "EUR",
                                            :exchange => "IDEALPRO",
                                            :currency => "GBP",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "EURGBP"
-                                         }),
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "EURGBP"),
 
-      :eurjpy => Datatypes::Contract.new({
-                                           :symbol => "EUR",
+        :eurjpy => Models::Contract.new(:symbol => "EUR",
                                            :exchange => "IDEALPRO",
                                            :currency => "JPY",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "EURJPY"
-                                         }),
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "EURJPY"),
 
-      :eurusd => Datatypes::Contract.new({
-                                           :symbol => "EUR",
+        :eurusd => Models::Contract.new(:symbol => "EUR",
                                            :exchange => "IDEALPRO",
                                            :currency => "USD",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "EURUSD"
-                                         }),
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "EURUSD"),
 
-      :eurcad => Datatypes::Contract.new({
-                                           :symbol => "EUR",
+        :eurcad => Models::Contract.new(:symbol => "EUR",
                                            :exchange => "IDEALPRO",
                                            :currency => "CAD",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "EURCAD"
-                                         }),
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "EURCAD"),
 
-      :usdchf => Datatypes::Contract.new({
-                                           :symbol => "USD",
+        :usdchf => Models::Contract.new(:symbol => "USD",
                                            :exchange => "IDEALPRO",
                                            :currency => "CHF",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "USDCHF"
-                                         }),
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "USDCHF"),
 
-      :usdcad => Datatypes::Contract.new({
-                                           :symbol => "USD",
+        :usdcad => Models::Contract.new(:symbol => "USD",
                                            :exchange => "IDEALPRO",
                                            :currency => "CAD",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "USDCAD"
-                                         }),
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "USDCAD"),
 
-      :usdjpy => Datatypes::Contract.new({
-                                           :symbol => "USD",
+        :usdjpy => Models::Contract.new(:symbol => "USD",
                                            :exchange => "IDEALPRO",
                                            :currency => "JPY",
-                                           :sec_type => Datatypes::Contract::SECURITY_TYPES[:forex],
-                                           :description => "USDJPY"
-                                         })
-     } 
+                                           :sec_type => Models::Contract::SECURITY_TYPES[:forex],
+                                           :description => "USDJPY")
+    }
   end # Contracts
 end

data/lib/ib-ruby/symbols/futures.rb

@@ -1,23 +1,3 @@
-#
-# 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
-#
-
-
 # The Futures constant is currently for testing purposes. It guesses the front month
 # currency future using a crude algorithm that does not take into account expiry/rollover day.
 # This will be valid most of the time, but near/after expiry day the next quarter's contract
@@ -41,7 +21,7 @@ module IB
 
 
     def self.next_quarter_month(time)
-      sprintf("%02d", [3, 6, 9, 12].find{|month| month >= time.month })
+      sprintf("%02d", [3, 6, 9, 12].find { |month| month >= time.month })
     end
 
     def self.next_quarter_year(time)
@@ -56,54 +36,53 @@ module IB
       "#{ self.next_quarter_year(time) }#{ self.next_quarter_month(time) }"
     end
 
-    Futures =
-     {
-      :es => Datatypes::Contract.new({
-                                       :symbol => "ES",
-                                       :expiry => self.next_expiry(Time.now),
-                                       :exchange => "GLOBEX",
-                                       :currency => "USD",
-                                       :sec_type => Datatypes::Contract::SECURITY_TYPES[:future],
-                                       :multiplier => 50,
-                                       :description => "E-Mini S&P 500"
-                                     }),
+    Futures ={
+        :ym => Models::Contract.new(:symbol => "YM",
+                                    :expiry => self.next_expiry(Time.now),
+                                    :exchange => "ECBOT",
+                                    :currency => "USD",
+                                    :sec_type => Models::Contract::SECURITY_TYPES[:future],
+                                    :description => "Mini Dow Jones Industrial"),
+
+        :es => Models::Contract.new(:symbol => "ES",
+                                    :expiry => self.next_expiry(Time.now),
+                                    :exchange => "GLOBEX",
+                                    :currency => "USD",
+                                    :sec_type => Models::Contract::SECURITY_TYPES[:future],
+                                    :multiplier => 50,
+                                    :description => "E-Mini S&P 500"),
+
+        :gbp => Models::Contract.new(:symbol => "GBP",
+                                     :expiry => self.next_expiry(Time.now),
+                                     :exchange => "GLOBEX",
+                                     :currency => "USD",
+                                     :sec_type => Models::Contract::SECURITY_TYPES[:future],
+                                     :multiplier => 62500,
+                                     :description => "British Pounds"),
+
+        :eur => Models::Contract.new(:symbol => "EUR",
+                                     :expiry => self.next_expiry(Time.now),
+                                     :exchange => "GLOBEX",
+                                     :currency => "USD",
+                                     :sec_type => Models::Contract::SECURITY_TYPES[:future],
+                                     :multiplier => 12500,
+                                     :description => "Euro FX"),
+
+        :jpy => Models::Contract.new(:symbol => "JPY",
+                                     :expiry => self.next_expiry(Time.now),
+                                     :exchange => "GLOBEX",
+                                     :currency => "USD",
+                                     :sec_type => Models::Contract::SECURITY_TYPES[:future],
+                                     :multiplier => 12500000,
+                                     :description => "Japanese Yen"),
 
-      :gbp => Datatypes::Contract.new({
-                                       :symbol => "GBP",
-                                       :expiry => self.next_expiry(Time.now),
-                                       :exchange => "GLOBEX",
-                                       :currency => "USD",
-                                       :sec_type => Datatypes::Contract::SECURITY_TYPES[:future],
-                                       :multiplier => 62500,
-                                       :description => "British Pounds"
-                                     }),
-      :eur => Datatypes::Contract.new({
-                                       :symbol => "EUR",
-                                       :expiry => self.next_expiry(Time.now),
-                                       :exchange => "GLOBEX",
-                                       :currency => "USD",
-                                       :sec_type => Datatypes::Contract::SECURITY_TYPES[:future],
-                                       :multiplier => 12500,
-                                       :description => "Euro FX"
-                                     }),
-      :jpy => Datatypes::Contract.new({
-                                       :symbol => "JPY",
-                                       :expiry => self.next_expiry(Time.now),
-                                       :exchange => "GLOBEX",
-                                       :currency => "USD",
-                                       :sec_type => Datatypes::Contract::SECURITY_TYPES[:future],
-                                       :multiplier => 12500000,
-                                       :description => "Japanese Yen"
-                                     }),
-      :hsi => Datatypes::Contract.new({
-                                       :symbol => "HSI",
-                                       :expiry => self.next_expiry(Time.now),
-                                       :exchange => "HKFE",
-                                       :currency => "HKD",
-                                       :sec_type => Datatypes::Contract::SECURITY_TYPES[:future],
-                                       :multiplier => 50,
-                                       :description => "Hang Seng Index"
-                                     })
+        :hsi => Models::Contract.new(:symbol => "HSI",
+                                     :expiry => self.next_expiry(Time.now),
+                                     :exchange => "HKFE",
+                                     :currency => "HKD",
+                                     :sec_type => Models::Contract::SECURITY_TYPES[:future],
+                                     :multiplier => 50,
+                                     :description => "Hang Seng Index")
     }
   end
 end

data/lib/ib-ruby/symbols/options.rb

@@ -0,0 +1,30 @@
+# Stock contracts definitions
+#
+# Note that the :description field is particular to ib-ruby, and is NOT part of the
+# standard TWS API. It is never transmitted to IB. It's purely used clientside, and
+# you can store any arbitrary string that you may find useful there.
+
+module IB
+  module Symbols
+
+    Options =
+        {:wfc20 => Models::Contract.new(:symbol => "WFC",
+                                        :exchange => "SMART",
+                                        #:currency => "USD",
+                                        :expiry => "201110",
+                                        :right => "CALL",
+                                        :strike => 20.0,
+                                        :sec_type => Models::Contract::SECURITY_TYPES[:option],
+                                        :description => "Wells Fargo 20 Call 2011-10"),
+         :z50 => Models::Contract.new(:symbol => "Z",
+                                      :exchange => "LIFFE",
+                                      #:currency => "USD",
+                                      :expiry => "201110",
+                                      :right => "CALL",
+                                      :strike => 50.0,
+                                      :sec_type => Models::Contract::SECURITY_TYPES[:option],
+                                      :description => " FTSE-100 index 50 Call 2011-10"),
+
+        }
+  end
+end

data/lib/ib-ruby/symbols/stocks.rb

@@ -0,0 +1,23 @@
+# Stock contracts definitions
+#
+# Note that the :description field is particular to ib-ruby, and is NOT part of the
+# standard TWS API. It is never transmitted to IB. It's purely used clientside, and
+# you can store any arbitrary string that you may find useful there.
+
+module IB
+  module Symbols
+
+    Stocks =
+        {:wfc => Models::Contract.new(:symbol => "WFC",
+                                      :exchange => "NYSE",
+                                      :currency => "USD",
+                                      :sec_type => Models::Contract::SECURITY_TYPES[:stock],
+                                      :description => "Wells Fargo"),
+        :wrong => Models::Contract.new(:symbol => "QEEUUE",
+                                      :exchange => "NYSE",
+                                      :currency => "USD",
+                                      :sec_type => Models::Contract::SECURITY_TYPES[:stock],
+                                      :description => "Inexistent stock"),
+        }
+  end
+end