ib-ruby 0.5.0 → 0.5.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data/HISTORY +8 -0
- data/README.rdoc +6 -6
- data/VERSION +1 -1
- data/bin/contract_details +3 -3
- data/bin/depth_of_market +6 -3
- data/bin/historic_data +8 -8
- data/bin/historic_data_cli +23 -46
- data/bin/market_data +2 -7
- data/bin/time_and_sales +1 -2
- data/lib/ib-ruby/connection.rb +59 -38
- data/lib/ib-ruby/messages/incoming.rb +34 -18
- data/lib/ib-ruby/messages/outgoing.rb +83 -133
- data/lib/ib-ruby/models/contract.rb +17 -18
- data/lib/ib-ruby/models/order.rb +69 -1
- data/lib/ib-ruby/socket.rb +1 -1
- data/lib/ib-ruby/symbols/options.rb +4 -4
- data/spec/ib-ruby/connection_spec.rb +60 -33
- data/spec/ib-ruby/models/contract_spec.rb +2 -2
- metadata +101 -101
data/lib/ib-ruby/models/order.rb
CHANGED
@@ -258,7 +258,75 @@ module IB
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super opts
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end
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-
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+
# This returns an Array of data from the given order,
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# mixed with data from associated contract. Ugly mix, indeed.
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def serialize_with contract
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[contract.serialize_long(:sec_id),
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action, # main order fields
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total_quantity,
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order_type,
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limit_price,
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aux_price,
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tif, # xtended order fields
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oca_group,
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account,
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open_close,
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origin,
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order_ref,
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transmit,
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parent_id,
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block_order,
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sweep_to_fill,
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display_size,
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trigger_method,
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outside_rth, # was: ignore_rth
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hidden,
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contract.serialize_combo_legs(:long),
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'', # deprecated shares_allocation field
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discretionary_amount,
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good_after_time,
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good_till_date,
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fa_group,
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fa_method,
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fa_percentage,
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fa_profile,
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short_sale_slot, # 0 only for retail, 1 or 2 for institution (Institutional)
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designated_location, # only populate when short_sale_slot == 2 (Institutional)
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oca_type,
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rule_80a,
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settling_firm,
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all_or_none,
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min_quantity || EOL,
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percent_offset || EOL,
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etrade_only,
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firm_quote_only,
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nbbo_price_cap || EOL,
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auction_strategy || EOL,
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starting_price || EOL,
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stock_ref_price || EOL,
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delta || EOL,
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stock_range_lower || EOL,
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stock_range_upper || EOL,
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override_percentage_constraints,
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volatility || EOL, # Volatility orders
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volatility_type || EOL, # Volatility orders
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delta_neutral_order_type, # Volatility orders
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delta_neutral_aux_price || EOL, # Volatility orders
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continuous_update, # Volatility orders
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reference_price_type || EOL, # Volatility orders
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trail_stop_price || EOL, # TRAIL_STOP_LIMIT stop price
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scale_init_level_size || EOL, # Scale Orders
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scale_subs_level_size || EOL, # Scale Orders
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scale_price_increment || EOL, # Scale Orders
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clearing_account,
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clearing_intent,
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not_held,
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contract.serialize_under_comp,
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serialize_algo,
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what_if]
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end
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def serialize_algo
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if algo_strategy.empty? || algo_strategy.nil?
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['']
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else
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data/lib/ib-ruby/socket.rb
CHANGED
@@ -10,18 +10,18 @@ module IB
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Options =
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{:wfc20 => Models::Contract.new(:symbol => "WFC",
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:exchange => "SMART",
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-
:expiry => "
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+
:expiry => "201112",
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:right => "CALL",
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:strike => 20.0,
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:sec_type => SECURITY_TYPES[:option],
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-
:description => "Wells Fargo 20 Call 2011-
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+
:description => "Wells Fargo 20 Call 2011-12"),
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:z50 => Models::Contract.new(:symbol => "Z",
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:exchange => "LIFFE",
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-
:expiry => "
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+
:expiry => "201112",
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:right => "CALL",
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:strike => 50.0,
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:sec_type => SECURITY_TYPES[:option],
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:description => " FTSE-100 index 50 Call 2011-
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:description => " FTSE-100 index 50 Call 2011-12"),
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}
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end
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@@ -2,56 +2,83 @@ require File.join(File.dirname(__FILE__), %w[.. spec_helper])
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describe IB::Connection do
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context
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-
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-
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context 'when connected to IB Gateway', :connected => true do
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# THIS depends on TWS|Gateway connectivity
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before(:all) { @ib = IB::Connection.new }
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after(:all) { @ib.close if @ib }
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context 'instantiation with default options' do
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subject { @ib }
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it { should_not be_nil }
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it { should be_connected }
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its (:server) {should be_a Hash}
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its (:
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its (:server) {should have_key :reader}
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its (:subscribers) {should have_at_least(1).item} # :NextValidID and empty Hashes
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its (:next_order_id) {should be_a Fixnum} # Not before :NextValidID arrives
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end
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-
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-
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describe '#send_message', 'sending messages' do
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it 'allows 3 signatures representing IB::Messages::Outgoing' do
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expect {
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@ib.send_message :RequestOpenOrders, :subscribe => true
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}.to_not raise_error
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expect {
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@ib.send_message IB::Messages::Outgoing::RequestOpenOrders, :subscribe => true
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}.to_not raise_error
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expect {
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@ib.send_message IB::Messages::Outgoing::RequestOpenOrders.new(:subscribe => true)
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}.to_not raise_error
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end
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it 'has legacy #dispatch alias' do
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expect { @ib.dispatch :RequestOpenOrders, :subscribe => true
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}.to_not raise_error
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end
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end
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-
end # instantiation
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-
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-
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context "subscriptions" do
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it '#subscribe, adds (multiple) subscribers' do
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@subscriber_id = @ib.subscribe(IB::Messages::Incoming::Alert, :AccountValue) do
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puts "oooooooooo"
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end
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@subscriber_id.should be_a Fixnum
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50
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-
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-
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-
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@ib.subscribers.should have_key(IB::Messages::Incoming::Alert)
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@ib.subscribers.should have_key(IB::Messages::Incoming::AccountValue)
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@ib.subscribers[IB::Messages::Incoming::Alert].should have_key(@subscriber_id)
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@ib.subscribers[IB::Messages::Incoming::AccountValue].should have_key(@subscriber_id)
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@ib.subscribers[IB::Messages::Incoming::Alert][@subscriber_id].should be_a Proc
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@ib.subscribers[IB::Messages::Incoming::AccountValue][@subscriber_id].should be_a Proc
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end
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-
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it '#unsubscribe, removes all subscribers at this id' do
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@ib.unsubscribe(@subscriber_id)
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-
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@ib.subscribers[IB::Messages::Incoming::AccountValue].should have_key(@subscriber_id)
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@ib.subscribers[IB::Messages::Incoming::Alert][@subscriber_id].should be_a Proc
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@ib.subscribers[IB::Messages::Incoming::AccountValue][@subscriber_id].should be_a Proc
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end
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@ib.subscribers[IB::Messages::Incoming::Alert].should_not have_key(@subscriber_id)
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@ib.subscribers[IB::Messages::Incoming::AccountValue].should_not have_key(@subscriber_id)
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end
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-
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-
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end # subscriptions
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end # connected
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-
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-
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-
end
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context 'not connected to IB Gateway' do
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before(:all) { @ib = IB::Connection.new :connect => false, :reader => false }
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-
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context 'instantiation passing :connect => false' do
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subject { @ib }
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it { should_not be_nil }
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it { should_not be_connected }
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its (:server) {should be_a Hash}
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its (:server) {should_not have_key :reader}
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its (:subscribers) {should be_empty}
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its (:next_order_id) {should be_nil}
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end
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end # not connected
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end # describe IB::Connection
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@@ -194,12 +194,12 @@ describe IB::Models::Contract do
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subject { stock = IB::Models::Contract.new properties }
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it "serializes long" do
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-
subject.
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subject.serialize_long.should ==
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["TEST", IB::SECURITY_TYPES[:stock], "200609", 1234, "PUT", 123, "SMART", nil, "USD", "baz"]
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end
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it "serializes short" do
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subject.
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subject.serialize_short.should ==
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["TEST", IB::SECURITY_TYPES[:stock], "200609", 1234, "PUT", 123, "SMART", "USD", "baz"]
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end
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end #serialization
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metadata
CHANGED
@@ -2,139 +2,139 @@
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name: ib-ruby
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version: !ruby/object:Gem::Version
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prerelease:
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-
version: 0.5.
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version: 0.5.2
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platform: ruby
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authors:
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-
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- arvicco
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autorequire:
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bindir: bin
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cert_chain: []
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-
date: 2011-
|
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date: 2011-12-12 00:00:00 -08:00
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default_executable:
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dependencies:
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-
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-
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- !ruby/object:Gem::Dependency
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name: bundler
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prerelease: false
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requirement: &id001 !ruby/object:Gem::Requirement
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none: false
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requirements:
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- - ">="
|
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- !ruby/object:Gem::Version
|
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version: 1.0.13
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type: :runtime
|
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version_requirements: *id001
|
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- !ruby/object:Gem::Dependency
|
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name: rspec
|
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prerelease: false
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requirement: &id002 !ruby/object:Gem::Requirement
|
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none: false
|
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requirements:
|
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+
- - ">="
|
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- !ruby/object:Gem::Version
|
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version: 2.5.0
|
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type: :development
|
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version_requirements: *id002
|
38
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description: Ruby Implementation of the Interactive Broker' TWS API
|
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email: arvitallian@gmail.com
|
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executables:
|
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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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-
|
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-
|
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+
- account_info
|
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+
- contract_details
|
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+
- depth_of_market
|
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+
- historic_data
|
45
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+
- historic_data_cli
|
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+
- market_data
|
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- option_data
|
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- template
|
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- time_and_sales
|
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extensions: []
|
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|
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extra_rdoc_files:
|
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-
|
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-
|
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-
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+
- LICENSE
|
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- HISTORY
|
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- README.rdoc
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files:
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-
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-
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-
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-
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- bin/account_info
|
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- bin/contract_details
|
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- bin/depth_of_market
|
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- bin/historic_data
|
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- bin/historic_data_cli
|
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- bin/market_data
|
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- bin/option_data
|
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- bin/template
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- bin/time_and_sales
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- lib/ib-ruby/connection.rb
|
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- lib/ib-ruby/constants.rb
|
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+
- lib/ib-ruby/messages/incoming.rb
|
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- lib/ib-ruby/messages/outgoing.rb
|
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- lib/ib-ruby/messages.rb
|
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+
- lib/ib-ruby/models/bar.rb
|
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- lib/ib-ruby/models/contract.rb
|
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+
- lib/ib-ruby/models/execution.rb
|
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+
- lib/ib-ruby/models/model.rb
|
75
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+
- lib/ib-ruby/models/order.rb
|
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+
- lib/ib-ruby/models.rb
|
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+
- lib/ib-ruby/socket.rb
|
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+
- lib/ib-ruby/symbols/forex.rb
|
79
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+
- lib/ib-ruby/symbols/futures.rb
|
80
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+
- lib/ib-ruby/symbols/options.rb
|
81
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+
- lib/ib-ruby/symbols/stocks.rb
|
82
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+
- lib/ib-ruby/symbols.rb
|
83
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+
- lib/ib-ruby.rb
|
84
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+
- lib/version.rb
|
85
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+
- spec/ib-ruby/connection_spec.rb
|
86
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+
- spec/ib-ruby/models/contract_spec.rb
|
87
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+
- spec/ib-ruby/models/order_spec.rb
|
88
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+
- spec/ib-ruby_spec.rb
|
89
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+
- spec/spec_helper.rb
|
90
|
+
- tasks/common.rake
|
91
|
+
- tasks/doc.rake
|
92
|
+
- tasks/gem.rake
|
93
|
+
- tasks/git.rake
|
94
|
+
- tasks/spec.rake
|
95
|
+
- tasks/version.rake
|
96
|
+
- Rakefile
|
97
|
+
- README.rdoc
|
98
|
+
- LICENSE
|
99
|
+
- VERSION
|
100
|
+
- HISTORY
|
101
|
+
- .gitignore
|
102
102
|
has_rdoc: true
|
103
103
|
homepage: http://github.com/arvicco/ib-ruby
|
104
104
|
licenses: []
|
105
105
|
|
106
106
|
post_install_message:
|
107
107
|
rdoc_options:
|
108
|
-
|
109
|
-
|
110
|
-
|
111
|
-
|
112
|
-
|
113
|
-
|
108
|
+
- --charset
|
109
|
+
- UTF-8
|
110
|
+
- --main
|
111
|
+
- README.rdoc
|
112
|
+
- --title
|
113
|
+
- mix
|
114
114
|
require_paths:
|
115
|
-
|
115
|
+
- lib
|
116
116
|
required_ruby_version: !ruby/object:Gem::Requirement
|
117
117
|
none: false
|
118
118
|
requirements:
|
119
|
-
|
120
|
-
|
121
|
-
|
119
|
+
- - ">="
|
120
|
+
- !ruby/object:Gem::Version
|
121
|
+
version: "0"
|
122
122
|
required_rubygems_version: !ruby/object:Gem::Requirement
|
123
123
|
none: false
|
124
124
|
requirements:
|
125
|
-
|
126
|
-
|
127
|
-
|
125
|
+
- - ">="
|
126
|
+
- !ruby/object:Gem::Version
|
127
|
+
version: "0"
|
128
128
|
requirements: []
|
129
129
|
|
130
130
|
rubyforge_project:
|
131
|
-
rubygems_version: 1.
|
131
|
+
rubygems_version: 1.6.2
|
132
132
|
signing_key:
|
133
133
|
specification_version: 3
|
134
134
|
summary: Ruby Implementation of the Interactive Broker' TWS API
|
135
135
|
test_files:
|
136
|
-
|
137
|
-
|
138
|
-
|
139
|
-
|
140
|
-
|
136
|
+
- spec/ib-ruby/connection_spec.rb
|
137
|
+
- spec/ib-ruby/models/contract_spec.rb
|
138
|
+
- spec/ib-ruby/models/order_spec.rb
|
139
|
+
- spec/ib-ruby_spec.rb
|
140
|
+
- spec/spec_helper.rb
|