ib-ruby 0.5.13 → 0.5.14

data/HISTORY

@@ -97,3 +97,7 @@
 == 0.5.13 / 2012-01-03
 
 * Critical bug in Connection#place_order fixed
+
+== 0.5.14 / 2012-01-28
+
+* Bump after Rebundling

data/VERSION

@@ -1 +1 @@
-0.5.13
+0.5.14

data/bin/historic_data

@@ -10,9 +10,6 @@ require 'rubygems'
 require 'bundler/setup'
 require 'ib-ruby'
 
-### Configurable Options
-QUIET = false # if Quiet == false, status data will be printed to STDERR
-
 # Definition of what we want 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.
@@ -34,14 +31,13 @@ ib.subscribe(:Alert) { |msg| puts msg.to_human }
 # Note that we have to look the ticker id of each incoming message
 # up in local memory to figure out what it's for.
 ib.subscribe(IB::Messages::Incoming::HistoricalData) do |msg|
-  STDERR.puts @market[msg.data[:id]].description + ": " +
-                  msg.data[:count].to_s + " items:" unless QUIET
+  puts @market[msg.data[:id]].description + ": " +
+                  msg.data[:count].to_s + " items:"
 
   msg.data[:results].each do |datum|
-    @last_msg_time = Time.now.to_i
-
-    STDERR.puts "  " + datum.to_s unless QUIET
+    puts "  " + datum.to_s
   end
+  @last_msg_time = Time.now.to_i
 end
 
 # Now we actually request historical data for the symbols we're interested in. TWS will

data/lib/ib-ruby/connection.rb

@@ -129,7 +129,7 @@ module IB
       subscriber_id
     end
 
-    # Remove all subscribers with specific subscriber id
+    # Remove all subscribers with specific subscriber id (TODO: multiple ids)
     def unsubscribe(subscriber_id)
 
       subscribers.each do |message_class, message_subscribers|

data/lib/ib-ruby/constants.rb

@@ -14,7 +14,21 @@ module IB
                '15 mins', '30 mins', '1 hour', '1 day']
 
   # Enumeration of data types
-  DATA_TYPES = [:trades, :midpoint, :bid, :ask]
+  DATA_TYPES = [:trades,
+                :midpoint,
+                :bid,
+                :ask
+  #Determines the nature of data being extracted. Valid values:
+  # � TRADES
+  #� MIDPOINT
+  #� BID
+  #� ASK
+  #� BID_ASK
+  #� HISTORICAL_VOLATILITY
+  #� OPTION_IMPLIED_VOLATILITY
+  #� OPTION_VOLUME
+  #� OPTION_OPEN_INTEREST
+  ]
 
   # Valid security types (sec_type attribute of IB::Contract)
   SECURITY_TYPES = {:stock => "STK",
@@ -79,7 +93,7 @@ module IB
       48 => :rt_volume, #               tickGeneric()
       49 => :halted, #           see Note 2 below.
       50 => :bid_yield, #               tickPrice() See Note 3 below
-      51 => :asky_ield, #               tickPrice() See Note 3 below
+      51 => :ask_yield, #               tickPrice() See Note 3 below
       52 => :last_yield, #              tickPrice() See Note 3 below
       53 => :cust_option_computation, # tickOptionComputation()
       54 => :trade_count, #             tickGeneric()

data/lib/ib-ruby/logger.rb

@@ -1,12 +1,16 @@
 require "logger"
 
-# Hack in log method into Object
-def log
-  @@log ||= Logger.new(STDOUT).tap do |log|
-    log.formatter = proc do |level, time, prog, msg|
-      "#{time.strftime('%m-%d %H:%M:%S.%3N')}-#{level[0]}: #{msg}\n"
+# Add universally accessible log method/accessor into Object
+def log *args
+  @@logger ||= Logger.new(STDOUT).tap do |logger|
+    logger.formatter = proc do |level, time, prog, msg|
+      "#{time.strftime('%H:%M:%S.%3N')} #{msg}\n"
     end
-    log.level = Logger::WARN
+    logger.level = Logger::INFO
+  end
+
+  @@logger.tap do |logger|
+    logger.fatal *args unless args.empty?
   end
 end
 
@@ -20,3 +24,4 @@ end
 
 
 
+

data/lib/ib-ruby/messages/incoming.rb

@@ -551,8 +551,8 @@ module IB
                    [:market_price, :decimal],
                    [:market_value, :decimal],
                    [:average_cost, :decimal],
-                   [:unrealized_pnl, :decimal],
-                   [:realized_pnl, :decimal],
+                   [:unrealized_pnl, :decimal], # TODO: Check for Double.MAX_VALUE
+                   [:realized_pnl, :decimal],   # TODO: Check for Double.MAX_VALUE
                    [:account_name, :string]
         end
 

data/lib/ib-ruby/messages/outgoing.rb

@@ -209,7 +209,7 @@ module IB
 
       # @data={:id => int: ticker_id - Must be a unique value. When the market data
       #                                returns, it will be identified by this tag,
-      #      :contract => Datatypes::Contract, requested contract.
+      #      :contract => Models::Contract, requested contract.
       #      :tick_list => String: comma delimited list of requested tick groups:
       #        Group ID - Description - Requested Tick Types
       #        100 - Option Volume (currently for stocks) - 29, 30
@@ -277,7 +277,18 @@ module IB
       #                             '30 min'
       #                             '1 hour'
       #                             '1 day'
-      #          :what_to_show => Symbol: one of :trades, :midpoint, :bid, or :ask -
+      #          :what_to_show => Symbol:
+      # Determines the nature of data being extracted. Valid values:
+      #one of :trades, :midpoint, :bid, or :ask -
+      #    � TRADES
+      #� MIDPOINT
+      #� BID
+      #� ASK
+      #� BID_ASK
+      #� HISTORICAL_VOLATILITY
+      #� OPTION_IMPLIED_VOLATILITY
+      #� OPTION_VOLUME
+      #� OPTION_OPEN_INTEREST
       #                           converts to "TRADES," "MIDPOINT," "BID," or "ASK."
       #          :use_rth => int: 0 - all data available during the time span requested
       #                     is returned, even data bars covering time intervals where the

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

@@ -50,22 +50,67 @@ module IB
                     :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
+                    :action, #    String: Identifies the side: 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 Risk:
+                    #          MTL          Market-to-Limit
+                    #          MKT PRT      Market with Protection
+                    #          QUOTE        Request for Quote
+                    #          STP          Stop
+                    #          STP LMT      Stop Limit
+                    #          TRAIL        Trailing Stop
+                    #          TRAIL LIMIT  Trailing Stop Limit
+                    #          TRAIL LIT    Trailing Limit if Touched
+                    #          TRAIL MIT    Trailing Market If Touched
+                    #     Speed of Execution:
+                    #          MKT          Market
+                    #          MIT          Market-if-Touched
+                    #          MOC          Market-on-Close    MKTCLSL ?
+                    #          MOO          Market-on-Open
+                    #          PEG MKT      Pegged-to-Market
+                    #          REL          Relative
+                    #     Price Improvement:
+                    #          BOX TOP      Box Top
+                    #          LOC          Limit-on-Close       LMTCLS ?
+                    #          LOO          Limit-on-Open
+                    #          LIT          Limit if Touched
+                    #          PEG MID      Pegged-to-Midpoint
+                    #          VWAP         VWAP-Guaranteed
+                    #     Advanced Trading:
+                    #          OCA          One-Cancels-All
+                    #          VOL          Volatility
+                    #          SCALE        Scale
+                    #     Other (no abbreviation):
+                    #          Bracket
+                    #          At Auction
+                    #          Discretionary
+                    #          Sweep-to-Fill
+                    #          Price Improvement Auction
+                    #          Block
+                    #          Hidden
+                    #          Iceberg/Reserve
+                    #          All-or-None
+                    #          Fill-or-Kill
+
                     :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
+                    :tif, #         String: Time to Market:
+                    #          DAY
+                    #          GAT          Good-after-Time/Date
+                    #          GTD          Good-till-Date/Time
+                    #          GTC          Good-till-Canceled
+                    #          IOC          Immediate-or-Cancel
                     :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:
@@ -249,6 +294,21 @@ module IB
 
                     :warning_text # String: Displays a warning message if warranted.
 
+      # IB uses weird String with Java Double.MAX_VALUE to indicate no value here
+      def init_margin= val
+        @init_margin = val == "1.7976931348623157E308" ? nil : val
+      end
+
+      # IB uses weird String with Java Double.MAX_VALUE to indicate no value here
+      def maint_margin= val
+        @maint_margin = val == "1.7976931348623157E308" ? nil : val
+      end
+
+      # IB uses weird String with Java Double.MAX_VALUE to indicate no value here
+      def equity_with_loan= val
+        @equity_with_loan = val == "1.7976931348623157E308" ? nil : val
+      end
+
       def initialize opts = {}
         # Assign defaults first!
         @outside_rth = false
@@ -377,8 +437,8 @@ module IB
       end
 
       def to_human
-        "<Order: #{@status} #{@order_type} #{@action} #{@total_quantity} @ #{@limit_price}" +
-            " #{@tif} id/perm: #{@id}/#{@perm_id}>"
+        "<Order: #{order_type} #{tif} #{action} #{total_quantity} #{status} #{limit_price}" +
+            " id: #{id}/#{perm_id} from: #{client_id}/#{account}>"
       end
     end # class Order
   end # module Models

metadata

@@ -2,116 +2,125 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.5.13
+  version: 0.5.14
 platform: ruby
 authors: 
-- Paul Legato
-- arvicco
+  - Paul Legato
+  - arvicco
 autorequire: 
 bindir: bin
 cert_chain: []
 
-date: 2012-01-03 00:00:00 +03:00
-default_executable: 
+date: 2012-01-28 00:00:00 Z
 dependencies: 
-- !ruby/object:Gem::Dependency 
-  name: bundler
-  prerelease: false
-  requirement: &id001 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
-    - - ">="
-      - !ruby/object:Gem::Version 
-        version: 1.0.13
-  type: :runtime
-  version_requirements: *id001
-- !ruby/object:Gem::Dependency 
-  name: rspec
-  prerelease: false
-  requirement: &id002 !ruby/object:Gem::Requirement 
-    none: false
-    requirements: 
-    - - ">="
-      - !ruby/object:Gem::Version 
-        version: 2.5.0
-  type: :development
-  version_requirements: *id002
+  - !ruby/object:Gem::Dependency 
+    name: bundler
+    prerelease: false
+    requirement: &id001 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ">="
+          - !ruby/object:Gem::Version 
+            version: 1.0.20
+    type: :runtime
+    version_requirements: *id001
+  - !ruby/object:Gem::Dependency 
+    name: rspec
+    prerelease: false
+    requirement: &id002 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ">="
+          - !ruby/object:Gem::Version 
+            version: 2.5.0
+    type: :development
+    version_requirements: *id002
+  - !ruby/object:Gem::Dependency 
+    name: my_scripts
+    prerelease: false
+    requirement: &id003 !ruby/object:Gem::Requirement 
+      none: false
+      requirements: 
+        - - ">="
+          - !ruby/object:Gem::Version 
+            version: "0"
+    type: :development
+    version_requirements: *id003
 description: Ruby Implementation of the Interactive Brokers TWS API
 email: 
-- pjlegato@gmail.com
-- arvitallian@gmail.com
+  - pjlegato@gmail.com
+  - arvitallian@gmail.com
 executables: 
-- account_info
-- contract_details
-- depth_of_market
-- global_cancel
-- historic_data
-- historic_data_cli
-- list_orders
-- market_data
-- option_data
-- place_order
-- template
-- time_and_sales
+  - account_info
+  - contract_details
+  - depth_of_market
+  - global_cancel
+  - historic_data
+  - historic_data_cli
+  - list_orders
+  - market_data
+  - option_data
+  - place_order
+  - template
+  - time_and_sales
 extensions: []
 
 extra_rdoc_files: []
 
 files: 
-- bin/account_info
-- bin/contract_details
-- bin/depth_of_market
-- bin/global_cancel
-- bin/historic_data
-- bin/historic_data_cli
-- bin/list_orders
-- bin/market_data
-- bin/option_data
-- bin/place_order
-- bin/template
-- bin/time_and_sales
-- lib/ib-ruby/connection.rb
-- lib/ib-ruby/constants.rb
-- lib/ib-ruby/logger.rb
-- lib/ib-ruby/messages/incoming.rb
-- lib/ib-ruby/messages/outgoing.rb
-- lib/ib-ruby/messages.rb
-- lib/ib-ruby/models/bar.rb
-- lib/ib-ruby/models/combo_leg.rb
-- lib/ib-ruby/models/contract/bag.rb
-- lib/ib-ruby/models/contract/option.rb
-- lib/ib-ruby/models/contract.rb
-- lib/ib-ruby/models/execution.rb
-- lib/ib-ruby/models/model.rb
-- lib/ib-ruby/models/order.rb
-- lib/ib-ruby/models.rb
-- lib/ib-ruby/socket.rb
-- lib/ib-ruby/symbols/forex.rb
-- lib/ib-ruby/symbols/futures.rb
-- lib/ib-ruby/symbols/options.rb
-- lib/ib-ruby/symbols/stocks.rb
-- lib/ib-ruby/symbols.rb
-- lib/ib-ruby/version.rb
-- lib/ib-ruby.rb
-- spec/ib-ruby/connection_spec.rb
-- spec/ib-ruby/models/combo_leg_spec.rb
-- spec/ib-ruby/models/contract_spec.rb
-- spec/ib-ruby/models/order_spec.rb
-- spec/ib-ruby_spec.rb
-- spec/spec_helper.rb
-- tasks/common.rake
-- tasks/doc.rake
-- tasks/gem.rake
-- tasks/git.rake
-- tasks/spec.rake
-- tasks/version.rake
-- Rakefile
-- README.md
-- LICENSE
-- VERSION
-- HISTORY
-- .gitignore
-has_rdoc: true
+  - bin/account_info
+  - bin/contract_details
+  - bin/depth_of_market
+  - bin/global_cancel
+  - bin/historic_data
+  - bin/historic_data_cli
+  - bin/list_orders
+  - bin/market_data
+  - bin/option_data
+  - bin/place_order
+  - bin/template
+  - bin/time_and_sales
+  - lib/ib-ruby.rb
+  - lib/ib-ruby/connection.rb
+  - lib/ib-ruby/constants.rb
+  - lib/ib-ruby/logger.rb
+  - lib/ib-ruby/messages.rb
+  - lib/ib-ruby/models.rb
+  - lib/ib-ruby/socket.rb
+  - lib/ib-ruby/symbols.rb
+  - lib/ib-ruby/version.rb
+  - lib/ib-ruby/messages/incoming.rb
+  - lib/ib-ruby/messages/outgoing.rb
+  - lib/ib-ruby/models/bar.rb
+  - lib/ib-ruby/models/combo_leg.rb
+  - lib/ib-ruby/models/contract.rb
+  - lib/ib-ruby/models/execution.rb
+  - lib/ib-ruby/models/model.rb
+  - lib/ib-ruby/models/order.rb
+  - lib/ib-ruby/models/contract/bag.rb
+  - lib/ib-ruby/models/contract/option.rb
+  - lib/ib-ruby/symbols/forex.rb
+  - lib/ib-ruby/symbols/futures.rb
+  - lib/ib-ruby/symbols/options.rb
+  - lib/ib-ruby/symbols/stocks.rb
+  - spec/ib-ruby_spec.rb
+  - spec/spec_helper.rb
+  - spec/ib-ruby/connection_spec.rb
+  - spec/ib-ruby/models/combo_leg_spec.rb
+  - spec/ib-ruby/models/contract_spec.rb
+  - spec/ib-ruby/models/order_spec.rb
+  - tasks/common.rake
+  - tasks/doc.rake
+  - tasks/gem.rake
+  - tasks/git.rake
+  - tasks/spec.rake
+  - tasks/version.rake
+  - Rakefile
+  - README.md
+  - LICENSE
+  - VERSION
+  - HISTORY
+  - .gitignore
 homepage: https://github.com/pjlegato/ib-ruby
 licenses: []
 
@@ -119,30 +128,31 @@ post_install_message:
 rdoc_options: []
 
 require_paths: 
-- lib
+  - lib
 required_ruby_version: !ruby/object:Gem::Requirement 
   none: false
   requirements: 
-  - - ">="
-    - !ruby/object:Gem::Version 
-      version: "0"
+    - - ">="
+      - !ruby/object:Gem::Version 
+        version: "0"
 required_rubygems_version: !ruby/object:Gem::Requirement 
   none: false
   requirements: 
-  - - ">="
-    - !ruby/object:Gem::Version 
-      version: "0"
+    - - ">="
+      - !ruby/object:Gem::Version 
+        version: "0"
 requirements: []
 
 rubyforge_project: 
-rubygems_version: 1.6.2
+rubygems_version: 1.8.15
 signing_key: 
 specification_version: 3
 summary: Ruby Implementation of the Interactive Brokers TWS API
 test_files: 
-- spec/ib-ruby/connection_spec.rb
-- spec/ib-ruby/models/combo_leg_spec.rb
-- spec/ib-ruby/models/contract_spec.rb
-- spec/ib-ruby/models/order_spec.rb
-- spec/ib-ruby_spec.rb
-- spec/spec_helper.rb
+  - spec/ib-ruby_spec.rb
+  - spec/spec_helper.rb
+  - spec/ib-ruby/connection_spec.rb
+  - spec/ib-ruby/models/combo_leg_spec.rb
+  - spec/ib-ruby/models/contract_spec.rb
+  - spec/ib-ruby/models/order_spec.rb
+has_rdoc: