ib-ruby 0.7.4 → 0.7.6

data/.gitignore

@@ -24,12 +24,15 @@ coverage
 config
 data
 rdoc
+doc
 pkg
 log
 tmp
+#Gemfile.lock
 
 ## PROJECT::SPECIFIC
 *.db
+*.sqlite3
 
 # Yard cache files - used for the autogenerated documentation
 .yardoc

data/HISTORY

@@ -153,3 +153,11 @@
 == 0.7.4 / 2012-04-04
 
 * Order equality bug fixed
+
+== 0.7.5 / 2012-04-16
+
+* Optional DB backend for Models /ActiveRecord/
+
+== 0.7.6 / 2012-04-18
+
+* Bugfix for FundamentalData

data/README.md

@@ -93,9 +93,9 @@ lines of code - and without sacrificing code readability or flexibility.
     ib.subscribe(:OpenOrder) { |msg| puts "Placed: #{msg.order}!" }
     ib.subscribe(:ExecutionData) { |msg| puts "Filled: #{msg.execution}!" }
     contract = IB::Contract.new :symbol => 'WFC', :exchange => 'NYSE',
-                                :currency => 'USD', :sec_type => 'STK'
+                                :currency => 'USD', :sec_type => :stock
     buy_order = IB::Order.new :total_quantity => 100, :limit_price => 21.00,
-                                :action => 'BUY', :order_type => 'LMT'
+                                :action => :buy, :order_type => :limit
     ib.place_order buy_order, contract
     ib.wait_for :ExecutionData
 

data/Rakefile

@@ -23,3 +23,18 @@ CLASS_NAME = IB
 Dir['tasks/*.rake'].sort.each { |file| load file }
 
 # Project-specific tasks
+
+## Migrations
+
+# rake db:new_migration name=FooBarMigration
+# rake db:migrate
+# rake db:migrate VERSION=20081220234130
+# rake db:migrate:up VERSION=20081220234130
+# rake db:migrate DB=osx-test
+# rake db:rollback
+# rake db:rollback STEP=3
+begin
+  require 'tasks/standalone_migrations'
+rescue LoadError => e
+  puts "gem install standalone_migrations to get db:migrate:* tasks! (Error: #{e})"
+end

data/TODO

@@ -1,6 +1,8 @@
 Plan:
 
-1. Detailed message documentation
+0. Extract OrderState/UnderComp objects, for better record keeping
+
+1. Add ActiveRecord backend to all Models
 
 2. Make ActiveModel-like attributes Hash for easy attributes updating
 
@@ -14,10 +16,11 @@ http://finance.groups.yahoo.com/group/TWSAPI/message/25413
 
 6. @received_at timestamp in messages
 
-7. Create integration tests for more use cases (spec/README)
+7. Detailed message documentation
 
 8. Move Float values to Decimal (roundoff errors showed in spec!)
 
+
 Done:
 
 1. Create integration tests for basic use cases
@@ -38,3 +41,5 @@ Ideas for future:
 
 2. Tweak IB::Message API for speed (use class methods)
 
+3. Create integration tests for more use cases (spec/README)
+

data/VERSION

@@ -1 +1 @@
-0.7.4
+0.7.6

data/bin/account_info

@@ -4,8 +4,8 @@
 # messages received from IB (update every 3 minute or so)
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # First, connect to IB TWS.

data/bin/cancel_orders

@@ -5,8 +5,8 @@
 # robot goes crazy and opens gazillions of wrong limit orders.
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # First, connect to IB TWS.

data/bin/contract_details

@@ -3,8 +3,8 @@
 # This script gets details for specific contract from IB
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # Definition of what we want market data for.  We have to keep track of what ticker id

data/bin/depth_of_market

@@ -4,8 +4,8 @@
 # specific symbols
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # Definition of what we want L2 data for.  We have to keep track of what ticker id

data/bin/fa_accounts

@@ -3,8 +3,8 @@
 # This script receives Financial Adviser and Managed Accounts info
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # First, connect to IB TWS.

data/bin/fundamental_data

@@ -0,0 +1,42 @@
+#!/usr/bin/env ruby
+#
+# This script downloads Fundamental data for specific symbols from IB
+# This only works IF you have Reuters data subscription!
+
+require 'rubygems'
+require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
+
+require 'ib-ruby'
+require 'xmlsimple'
+require 'pp'
+
+
+ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
+
+ib.subscribe(:Alert) { |msg| puts msg.to_human }
+
+# Fundamental Data will arrive as XML. Need to parse it
+ib.subscribe(:FundamentalData) do |msg|
+  puts 'Got fundamental data.'
+  @xml = XmlSimple.xml_in(msg.data)
+  pp @xml
+  @parsing_finished = true
+end
+
+ibm = IB::Contract.new :symbol => 'IBM',
+                       :exchange => 'NYSE',
+                       :currency => 'USD',
+                       :sec_type => 'STK'
+
+# Request Fundamental Data for IBM. Possible report types:
+#     'estimates' - Estimates
+#     'finstat'   - Financial statements
+#     'snapshot' - Summary
+ib.send_message :RequestFundamentalData,
+                :id => 10,
+                :contract => ibm,
+                :report_type => 'snapshot'
+
+# Needs some time to receive, parse and print XML. Standard timeout of 1 sec is too low.
+ib.wait_for(40) { @parsing_finished }

data/bin/historic_data

@@ -3,8 +3,8 @@
 # This script downloads historic data for specific symbols from IB
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # Definition of what we want data for.  We have to keep track of what ticker id

data/bin/historic_data_cli

@@ -3,9 +3,9 @@
 
 require 'rubygems'
 require 'time'
-require 'pathname'
 require 'getopt/long'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 include Getopt

data/bin/list_orders

@@ -2,10 +2,9 @@
 #
 # This script retrieves list of all Orders from TWS
 
-require 'pathname'
 require 'rubygems'
 require 'bundler/setup'
-require 'pp'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # Connect to IB as 0 (TWS) to retrieve all Orders, including TWS-generated ones

data/bin/market_data

@@ -3,8 +3,8 @@
 # This script connects to IB API and subscribes to market data for specific symbols
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # Definition of what we want market data for.  We have to keep track of what ticker id

data/bin/option_data

@@ -3,8 +3,8 @@
 # This script subscribes to market data for a list of Options
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # Definition of what we want market data for.  We have to keep track of what ticker id

data/bin/place_combo_order

@@ -3,8 +3,8 @@
 # This script places GOOG option butterfly combo order
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # Utility method that helps us build multi-legged (BAG) Orders

data/bin/place_order

@@ -3,8 +3,8 @@
 # This script places WFC buy order for 100 lots
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # First, connect to IB TWS. Arbitrary :client_id is used to identify your script

data/bin/template

@@ -2,12 +2,9 @@
 #
 # Your script description here...
 
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'rubygems'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # First, connect to IB TWS. Arbitrary :client_id is used to identify your script

data/bin/tick_data

@@ -3,14 +3,14 @@
 # This script reproduces https://github.com/ib-ruby/ib-ruby/issues/12
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 contract = IB::Contract.new :symbol=> 'AAPL',
                             :exchange=> "Smart",
                             :currency=> "USD",
-                            :sec_type=> IB::SECURITY_TYPES[:stock],
+                            :sec_type=> :stock,
                             :description=> "Some stock"
 
 # First, connect to IB TWS. Arbitrary :client_id is used to identify your script

data/bin/time_and_sales

@@ -4,8 +4,8 @@
 # It then prints out all trades that exceed certain size.
 
 require 'rubygems'
-require 'pathname'
 require 'bundler/setup'
+$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
 require 'ib-ruby'
 
 # Define the symbols we're interested in.

data/lib/ib-ruby.rb

@@ -1,4 +1,8 @@
 module IB
+  # IB Models can be either database-backed, or not
+  # By default there is no DB backend, unless specifically requested
+  # require 'ib-ruby/db' # to make all IB models database-backed
+  DB ||= false
 
   require 'ib-ruby/version'
   require 'ib-ruby/extensions'

data/lib/ib-ruby/connection.rb

@@ -33,6 +33,10 @@ module IB
     def initialize opts = {}
       @options = DEFAULT_OPTIONS.merge(opts)
 
+      # A couple of locks to avoid race conditions in JRuby
+      @subscribe_lock = Mutex.new
+      @receive_lock = Mutex.new
+
       self.default_logger = options[:logger] if options[:logger]
       @connected = false
       @next_order_id = nil
@@ -88,7 +92,7 @@ module IB
       end
       if connected?
         socket.close
-        server = Hash.new
+        @server = Hash.new
         @connected = false
       end
     end
@@ -109,40 +113,44 @@ module IB
     # Listener will be called later with received message instance as its argument.
     # Returns subscriber id to allow unsubscribing
     def subscribe *args, &block
-      subscriber = args.last.respond_to?(:call) ? args.pop : block
-      id = random_id
-
-      error "Need subscriber proc or block", :args unless subscriber.is_a? Proc
-
-      args.each do |what|
-        message_classes =
-            case
-              when what.is_a?(Class) && what < Messages::Incoming::AbstractMessage
-                [what]
-              when what.is_a?(Symbol)
-                [Messages::Incoming.const_get(what)]
-              when what.is_a?(Regexp)
-                Messages::Incoming::Classes.values.find_all { |klass| klass.to_s =~ what }
-              else
-                error "#{what} must represent incoming IB message class", :args
-            end
-        message_classes.flatten.each do |message_class|
-          # TODO: Fix: RuntimeError: can't add a new key into hash during iteration
-          subscribers[message_class][id] = subscriber
+      @subscribe_lock.synchronize do
+        subscriber = args.last.respond_to?(:call) ? args.pop : block
+        id = random_id
+
+        error "Need subscriber proc or block", :args unless subscriber.is_a? Proc
+
+        args.each do |what|
+          message_classes =
+              case
+                when what.is_a?(Class) && what < Messages::Incoming::AbstractMessage
+                  [what]
+                when what.is_a?(Symbol)
+                  [Messages::Incoming.const_get(what)]
+                when what.is_a?(Regexp)
+                  Messages::Incoming::Classes.values.find_all { |klass| klass.to_s =~ what }
+                else
+                  error "#{what} must represent incoming IB message class", :args
+              end
+          message_classes.flatten.each do |message_class|
+            # TODO: Fix: RuntimeError: can't add a new key into hash during iteration
+            subscribers[message_class][id] = subscriber
+          end
         end
+        id
       end
-      id
     end
 
     # Remove all subscribers with specific subscriber id (TODO: multiple ids)
     def unsubscribe *ids
-      removed = []
-      ids.each do |id|
-        removed_at_id = subscribers.map { |_, subscribers| subscribers.delete id }.compact
-        error "No subscribers with id #{id}" if removed_at_id.empty?
-        removed << removed_at_id
+      @subscribe_lock.synchronize do
+        removed = []
+        ids.each do |id|
+          removed_at_id = subscribers.map { |_, subscribers| subscribers.delete id }.compact
+          error "No subscribers with id #{id}" if removed_at_id.empty?
+          removed << removed_at_id
+        end
+        removed.flatten
       end
-      removed.flatten
     end
 
     # Message subscribers. Key is the message class to listen for.
@@ -157,10 +165,12 @@ module IB
 
     # Clear received messages Hash
     def clear_received *message_types
-      if message_types.empty?
-        received.each { |message_type, container| container.clear }
-      else
-        message_types.each { |message_type| received[message_type].clear }
+      @receive_lock.synchronize do
+        if message_types.empty?
+          received.each { |message_type, container| container.clear }
+        else
+          message_types.each { |message_type| received[message_type].clear }
+        end
       end
     end
 
@@ -243,14 +253,19 @@ module IB
       # Create new instance of the appropriate message type,
       # and have it read the message from server.
       # NB: Failure here usually means unsupported message type received
+      error "Got unsupported message #{msg_id}" unless Messages::Incoming::Classes[msg_id]
       msg = Messages::Incoming::Classes[msg_id].new(server)
 
       # Deliver message to all registered subscribers, alert if no subscribers
-      subscribers[msg.class].each { |_, subscriber| subscriber.call(msg) }
+      @subscribe_lock.synchronize do
+        subscribers[msg.class].each { |_, subscriber| subscriber.call(msg) }
+      end
       log.warn "No subscribers for message #{msg.class}!" if subscribers[msg.class].empty?
 
       # Collect all received messages into a @received Hash
-      received[msg.message_type] << msg if options[:received]
+      @receive_lock.synchronize do
+        received[msg.message_type] << msg if options[:received]
+      end
     end
 
     ### Sending Outgoing messages to IB
@@ -277,6 +292,7 @@ module IB
     # Place Order (convenience wrapper for send_message :PlaceOrder).
     # Assigns client_id and order_id fields to placed order. Returns assigned order_id.
     def place_order order, contract
+      error "Unable to place order, next_order_id not known" unless @next_order_id
       order.client_id = server[:client_id]
       order.order_id = @next_order_id
       @next_order_id += 1