ib-ruby 0.8.4 → 0.8.5

data/bin/market_data

@@ -1,41 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script connects to IB API and subscribes to market data for specific symbols
-
-require 'rubygems'
-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
-# corresponds to what symbol ourselves, because the ticks don't include any other
-# identifying information. The choice of ticker ids is, as far as I can tell, arbitrary.
-@market = {123 => IB::Symbols::Forex[:gbpusd],
-           456 => IB::Symbols::Forex[:eurusd],
-           789 => IB::Symbols::Forex[:usdcad]}
-
-# First, connect to IB TWS.
-ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
-
-## Subscribe to TWS alerts/errors
-ib.subscribe(:Alert) { |msg| puts msg.to_human }
-
-# Subscribe to TickerPrice and TickerSize events.  The code passed in the block will
-# be executed when a message of that type is received, with the received message as its
-# argument. In this case, we just print out the tick. NB: The description field is not
-# from IB TWS. It is defined locally in forex.rb, and is just arbitrary text.
-ib.subscribe(:TickPrice, :TickSize) do |msg|
-  puts @market[msg.ticker_id].description + ": " + msg.to_human
-end
-
-# Now we actually request market data for the symbols we're interested in.
-@market.each_pair do |id, contract|
-  ib.send_message :RequestMarketData, :ticker_id => id, :contract => contract
-end
-
-puts "\nSubscribed to market data"
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets
-puts "Cancelling market data subscription.."
-
-@market.each_pair { |id, _| ib.send_message :CancelMarketData, :id => id }

data/bin/option_data

@@ -1,44 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script subscribes to market data for a list of Options
-
-require 'rubygems'
-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
-# corresponds to what symbol ourselves, because the ticks don't include any other
-# identifying information. The choice of ticker ids is, as far as I can tell, arbitrary.
-@market = {13 => IB::Symbols::Options[:wfc20],
-           15 => IB::Symbols::Options[:z50],
-           17 => IB::Symbols::Options[:spy75],
-           19 => IB::Symbols::Options[:spy100]}
-
-# First, connect to IB TWS. Arbitrary :client_id is used to identify your script
-ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
-
-## Subscribe to TWS alerts/errors
-ib.subscribe(:Alert) { |msg| puts msg.to_human }
-
-# Subscribe to Ticker... events.  The code passed in the block will be executed when
-# any message of that type is received, with the received message as its argument.
-# In this case, we just print out the tick.
-#
-# (N.B. The description field is not from IB TWS. It is defined
-#  locally in forex.rb, and is just arbitrary text.)
-ib.subscribe(:TickPrice, :TickSize, :TickOption, :TickString) do |msg|
-  puts @market[msg.ticker_id].description + ": " + msg.to_human
-end
-
-# Now we actually request market data for the symbols we're interested in.
-@market.each_pair do |id, contract|
-  ib.send_message :RequestMarketData, :ticker_id => id, :contract => contract
-end
-
-puts "\nSubscribed to market data"
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets
-puts "Cancelling market data subscription.."
-
-@market.each_pair { |id, contract| ib.send_message :CancelMarketData, :id => id }

data/bin/place_combo_order

@@ -1,58 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script places GOOG option butterfly combo order
-
-require 'rubygems'
-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
-def butterfly symbol, expiry, right, *strikes
-  raise 'No Connection!' unless @ib && @ib.connected?
-
-  legs = strikes.zip([1, -2, 1]).map do |strike, weight|
-    # Create contract
-    contract = IB::Option.new :symbol => symbol,
-                              :expiry => expiry,
-                              :right => right,
-                              :strike => strike
-    # Find out contract's con_id
-    @ib.clear_received :ContractData, :ContractDataEnd
-    @ib.send_message :RequestContractData, :id => strike, :contract => contract
-    @ib.wait_for :ContractDataEnd, 3
-    con_id = @ib.received[:ContractData].last.contract.con_id
-
-    # Create Comboleg from con_id and weight
-    IB::ComboLeg.new :con_id => con_id, :weight => weight
-  end
-
-  # Create new Combo contract
-  IB::Bag.new :symbol => symbol,
-              :currency => "USD", # Only US options in combo Contracts
-              :exchange => "SMART",
-              :legs => legs
-end
-
-# First, connect to IB TWS. Arbitrary :client_id is used to identify your script
-@ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
-
-# Subscribe to TWS alerts/errors and order-related messages
-@ib.subscribe(:Alert, :OpenOrder, :OrderStatus) { |msg| puts msg.to_human }
-@ib.wait_for :NextValidId
-
-# Create multi-legged option Combo using utility method above
-combo = butterfly 'GOOG', '201301', 'CALL', 500, 510, 520
-
-# Create Order stub
-order = IB::Order.new :total_quantity => 10, # 10 butterflies
-                      :limit_price => 0.01, # at 0.01 x 100 USD per contract
-                      :action => 'BUY',
-                      :order_type => 'LMT'
-
-@ib.place_order order, combo
-
-@ib.wait_for [:OpenOrder, 3], [:OrderStatus, 2]
-
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets

data/bin/place_order

@@ -1,27 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script places WFC buy order for 100 lots
-
-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
-ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
-
-# Subscribe to TWS alerts/errors and order-related messages
-ib.subscribe(:Alert, :OpenOrder, :OrderStatus) { |msg| puts msg.to_human }
-
-wfc = IB::Symbols::Stocks[:wfc]
-buy_order = IB::Order.new :total_quantity => 100,
-                          :limit_price => 1 + rand().round(2),
-                          :action => 'BUY',
-                          :order_type => 'LMT'
-ib.wait_for :NextValidId
-ib.place_order buy_order, wfc
-
-ib.send_message :RequestAllOpenOrders
-
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets

data/bin/template

@@ -1,18 +0,0 @@
-#!/usr/bin/env ruby
-#
-# Your script description here...
-
-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
-ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
-
-# Subscribe to TWS alerts/errors
-ib.subscribe(:Alert) { |msg| puts msg.to_human }
-
-# Put your code here
-# ...
-

data/bin/tick_data

@@ -1,26 +0,0 @@
-#!/usr/bin/env ruby
-
-# This script reproduces https://github.com/ib-ruby/ib-ruby/issues/12
-
-require 'rubygems'
-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=> :stock,
-                            :description=> "Some stock"
-
-# First, connect to IB TWS. Arbitrary :client_id is used to identify your script
-ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
-
-ib.subscribe(:Alert) { |msg| puts msg.to_human }
-ib.subscribe(:TickGeneric, :TickString, :TickPrice, :TickSize) { |msg| puts msg.inspect }
-ib.send_message :RequestMarketData, :id => 123, :contract => contract
-
-puts "\nSubscribed to market data"
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
-puts "Cancelling market data subscription.."

data/bin/time_and_sales

@@ -1,53 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script connects to IB API and subscribes to market data for Forex symbols.
-# It then prints out all trades that exceed certain size.
-
-require 'rubygems'
-require 'bundler/setup'
-$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
-require 'ib-ruby'
-
-# Define the symbols we're interested in.
-@market = {
-    123 => IB::Symbols::Futures[:gbp],
-    234 => IB::Symbols::Futures[:jpy]
-}
-
-# To determine when the timeout has passed.
-@last_msg_time = Time.now.to_i + 2
-
-# First, connect to IB TWS. Arbitrary :client_id is used to identify your script
-ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
-
-# Subscribe to TWS alerts/errors
-ib.subscribe(:Alert) { |msg| puts msg.to_human }
-
-# This method filters out non-:last type events, and filters out any sale < MIN_SIZE.
-# Note that we have to look the ticker id of each incoming message
-# up in local memory to figure out what it's for.
-# (N.B. The description field is not from IB TWS. It is defined
-#  locally in forex.rb, and is just arbitrary text.)
-def show_sales_and_size(msg)
-  #return if msg.type != :last_price || msg.data[:size] < MIN_SIZE
-  puts @market[msg.data[:id]].description + ": " +
-           (msg.is_a?(IB::Messages::Incoming::TickPrice) ?
-               "#{msg.data[:size]} at #{msg.data[:price]}" : msg.to_human)
-end
-
-# Now, subscribe to TickerPrice and TickerSize events.  The code passed in the block
-# will be executed when a message of that type is  received, with the received message
-# as its argument. In this case, we just print out the tick.
-ib.subscribe(:TickPrice, :TickSize, :TickString) { |msg| show_sales_and_size(msg) }
-
-# Now we actually request market data for the symbols we're interested in.
-@market.each_pair do |id, contract|
-  ib.send_message :RequestMarketData, :id => id, :contract => contract
-end
-
-puts "\nSubscribed to TWS market data"
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets
-puts "Unsubscribing from TWS market data.."
-
-@market.each_pair { |id, contract| ib.send_message :CancelMarketData, :id => id }