ib-ruby 0.9.0 → 0.9.1

data/VERSION

@@ -1 +1 @@
-0.9.0
+0.9.1

data/lib/ib/base_properties.rb

@@ -40,8 +40,8 @@ module IB
       when String # Probably a Rails URI, delegate to AR::Base
         super(other)
       else
-        content_attributes.keys.inject(true) { |res, key| 
-          res && (send(key) == other.send(key)) }
+        content_attributes.keys.inject(true) { |res, key|
+          res && other.respond_to?(key) && (send(key) == other.send(key)) }
       end
     end
 

data/lib/ib/connection.rb

@@ -13,7 +13,7 @@ module IB
 
     DEFAULT_OPTIONS = {:host =>'127.0.0.1',
                        :port => '4001', # IB Gateway connection (default)
-                       #:port => '7496', # TWS connection 
+                       #:port => '7496', # TWS connection
                        :connect => true, # Connect at initialization
                        :reader => true, # Start a separate reader Thread
                        :received => true, # Keep all received messages in a @received Hash
@@ -21,16 +21,22 @@ module IB
                        :client_id => nil, # Will be randomly assigned
                        :client_version => IB::Messages::CLIENT_VERSION,
                        :server_version => IB::Messages::SERVER_VERSION
-    }
+                       }
 
     # Singleton to make active Connection universally accessible as IB::Connection.current
     class << self
       attr_accessor :current
     end
 
-    attr_accessor :server, #   Info about IB server and server connection state
-                  :options, #  Connection options
-                  :next_local_id # Next valid order id
+    attr_accessor :options, #  Connection options
+      :socket, #   Socket to IB server (TWS or Gateway)
+      :reader, # Reader thread
+      :client_version,
+      :server_version,
+      :remote_connect_time,
+      :local_connect_time,
+      :client_id, # Client id of this Connection (as seen bu IB server)
+      :next_local_id # Next valid order id
 
     alias next_order_id next_local_id
     alias next_order_id= next_local_id=
@@ -45,7 +51,6 @@ module IB
       self.default_logger = options[:logger] if options[:logger]
       @connected = false
       self.next_local_id = nil
-      @server = Hash.new
 
       connect if options[:connect]
       Connection.current = self
@@ -62,28 +67,28 @@ module IB
         log.info "Got next valid order id: #{next_local_id}."
       end
 
-      server[:socket] = IBSocket.open(options[:host], options[:port])
+      @socket = IBSocket.open(options[:host], options[:port])
 
       # Secret handshake
-      socket.write_data options[:client_version]
-      server[:client_version] = options[:client_version]
-      server[:server_version] = socket.read_int
-      if server[:server_version] < options[:server_version]
-        error "Server version #{server[:server_version]}, #{options[:server_version]} required."
+      @client_version = options[:client_version]
+      socket.write_data @client_version
+      @server_version = socket.read_int
+      if @server_version < options[:server_version]
+        error "Server version #{@server_version}, #{options[:server_version]} required."
       end
-      server[:remote_connect_time] = socket.read_string
-      server[:local_connect_time] = Time.now()
+      @remote_connect_time = socket.read_string
+      @local_connect_time = Time.now
 
       # Sending (arbitrary) client ID to identify subsequent communications.
       # The client with a client_id of 0 can manage the TWS-owned open orders.
       # Other clients can only manage their own open orders.
-      server[:client_id] = options[:client_id] || random_id
-      socket.write_data server[:client_id]
+      @client_id = options[:client_id] || random_id
+      socket.write_data @client_id
 
       @connected = true
-      log.info "Connected to server, ver: #{server[:server_version]}, connection time: " +
-                   "#{server[:local_connect_time]} local, " +
-                   "#{server[:remote_connect_time]} remote."
+      log.info "Connected to server, ver: #{@server_version}, connection time: " +
+        "#{@local_connect_time} local, " +
+        "#{@remote_connect_time} remote."
 
       start_reader if options[:reader] # Allows reconnect
     end
@@ -93,11 +98,10 @@ module IB
     def disconnect
       if reader_running?
         @reader_running = false
-        server[:reader].join
+        @reader.join
       end
       if connected?
         socket.close
-        @server = Hash.new
         @connected = false
       end
     end
@@ -108,10 +112,6 @@ module IB
       @connected
     end
 
-    def socket
-      server[:socket]
-    end
-
     ### Working with message subscribers
 
     # Subscribe Proc or block to specific type(s) of incoming message events.
@@ -126,16 +126,16 @@ module IB
 
         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
+          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
@@ -194,17 +194,17 @@ module IB
     # Check if all given conditions are satisfied
     def satisfied? *conditions
       !conditions.empty? &&
-          conditions.inject(true) do |result, condition|
-            result && if condition.is_a?(Symbol)
-                        received?(condition)
-                      elsif condition.is_a?(Array)
-                        received?(*condition)
-                      elsif condition.respond_to?(:call)
-                        condition.call
-                      else
-                        error "Unknown wait condition #{condition}"
-                      end
-          end
+      conditions.inject(true) do |result, condition|
+        result && if condition.is_a?(Symbol)
+        received?(condition)
+        elsif condition.is_a?(Array)
+          received?(*condition)
+        elsif condition.respond_to?(:call)
+          condition.call
+        else
+          error "Unknown wait condition #{condition}"
+        end
+      end
     end
 
     # Wait for specific condition(s) - given as callable/block, or
@@ -216,7 +216,7 @@ module IB
       conditions = args.delete_if { |arg| arg.is_a? Numeric }.push(block).compact
 
       until end_time < Time.now || satisfied?(*conditions)
-        if server[:reader]
+        if @reader
           sleep 0.05
         else
           process_messages 50
@@ -226,26 +226,26 @@ module IB
 
     ### Working with Incoming messages from IB
 
-    # Start reader thread that continuously reads messages from server in background.
+    # Start reader thread that continuously reads messages from @socket in background.
     # If you don't start reader, you should manually poll @socket for messages
     # or use #process_messages(msec) API.
     def start_reader
       Thread.abort_on_exception = true
       @reader_running = true
-      server[:reader] = Thread.new do
+      @reader = Thread.new do
         process_messages while @reader_running
       end
     end
 
     def reader_running?
-      @reader_running && server[:reader] && server[:reader].alive?
+      @reader_running && @reader && @reader.alive?
     end
 
     # Process incoming messages during *poll_time* (200) msecs, nonblocking
     def process_messages poll_time = 200 # in msec
       time_out = Time.now + poll_time/1000.0
       while (time_left = time_out - Time.now) > 0
-        # If server socket is readable, process single incoming message
+        # If socket is readable, process single incoming message
         process_message if select [socket], nil, nil, time_left
       end
     end
@@ -258,10 +258,10 @@ module IB
       log.debug "Got message #{msg_id} (#{Messages::Incoming::Classes[msg_id]})"
 
       # Create new instance of the appropriate message type,
-      # and have it read the message from server.
+      # and have it read the message from socket.
       # 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)
+      msg = Messages::Incoming::Classes[msg_id].new(socket)
 
       # Deliver message to all registered subscribers, alert if no subscribers
       @subscribe_lock.synchronize do
@@ -270,8 +270,10 @@ module IB
       log.warn "No subscribers for message #{msg.class}!" if subscribers[msg.class].empty?
 
       # Collect all received messages into a @received Hash
-      @receive_lock.synchronize do
-        received[msg.message_type] << msg if options[:received]
+      if options[:received]
+        @receive_lock.synchronize do
+          received[msg.message_type] << msg
+        end
       end
     end
 
@@ -280,18 +282,18 @@ module IB
     # Send an outgoing message.
     def send_message what, *args
       message =
-          case
-            when what.is_a?(Messages::Outgoing::AbstractMessage)
-              what
-            when what.is_a?(Class) && what < Messages::Outgoing::AbstractMessage
-              what.new *args
-            when what.is_a?(Symbol)
-              Messages::Outgoing.const_get(what).new *args
-            else
-              error "Only able to send outgoing IB messages", :args
-          end
+      case
+      when what.is_a?(Messages::Outgoing::AbstractMessage)
+        what
+      when what.is_a?(Class) && what < Messages::Outgoing::AbstractMessage
+        what.new *args
+      when what.is_a?(Symbol)
+        Messages::Outgoing.const_get(what).new *args
+      else
+        error "Only able to send outgoing IB messages", :args
+      end
       error "Not able to send messages, IB not connected!" unless connected?
-      message.send_to server
+      message.send_to socket
     end
 
     alias dispatch send_message # Legacy alias

data/lib/ib/constants.rb

@@ -159,7 +159,8 @@ module IB
        'OCA' => :one_cancels_all, #        One-Cancels-All
        'VOL' => :volatility, #             Volatility
        'SCALE' => :scale, #                Scale
-       'NONE' => :no_order # Used to indicate no hedge in :delta_neutral_order_type
+       'NONE' => :none, # Used to indicate no hedge in :delta_neutral_order_type
+       'None' => :none, # Used to indicate no hedge in :delta_neutral_order_type
       }.freeze
 
   # Valid security types (sec_type attribute of IB::Contract)

data/lib/ib/logger.rb

@@ -3,8 +3,10 @@ require "logger"
 # Add default_logger accessor into Object
 def default_logger
   @@default_logger ||= Logger.new(STDOUT).tap do |logger|
+    time_format = RUBY_VERSION =~ /1\.8\./ ? '%H:%M:%S.%N' : '%H:%M:%S.%3N'
     logger.formatter = proc do |level, time, prog, msg|
-      "#{time.strftime('%H:%M:%S.%N')} #{msg}\n"
+
+      "#{time.strftime(time_format)} #{msg}\n"
     end
     logger.level = Logger::INFO
   end

data/lib/ib/messages.rb

@@ -3,7 +3,7 @@ module IB
   	# This gem supports incoming/outgoing IB messages compatible with the following
   	# IB client/server versions:
     CLIENT_VERSION = 59 # 59? Maximal client version implemented
-    SERVER_VERSION = 60 # 38? 53? 62? Minimal server version required
+    SERVER_VERSION = 62 # 38? 53? 62? Minimal server version required
   end
 end
 
@@ -44,10 +44,10 @@ __END__
     // 29 = can receive trail stop limit price in open order and can place them: API 8.91
     // 30 = can receive extended bond contract def, new ticks, and trade count in bars
     // 31 = can receive EFP extensions to scanner and market data, and combo legs on open orders
-    //    ; can receive RT bars 
+    //    ; can receive RT bars
     // 32 = can receive TickType.LAST_TIMESTAMP
-    //    ; can receive "whyHeld" in order status messages 
-    // 33 = can receive ScaleNumComponents and ScaleComponentSize is open order messages 
+    //    ; can receive "whyHeld" in order status messages
+    // 33 = can receive ScaleNumComponents and ScaleComponentSize is open order messages
     // 34 = can receive whatIf orders / order state
     // 35 = can receive contId field for Contract objects
     // 36 = can receive outsideRth field for Order objects
@@ -78,7 +78,7 @@ __END__
     // 51 = can receive smartComboRoutingParams in openOrder
     // 52 = can receive deltaNeutralConId, deltaNeutralSettlingFirm, deltaNeutralClearingAccount and deltaNeutralClearingIntent in openOrder
     // 53 = can receive orderRef in execution
-    // 54 = can receive scale order fields (PriceAdjustValue, PriceAdjustInterval, ProfitOffset, AutoReset, 
+    // 54 = can receive scale order fields (PriceAdjustValue, PriceAdjustInterval, ProfitOffset, AutoReset,
     //      InitPosition, InitFillQty and RandomPercent) in openOrder
     // 55 = can receive orderComboLegs (price) in openOrder
     // 56 = can receive trailingPercent in openOrder

data/lib/ib/messages/incoming/abstract_message.rb

@@ -9,6 +9,8 @@ module IB
 
       class AbstractMessage < IB::Messages::AbstractMessage
 
+        attr_accessor :socket
+
         def version # Per message, received messages may have the different versions
           @data[:version]
         end
@@ -19,36 +21,33 @@ module IB
           end
         end
 
-        # Create incoming message from a given source (IB server or data Hash)
+        # Create incoming message from a given source (IB Socket or data Hash)
         def initialize source
           @created_at = Time.now
-          if source[:socket] # Source is a server
-            @server = source
-            @data = Hash.new
-            begin
-              self.load
-            rescue => e
-              error "Reading #{self.class}: #{e.class}: #{e.message}", :load, e.backtrace
-            ensure
-              @server = nil
-            end
-          else # Source is a @data Hash
+          if source.is_a?(Hash)  # Source is a @data Hash
             @data = source
+          else # Source is a Socket
+            @socket = source
+            @data = Hash.new
+            self.load
           end
         end
 
-        def socket
-          @server[:socket]
-        end
-
         # Every message loads received message version first
         # Override the load method in your subclass to do actual reading into @data.
         def load
-          @data[:version] = socket.read_int
+          if socket
+            @data[:version] = socket.read_int
+
+            check_version @data[:version], self.class.version
 
-          check_version @data[:version], self.class.version
+            load_map *self.class.data_map
+          else
+            raise "Unable to load, no socket"
+          end
 
-          load_map *self.class.data_map
+        rescue => e
+          error "Reading #{self.class}: #{e.class}: #{e.message}", :load, e.backtrace
         end
 
         # Load @data from the socket according to the given data map.
@@ -62,34 +61,34 @@ module IB
             # We determine the function of the first element
             head = instruction.first
             case head
-              when Integer # >= Version condition: [ min_version, [map]]
-                load_map *instruction.drop(1) if version >= head
-
-              when Proc # Callable condition: [ condition, [map]]
-                load_map *instruction.drop(1) if head.call
-
-              when true # Pre-condition already succeeded!
-                load_map *instruction.drop(1)
-
-              when nil, false # Pre-condition already failed! Do nothing...
-
-              when Symbol # Normal map
-                group, name, type, block =
-                    if  instruction[2].nil? || instruction[2].is_a?(Proc)
-                      [nil] + instruction # No group, [ :name, :type, (:block) ]
-                    else
-                      instruction # [ :group, :name, :type, (:block)]
-                    end
-
-                data = socket.__send__("read_#{type}", &block)
-                if group
-                  @data[group] ||= {}
-                  @data[group][name] = data
-                else
-                  @data[name] = data
-                end
+            when Integer # >= Version condition: [ min_version, [map]]
+              load_map *instruction.drop(1) if version >= head
+
+            when Proc # Callable condition: [ condition, [map]]
+              load_map *instruction.drop(1) if head.call
+
+            when true # Pre-condition already succeeded!
+              load_map *instruction.drop(1)
+
+            when nil, false # Pre-condition already failed! Do nothing...
+
+            when Symbol # Normal map
+              group, name, type, block =
+              if  instruction[2].nil? || instruction[2].is_a?(Proc)
+                [nil] + instruction # No group, [ :name, :type, (:block) ]
+              else
+                instruction # [ :group, :name, :type, (:block)]
+              end
+
+              data = socket.__send__("read_#{type}", &block)
+              if group
+                @data[group] ||= {}
+                @data[group][name] = data
               else
-                error "Unrecognized instruction #{instruction}"
+                @data[name] = data
+              end
+            else
+              error "Unrecognized instruction #{instruction}"
             end
           end
         end

data/lib/ib/messages/incoming/open_order.rb

@@ -74,7 +74,19 @@ module IB
 
         # Accessors to make OpenOrder API-compatible with OrderStatus message
 
-        def local_id
+        def client_id
+          order.client_id
+        end
+
+        def parent_id
+          order.parent_id
+        end
+
+        def perm_id
+          order.perm_id
+        end
+
+         def local_id
           order.local_id
         end
 
@@ -84,6 +96,8 @@ module IB
           order.status
         end
 
+        # Object accessors
+
         def order
           @order ||= IB::Order.new @data[:order].merge(:order_state => order_state)
         end

data/lib/ib/messages/incoming/order_status.rb

@@ -49,6 +49,18 @@ module IB
         end
 
         # Accessors to make OpenOrder and OrderStatus messages API-compatible
+        def client_id
+          order_state.client_id
+        end
+
+        def parent_id
+          order_state.parent_id
+        end
+
+        def perm_id
+          order_state.perm_id
+        end
+
         def local_id
           order_state.local_id
         end

data/lib/ib/messages/outgoing/abstract_message.rb

@@ -23,37 +23,48 @@ module IB
         # an Array of elements that ought to be sent to the server by calling to_s on
         # each one and postpending a '\0'.
         #
-        def send_to server
-          self.encode(server).flatten.each do |datum|
-            #p datum
-            server[:socket].write_data datum
-          end
+        def send_to socket
+          self.preprocess.each {|data| socket.write_data data}
         end
 
-        # At minimum, Outgoing message contains message_id and version.
+        # Same message representation as logged by TWS into API messages log file
+        def to_s
+          self.preprocess.join('-')
+        end
+
+        # Pre-process encoded message Array before sending into socket, such as
+        # changing booleans into 0/1 and stuff
+        def preprocess
+          self.encode.flatten.map {|data| data == true ? 1 : data == false ? 0 : data }
+        end
+
+        # Encode message content into (possibly, nested) Array of values.
+        # At minimum, encoded Outgoing message contains message_id and version.
         # Most messages also contain (ticker, request or order) :id.
         # Then, content of @data Hash is encoded per instructions in data_map.
-        def encode server
+        # This method may be modified by message subclasses!
+        def encode
           [self.class.message_id,
            self.class.version,
            @data[:id] || @data[:ticker_id] || @data[:request_id] ||
-               @data[:local_id] || @data[:order_id] || [],
+           @data[:local_id] || @data[:order_id] || [],
            self.class.data_map.map do |(field, default_method, args)|
              case
-               when default_method.nil?
-                 @data[field]
+             when default_method.nil?
+               @data[field]
 
-               when default_method.is_a?(Symbol) # method name with args
-                 @data[field].send default_method, *args
+             when default_method.is_a?(Symbol) # method name with args
+               @data[field].send default_method, *args
 
-               when default_method.respond_to?(:call) # callable with args
-                 default_method.call @data[field], *args
+             when default_method.respond_to?(:call) # callable with args
+               default_method.call @data[field], *args
 
-               else # default
-                 @data[field].nil? ? default_method : @data[field] # may be false still
+             else # default
+               @data[field].nil? ? default_method : @data[field] # may be false still
              end
            end
-          ].flatten
+           ]
+          # TWS wants to receive booleans as 1 or 0
         end
 
       end # AbstractMessage

data/lib/ib/messages/outgoing/bar_requests.rb

@@ -44,14 +44,14 @@ module IB
       RequestRealTimeBars = def_message 50, BarRequestMessage
 
       class RequestRealTimeBars
-        def encode server
+        def encode
           data_type, bar_size, contract = parse @data
 
           [super,
            contract.serialize_long,
            bar_size,
            data_type.to_s.upcase,
-           @data[:use_rth]].flatten
+           @data[:use_rth]]
         end
       end # RequestRealTimeBars
 
@@ -95,11 +95,32 @@ module IB
       #                     even if the time span requested falls partially or completely
       #                     outside of them.
       #          :format_date => int: 1 - text format, like "20050307 11:32:16".
-      #                               2 - offset in seconds from the beginning of 1970,
-      #                                   which is the same format as the UNIX epoch time.
+      #                               2 - offset from 1970-01-01 in sec (UNIX epoch)
       #         }
       #
-      # Note that as of 4/07 there is no historical data available for forex spot.
+      # NB: using the D :duration only returns bars in whole days, so requesting "1 D"
+      # for contract ending at 08:05 will only return 1 bar, for 08:00 on that day.
+      # But requesting "86400 S" gives 86400/barlengthsecs bars before the end Time.
+      #
+      # Note also that the :duration for any request must be such that the start Time is not
+      # more than one year before the CURRENT-Time-less-one-day (not 1 year before the end
+      # Time in the Request)
+      #
+      # Bar Size Max Duration
+      # -------- ------------
+      # 1 sec        2000 S
+      # 5 sec       10000 S
+      # 15 sec      30000 S
+      # 30 sec      86400 S
+      # 1 minute    86400 S, 6 D
+      # 2 minutes   86400 S, 6 D
+      # 5 minutes   86400 S, 6 D
+      # 15 minutes  86400 S, 6 D, 20 D, 2 W
+      # 30 minutes  86400 S, 34 D, 4 W, 1 M
+      # 1 hour      86400 S, 34 D, 4 w, 1 M
+      # 1 day       60 D, 12 M, 52 W, 1 Y
+      #
+      # NB: as of 4/07 there is no historical data available for forex spot.
       #
       # data[:contract] may either be a Contract object or a String. A String should be
       # in serialize_ib_ruby format; that is, it should be a colon-delimited string in
@@ -129,7 +150,7 @@ module IB
       RequestHistoricalData = def_message [20, 4], BarRequestMessage
 
       class RequestHistoricalData
-        def encode server
+        def encode
           data_type, bar_size, contract = parse @data
 
           [super,
@@ -140,7 +161,7 @@ module IB
            @data[:use_rth],
            data_type.to_s.upcase,
            @data[:format_date],
-           contract.serialize_legs].flatten
+           contract.serialize_legs]
         end
       end # RequestHistoricalData
 

data/lib/ib/messages/outgoing/place_order.rb

@@ -5,13 +5,11 @@ module IB
       # Data format is { :id => int: local_id,
       #                  :contract => Contract,
       #                  :order => Order }
-      PlaceOrder = def_message [3, 38] # v.38 is NOT properly supported by API yet ?!
+      PlaceOrder = def_message [3, 38]
 
       class PlaceOrder
 
-        def encode server
-          # Old server version supports no enhancements
-          #@version = 31 if server[:server_version] <= 60
+        def encode
 
           order = @data[:order]
           contract = @data[:contract]
@@ -21,14 +19,7 @@ module IB
            contract.serialize_long(:con_id, :sec_id),
 
            # main order fields
-           case order.side
-             when :short
-               'SSHORT'
-             when :short_exempt
-               'SSHORTX'
-             else
-               order.side.to_sup
-           end,
+           (order.side == :short ? 'SSHORT' : order.side == :short_exempt ? 'SSHORTX' : order.side.to_sup),
            order.quantity,
            order[:order_type], # Internal code, 'LMT' instead of :limit
            order.limit_price,
@@ -49,18 +40,14 @@ module IB
            order.hidden || false,
            contract.serialize_legs(:extended),
 
-           # This is specific to PlaceOrder v.38, NOT supported by API yet!
-           ## Support for per-leg prices in Order
-           if server[:server_version] >= 61 && contract.bag?
-             #order.leg_prices.empty? ? 0 : [order.leg_prices.size] + order.leg_prices
-             [contract.legs.size] + contract.legs.map { |_| nil }
-           else
-             []
-           end,
 
-           ## Support for combo routing params in Order
-           if server[:server_version] >= 57 && contract.bag?
-             order.combo_params.empty? ? 0 : [order.combo_params.size] + order.combo_params.to_a
+           if contract.bag?
+             [
+               ## Support for per-leg prices in Order
+               [contract.legs.size] + contract.legs.map { |_| nil },
+               ## Support for combo routing params in Order
+               order.combo_params.empty? ? 0 : [order.combo_params.size] + order.combo_params.to_a
+             ]
            else
              []
            end,
@@ -77,7 +64,7 @@ module IB
            order.designated_location, # only populate when short_sale_slot == 2    (Institutional)
            order.exempt_code,
            order[:oca_type],
-           order.rule_80a,
+           order[:rule_80a], #.to_sup[0..0],
            order.settling_firm,
            order.all_or_none || false,
            order.min_quantity,
@@ -92,37 +79,34 @@ module IB
            order.stock_range_lower,
            order.stock_range_upper,
            order.override_percentage_constraints || false,
-           order.volatility, #                      Volatility orders
-           order[:volatility_type], #
-           order[:delta_neutral_order_type],
-           order.delta_neutral_aux_price, #
+           order.volatility, #              Volatility orders
+           order[:volatility_type], #       Volatility orders
 
            # Support for delta neutral orders with parameters
-           if server[:server_version] >= 58 && order.delta_neutral_order_type
-             [order.delta_neutral_con_id,
+           if order.delta_neutral_order_type && order.delta_neutral_order_type != :none
+             [order[:delta_neutral_order_type],
+              order.delta_neutral_aux_price,
+              order.delta_neutral_con_id,
               order.delta_neutral_settling_firm,
               order.delta_neutral_clearing_account,
               order[:delta_neutral_clearing_intent]
-             ]
+              ]
            else
-             []
+             ['', '']
            end,
 
-           order.continuous_update, #               Volatility orders
-           order[:reference_price_type], #     Volatility orders
+           order.continuous_update, #        Volatility orders
+           order[:reference_price_type], #   Volatility orders
 
            order.trail_stop_price, #         TRAIL_STOP_LIMIT stop price
-
-           # Support for trailing percent
-           server[:server_version] >= 62 ? order.trailing_percent : [],
+           order.trailing_percent, #         Support for trailing percent
 
            order.scale_init_level_size, #    Scale Orders
            order.scale_subs_level_size, #    Scale Orders
            order.scale_price_increment, #    Scale Orders
 
-           # Support extended scale orders parameters
-           if server[:server_version] >= 60 && # MIN_SERVER_VER_SCALE_ORDERS3
-               order.scale_price_increment && order.scale_price_increment > 0
+           # Support for extended scale orders parameters
+           if order.scale_price_increment && order.scale_price_increment > 0
              [order.scale_price_adjust_value,
               order.scale_price_adjust_interval,
               order.scale_profit_offset,
@@ -130,17 +114,16 @@ module IB
               order.scale_init_position,
               order.scale_init_fill_qty,
               order.scale_random_percent || false
-             ]
+              ]
            else
              []
            end,
 
-           # TODO: Need to add support for hedgeType, not working ATM - beta only
-           # MIN_SERVER_VER_HEDGE_ORDERS
-           server[:server_version] >= 54 ? [order.hedge_type, order.hedge_param || []] : [],
+           # Support for hedgeType
+           order.hedge_type, # MIN_SERVER_VER_HEDGE_ORDERS
+           order.hedge_param || [],
 
-           #MIN_SERVER_VER_OPT_OUT_SMART_ROUTING
-           server[:server_version] >= 56 ? (order.opt_out_smart_routing || false) : [],
+           order.opt_out_smart_routing || false, # MIN_SERVER_VER_OPT_OUT_SMART_ROUTING
 
            order.clearing_account,
            order.clearing_intent,

data/lib/ib/socket.rb

@@ -3,13 +3,8 @@ require 'socket'
 module IB
   class IBSocket < TCPSocket
 
-    # send nice null terminated binary data into socket
+    # Sends null terminated data string into socket
     def write_data data
-      # TWS wants to receive booleans as 1 or 0
-      data = "1" if data == true
-      data = "0" if data == false
-
-      #p data.to_s + EOL
       self.syswrite(data.to_s + EOL)
     end
 

data/lib/ib/symbols/futures.rb

@@ -1,12 +1,12 @@
-# The Futures module tries to guess the front month future using a crude algorithm that 
-# does not take into account expiry/rollover day. This will be valid most of the time, 
+# The Futures module tries to guess the front month 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 takes over as the volume leader.
 
 module IB
   module Symbols
     module Futures
       extend Symbols
-      
+
       # Find the next front month of quarterly futures.
       # N.B. This will not work as expected during the front month before expiration, as
       # it will point to the next quarter even though the current month is still valid!
@@ -62,7 +62,7 @@ module IB
                                   :exchange => "ECBOT",
                                   :currency => "USD",
                                   :sec_type => :future,
-                                  :description => "Mini Dow Jones Industrial"),
+                                  :description => "Mini-DJIA future"),
 
           :es => IB::Contract.new(:symbol => "ES",
                                   :expiry => next_expiry,
@@ -70,7 +70,7 @@ module IB
                                   :currency => "USD",
                                   :sec_type => :future,
                                   :multiplier => 50,
-                                  :description => "E-Mini S&P 500"),
+                                  :description => "E-Mini S&P 500 future"),
 
           :gbp => IB::Contract.new(:symbol => "GBP",
                                    :expiry => next_expiry,
@@ -78,7 +78,7 @@ module IB
                                    :currency => "USD",
                                    :sec_type => :future,
                                    :multiplier => 62500,
-                                   :description => "British Pounds"),
+                                   :description => "British Pounds future"),
 
           :eur => IB::Contract.new(:symbol => "EUR",
                                    :expiry => next_expiry,
@@ -86,7 +86,7 @@ module IB
                                    :currency => "USD",
                                    :sec_type => :future,
                                    :multiplier => 12500,
-                                   :description => "Euro FX"),
+                                   :description => "Euro FX future"),
 
           :jpy => IB::Contract.new(:symbol => "JPY",
                                    :expiry => next_expiry,
@@ -94,7 +94,7 @@ module IB
                                    :currency => "USD",
                                    :sec_type => :future,
                                    :multiplier => 12500000,
-                                   :description => "Japanese Yen"),
+                                   :description => "Japanese Yen future"),
 
           :hsi => IB::Contract.new(:symbol => "HSI",
                                    :expiry => next_expiry,
@@ -102,7 +102,14 @@ module IB
                                    :currency => "HKD",
                                    :sec_type => :future,
                                    :multiplier => 50,
-                                   :description => "Hang Seng Index")
+                                   :description => "Hang Seng Index future"),
+
+          :vix => IB::Contract.new(:symbol => "VIX",
+                                   :expiry => next_expiry,
+                                   :exchange => "CFE", #"ECBOT",
+                                   # :currency => "USD",
+                                   :sec_type => :future,
+                                   :description => "CBOE Volatility Index future")
         }
       end
     end

data/lib/ib/symbols/options.rb

@@ -1,4 +1,4 @@
-# Option contracts definitions. 
+# Option contracts definitions.
 # TODO: add next_expiry and other convenience from Futures module.
 module IB
   module Symbols
@@ -30,6 +30,8 @@ module IB
                                    :strike => 75.0,
                                    :description => "SPY 75.0 Put 2014-01"),
           :spy100 => IB::Option.new(:osi => 'SPY 140118P00100000'),
+          :vix20 => IB::Option.new(:osi =>  'VIX 121121C00020000'),
+          :vxx40 => IB::Option.new(:osi =>  'VXX 121117C00040000'),
         }
       end
     end

data/lib/ib/symbols/stocks.rb

@@ -7,17 +7,23 @@ module IB
 
       def self.contracts
         @contracts ||= {
+          :aapl => IB::Contract.new(:symbol => "AAPL",
+                                    :currency => "USD",
+                                    :sec_type => :stock,
+                                    :description => "Apple Inc."),
+
+          :vxx => IB::Contract.new(:symbol => "VXX",
+                                   :exchange => "ARCA",
+                                   # :currency => "USD",
+                                   :sec_type => :stock,
+                                   :description => "iPath S&P500 VIX short term Futures ETN"),
+
           :wfc => IB::Contract.new(:symbol => "WFC",
                                    :exchange => "NYSE",
                                    :currency => "USD",
                                    :sec_type => :stock,
                                    :description => "Wells Fargo"),
 
-          :aapl => IB::Contract.new(:symbol => "AAPL",
-                                    :currency => "USD",
-                                    :sec_type => :stock,
-                                    :description => "Apple Inc."),
-
           :wrong => IB::Contract.new(:symbol => "QEEUUE",
                                      :exchange => "NYSE",
                                      :currency => "USD",

data/lib/models/ib/order.rb

@@ -329,7 +329,7 @@ module IB
     # Placement
     def place contract, connection
       error "Unable to place order, next_local_id not known" unless connection.next_local_id
-      self.client_id = connection.server[:client_id]
+      self.client_id = connection.client_id
       self.local_id = connection.next_local_id
       connection.next_local_id += 1
       self.placed_at = Time.now
@@ -381,7 +381,7 @@ module IB
     def to_human
       "<Order: " + ((order_ref && order_ref != '') ? "#{order_ref} " : '') +
         "#{self[:order_type]} #{self[:tif]} #{side} #{quantity} " +
-        "#{status} " + (limit_price ? "#{limit_price} " : '') +
+        (limit_price ? "#{limit_price} " : '') + "#{status} " +
         ((aux_price && aux_price != 0) ? "/#{aux_price}" : '') +
         "##{local_id}/#{perm_id} from #{client_id}" +
         (account ? "/#{account}" : '') +

data/spec/account_helper.rb

@@ -17,18 +17,11 @@ def verify_account
 
   @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
 
-  received =
-      if @ib.server[:server_version] <= 60
-        @ib.send_message :RequestAccountData, :subscribe => true
-        @ib.wait_for :AccountValue, 5
-        raise "Unable to verify IB PAPER ACCOUNT" unless @ib.received? :AccountValue
-        p @ib.received[:AccountValue].first
-        @ib.received[:AccountValue].first.account_name
-      else
-        @ib.wait_for :ManagedAccounts, 5
-        raise "Unable to verify IB PAPER ACCOUNT" unless @ib.received?(:ManagedAccounts)
-        @ib.received[:ManagedAccounts].first.accounts_list
-      end
+  @ib.wait_for :ManagedAccounts, 5
+
+  raise "Unable to verify IB PAPER ACCOUNT" unless @ib.received?(:ManagedAccounts)
+
+  received = @ib.received[:ManagedAccounts].first.accounts_list
 
   raise "Connected to wrong account #{received}, expected #{account}" if account != received
 
@@ -87,4 +80,3 @@ shared_examples_for 'Valid account data request' do
     its(:to_human) { should =~ /AccountDownloadEnd/ }
   end
 end
-

data/spec/ib/connection_spec.rb

@@ -18,8 +18,9 @@ shared_examples_for 'Connected Connection without receiver' do
 
   it { should_not be_nil }
   it { should be_connected }
-  its(:server) { should be_a Hash }
-  its(:server) { should have_key :reader }
+  its(:reader) { should be_a Thread }
+  its(:server_version) { should be_an Integer }
+  its(:client_version) { should be_an Integer }
   its(:subscribers) { should have_at_least(1).item } # :NextValidId and empty Hashes
   its(:next_local_id) { should be_a Fixnum } # Not before :NextValidId arrives
 end
@@ -188,8 +189,9 @@ describe IB::Connection do
 
     it { should_not be_nil }
     it { should_not be_connected }
-    its(:server) { should be_a Hash }
-    its(:server) { should_not have_key :reader }
+    its(:reader) { should be_nil }
+    its(:server_version) { should be_nil }
+    its(:client_version) { should be_nil }
     its(:received) { should be_empty }
     its(:subscribers) { should be_empty }
     its(:next_local_id) { should be_nil }
@@ -215,8 +217,9 @@ describe IB::Connection do
 
     it { should_not be_nil }
     it { should_not be_connected }
-    its(:server) { should be_a Hash }
-    its(:server) { should_not have_key :reader }
+    its(:reader) { should be_nil }
+    its(:server_version) { should be_nil }
+    its(:client_version) { should be_nil }
     its(:received) { should be_empty }
     its(:subscribers) { should be_empty }
     its(:next_local_id) { should be_nil }

data/spec/ib/messages/incoming/open_order_spec.rb

@@ -9,7 +9,7 @@ shared_examples_for 'OpenOrder message' do
   its(:local_id) { should be_an Integer }
   its(:status) { should =~ /Submit/ }
   its(:to_human) { should =~
-      /<OpenOrder: <Contract: WFC stock NYSE USD> <Order: LMT DAY buy 100 .*Submit.* 9.13 #\d+\/\d+ from 1111/ }
+      /<OpenOrder: <Contract: WFC stock NYSE USD> <Order: LMT DAY buy 100 9.13 .*Submit.* #\d+\/\d+ from 1111/ }
 
   it 'has proper contract accessor' do
     c = subject.contract

data/spec/ib/messages/outgoing/account_data_spec.rb

@@ -6,8 +6,8 @@ describe IB::Messages::Outgoing do
 
     subject do
       IB::Messages::Outgoing::RequestAccountData.new(
-          :subscribe => true,
-          :account_code => 'DUH')
+        :subscribe => true,
+      :account_code => 'DUH')
     end
 
     it { should be_an IB::Messages::Outgoing::RequestAccountData }
@@ -25,7 +25,15 @@ describe IB::Messages::Outgoing do
     end
 
     it 'encodes into Array' do
-      subject.encode(:server_version => 60).should == [6, 2, true, "DUH"]
+      subject.encode.should == [6, 2, [], [true, "DUH"]]
+    end
+
+    it 'that is flattened before sending it over socket to IB server' do
+      subject.preprocess.should == [6, 2, 1, "DUH"]
+    end
+
+    it 'and has correct #to_s representation' do
+      subject.to_s.should == "6-2-1-DUH"
     end
 
   end

data/spec/ib/symbols/symbols_spec.rb

@@ -42,7 +42,7 @@ describe IB::Symbols do
     fx.currency.should == "USD"
     fx.multiplier.should == 62500
     fx.exchange.should == "GLOBEX"
-    fx.description.should == "British Pounds"
+    fx.description.should =~ /British Pounds/
   end
 
   it 'raises an error if requested contract symbol is not defined' do

data/spec/models/ib/order_spec.rb

@@ -25,7 +25,7 @@ describe IB::Order,
    :not_held => true},
 
   # TODO: :presents => { Object => "Formatted"}
-  :human => "<Order: Test MIT GTC buy 100 New 0.1 #23/173276893 from 1111>",
+  :human => "<Order: Test MIT GTC buy 100 0.1 New #23/173276893 from 1111>",
 
   :errors => {:side =>["should be buy/sell/short"]},
 

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version
   prerelease:
-  version: 0.9.0
+  version: 0.9.1
 platform: ruby
 authors:
 - Paul Legato
@@ -10,7 +10,7 @@ authors:
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2012-10-31 00:00:00.000000000 Z
+date: 2012-11-15 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler