ib-ruby 0.5.11 → 0.5.12

data/HISTORY

@@ -89,3 +89,7 @@
 == 0.5.11 / 2011-12-20
 
 * Release Connection.current API
+
+== 0.5.12 / 2011-12-21
+
+* Logging support hacked back in

data/VERSION

@@ -1 +1 @@
-0.5.11
+0.5.12

data/bin/account_info

@@ -14,6 +14,9 @@ require 'ib-ruby'
 # First, connect to IB TWS.
 ib = IB::Connection.new
 
+# Set log level
+log.level = Logger::FATAL
+
 # Subscribe to TWS alerts/errors and account-related messages
 # that TWS sends in response to account data request
 ib.subscribe(:Alert, :AccountValue,

data/lib/ib-ruby/connection.rb

@@ -1,5 +1,5 @@
 require 'ib-ruby/socket'
-require 'logger'
+require 'ib-ruby/logger'
 
 # Add method to_ib to render datetime in IB format (zero padded "yyyymmdd HH:mm:ss")
 class Time
@@ -61,7 +61,7 @@ module IB
       # TWS always sends NextValidID message at connect - save this id
       self.subscribe(:NextValidID) do |msg|
         @next_order_id = msg.data[:id]
-        puts "Got next valid order id: #{@next_order_id}."
+        log.info "Got next valid order id: #{@next_order_id}."
       end
 
       @server[:socket] = IBSocket.open(@options[:host], @options[:port])
@@ -81,9 +81,9 @@ module IB
       @server[:socket].send(@server[:client_id])
 
       @connected = true
-      puts "Connected to server, version: #{@server[:version]}, connection time: " +
-               "#{@server[:local_connect_time]} local, " +
-               "#{@server[:remote_connect_time]} remote."
+      log.info "Connected to server, version: #{@server[:version]}, connection time: " +
+          "#{@server[:local_connect_time]} local, " +
+          "#{@server[:remote_connect_time]} remote."
     end
 
     alias open connect # Legacy alias
@@ -171,7 +171,7 @@ module IB
 
       # Debug:
       unless [1, 2, 4, 6, 7, 8, 9, 12, 21, 53].include? msg_id
-        puts "Got message #{msg_id} (#{Messages::Incoming::Table[msg_id]})"
+        log.debug "Got message #{msg_id} (#{Messages::Incoming::Table[msg_id]})"
       end
 
       # Create new instance of the appropriate message type, and have it read the message.
@@ -179,7 +179,7 @@ module IB
       msg = Messages::Incoming::Table[msg_id].new(@server[:socket])
 
       subscribers[msg.class].each { |_, subscriber| subscriber.call(msg) }
-      puts "No subscribers for message #{msg.class}!" if subscribers[msg.class].empty?
+      log.warn "No subscribers for message #{msg.class}!" if subscribers[msg.class].empty?
     end
 
     # Place Order (convenience wrapper for message :PlaceOrder)

data/lib/ib-ruby/logger.rb

@@ -0,0 +1,22 @@
+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"
+    end
+    log.level = Logger::WARN
+  end
+end
+
+
+
+
+
+
+
+
+
+
+

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

@@ -133,29 +133,6 @@ module IB
       # the order id in its @next_order_id attribute.
       NextValidID = def_message 9, [:id, :int]
 
-      MarketDepth =
-          def_message 12, [:id, :int],
-                      [:position, :int], # The row Id of this market depth entry.
-                      [:operation, :int], # How it should be applied to the market depth:
-                      #   0 = insert this new order into the row identified by :position
-                      #   1 = update the existing order in the row identified by :position
-                      #   2 = delete the existing order at the row identified by :position
-                      [:side, :int], # side of the book: 0 = ask, 1 = bid
-                      [:price, :decimal],
-                      [:size, :int]
-
-      MarketDepthL2 =
-          def_message 13, [:id, :int],
-                      [:position, :int], # The row Id of this market depth entry.
-                      [:market_maker, :string], # The exchange hosting this order.
-                      [:operation, :int], # How it should be applied to the market depth:
-                      #   0 = insert this new order into the row identified by :position
-                      #   1 = update the existing order in the row identified by :position
-                      #   2 = delete the existing order at the row identified by :position
-                      [:side, :int], # side of the book: 0 = ask, 1 = bid
-                      [:price, :decimal],
-                      [:size, :int]
-
       NewsBulletins =
           def_message 14, [:id, :int], # unique incrementing bulletin ID.
                       [:type, :int], # Type of bulletin. Valid values include:
@@ -325,6 +302,45 @@ module IB
       end # TickOption
       TickOptionComputation = TickOption
 
+      MarketDepth =
+          def_message 12, [:id, :int],
+                      [:position, :int], # The row Id of this market depth entry.
+                      [:operation, :int], # How it should be applied to the market depth:
+                      #   0 = insert this new order into the row identified by :position
+                      #   1 = update the existing order in the row identified by :position
+                      #   2 = delete the existing order at the row identified by :position
+                      [:side, :int], # side of the book: 0 = ask, 1 = bid
+                      [:price, :decimal],
+                      [:size, :int]
+      class MarketDepth
+
+        def side
+          @data[:side] == 0 ? :ask : :bid
+        end
+
+        def operation
+          @data[:operation] == 0 ? :insert : @data[:operation] == 1 ? :update : :delete
+        end
+
+        def to_human
+          "<#{self.class.to_s.split('::').last}: #{operation} #{side} @ "+
+              "#{@data[:position]} = #{@data[:price]} x #{@data[:size]}>"
+        end
+      end
+
+      MarketDepthL2 =
+          def_message 13, MarketDepth,
+                      [:id, :int],
+                      [:position, :int], # The row Id of this market depth entry.
+                      [:market_maker, :string], # The exchange hosting this order.
+                      [:operation, :int], # How it should be applied to the market depth:
+                      #   0 = insert this new order into the row identified by :position
+                      #   1 = update the existing order in the row identified by :position
+                      #   2 = delete the existing order at the row identified by :position
+                      [:side, :int], # side of the book: 0 = ask, 1 = bid
+                      [:price, :decimal],
+                      [:size, :int]
+
       # Called Error in Java code, but in fact this type of messages also
       # deliver system alerts and additional (non-error) info from TWS.
       # It has additional accessors: #code and #message, derived from @data

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

@@ -209,25 +209,25 @@ 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.
-      #        :tick_list => String: comma delimited list of requested tick groups:
-      #           Group ID - Description - Requested Tick Types
-      #           100 - Option Volume (currently for stocks) - 29, 30
-      #           101 - Option Open Interest (currently for stocks) - 27, 28
-      #           104 - Historical Volatility (currently for stocks) - 23
-      #           106 - Option Implied Volatility (currently for stocks) - 24
-      #           162 - Index Future Premium - 31
-      #           165 - Miscellaneous Stats - 15, 16, 17, 18, 19, 20, 21
-      #           221 - Mark Price (used in TWS P&L computations) - 37
-      #           225 - Auction values (volume, price and imbalance) - 34, 35, 36
-      #           233 - RTVolume - 48
-      #           236 - Shortable - 46
-      #           256 - Inventory - ?
-      #           258 - Fundamental Ratios - 47
-      #           411 - Realtime Historical Volatility - 58
-      #        :snapshot => bool: Check to return a single snapshot of market data and
-      #                     have the market data subscription canceled. Do not enter any
-      #                     :tick_list values if you use snapshot. }
+      #      :contract => Datatypes::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
+      #        101 - Option Open Interest (currently for stocks) - 27, 28
+      #        104 - Historical Volatility (currently for stocks) - 23
+      #        106 - Option Implied Volatility (currently for stocks) - 24
+      #        162 - Index Future Premium - 31
+      #        165 - Miscellaneous Stats - 15, 16, 17, 18, 19, 20, 21
+      #        221 - Mark Price (used in TWS P&L computations) - 37
+      #        225 - Auction values (volume, price and imbalance) - 34, 35, 36
+      #        233 - RTVolume - 48
+      #        236 - Shortable - 46
+      #        256 - Inventory - ?
+      #        258 - Fundamental Ratios - 47
+      #        411 - Realtime Historical Volatility - 58
+      #      :snapshot => bool: Check to return a single snapshot of market data and
+      #                   have the market data subscription canceled. Do not enter any
+      #                   :tick_list values if you use snapshot. }
       class RequestMarketData < AbstractMessage
         @message_id = 1
         @version = 9 # message version number

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

@@ -47,8 +47,9 @@ module IB
       end
 
       def to_s
-        "<Execution #{@time}: #{@side} #{@shares} shares @ #{@price} on #{@exchange}, " +
-            "IDs: #{@order_id} order, #{@exec_id} exec, #{@perm_id} perm>"
+        "<Execution #{@time}: #{@side} #{@shares} @ #{@price} on #{@exchange}, " +
+            "cumulative: #{@cumulative_quantity} @ #{@average_price}, " +
+            "ids: #{@order_id} order, #{@perm_id} perm, #{@exec_id} exec>"
       end
     end # Execution
   end # module Models

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.5.11
+  version: 0.5.12
 platform: ruby
 authors: 
 - Paul Legato
@@ -11,7 +11,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2011-12-20 00:00:00 -08:00
+date: 2012-01-02 00:00:00 +03:00
 default_executable: 
 dependencies: 
 - !ruby/object:Gem::Dependency 
@@ -72,6 +72,7 @@ files:
 - 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