ib-ruby 0.5.14 → 0.5.15

data/HISTORY

@@ -101,3 +101,7 @@
 == 0.5.14 / 2012-01-28
 
 * Bump after Rebundling
+
+== 0.5.15 / 2012-02-01
+
+* Docs improvement

data/VERSION

@@ -1 +1 @@
-0.5.14
+0.5.15

data/bin/account_info

@@ -26,7 +26,7 @@ ib.send_message :RequestAccountData, :subscribe => true
 
 puts "\nSubscribing to IB account data"
 puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
+STDIN.gets
 puts "Cancelling account data subscription.."
 
 ib.send_message :RequestAccountData, :subscribe => false

data/bin/{global_cancel → cancel_orders}

@@ -11,15 +11,19 @@ require 'rubygems'
 require 'bundler/setup'
 require 'ib-ruby'
 
+p ARGV
+
 # First, connect to IB TWS.
 ib = IB::Connection.new
 
 # Subscribe to TWS alerts/errors and order-related messages
 ib.subscribe(:Alert, :OpenOrder, :OrderStatus) { |msg| puts msg.to_human }
 
-ib.send_message :RequestGlobalCancel
+ib.send_message :RequestGlobalCancel if ARGV.empty?
+
+ARGV.each { |order_id| ib.send_message :CancelOrder, :id => order_id.to_i }
 
 ib.send_message :RequestAllOpenOrders
 
 puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
+STDIN.gets

data/bin/depth_of_market

@@ -40,7 +40,7 @@ end
 
 puts "\nSubscribed to market data"
 puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
+STDIN.gets
 puts "Cancelling market data subscription.."
 
 @market.each_pair { |id, contract| ib.send_message :CancelMarketDepth, :id => id }

data/bin/list_orders

@@ -27,4 +27,4 @@ end
 ib.send_message :RequestAllOpenOrders
 
 puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
+STDIN.gets

data/bin/market_data

@@ -38,7 +38,7 @@ end
 
 puts "\nSubscribed to market data"
 puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
+STDIN.gets
 puts "Cancelling market data subscription.."
 
 @market.each_pair { |id, _| ib.send_message :CancelMarketData, :id => id }

data/bin/option_data

@@ -41,7 +41,7 @@ end
 
 puts "\nSubscribed to market data"
 puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
+STDIN.gets
 puts "Cancelling market data subscription.."
 
 @market.each_pair { |id, contract| ib.send_message :CancelMarketData, :id => id }

data/bin/place_order

@@ -30,4 +30,4 @@ ib.place_order buy_order, wfc
 ib.send_message :RequestAllOpenOrders
 
 puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
+STDIN.gets

data/bin/time_and_sales

@@ -52,7 +52,7 @@ end
 
 puts "\nSubscribed to TWS market data"
 puts "\n******** Press <Enter> to cancel... *********\n\n"
-gets
+STDIN.gets
 puts "Unsubscribing from TWS market data.."
 
 @market.each_pair { |id, contract| ib.send_message :CancelMarketData, :id => id }

data/lib/ib-ruby/logger.rb

@@ -4,7 +4,7 @@ require "logger"
 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"
+      "#{time.strftime('%H:%M:%S.%N')} #{msg}\n"
     end
     logger.level = Logger::INFO
   end

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

@@ -481,7 +481,7 @@ module IB
           @order.trail_stop_price = @socket.read_decimal
           @order.basis_points = @socket.read_decimal
           @order.basis_points_type = @socket.read_int
-          @contract.combo_legs_description = @socket.read_string
+          @contract.legs_description = @socket.read_string
           @order.scale_init_level_size = @socket.read_int_max
           @order.scale_subs_level_size = @socket.read_int_max
           @order.scale_price_increment = @socket.read_decimal_max

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

@@ -243,7 +243,7 @@ module IB
                       end
           [super,
            @data[:contract].serialize_long(:con_id),
-           @data[:contract].serialize_combo_legs,
+           @data[:contract].serialize_legs,
            @data[:contract].serialize_under_comp,
            tick_list,
            @data[:snapshot] || false]
@@ -351,7 +351,7 @@ module IB
            @data[:use_rth],
            @data[:what_to_show].to_s.upcase,
            @data[:format_date],
-           contract.serialize_combo_legs]
+           contract.serialize_legs]
         end
       end # RequestHistoricalData
 

data/lib/ib-ruby/models/contract/bag.rb

@@ -24,8 +24,8 @@ module IB
 
         def to_human
           "<Bag: " + [symbol, exchange, currency].join(" ") + " legs: " +
-              (@combo_legs_description ||
-                  @combo_legs.map do |leg|
+              (@legs_description ||
+                  @legs.map do |leg|
                     "#{leg.action} #{leg.ratio} * #{leg.con_id}"
                   end.join('|')) + ">"
         end

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

@@ -64,8 +64,8 @@ module IB
                     :sec_id, # Unique identifier of the given secIdType.
 
                     # COMBOS
-                    :combo_legs_description, # received in open order for all combos
-                    :combo_legs # Dynamic memory structure used to store the leg
+                    :legs_description, # received in open order for all combos
+                    :legs # Dynamic memory structure used to store the leg
       #              definitions for this contract.
 
       # ContractDetails fields are bundled into Contract proper, as it should be
@@ -123,9 +123,12 @@ module IB
                     :under_delta, # double: The underlying stock or future delta.
                     :under_price #  double: The price of the underlying.
 
-      # NB :description field is entirely local to ib-ruby, and not part of TWS.
-      # You can use it to store whatever arbitrary data you want.
-      attr_accessor :description
+      attr_accessor :description # NB: local to ib-ruby, not part of TWS.
+
+      alias combo_legs legs
+      alias combo_legs= legs=
+      alias combo_legs_description legs_description
+      alias combo_legs_description= legs_description=
 
       def initialize opts = {}
         # Assign defaults to properties first!
@@ -133,7 +136,7 @@ module IB
         @strike = 0
         @sec_type = ''
         @include_expired = false
-        @combo_legs = Array.new
+        @legs = Array.new
 
         # These properties are from ContractDetails
         @summary = self
@@ -181,7 +184,7 @@ module IB
       end
 
       def reset
-        @combo_legs = Array.new
+        @legs = Array.new
         @strike = 0
       end
 
@@ -243,11 +246,10 @@ module IB
       # "BAG" is not really a contract, but a combination (combo) of securities.
       # AKA basket or bag of securities. Individual securities in combo are represented
       # by ComboLeg objects.
-      def serialize_combo_legs *fields
+      def serialize_legs *fields
         return [] unless sec_type.upcase == "BAG"
-        return [0] if combo_legs.empty? || combo_legs.nil?
-        [combo_legs.size,
-         combo_legs.map { |leg| leg.serialize *fields }]
+        return [0] if legs.empty? || legs.nil?
+        [legs.size, legs.map { |leg| leg.serialize *fields }]
       end
 
       def to_s

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

@@ -136,9 +136,18 @@ module IB
                     #          two consecutive bid or ask prices.
                     #      2 - "last" method, stops are triggered based on the last price.
                     #      3 - double last method.
-                    #      4 - bid/ask method.
-                    #      7 - last or bid/ask method.
-                    #      8 - mid-point method.
+                    #      4 - bid/ask method. For a buy order, a single occurrence of the
+                    #          bid price must be at or above the trigger price. For a sell
+                    #          order, a single occurrence of the ask price must be at or
+                    #          below the trigger price.
+                    #      7 - last or bid/ask method. For a buy order, a single bid price
+                    #          or the last price must be at or above the trigger price.
+                    #          For a sell order, a single ask price or the last price
+                    #          must be at or below the trigger price.
+                    #      8 - mid-point method, where the midpoint must be at or above
+                    #          (for a buy) or at or below (for a sell) the trigger price,
+                    #          and the spread between the bid and ask must be less than
+                    #          0.1% of the midpoint
 
                     :outside_rth, # bool: allows orders to also trigger or fill outside
                     #               of regular trading hours. (WAS: ignore_rth)
@@ -275,6 +284,7 @@ module IB
                     # � Cancelled - indicates that the balance of your order has been
                     #   confirmed canceled by the IB system. This could occur unexpectedly
                     #   when IB or the destination has rejected your order.
+                    # � ApiCancelled - canceled via API
                     # � Filled - indicates that the order has been completely filled.
                     # � Inactive - indicates that the order has been accepted by the system
                     #   (simulated orders) or an exchange (native orders) but that currently
@@ -374,7 +384,7 @@ module IB
          trigger_method,
          outside_rth, # was: ignore_rth
          hidden,
-         contract.serialize_combo_legs(:extended),
+         contract.serialize_legs(:extended),
          '', # deprecated shares_allocation field
          discretionary_amount,
          good_after_time,

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.5.14
+  version: 0.5.15
 platform: ruby
 authors: 
   - Paul Legato
@@ -11,7 +11,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2012-01-28 00:00:00 Z
+date: 2012-02-01 00:00:00 Z
 dependencies: 
   - !ruby/object:Gem::Dependency 
     name: bundler
@@ -52,9 +52,9 @@ email:
   - arvitallian@gmail.com
 executables: 
   - account_info
+  - cancel_orders
   - contract_details
   - depth_of_market
-  - global_cancel
   - historic_data
   - historic_data_cli
   - list_orders
@@ -69,9 +69,9 @@ extra_rdoc_files: []
 
 files: 
   - bin/account_info
+  - bin/cancel_orders
   - bin/contract_details
   - bin/depth_of_market
-  - bin/global_cancel
   - bin/historic_data
   - bin/historic_data_cli
   - bin/list_orders