ib-ruby 0.5.7 → 0.5.9

data/HISTORY

@@ -73,3 +73,11 @@
 == 0.5.7 / 2011-12-16
 
 * Option subclass of Contract added
+
+== 0.5.8 / 2011-12-16
+
+* Critical bugs in Order-related messages fixed
+
+== 0.5.9 / 2011-12-16
+
+* Sample scripts to place and cancel orders added

data/VERSION

@@ -1 +1 @@
-0.5.7
+0.5.9

data/bin/global_cancel

@@ -0,0 +1,26 @@
+#!/usr/bin/env ruby
+#
+# This script allows you to cancel ALL Orders opened via IB API at once.
+# Useful if your robot goes crazy and opens gazillions of wrong limit orders.
+
+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'
+require 'ib-ruby'
+
+# First, connect to IB TWS.
+ib = IB::Connection.new
+
+# Subscribe to TWS alerts/errors and account-related messages
+# that TWS sends in response to account data request
+ib.subscribe(:Alert, :OpenOrder, :OrderStatus) { |msg| puts msg.to_human }
+
+ib.send_message :RequestGlobalCancel
+
+ib.send_message :RequestAllOpenOrders
+
+puts "\n******** Press <Enter> to cancel... *********\n\n"
+gets

data/bin/place_order

@@ -0,0 +1,34 @@
+#!/usr/bin/env ruby
+#
+# This script connects to IB API, subscribes to account info and prints out
+# messages received from IB (update every 3 minute or so)
+
+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'
+require 'ib-ruby'
+
+# First, connect to IB TWS.
+ib = IB::Connection.new
+
+# Subscribe to TWS alerts/errors and account-related messages
+# that TWS sends in response to account data request
+ib.subscribe(:Alert, :OpenOrder, :OrderStatus) { |msg| puts msg.to_human }
+
+wfc = IB::Symbols::Stocks[:wfc]
+buy_order = IB::Models::Order.new :total_quantity => 100,
+                                  :limit_price => 1 + rand().round(2),
+                                  :action => 'BUY',
+                                  :order_type => 'LMT'
+
+sleep 0.5 # waiting for :NextValidID
+
+ib.place_order buy_order, wfc
+
+ib.send_message :RequestAllOpenOrders
+
+puts "\n******** Press <Enter> to cancel... *********\n\n"
+gets

data/lib/ib-ruby/connection.rb

@@ -22,12 +22,13 @@ module IB
     DEFAULT_OPTIONS = {:host =>"127.0.0.1",
                        :port => '4001', # IB Gateway connection (default)
                        #:port => '7496', # TWS connection, with annoying pop-ups
+                       :client_id => nil, # Will be randomly assigned
                        :connect => true,
                        :reader => true
     }
 
-    attr_reader :server, #         Info about IB server and server connection state
-                :next_order_id #  Next valid order id
+    attr_reader :server #         Info about IB server and server connection state
+    attr_accessor :next_order_id #  Next valid order id
 
     def initialize(opts = {})
       @options = DEFAULT_OPTIONS.merge(opts)
@@ -67,8 +68,10 @@ module IB
       @server[:local_connect_time] = Time.now()
       @server[:remote_connect_time] = @server[:socket].read_string
 
-      # Sending arbitrary client ID to identify subsequent communications.
-      @server[:client_id] = random_id
+      # 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
       @server[:socket].send(@server[:client_id])
 
       @connected = true
@@ -161,9 +164,9 @@ module IB
       msg_id = @server[:socket].read_int
 
       # 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]})"
-      #end
+      unless [1, 2, 4, 6, 7, 8, 9, 12, 21, 53].include? msg_id
+        puts "Got message #{msg_id} (#{Messages::Incoming::Table[msg_id]})"
+      end
 
       # Create new instance of the appropriate message type, and have it read the message.
       # NB: Failure here usually means unsupported message type received
@@ -173,6 +176,15 @@ module IB
       puts "No subscribers for message #{msg.class}!" if subscribers[msg.class].empty?
     end
 
+    # Place Order (convenience wrapper for message :PlaceOrder)
+    def place_order order, contract
+      send_message :PlaceOrder,
+                   :order => order,
+                   :contract => contract,
+                   :id => @next_order_id
+      @next_order_id += 1
+    end
+
     protected
 
     def random_id

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

@@ -364,7 +364,8 @@ module IB
 
           @order = Models::Order.new :id => @socket.read_int
 
-          @contract = Models::Contract.new :symbol => @socket.read_string,
+          @contract = Models::Contract.new :con_id => @socket.read_string,
+                                           :symbol => @socket.read_string,
                                            :sec_type => @socket.read_string,
                                            :expiry => @socket.read_string,
                                            :strike => @socket.read_decimal,
@@ -397,7 +398,7 @@ module IB
           @order.fa_percentage = @socket.read_string
           @order.fa_profile = @socket.read_string
           @order.good_till_date = @socket.read_string
-          @order.rule_80A = @socket.read_string
+          @order.rule_80a = @socket.read_string
           @order.percent_offset = @socket.read_decimal
           @order.settling_firm = @socket.read_string
           @order.short_sale_slot = @socket.read_int
@@ -431,7 +432,7 @@ module IB
           @order.trail_stop_price = @socket.read_decimal
           @order.basis_points = @socket.read_decimal
           @order.basis_points_type = @socket.read_int
-          @order.combo_legs_description = @socket.read_string
+          @contract.combo_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

@@ -73,35 +73,46 @@ module IB
 
       ### Defining (short) Outgoing Message classes for IB:
 
-      # Empty messages (no data)
+      ## Empty messages (no data)
+
+      # Request the open orders that were placed from THIS client. Each open order
+      # will be fed back through the OpenOrder and OrderStatus messages.
+      # NB: Client with a client_id of 0 will also receive the TWS-owned open orders.
+      # These orders will be associated with the client and a new orderId will be
+      # generated. This association will persist over multiple API and TWS sessions.
       RequestOpenOrders = def_message 5
-      CancelNewsBulletins = def_message 13
+
+      # Request the open orders placed from all clients and also from TWS. Each open
+      # order will be fed back through the OpenOrder and OrderStatus messages.
       RequestAllOpenOrders = def_message 16
-      RequestManagedAccounts = def_message 17
+
       # Requests an XML document that describes the valid parameters that a scanner
       # subscription can have (for outgoing RequestScannerSubscription message).
       RequestScannerParameters = def_message 24
+
+      CancelNewsBulletins = def_message 13
+      RequestManagedAccounts = def_message 17
       RequestCurrentTime = def_message 49
       RequestGlobalCancel = def_message 58
 
-      # Data format is: @data = { :id => ticker_id}
+      ## Data format is: @data = { :id => ticker_id}
       CancelMarketData = def_message 2
       CancelMarketDepth = def_message 11
       CancelScannerSubscription = def_message 23
       CancelHistoricalData = def_message 25
       CancelRealTimeBars = def_message 51
 
-      # Data format is: @data = { :id => request_id }
+      ## Data format is: @data = { :id => request_id }
       CancelFundamentalData = def_message 53
       CancelImpliedVolatility = def_message 56
       CancelCalculateImpliedVolatility = CancelImpliedVolatility
       CancelOptionPrice = def_message 57
       CancelCalculateOptionPrice = CancelOptionPrice
 
-      # Data format is: @data ={ :id => order-id-to-cancel }
+      ## Data format is: @data ={ :id => order-id-to-cancel }
       CancelOrder = def_message 4
 
-      # These messages contain just one or two keys, shown in the end of definition
+      ## These messages contain just one or two keys, shown in the end of definition
       # @data = { :number_of_ids => int }
       RequestIds = def_message 8, 1, :number_of_ids
       # data = { :all_messages => boolean }

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

@@ -34,7 +34,7 @@ module IB
       def initialize opts = {}
         @con_id = 0
         @ratio = 0
-        @open_close = 0
+        @open_close = SAME
         @short_sale_slot = 0
         @designated_location = ''
         @exempt_code = -1

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

@@ -141,7 +141,7 @@ module IB
       def right=(x)
         x.upcase! if x.is_a?(String)
         x = nil if !x.nil? && x.empty?
-        x = nil if x == "0"
+        x = nil if x == "0" || x == "?"
         raise(ArgumentError.new("Invalid right \"#{x}\" (must be one of PUT, CALL, P, C)")) unless x.nil? || ["PUT", "CALL", "P", "C", "0"].include?(x)
         @right = x
       end

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

@@ -261,7 +261,7 @@ module IB
       # This returns an Array of data from the given order,
       # mixed with data from associated contract. Ugly mix, indeed.
       def serialize_with contract
-        [contract.serialize_long(:sec_id),
+        [contract.serialize_long(:con_id, :sec_id),
          action, # main order fields
          total_quantity,
          order_type,
@@ -336,6 +336,14 @@ module IB
         end
       end
 
+      def to_s #human
+        "<Order::" +  #self.class.
+            instance_variables.map do |key|
+              value = instance_variable_get(key)
+              " #{key}=#{value}" unless value.nil? || value == '' || value == 0
+            end.compact.join(',') + " >"
+      end
+
     end # class Order
   end # module Models
 end # module IB

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.5.7
+  version: 0.5.9
 platform: ruby
 authors: 
 - Paul Legato
@@ -44,10 +44,12 @@ executables:
 - account_info
 - contract_details
 - depth_of_market
+- global_cancel
 - historic_data
 - historic_data_cli
 - market_data
 - option_data
+- place_order
 - template
 - time_and_sales
 extensions: []
@@ -58,10 +60,12 @@ files:
 - bin/account_info
 - bin/contract_details
 - bin/depth_of_market
+- bin/global_cancel
 - bin/historic_data
 - bin/historic_data_cli
 - bin/market_data
 - bin/option_data
+- bin/place_order
 - bin/template
 - bin/time_and_sales
 - lib/ib-ruby/connection.rb