ib-ruby 0.8.1 → 0.8.3

data/.gitignore

@@ -21,7 +21,6 @@ tmtags
 
 ## PROJECT::GENERAL
 coverage
-config
 data
 rdoc
 doc

data/HISTORY

@@ -193,3 +193,8 @@
 == 0.8.1 / 2012-06-13
 
 * Combo routing parameters and algo parameters supported
+
+== 0.8.3 / 2012-07-15
+
+* Rails Engine integration
+

data/README.md

@@ -69,8 +69,8 @@ other API implementations. The choice is yours.
     |:------------|------------:|:------------:|
     | 0.5.21      |    918-920  |    965       |
     | 0.6.1       |    921-923  |    966       |
-    | 0.7.1+      |    924-925  |    966       |
-    | 0.8.0+      |      926+   |    967       |
+    | 0.7.1       |    924-925  |    966       |
+    | 0.8.1+      |    926-927  |    967       |
 
 4. Start Interactive Broker's Trader Work Station or Gateway before your code
    attempts to connect to it. Note that TWS and Gateway listen to different ports,
@@ -82,8 +82,8 @@ other API implementations. The choice is yours.
 This is an example of your script that requests and prints out account data, then
 places limit order to buy 100 lots of WFC and waits for execution. All in about ten
 lines of code - and without sacrificing code readability or flexibility.
-
-    require 'ib-ruby'
+``` ruby
+    require 'ib'
 
     ib = IB::Connection.new :port => 7496
     ib.subscribe(:Alert, :AccountValue) { |msg| puts msg.to_human }
@@ -98,7 +98,7 @@ lines of code - and without sacrificing code readability or flexibility.
                                 :action => :buy, :order_type => :limit
     ib.place_order buy_order, contract
     ib.wait_for :ExecutionData
-
+```
 Your code interacts with TWS via exchange of messages. Messages that you send to
 TWS are called 'Outgoing', messages your code receives from TWS - 'Incoming'.
 
@@ -115,7 +115,7 @@ given to `#subscribe`.
 In order to give TWS time to respond, you either run a message processing loop or
 just wait until Connection receives the messages type you requested.
 
-See `lib/ib-ruby/messages` for a full list of supported incoming/outgoing messages
+See `lib/ib/messages` for a full list of supported incoming/outgoing messages
 and their attributes. The original TWS docs and code samples can also be found
 in `misc` directory.
 
@@ -123,65 +123,59 @@ The sample scripts in `bin` directory provide examples of how common tasks
 can be achieved using ib-ruby. You may also want to look into `spec/integration`
 directory for more scenarios and examples of handling IB messages.
 
-## DB BACKEND:
-
-Latest versions of the gem added (optional and experimental) support for data
-persistance (ActiveRecord ORM). In order to use this support, you have to set up
-the database (SQLite recommended for simplicity) and run migrations located at
-'db/migrate' folder.
-
-You further need to:
-
-    require 'ib-ruby/db'
-
-    IB::DB.connect :adapter => 'sqlite3',
-                   :database => 'db/test.sqlite3'
+## RAILS INTEGRATION:
 
-    require 'ib-ruby'
+This gem has two operating modes: standalone and Rails-engine. If you require it in a
+Rails environment, it loads Rails engine automatically. Otherwise, it does not load any
+Rails integration. 
 
-Only require 'ib-ruby' AFTER you connected to DB, otherwise your Models will not
-inherit from ActiveRecord::Base and won't be persistent. If you are using Rails,
-you don't need IB::DB.connect part, Rails will take care of it for you. So, just use:
-
-    require 'ib-ruby/db'
-    require 'ib-ruby'
+To add ib-ruby to your Rails 3 project, follow these steps:
 
-Now, all your IB Models are just ActiveRecords and you can do whatever you want with them:
-persist to DB, use in Rails applications, develop controllers and views.
+Add to your Gemfile:
+``` ruby
+gem 'ib-ruby', '~>0.8'
+```
+Add the require to your config/application.rb:
+``` ruby
+require File.expand_path('../boot', __FILE__)
+require 'rails/all'
+require 'ib'
+if defined?(Bundler)
+```
+Now run:
 
+    $ bundle install
+    $ rake ib_engine:install:migrations
 
-## RUNNING TESTS:
-
-The gem comes with a spec suit that may be used to test ib-ruby compatibility
-with your specific TWS/Gateway installation. The test suit should be run ONLY
-against your IB paper trading account. Running it against live account may result
-in financial losses.
+This will install ib-ruby gem and copy its migrations into your Rails apps migrations.
 
-In order to run tests, you should set up your IB paper trading connection parameters
-in 'spec/spec_helper' file. Modify account_name, host and port under section
-'Your IB PAPER ACCOUNT'. Do not change the client_id.
+You can now use or modify IB models, develop controllers and views for them in your Rails app. 
 
-Before running tests, you need to start your TWS/Gateway and allow API connection.
-You should not have any open/pending orders on your IB paper trading account prior
-to running tests, otherwise some tests will fail. Use 'bin/cancel_orders' script for
-bulk cancelling of open orders before running tests as needed.
+## DB BACKEND:
 
-By default, specs are run without database support (tableless). In order to run them
-with database backend, use:
+Even if you don't use Rails, you can still take advantage of its data persistance layer 
+(ActiveRecord ORM). In order to use data persistance, you have to set up the database 
+(SQLite recommended for simplicity) and run migrations located at gems 'db/migrate' folder.
+It is recommended that you use a gem like [standalone_migrations](https://github.com/thuss/standalone-migrations) for this.
 
-    $ rspec -rdb [spec/specific_spec.rb]
+You further need to:
+``` ruby
+    require 'ib/db'
+    IB::DB.connect :adapter => 'sqlite3', :database => 'db/test.sqlite3'
+    require 'ib'
+```
+Only require 'ib' AFTER you've connected to DB, otherwise your Models will not
+inherit from ActiveRecord::Base and won't be persistent. If you are using Rails,
+you don't need IB::DB.connect part, Rails will take care of it for you.  
 
-Also, by default, specs suppress logging output that is normally produced by IB::Connection.
-This may make it difficult to debug a failing spec. Following option will switch on verbose
-output (both logger output and content of all received IB messages is dumped). Do not use
-this mode to run a whole spec - you will be swamped! Use it to debug specific failing specs
-only:
+Now, all your IB Models are just ActiveRecords and you can save them to DB just
+like you would with Rails models.
 
-    $ rspec -rv [spec/specific_spec.rb]
+## RUNNING TESTS:
 
-You can easily create your own tests following the guide in 'spec/README'.
-Help the development! See 'spec/TODO' for the list of use cases/scenarios
-that still need to be tested.
+The gem comes with a spec suit that may be used to test ib-ruby compatibility with your 
+specific TWS/Gateway installation. Please read 'spec/Readme.md' for more details about
+running specs.
 
 ## CONTRIBUTING:
 

data/Rakefile

@@ -14,7 +14,7 @@ PKG_PATH = BASE_PATH + 'pkg'
 DOC_PATH = BASE_PATH + 'rdoc'
 
 $LOAD_PATH.unshift LIB_PATH.to_s
-require 'ib-ruby/version'
+require 'ib/version'
 
 NAME = 'ib-ruby'
 CLASS_NAME = IB
@@ -39,6 +39,7 @@ rescue LoadError => e
   puts "gem install standalone_migrations to get db:migrate:* tasks! (Error: #{e})"
 end
 
+
 # rake db:redo DB=test"
 namespace :db do
   desc "Remake db from scratch: $ rake db:redo DB=test"

data/VERSION

@@ -1 +1 @@
-0.8.1
+0.8.3

data/app/assets/javascripts/ib/application.js

@@ -0,0 +1,15 @@
+// This is a manifest file that'll be compiled into application.js, which will include all the files
+// listed below.
+//
+// Any JavaScript/Coffee file within this directory, lib/assets/javascripts, vendor/assets/javascripts,
+// or vendor/assets/javascripts of plugins, if any, can be referenced here using a relative path.
+//
+// It's not advisable to add code directly here, but if you do, it'll appear at the bottom of the
+// the compiled file.
+//
+// WARNING: THE FIRST BLANK LINE MARKS THE END OF WHAT'S TO BE PROCESSED, ANY BLANK LINE SHOULD
+// GO AFTER THE REQUIRES BELOW.
+//
+//= require jquery
+//= require jquery_ujs
+//= require_tree .

data/app/assets/javascripts/ib/underlyings.js

@@ -0,0 +1,2 @@
+// Place all the behaviors and hooks related to the matching controller here.
+// All this logic will automatically be available in application.js.

data/app/assets/stylesheets/ib/application.css

@@ -0,0 +1,13 @@
+/*
+ * This is a manifest file that'll be compiled into application.css, which will include all the files
+ * listed below.
+ *
+ * Any CSS and SCSS file within this directory, lib/assets/stylesheets, vendor/assets/stylesheets,
+ * or vendor/assets/stylesheets of plugins, if any, can be referenced here using a relative path.
+ *
+ * You're free to add application-wide styles to this file and they'll appear at the top of the
+ * compiled file, but it's generally better to create a new file per style scope.
+ *
+ *= require_self
+ *= require_tree .
+ */

data/app/assets/stylesheets/ib/underlyings.css

@@ -0,0 +1,4 @@
+/*
+  Place all the styles related to the matching controller here.
+  They will automatically be included in application.css.
+*/

data/app/assets/stylesheets/scaffold.css

@@ -0,0 +1,56 @@
+body { background-color: #fff; color: #333; }
+
+body, p, ol, ul, td {
+  font-family: verdana, arial, helvetica, sans-serif;
+  font-size:   13px;
+  line-height: 18px;
+}
+
+pre {
+  background-color: #eee;
+  padding: 10px;
+  font-size: 11px;
+}
+
+a { color: #000; }
+a:visited { color: #666; }
+a:hover { color: #fff; background-color:#000; }
+
+div.field, div.actions {
+  margin-bottom: 10px;
+}
+
+#notice {
+  color: green;
+}
+
+.field_with_errors {
+  padding: 2px;
+  background-color: red;
+  display: table;
+}
+
+#error_explanation {
+  width: 450px;
+  border: 2px solid red;
+  padding: 7px;
+  padding-bottom: 0;
+  margin-bottom: 20px;
+  background-color: #f0f0f0;
+}
+
+#error_explanation h2 {
+  text-align: left;
+  font-weight: bold;
+  padding: 5px 5px 5px 15px;
+  font-size: 12px;
+  margin: -7px;
+  margin-bottom: 0px;
+  background-color: #c00;
+  color: #fff;
+}
+
+#error_explanation ul li {
+  font-size: 12px;
+  list-style: square;
+}

data/app/controllers/ib/application_controller.rb

@@ -0,0 +1,5 @@
+module Ib
+  class ApplicationController <
+    defined?(::ApplicationController) ? ::ApplicationController :  ActionController::Base
+  end
+end

data/app/controllers/ib/underlyings_controller.rb

@@ -0,0 +1,87 @@
+require_dependency "ib/application_controller"
+
+module Ib
+  class UnderlyingsController < ApplicationController
+    # GET /underlyings
+    # GET /underlyings.json
+    def index
+      @underlyings = Underlying.all
+  
+      respond_to do |format|
+        format.html # index.html.erb
+        format.json { render :json => @underlyings }
+      end
+    end
+  
+    # GET /underlyings/1
+    # GET /underlyings/1.json
+    def show
+      @underlying = Underlying.find(params[:id])
+  
+      respond_to do |format|
+        format.html # show.html.erb
+        format.json { render :json => @underlying }
+      end
+    end
+  
+    # GET /underlyings/new
+    # GET /underlyings/new.json
+    def new
+      @underlying = Underlying.new
+  
+      respond_to do |format|
+        format.html # new.html.erb
+        format.json { render :json => @underlying }
+      end
+    end
+  
+    # GET /underlyings/1/edit
+    def edit
+      @underlying = Underlying.find(params[:id])
+    end
+  
+    # POST /underlyings
+    # POST /underlyings.json
+    def create
+      @underlying = Underlying.new(params[:underlying])
+  
+      respond_to do |format|
+        if @underlying.save
+          format.html { redirect_to @underlying, :notice => 'Underlying was successfully created.' }
+          format.json { render :json => @underlying, :status => :created, :location => @underlying }
+        else
+          format.html { render :action => "new" }
+          format.json { render :json => @underlying.errors, :status => :unprocessable_entity }
+        end
+      end
+    end
+  
+    # PUT /underlyings/1
+    # PUT /underlyings/1.json
+    def update
+      @underlying = Underlying.find(params[:id])
+  
+      respond_to do |format|
+        if @underlying.update_attributes(params[:underlying])
+          format.html { redirect_to @underlying, :notice => 'Underlying was successfully updated.' }
+          format.json { head :no_content }
+        else
+          format.html { render :action => "edit" }
+          format.json { render :json => @underlying.errors, :status => :unprocessable_entity }
+        end
+      end
+    end
+  
+    # DELETE /underlyings/1
+    # DELETE /underlyings/1.json
+    def destroy
+      @underlying = Underlying.find(params[:id])
+      @underlying.destroy
+  
+      respond_to do |format|
+        format.html { redirect_to underlyings_url }
+        format.json { head :no_content }
+      end
+    end
+  end
+end

data/app/helpers/ib/application_helper.rb

@@ -0,0 +1,4 @@
+module Ib
+  module ApplicationHelper
+  end
+end

data/app/helpers/ib/underlyings_helper.rb

@@ -0,0 +1,4 @@
+module Ib
+  module UnderlyingsHelper
+  end
+end

data/app/models/ib/underlying.rb

@@ -0,0 +1,5 @@
+module Ib
+  class Underlying < ActiveRecord::Base
+    attr_accessible :con_id, :contract_id, :delta, :price
+  end
+end

data/app/views/ib/underlyings/_form.html.erb

@@ -0,0 +1,33 @@
+<%= form_for(@underlying) do |f| %>
+  <% if @underlying.errors.any? %>
+    <div id="error_explanation">
+      <h2><%= pluralize(@underlying.errors.count, "error") %> prohibited this underlying from being saved:</h2>
+
+      <ul>
+      <% @underlying.errors.full_messages.each do |msg| %>
+        <li><%= msg %></li>
+      <% end %>
+      </ul>
+    </div>
+  <% end %>
+
+  <div class="field">
+    <%= f.label :contract_id %><br />
+    <%= f.number_field :contract_id %>
+  </div>
+  <div class="field">
+    <%= f.label :con_id %><br />
+    <%= f.number_field :con_id %>
+  </div>
+  <div class="field">
+    <%= f.label :delta %><br />
+    <%= f.text_field :delta %>
+  </div>
+  <div class="field">
+    <%= f.label :price %><br />
+    <%= f.text_field :price %>
+  </div>
+  <div class="actions">
+    <%= f.submit %>
+  </div>
+<% end %>

data/app/views/ib/underlyings/edit.html.erb

@@ -0,0 +1,6 @@
+<h1>Editing underlying</h1>
+
+<%= render 'form' %>
+
+<%= link_to 'Show', @underlying %> |
+<%= link_to 'Back', underlyings_path %>

data/app/views/ib/underlyings/index.html.erb

@@ -0,0 +1,29 @@
+<h1>Listing underlyings</h1>
+
+<table>
+  <tr>
+    <th>Contract</th>
+    <th>Con_id</th>
+    <th>Delta</th>
+    <th>Price</th>
+    <th></th>
+    <th></th>
+    <th></th>
+  </tr>
+
+<% @underlyings.each do |underlying| %>
+  <tr>
+    <td><%= underlying.contract_id %></td>
+    <td><%= underlying.con_id %></td>
+    <td><%= underlying.delta %></td>
+    <td><%= underlying.price %></td>
+    <td><%= link_to 'Show', underlying %></td>
+    <td><%= link_to 'Edit', edit_underlying_path(underlying) %></td>
+    <td><%= link_to 'Destroy', underlying, :method => :delete, :data => { :confirm => 'Are you sure?' } %></td>
+  </tr>
+<% end %>
+</table>
+
+<br />
+
+<%= link_to 'New Underlying', new_underlying_path %>

data/app/views/ib/underlyings/new.html.erb

@@ -0,0 +1,5 @@
+<h1>New underlying</h1>
+
+<%= render 'form' %>
+
+<%= link_to 'Back', underlyings_path %>

data/app/views/ib/underlyings/show.html.erb

@@ -0,0 +1,25 @@
+<p id="notice"><%= notice %></p>
+
+<p>
+  <b>Contract:</b>
+  <%= @underlying.contract_id %>
+</p>
+
+<p>
+  <b>Con:</b>
+  <%= @underlying.con_id %>
+</p>
+
+<p>
+  <b>Delta:</b>
+  <%= @underlying.delta %>
+</p>
+
+<p>
+  <b>Price:</b>
+  <%= @underlying.price %>
+</p>
+
+
+<%= link_to 'Edit', edit_underlying_path(@underlying) %> |
+<%= link_to 'Back', underlyings_path %>

data/app/views/layouts/ib/application.html.erb

@@ -0,0 +1,14 @@
+<!DOCTYPE html>
+<html>
+<head>
+  <title>Ib</title>
+  <%= stylesheet_link_tag    "ib/application", :media => "all" %>
+  <%= javascript_include_tag "ib/application" %>
+  <%= csrf_meta_tags %>
+</head>
+<body>
+
+<%= yield %>
+
+</body>
+</html>

data/config/routes.rb

@@ -0,0 +1,6 @@
+IB::Engine.routes.draw do
+  resources :underlyings
+  # resources :underlyings, :module => "ib"
+
+  root :to => "underlyings#index"
+end

data/db/config.yml

@@ -0,0 +1,19 @@
+# DB configuration file
+
+# Test stand configurations (JRuby)
+test: &test
+  :adapter:     jdbcsqlite3
+  :database:    db/test.sqlite3
+  :pool:        5
+  :timeout:     5000
+
+# Test stand configurations (MRI)
+test-mri:
+  <<: *test
+  :adapter:     sqlite3
+
+# Battle configurations (JRuby)
+prod:
+  <<: *test
+  :database:      db/prod.sqlite3
+

data/db/migrate/{101_add_executions.rb → 101_add_ib_executions.rb}

@@ -1,7 +1,7 @@
-class AddExecutions < ActiveRecord::Migration
+class AddIbExecutions < ActiveRecord::Migration
 
   def change
-    create_table(:executions) do |t|
+    create_table(:ib_executions) do |t|
       # TWS orders have fixed local_id of 0 AND client id of 0
       t.references :order
       t.integer :local_id #    TWS orders have a fixed order id of 0

data/db/migrate/{111_add_bars.rb → 111_add_ib_bars.rb}

@@ -1,8 +1,8 @@
-class AddBars < ActiveRecord::Migration
+class AddIbBars < ActiveRecord::Migration
 
   def change
     # This is a single data point delivered by HistoricData or RealTimeBar messages.
-    create_table(:bars) do |t|
+    create_table(:ib_bars) do |t|
       t.float :open #       double:
       t.float :high #       double:
       t.float :low #        double:

data/db/migrate/{121_add_order_states.rb → 121_add_ib_order_states.rb}

@@ -1,8 +1,8 @@
-class AddOrderStates < ActiveRecord::Migration
+class AddIbOrderStates < ActiveRecord::Migration
 
   def change
     # OrderState represents dynamic (changeable) info about a single Order
-    create_table(:order_states) do |t|
+    create_table(:ib_order_states) do |t|
       t.references :order
       t.integer :local_id #  int: Order id associated with client (volatile).
       t.integer :client_id # int: The id of the client that placed this order.

data/db/migrate/{131_add_orders.rb → 131_add_ib_orders.rb}

@@ -1,8 +1,8 @@
-class AddOrders < ActiveRecord::Migration
+class AddIbOrders < ActiveRecord::Migration
 
   def change
     # OrderState represents dynamic (changeable) info about a single Order
-    create_table(:orders) do |t|
+    create_table(:ib_orders) do |t|
       t.references :contract # Optional link of Order to its contract
 
       t.integer :local_id #  int: Order id associated with client (volatile).

data/db/migrate/{141_add_combo_legs.rb → 141_add_ib_combo_legs.rb}

@@ -1,8 +1,8 @@
-class AddComboLegs < ActiveRecord::Migration
+class AddIbComboLegs < ActiveRecord::Migration
 
   def change
     # ComboLeg objects represent individual security legs in a "BAG"
-    create_table(:combo_legs) do |t|
+    create_table(:ib_combo_legs) do |t|
       t.references :combo
       t.references :leg_contract
       t.integer :con_id #  # int: The unique contract identifier specifying the security.

data/db/migrate/{151_add_underlyings.rb → 151_add_ib_underlyings.rb}

@@ -1,8 +1,8 @@
-class AddUnderlyings < ActiveRecord::Migration
+class AddIbUnderlyings < ActiveRecord::Migration
 
   def change
     # Calculated characteristics of underlying Contract (volatile)
-    create_table(:underlyings) do |t|
+    create_table(:ib_underlyings) do |t|
       t.references :contract
       t.integer :con_id #  # int: The unique contract identifier specifying the security
       t.float :delta # double: The underlying stock or future delta

data/db/migrate/{161_add_contract_details.rb → 161_add_ib_contract_details.rb}

@@ -1,8 +1,8 @@
-class AddContractDetails < ActiveRecord::Migration
+class AddIbContractDetails < ActiveRecord::Migration
 
   def change
     # ComboLeg objects represent individual security legs in a "BAG"
-    create_table(:contract_details) do |t|
+    create_table(:ib_contract_details) do |t|
       t.references :contract
       t.string :market_name # The market name for this contract.
       t.string :trading_class # The trading class name for this contract.

data/db/migrate/{171_add_contracts.rb → 171_add_ib_contracts.rb}

@@ -1,7 +1,7 @@
-class AddContracts < ActiveRecord::Migration
+class AddIbContracts < ActiveRecord::Migration
 
   def change
-    create_table(:contracts) do |t|
+    create_table(:ib_contracts) do |t|
 
       t.integer :con_id # int: The unique contract identifier.
       t.string :sec_type, :limit => 5 # Security type. Valid values are: SECURITY_TYPES