ib-ruby 0.9.1 → 0.9.2

data/.gitignore

@@ -39,3 +39,5 @@ tmp
 
 # 'scratch' files
 test_code.rb
+test_historic_data.rb
+

data/README.md

@@ -2,7 +2,7 @@
 
 Ruby Implementation of the Interactive Brokers Trader Workstation (TWS) API v.965-967.
 
-Copyright (C) 2006-2012 Paul Legato, Wes Devauld, and Ar Vicco.
+Copyright (C) 2006-2013 Paul Legato, Wes Devauld, and Ar Vicco.
 
 https://github.com/ib-ruby/ib-ruby
 
@@ -212,7 +212,7 @@ If you want to contribute to ib-ruby development:
 8. Push to the branch (git push origin my-new-feature)
 9. Go to your Github fork and create new Pull Request via Github GUI
 
-... then proceed from step 6 for more code modifications...
+... then proceed from step 5 for more code modifications...
 
 ## LICENSE:
 

data/VERSION

@@ -1 +1 @@
-0.9.1
+0.9.2

data/bin/scaffold.rb

@@ -1,6 +1,6 @@
 #!/usr/bin/env ruby
 #
-# This script converts given migration file into a Rails scaffold command
+# This dev helper script converts any migration file into a Rails scaffold command
 
 output = STDOUT
 ARGV.each do |file_name|
@@ -19,7 +19,7 @@ ARGV.each do |file_name|
           field, type = Regexp.last_match(2), Regexp.last_match(1)
           if type == 'references'
           	field, type = field + '_id', 'integer'
-          end	
+          end
           output.print "#{field}:#{type} "
         end
       end

data/lib/ib/flex.rb

@@ -25,7 +25,7 @@ module IB
       end
     end
 
-    #  Create new Flex query with options:  
+    #  Create new Flex query with options:
     #    :token => 1111111111111111111111111111111111  # CHANGE to your actual token!
     #    :query_id => 11111                            # CHANGE to actual query id!
     #    :format => :xml (default) / :csv
@@ -55,7 +55,7 @@ module IB
                                :text_ok => @format != :xml)
 
           # If Status is specified, returned xml contains only error message, not actual report
-          if report.is_a?(Hash) && report['Status'] == 'Fail'
+          if report.is_a?(Hash) && report['Status'] =~ /Fail|Warn/
             error_code = report['ErrorCode'].to_i
             error_message = "#{error_code}: #{report['ErrorMessage']}"
 

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

@@ -7,7 +7,7 @@ module IB
       #    :time - The date-time stamp of the start of the bar. The format is offset in
       #            seconds from the beginning of 1970, same format as the UNIX epoch time
       #    :bar - received RT Bar
-      RealTimeBar = def_message 50,
+      RealTimeBar = def_message [50, 3],
                                 [:request_id, :int],
                                 [:bar, :time, :int],
                                 [:bar, :open, :decimal],
@@ -23,7 +23,7 @@ module IB
         end
 
         def to_human
-          "<RealTimeBar: #{request_id} #{time}, #{bar}>"
+          "<RealTimeBar: #{request_id} #{bar}>"
         end
       end # RealTimeBar
 

data/lib/ib/messages/outgoing.rb

@@ -14,16 +14,28 @@ module IB
       ## 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.
+      # will be fed back through the OpenOrder and OrderStatus messages ONCE.
       # 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
 
       # 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.
+      # order will be fed back through the OpenOrder and OrderStatus messages ONCE.
+      # Note this does not re-bind those Orders to requesting Client!
+      # Use RequestAutoOpenOrders to request such re-binding.
       RequestAllOpenOrders = def_message 16
 
+      # Request that newly created TWS orders be implicitly associated with this client.
+      # When a new TWS order is created, the order will be associated with this client
+      # and automatically fed back through the OpenOrder and OrderStatus messages.
+      # It is a 'continuous' request such that it gets turned 'on' when called with a
+      # TRUE auto_bind parameter. When it's called with FALSE auto_bind, new TWS orders
+      # will not bind to this client going forward. Note that TWS orders can only be
+      # bound to clients with a client_id of 0. TODO: how to properly test this?
+      # data = { :auto_bind => boolean }
+      RequestAutoOpenOrders = def_message 15, :auto_bind
+
       # Requests an XML document that describes the valid parameters that a scanner
       # subscription can have (for outgoing RequestScannerSubscription message).
       RequestScannerParameters = def_message 24
@@ -48,8 +60,6 @@ module IB
       ## Data format is: @data ={ :id => local_id of order to cancel }
       CancelOrder = def_message 4
 
-      ## These messages contain just one or two extra fields:
-
       # Request the next valid ID that can be used when placing an order. Responds with
       # NextValidId message, and the id returned is that next valid Id for orders.
       # That ID will reflect any autobinding that has occurred (which generates new
@@ -60,8 +70,6 @@ module IB
       RequestNewsBulletins = def_message 12, :all_messages
       # data = { :log_level => int }
       SetServerLoglevel = def_message 14, :log_level
-      # data = { :auto_bind => boolean }
-      RequestAutoOpenOrders = def_message 15, :auto_bind
       # data = { :fa_data_type => int }
       RequestFA = def_message 18, :fa_data_type
       # data = { :fa_data_type => int, :xml => String }
@@ -75,7 +83,7 @@ module IB
                                                                :account_code)
 
       # data => { :id => request_id (int), :contract => Contract }
-      # 
+      #
       # Special case for options: "wildcards" in the Contract fields retrieve Option chains
       #   strike = 0 means all strikes
       #   right = "" meanns both call and put

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

@@ -13,16 +13,16 @@ module IB
             error ":data_type must be one of #{DATA_TYPES.inspect}", :args
           end
 
-          size = data[:bar_size] || data[:size]
-          bar_size = BAR_SIZES.invert[size] || size
-          unless  BAR_SIZES.keys.include?(bar_size)
-            error ":bar_size must be one of #{BAR_SIZES.inspect}", :args
-          end
+          #size = data[:bar_size] || data[:size]
+          #bar_size = BAR_SIZES.invert[size] || size
+          # unless  BAR_SIZES.keys.include?(bar_size)
+            # error ":bar_size must be one of #{BAR_SIZES.inspect}", :args
+          # end
 
           contract = data[:contract].is_a?(IB::Contract) ?
               data[:contract] : IB::Contract.from_ib_ruby(data[:contract])
 
-          [data_type, bar_size, contract]
+          [data_type, nil, contract]
         end
       end
 
@@ -44,6 +44,14 @@ module IB
       RequestRealTimeBars = def_message 50, BarRequestMessage
 
       class RequestRealTimeBars
+        def parse data
+          data_type, bar_size, contract = super data
+
+          size = data[:bar_size] || data[:size]
+          bar_size = size.to_i
+          [data_type, bar_size, contract]
+        end
+
         def encode
           data_type, bar_size, contract = parse @data
 
@@ -150,6 +158,17 @@ module IB
       RequestHistoricalData = def_message [20, 4], BarRequestMessage
 
       class RequestHistoricalData
+        def parse data
+          data_type, bar_size, contract = super data
+
+          size = data[:bar_size] || data[:size]
+          bar_size = BAR_SIZES.invert[size] || size
+          unless  BAR_SIZES.keys.include?(bar_size)
+            error ":bar_size must be one of #{BAR_SIZES.inspect}", :args
+          end
+          [data_type, bar_size, contract]
+        end
+
         def encode
           data_type, bar_size, contract = parse @data
 

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version
   prerelease:
-  version: 0.9.1
+  version: 0.9.2
 platform: ruby
 authors:
 - Paul Legato
@@ -10,7 +10,7 @@ authors:
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2012-11-15 00:00:00.000000000 Z
+date: 2013-02-17 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler