ib-symbols 1.0

checksums.yaml

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data/.gitignore

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+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+
+# rspec failure tracking
+.rspec_status

data/.rspec

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+--format documentation
+--color
+--require spec_helper

data/.travis.yml

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+---
+language: ruby
+cache: bundler
+rvm:
+  - 2.6.3
+before_install: gem install bundler -v 2.1.4

data/CODE_OF_CONDUCT.md

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+# Contributor Covenant Code of Conduct
+
+## Our Pledge
+
+In the interest of fostering an open and welcoming environment, we as
+contributors and maintainers pledge to making participation in our project and
+our community a harassment-free experience for everyone, regardless of age, body
+size, disability, ethnicity, gender identity and expression, level of experience,
+nationality, personal appearance, race, religion, or sexual identity and
+orientation.
+
+## Our Standards
+
+Examples of behavior that contributes to creating a positive environment
+include:
+
+* Using welcoming and inclusive language
+* Being respectful of differing viewpoints and experiences
+* Gracefully accepting constructive criticism
+* Focusing on what is best for the community
+* Showing empathy towards other community members
+
+Examples of unacceptable behavior by participants include:
+
+* The use of sexualized language or imagery and unwelcome sexual attention or
+advances
+* Trolling, insulting/derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or electronic
+  address, without explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Our Responsibilities
+
+Project maintainers are responsible for clarifying the standards of acceptable
+behavior and are expected to take appropriate and fair corrective action in
+response to any instances of unacceptable behavior.
+
+Project maintainers have the right and responsibility to remove, edit, or
+reject comments, commits, code, wiki edits, issues, and other contributions
+that are not aligned to this Code of Conduct, or to ban temporarily or
+permanently any contributor for other behaviors that they deem inappropriate,
+threatening, offensive, or harmful.
+
+## Scope
+
+This Code of Conduct applies both within project spaces and in public spaces
+when an individual is representing the project or its community. Examples of
+representing a project or community include using an official project e-mail
+address, posting via an official social media account, or acting as an appointed
+representative at an online or offline event. Representation of a project may be
+further defined and clarified by project maintainers.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be
+reported by contacting the project team at topofocus@gmaiol.com. All
+complaints will be reviewed and investigated and will result in a response that
+is deemed necessary and appropriate to the circumstances. The project team is
+obligated to maintain confidentiality with regard to the reporter of an incident.
+Further details of specific enforcement policies may be posted separately.
+
+Project maintainers who do not follow or enforce the Code of Conduct in good
+faith may face temporary or permanent repercussions as determined by other
+members of the project's leadership.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
+available at [https://contributor-covenant.org/version/1/4][version]
+
+[homepage]: https://contributor-covenant.org
+[version]: https://contributor-covenant.org/version/1/4/

data/Gemfile

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+source "https://rubygems.org"
+
+# Specify your gem's dependencies in ib-symbols.gemspec
+gemspec

data/Guardfile

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+# A sample Guardfile
+# More info at https://github.com/guard/guard#readme
+
+guard :rspec, cmd: "bundle exec rspec" do
+  require "ostruct"
+
+  # Generic Ruby apps
+  rspec = OpenStruct.new
+  rspec.spec = ->(m) { "spec/#{m}_spec.rb" }
+  rspec.spec_dir = "spec"
+  rspec.spec_helper = "spec/spec_helper.rb"
+
+
+#  watch(%r{^lib/models/ib/(.+)\.rb$})     { |m| "spec/#{m[1]}_spec.rb" }
+#  watch(%r{^lib/ib/messages/(.+)\.rb$})     { |m| "spec/#{m[1]}_spec.rb" }
+#  watch(%r{^lib/ib/symbols/(.+)\.rb$})     { |m| "spec/#{m[1]}_spec.rb" }
+
+  watch(%r{^ib/(.+)\.rb$})  { |m| "spec/ib/#{m[1]}_spec.rb" }
+#  watch(%r{^models/(.+)\.rb$})  { |m| "spec/models/#{m[1]}_spec.rb" }
+  watch(%r{^spec/.+_spec\.rb$})
+  watch('spec/spec_helper.rb')  { "spec" }
+#  watch(%r{^spec/support/(.+)\.rb$})                  { "spec" }
+end
+

data/README.md

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+# ib-symbols
+
+Predefined symbols and watchlists for contracts
+
+to activate use
+
+```
+gem 'ib-symbols',  git: 'https://github.com/ib-ruby/ib-symbols.git'
+```
+in the Gemfile and 
+```
+require 'ib-api'
+require 'ib/symbols'
+```
+in your script
+
+---
+
+The GUI-Version of the TWS organizes symbols in different pages (Watchlists). 
+
+**`IB-Ruby`** uses the same concept to organize and optimize operational issues and to support research and systematic trading efforts. The lists are organized as `Enumerator`, which extents its use. This feature lives entirely in the filesystem, no database is required, no further dependency is involved.
+
+By default, Watchlists reside in the `symbols`-directory of `ib-symbols`. This can be changed anytime through
+```
+> IB::Symbols.set_origin '.'  # (a valid path, either relative or absolute)
+ => #<Pathname:.> 
+> IB::Symbols.set_origin( ".").realpath
+ => #<Pathname:/home/ubuntu/workspace/ib-symbols/bin>
+```
+
+
+## Symbol Collections
+Everything is kept elementary simple: Collections are stored as editable files. The format is YAML. 
+
+The CRUD Cycle
+```ruby
+> IB::Symbols.allocate_collection :Demo
+ => IB::Symbols::Demo               # file /symbols/Demo is created and Modul is established
+> IB::Symbols::Demo.add_contract :uso , IB::Stock.new( symbol: 'USO' )
+ => 235                             # returns the count of written bytes to the file 
+> IB::Symbols::Demo.uso             # returns the stored contract
+ => #<IB::Stock:0x0000000002c814f8 @attributes={:symbol=>"USO", :created_at=>2018-04-29 18:47:01 +0000, :con_id=>0, :right=>"", :exchange=>"SMART", :include_expired=>false, :sec_type=>"STK", :currency=>"USD"}> 
+> IB::Symbols::Demo.add_contract :ford , IB::Stock.new( symbol: 'F' )
+ => 465 
+> IB::Symbols::Demo.all
+ => [:ford, :uso]                    # lists all stored contracts
+> IB::Symbols::Demo.remove_contract :uso
+> IB::Symbols::Demo.all
+ => [:ford] 
+> IB::Symbols::Demo.purge_collection  # deletes the file and erases the contracts kept in memory
+ => nil 
+head :012 > IB::Symbols::Demo.all
+ => [] 
+```
+
+## Predefined Collections
+
+Most popular `Stocks`, `Options`, `Futures`, `Indices` and `Forex-pairs` are hard-coded.
+```ruby
+> IB::Symbols::Index.all
+ => [:a_d, :asx, :dax, :hsi, :minihsi, :spx, :stoxx, :tick, :trin, :vasx, :vdax, :vhsi, :vix, :volume, :vstoxx] 
+> puts IB::Symbols::Index.contracts.values &.to_human
+  <Index: DAX EUR (DAX Performance Index.) >
+  <Index: AP AUD (ASX 200 Index) >
+  <Index: HSI HKD (Hang Seng Index) >
+  (...)
+  <Index: AD-NYSE  (NYSE Advance Decline Index) >
+
+> Symbols::Forex.eurusd.to_human
+ => "<Contract: EUR forex IDEALPRO USD>"
+# this contract is valid and can be verified, but the opposide is not supported by IB
+> Symbols::Forex.usdeur.verify
+TWS Error 200: No security definition has been found for the request
+Not a valid Contract :: <Contract: USD forex IDEALPRO EUR>
+```
+
+## Pattern based Contract retrieval
+
+To specify a specific Option can be a boaring job. 
+You might spend hours searching for a simple error, like a forgotten `:currency` oder `:exchange` entry.
+
+Symbol-Collections can be used as template for everyday searches.
+
+> Example: Customize a Index-Option with quaterly expiry.
+>
+> The hard coded `Symbols::Options.stoxx` template ensures the retrieval of only one option.
+> A simple merge with customized attributes  returns a fully qualified ContractRecord.
+
+
+```ruby
+> IB::Symbols.Options.stoxx.to_human
+ => "<Option: ESTX50 202012 put 3000.0 DTB EUR>" 
+> Symbols::Options.stoxx.merge( strike: 3300, right: :call).to_human
+ => "<Option: ESTX50 202012 call 3300.0 DTB EUR>" 
+
+```
+
+

data/Rakefile

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+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/bin/console

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+#!/usr/bin/env ruby
+### loads the active-orient environment 
+### and starts an interactive shell
+###
+### Parameter: t)ws | g)ateway (or number of port ) Default: Gateway ,
+###							client_id , Default 2000
+###
+### Define Parameter in  file console.yml
+###
+require 'bundler/setup'
+require 'yaml'
+
+require 'logger'
+
+require 'ib/symbols'
+
+class Array
+  # enables calling members of an array. which are hashes  by its name
+  # i.e
+  #
+  #  2.5.0 :006 > C.received[:OpenOrder].local_id
+  #   => [16, 17, 21, 20, 19, 8, 7] 
+  #   2.5.0 :007 > C.received[:OpenOrder].contract.to_human
+  #    => ["<Bag: IECombo SMART USD legs:  >", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: GE USD>", "<Stock: WFC USD>", "<Stock: WFC USD>"] 
+  #
+  # its included only in the console, for inspection purposes
+
+  def method_missing(method, *key)
+    unless method == :to_hash || method == :to_str #|| method == :to_int
+      return self.map{|x| x.public_send(method, *key)}
+    end
+
+  end
+end # Array
+
+
+# read items from console.yml 
+read_yml = -> (key) do
+		YAML::load_file( File.expand_path('../console.yml',__FILE__))[key]
+	end
+
+
+  puts 
+  puts ">> IB-Ruby Interactive Console <<" 
+  puts '-'* 45
+	puts " Symbols Support is included "
+	puts " Predefined Symbols :in: Symbols::Index, Symbols::Futures, Symbols::Forex, Symbols::Options"
+  puts 
+  puts " Namespace is IB ! "
+  puts
+  puts '-'* 45
+	include LogDev
+  include IB
+  require 'irb'
+  client_id = ARGV[1] || read_yml[:client_id]
+  specified_port = ARGV[0] || 'Offline'
+	port =  case specified_port
+					when Integer
+						specified_port  # just use the number
+					when /^[gG]/ 
+						read_yml[:gateway]
+					when /^[Tt]/
+						read_yml[:tws]
+					when /^[Oo]/
+						-1
+					end
+
+  ARGV.clear
+  logger = default_logger #  Logger.new  STDOUT
+	
+  ## The Block takes instructions which are executed  after initializing all instance-variables
+  ## and prior to the connection-process
+  ## Here we just subscribe to some events  
+	if port > 0 
+		C =  Connection.new  client_id: client_id, port: port  do |c|  # future use__ , optional_capacities: "+PACEAPI"  do |c|
+
+			c.subscribe( :ContractData, :BondContractData) { |msg| logger.info { msg.contract.to_human } }
+			c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| logger.info { m.to_human } }
+			c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| logger.info { m.to_human }}
+			#    c.subscribe :ManagedAccounts do  |msg|
+			#        puts "------------------------------- Managed Accounts ----------------------------------"
+			#				puts "Detected Accounts: #{msg.accounts.account.join(' -- ')} " 
+			#				puts
+			#    end
+
+			c.subscribe( :OpenOrder){ |msg|  "Open Order detected and stored: C.received[:OpenOrders] " }
+			c.logger.level = Logger::INFO 
+		end 
+		unless  C.received[:OpenOrder].blank?
+			puts "------------------------------- OpenOrders ----------------------------------"
+			puts C.received[:OpenOrder].to_human.join "\n"
+		end
+		puts  "Connection established on Port  #{port}, client_id #{client_id} used"
+		puts
+		puts  "----> C    points to the connection-instance"
+		puts
+		puts  "some basic Messages are subscribed and accordingly displayed"
+
+	else
+		puts "Offline mode  " * 4
+		puts
+		puts "to connect to the TWS  invoke with     \" ./console t \""
+		puts "to connect to the Gateway  invoke with \" ./console g \""
+	end
+
+  puts '-'* 45
+
+  IRB.start(__FILE__)

data/bin/console.yml

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+:gateway:  4002
+:tws: 7496
+:client_id: 2000

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/build.md

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+Process of separation from ib-ruby
+==================================
+
+* Create the gem with bundle  
+  `bundle gem ib-symbols` 
+
+* Move essential files from ib-ruby  
+  Source is `lib/ib/symbols` and `lib/ib/symbols_base.rb`
+	
+* modify `lib/ib/symbols.rb`  
+  * Transfer code from `symbols_base.rb_`
+	* Add require-statements
+
+* include `bin/console`  
+  Copy from `bin/console` and modify to enable offline usage as default  
+	Copy `console.yml` as well
+
+* add TestSuite  
+  Copy `Guardfile` from ib-ruby  
+	Copy `spec_helper` to `spec` directory and modify
+	Copy `symbols_spec.rb` to `spec` directory and modify
+	Run `bundle exec guard` 
+
+* push gem to github
+
+
+
+  

data/examples/contract_details

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+#!/usr/bin/env ruby
+#
+# This script gets details for specific contract from IB
+
+require 'bundler/setup'
+# load predefined symbols
+require 'ib/symbols'
+
+include IB
+# Definition of what we want market data for.  We have to keep track of what ticker id
+# corresponds to what symbol ourselves, because the ticks don't include any other
+# identifying information. The choice of ticker ids is, as far as I can tell, arbitrary.
+#
+# I. Selected Contracts
+contracts = [ IB::Symbols::Stocks.wfc,
+              IB::Symbols::Stocks.vxx,
+              IB::Symbols::Futures.vix,
+              IB::Symbols::Futures.ym,
+              IB::Symbols::Options.ge,
+	   ### OSI-Notation is broken
+#            IB::Symbols::Options[:vix20],
+#            IB::Symbols::Options[:spy270],
+#            IB::Symbols::Options[:vxx40],
+	       IB::Symbols::Forex.eurusd,
+	   ### Bonds are not actually not supported 
+           # 8 => IB::Symbols::Bonds[:wag],
+	       IB::Symbols::Stocks.wrong ]
+# or
+# II. Use predefined Contracts
+stock_contracts =  Symbols::Stocks.all.map{|x|  Symbols::Stocks.send x }
+future_contracts =  Symbols::Futures.all.map{|x|  Symbols::Futures.send x }
+option_contracts =  Symbols::Options.all.map{|x|  Symbols::Options.send x }
+cfd_contracts =  Symbols::CFD.all.map{|x|  Symbols::CFD.send x }
+index_contracts =  Symbols::Index.all.map{|x|  Symbols::Index.send x }
+
+## comment if you want to display selected contracts ( I. )
+contracts =  stock_contracts + future_contracts + option_contracts +  cfd_contracts + index_contracts
+
+
+# Connect to IB TWS.
+ib = Connection.new :client_id => 11912  do | gw|  # , port: 7497 do | gw | # TWS
+  # Subscribe to TWS alerts/errors and contract data end marker
+  gw.subscribe(:Alert, :ContractDataEnd) { |msg| puts msg.to_human }
+
+  # Now, subscribe to ContractData incoming events.  The code passed in the block
+  # will be executed when a message of that type is received, with the received
+  # message as its argument. In this case, we just print out the data.
+  gw.subscribe(:ContractData, :BondContractData) do |msg| 
+    puts msg.contract.to_human + "\n"
+    puts "Attributes: "
+    puts "\t"+ msg.contract.attributes.map{ |k,v|  "#{k} : #{v}" unless v.blank? || (v.is_a?(Numeric) && v.zero?)  }.join("\n\t")
+  end
+
+# Set log level
+  gw.logger.level = Logger::FATAL
+end
+
+ib.wait_for :NextValidOrderId
+
+
+contracts.each do |contract|
+  puts "\nRequesting contract data for #{contract.description}"
+
+  # Request Contract details for the symbols we're interested in. TWS will
+  # respond with ContractData messages, which will be processed by the code above.
+  ib.send_message :RequestContractData,  :contract => contract
+
+  # Wait for IB to respond to our request
+  ib.wait_for :ContractDataEnd, 5 #sec
+  ib.clear_received :ContractDataEnd
+end