ib-symbols 1.0 → 1.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 5dcaabf70cf9ccf59300a44e3bea6b4f3bb71a29530a2487f25a3abfb3d5e7f3
-  data.tar.gz: cbb25b2f3a24baab903fdf98fd2591f849048e280d819b7c17b8b1838318470f
+  metadata.gz: 93d49cee4065b18e73400f1b50aa3e00916b6a45b7ab3f771527133c6f29f0cc
+  data.tar.gz: 6eba3b4925ccdf65ab725099038a84163375ead601854a7cb42281f68fa7d555
 SHA512:
-  metadata.gz: 6b66ab926b8322dfbf3e19a85c21f7e8e7a57784fbc85774b92afaf1813e84f8f83c0ab94c0537ff0952aa53e7719dce8e2f9e3ffe5efaca1cb55a4ba22e96d7
-  data.tar.gz: ba673e891a08a3f8b1adc82b9ff955007ffdb61ab69d3e5b64bad0d8aed444cb2a9e6f6b8525d53f17fe8b0d7900c62eaedc8b8022fdebf16056ee2c1983623e
+  metadata.gz: 72ea734bd5c525f6740b5062d300f584f7565c2ec817117a914fca465d0f4e094226d4da226016e8c2985918933e45f7218c650a02a3220246048bda8bc27aa7
+  data.tar.gz: 0e191f18cf53cd6cb88fc728dabf97c3d395218ffecea485d104940b03f4e055e9fe0c250f42344d096d5ca44b073ad4cdd52ee6213588efc5280db416a4b606

data/README.md

@@ -1,11 +1,18 @@
-# ib-symbols
+# IB-Symbols
 
-Predefined symbols and watchlists for contracts
+---
+__Documentation: [https://ib-ruby.github.io/ib-doc/](https://ib-ruby.github.io/ib-doc/)__  
+
+__Questions, Contributions, Remarks: [Discussions are opened in ib-api](https://github.com/ib-ruby/ib-api/discussions)__
+
+---
+
+__Predefined symbols and watchlists for contracts__
 
-to activate use
+To activate use
 
 ```
-gem 'ib-symbols',  git: 'https://github.com/ib-ruby/ib-symbols.git'
+gem 'ib-symbols'
 ```
 in the Gemfile and 
 ```

data/ib-symbols.gemspec

@@ -27,7 +27,7 @@ Gem::Specification.new do |spec|
   spec.require_paths = ["lib"]
 
   spec.add_dependency "ib-api"
-  spec.add_dependency "ox"
+#  spec.add_dependency "ox"
   spec.add_development_dependency "bundler", "~> 2.0"
   spec.add_development_dependency "rspec", "~> 3.0"
   spec.add_development_dependency 'rspec-collection_matchers'

data/lib/ib/symbols/abstract.rb

@@ -1,23 +1,22 @@
 module IB
 
 	# reopen the contract-class and add yml_file
-	class Contract
+   class Contract
 
 	# Reading Contract-Defaults
-		#
+	#
 	# by default, the yml-file in the base-directory (ib-ruby) is used.
 	# This method can be overloaded to include a file from a different location
-		#
+	#
 	#  IB::Symbols::Stocks.wfc.yml_file
 	#   => "/home/ubuntu/workspace/ib-ruby/contract_config.yml" 
 	# 
-			def yml_file
-      File.expand_path('../../../../contract_config.yml',__FILE__ )
-    end
-	end
-
+	def yml_file
+           File.expand_path('../../../../contract_config.yml',__FILE__ )
+        end
+   end
 
-	module Symbols
+  module Symbols
 
 =begin
 Creates a Class and associates it with a filename
@@ -26,45 +25,45 @@ raises an IB::Error in case of a conflict with existing class-names
 =end
 	
 # set the Pathname to "ib-api/symbols" by default
-		@@dir= Pathname.new File.expand_path("../../../../symbols/", __FILE__ ) 
-		def self.set_origin directory
-			p = Pathname.new directory
-			@@dir = p if p.directory? 
-		rescue Errno::ENOENT
-			error "Setting up origin for symbol-files --> Directory (#{directory}) does not exist" 
-		end
+	@@dir= Pathname.new File.expand_path("../../../../symbols/", __FILE__ ) 
+	def self.set_origin directory
+		p = Pathname.new directory
+		@@dir = p if p.directory? 
+	rescue Errno::ENOENT
+		error "Setting up origin for symbol-files --> Directory (#{directory}) does not exist" 
+	end
 
-		def self.allocate_collection name  # name might be a string or a symbol
-			symbol_table = Module.new do
-				extend Symbols
-				extend Enumerable
-				def self.yml_file
-					@@dir + name.to_s.downcase.split("::").last.concat( ".yml" )
-				end
-
-				def self.each &b
-					contracts.values.each &b
-				end
-			end   # module new
-			name =  name.to_s.camelize.to_sym
-			the_collection = if	Symbols.send  :const_defined?, name  
-												 Symbols.send :const_get, name
-											 else
-												 Symbols.const_set  name, symbol_table   	
-											 end
-			if the_collection.is_a? Symbols
-				the_collection.send :read_collection if the_collection.all.empty?
-				the_collection # return_value
-			else
-				error "#{the_collection} is already a Class" 
-				nil
+	def self.allocate_collection name  # name might be a string or a symbol
+		symbol_table = Module.new do
+			extend Symbols
+			extend Enumerable
+			def self.yml_file
+				@@dir + name.to_s.downcase.split("::").last.concat( ".yml" )
 			end
-		end
 
-		def purge_collection
-				yml_file.delete
-				@contracts =  nil
+			def self.each &b
+				contracts.values.each &b
+			end
+		end   # module new
+		name =  name.to_s.camelize.to_sym
+		the_collection = if Symbols.send  :const_defined?, name  
+				 Symbols.send :const_get, name
+				 else
+				 Symbols.const_set  name, symbol_table   	
+				 end
+		if the_collection.is_a? Symbols
+			the_collection.send :read_collection if the_collection.all.empty?
+			the_collection # return_value
+		else
+			error "#{the_collection} is already a Class" 
+			nil
 		end
+	end
+
+	def purge_collection
+		yml_file.delete
+		@contracts =  nil
+	end
 
 =begin
 cuts the Collection in `bunch_count` pieces. Each bunch is delivered to the block.
@@ -73,65 +72,65 @@ Sleeps for `sleeping time` between processing bunches
 
 Returns count of created bunches
 =end
-		def bunch( bunch_count = 50 , sleeping_time = 1)
-			en = self.each
-			the_size =  en.size
-			i =  0 
-			loop do
-				the_start = i * bunch_count
-				the_end =  the_start + bunch_count
-				the_end = the_size -1 if the_end >= the_size
-				it  = the_start .. the_end
-				yield it.map{|x| en.next rescue nil}.compact
-				break if  the_end == the_size -1 
-				i+=1
-				sleep sleeping_time
-			end 
-			 i -1  # return counts of bunches
-		end
+	def bunch( bunch_count = 50 , sleeping_time = 1)
+		en = self.each
+		the_size =  en.size
+		i =  0 
+		loop do
+			the_start = i * bunch_count
+			the_end =  the_start + bunch_count
+			the_end = the_size -1 if the_end >= the_size
+			it  = the_start .. the_end
+			yield it.map{|x| en.next rescue nil}.compact
+			break if  the_end == the_size -1 
+			i+=1
+			sleep sleeping_time
+		end 
+		 i -1  # return counts of bunches
+	end
 
-		def read_collection
-			if  yml_file.exist?
-				contracts.merge! YAML.load_file yml_file rescue contracts
-			else
+	def read_collection
+		if  yml_file.exist?
+			contracts.merge! YAML.load_file yml_file rescue contracts
+		else
 			 yml_file.open( "w"){}
-			end
 		end
+	end
 
-		def store_collection
-			 yml_file.open( 'w' ){|f| f.write @contracts.to_yaml}
-		end
+	def store_collection
+		 yml_file.open( 'w' ){|f| f.write @contracts.to_yaml}
+	end
 
-		def add_contract symbol, contract
-			if symbol.is_a? String
-				symbol.to_sym
-			elsif symbol.is_a? Symbol
-				symbol
-			else
-				symbol.to_i
-			end
-			# ensure that evey Sybmol::xxx.yyy entry has a description
-			contract.description =  contract.to_human[1..-2] if contract.description.nil?
-			# overwrite contract if existing
-			contracts[ symbol ] = contract.essential
-			store_collection
+	def add_contract symbol, contract
+		if symbol.is_a? String
+			symbol.to_sym
+		elsif symbol.is_a? Symbol
+			symbol
+		else
+			symbol.to_i
 		end
+	# ensure that evey Sybmol::xxx.yyy entry has a description
+		contract.description =  contract.to_human[1..-2] if contract.description.nil?
+		# overwrite contract if existing
+		contracts[ symbol ] = contract.essential
+		store_collection
+	end
 
-		def remove_contract symbol
-			@contracts.delete  symbol 
-			store_collection
-		end
+	def remove_contract symbol
+		@contracts.delete  symbol 
+		store_collection
+	end
 
 
-		def to_human
-			self.to_s.split("::").last
-		end
+	def to_human
+		self.to_s.split("::").last
+	end
 
 
 
-		module Unspecified
-			extend Symbols
-		end
+	module Unspecified
+		extend Symbols
+	end
 
-	end # module Symbols
+  end # module Symbols
 end #  module IB

data/lib/ib/symbols/futures.rb

@@ -73,6 +73,18 @@ module IB
                                   :currency => "USD",
                                   :multiplier => 50,
                                   :description => "E-Mini S&P 500 future"),
+         :micro_es => IB::Future.new(:symbol => "MES",
+                                  :expiry => next_expiry,
+                                  :exchange => "GLOBEX",
+                                  :currency => "USD",
+                                  :multiplier => 5,
+                                  :description => "Micro E-Mini S&P 500 future"),
+         :micro_russell => IB::Future.new(:symbol => "M2K",
+                                  :expiry => next_expiry,
+                                  :exchange => "GLOBEX",
+                                  :currency => "USD",
+                                  :multiplier => 5,
+                                  :description => "Micro E-Mini Russell 2000 future"),
 			:zn => IB::Future.new( symbol: 'ZN',
 														expiry: next_expiry,
 													  currency: 'USD',

data/lib/ib/symbols/version.rb

@@ -1,5 +1,5 @@
 module IB
   module Symbols
-    VERSION = "1.0"
+    VERSION = "1.1"
   end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ib-symbols
 version: !ruby/object:Gem::Version
-  version: '1.0'
+  version: '1.1'
 platform: ruby
 authors:
 - Hartmut Bischoff
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-11-04 00:00:00.000000000 Z
+date: 2021-05-08 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: ib-api
@@ -24,20 +24,6 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
-- !ruby/object:Gem::Dependency
-  name: ox
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :runtime
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
@@ -142,17 +128,6 @@ files:
 - bin/console.yml
 - bin/setup
 - build.md
-- examples/contract_details
-- examples/contract_sample_details
-- examples/contract_samples.rb
-- examples/depth_of_market
-- examples/head_time_stamp
-- examples/historic_data
-- examples/market_data
-- examples/option_data
-- examples/real_time_data
-- examples/snapshot_market_data
-- examples/time_and_sales
 - ib-symbols.gemspec
 - lib/ib/symbols.rb
 - lib/ib/symbols/abstract.rb
@@ -189,7 +164,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.0.4
+rubygems_version: 3.2.3
 signing_key: 
 specification_version: 4
 summary: Predefined symbols and watchlist, part of ib-ruby

data/examples/contract_details

@@ -1,71 +0,0 @@
-#!/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

data/examples/contract_sample_details

@@ -1,50 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script gets details for specific contract from IB
-
-require 'bundler/setup'
-require 'ib/symbols'
-require './contract_samples'
-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.
-contract_definitions =  ContractSamples.public_instance_methods
-
-# get contracts from contract_samples db
-include ContractSamples
-the_contracts =  contract_definitions.map{ | method | self.send( method )}
-
-
-# Connect to IB TWS.
-ib = Connection.new( :client_id => 11912, :port => 4002 ) do | gw| # 7496 # TWS
-  # subscribe to TWS alerts/errors and contract data end marker
-  gw.subscribe(:Alert, :ContractDataEnd) { |msg| puts msg.to_human }
-
-  # 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 "------------------> Recieved Contract Confirmation <----------------------------"
-    puts msg.contract.to_human + "\n"
-    puts "Attributes: "
-    puts "\t"+ msg.contract.attributes.map{ |k,v|  "#{k} : #{v}" unless v.blank?  }.join("\n\t")
-  end
-# Set log level
-	gw.logger.level = Logger::DEBUG #FATAL
-end
-
-ib.wait_for :NextValidOrderId
-
-
-the_contracts.each do | contract|
-  puts "\nRequesting contract data: #{contract_definitions}: #{contract.to_human}"
-
-  # 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, 1 #sec
-  ib.clear_received :ContractDataEnd
-end