ib-symbols 1.1 → 1.2

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data/Gemfile CHANGED
@@ -2,3 +2,5 @@ source "https://rubygems.org"
2
2
 
3
3
  # Specify your gem's dependencies in ib-symbols.gemspec
4
4
  gemspec
5
+
6
+ gem "ox"
data/bin/console CHANGED
@@ -49,7 +49,6 @@ read_yml = -> (key) do
49
49
  puts " Namespace is IB ! "
50
50
  puts
51
51
  puts '-'* 45
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- include LogDev
53
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  include IB
54
53
  require 'irb'
55
54
  client_id = ARGV[1] || read_yml[:client_id]
@@ -66,7 +65,7 @@ read_yml = -> (key) do
66
65
  end
67
66
 
68
67
  ARGV.clear
69
- logger = default_logger # Logger.new STDOUT
68
+ #logger = default_logger # Logger.new STDOUT
70
69
 
71
70
  ## The Block takes instructions which are executed after initializing all instance-variables
72
71
  ## and prior to the connection-process
@@ -74,9 +73,9 @@ read_yml = -> (key) do
74
73
  if port > 0
75
74
  C = Connection.new client_id: client_id, port: port do |c| # future use__ , optional_capacities: "+PACEAPI" do |c|
76
75
 
77
- c.subscribe( :ContractData, :BondContractData) { |msg| logger.info { msg.contract.to_human } }
78
- c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| logger.info { m.to_human } }
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- c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| logger.info { m.to_human }}
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+ c.subscribe( :ContractData, :BondContractData) { |msg| c.logger.info { msg.contract.to_human } }
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+ c.subscribe( :Alert, :ContractDataEnd, :ManagedAccounts, :OrderStatus ) {| m| c.logger.info { m.to_human } }
78
+ c.subscribe( :PortfolioValue, :AccountValue, :OrderStatus, :OpenOrderEnd, :ExecutionData ) {| m| c.logger.info { m.to_human }}
80
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  # c.subscribe :ManagedAccounts do |msg|
81
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  # puts "------------------------------- Managed Accounts ----------------------------------"
82
81
  # puts "Detected Accounts: #{msg.accounts.account.join(' -- ')} "
@@ -109,7 +109,7 @@ Returns count of created bunches
109
109
  else
110
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  symbol.to_i
111
111
  end
112
- # ensure that evey Sybmol::xxx.yyy entry has a description
112
+ # ensure that every Sybmol::xxx.yyy entry has a description
113
113
  contract.description = contract.to_human[1..-2] if contract.description.nil?
114
114
  # overwrite contract if existing
115
115
  contracts[ symbol ] = contract.essential
@@ -17,7 +17,7 @@ module IB
17
17
  expiry: IB::Symbols::Futures.next_expiry, trading_class: 'OESX'),
18
18
  zn_calendar: IB::Calendar.fabricate( IB::Symbols::Futures.zn, '3m') ,
19
19
 
20
- dbk_straddle: Bag.new( symbol: 'DBK', currency: 'EUR', exchange: 'DTB', combo_legs:
20
+ dbk_straddle: Bag.new( symbol: 'DBK', currency: 'EUR', exchange: 'EUREX', combo_legs:
21
21
  [ ComboLeg.new( con_id: 270581032 , action: :buy, exchange: 'DTB', ratio: 1), #DBK Dez20 2018 C
22
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  ComboLeg.new( con_id: 270580382, action: :buy, exchange: 'DTB', ratio: 1 ) ], #DBK Dez 20 2018 P
23
23
  description: 'Option Straddle: Deutsche Bank(20)[Dez 2018]'
@@ -97,17 +97,17 @@ module IB
97
97
  multiplier: 1000,
98
98
  exchange: 'ECBOT',
99
99
  description: 'US Treasury Note -- 30 Years'),
100
- :mini_dax => IB::Future.new( symbol: 'DAX', exchange: 'DTB',
100
+ :mini_dax => IB::Future.new( symbol: 'DAX', exchange: 'EUREX',
101
101
  expiry: next_expiry,
102
102
  currency: 'EUR',
103
103
  multiplier: 5,
104
104
  description: 'Mini DAX-Future'),
105
- # :dax => IB::Future.new( symbol: 'DAX', exchange: 'DTB',
105
+ # :dax => IB::Future.new( symbol: 'DAX', exchange: 'EUREX',
106
106
  # expiry: next_expiry,
107
107
  # currency: 'EUR',
108
108
  # multiplier: 25,
109
109
  # description: 'DAX-Future'),
110
- :stoxx=> IB::Future.new( symbol: 'ESTX50', exchange: 'DTB',
110
+ :stoxx=> IB::Future.new( symbol: 'ESTX50', exchange: 'EUREX',
111
111
  expiry: next_expiry,
112
112
  currency: 'EUR',
113
113
  multiplier: 10,
@@ -6,7 +6,7 @@ module IB
6
6
 
7
7
  def self.contracts
8
8
  @contracts.presence || super.merge(
9
- :dax => IB::Index.new(:symbol => "DAX", :currency => "EUR", exchange: 'DTB',
9
+ :dax => IB::Index.new(:symbol => "DAX", :currency => "EUR", exchange: 'EUREX',
10
10
  :description => "DAX Performance Index."),
11
11
  :asx => IB::Index.new( :symbol => 'AP', :currency => 'AUD', exchange: 'ASX',
12
12
  :description => "ASX 200 Index" ),
@@ -14,7 +14,7 @@ module IB
14
14
  :description => "Hang Seng Index" ),
15
15
  :minihsi => IB::Index.new( :symbol => 'MHI', :currency => 'HKD', exchange: 'HKFE',
16
16
  :description => "Mini Hang Seng Index" ),
17
- :stoxx => IB::Index.new(:symbol => "ESTX50", :currency => "EUR", exchange: 'DTB',
17
+ :stoxx => IB::Index.new(:symbol => "ESTX50", :currency => "EUR", exchange: 'EUREX',
18
18
  :description => "Dow Jones Euro STOXX50"),
19
19
  :spx => IB::Index.new(:symbol => "SPX", :currency => "USD", exchange: 'CBOE',
20
20
  :description => "Dow Jones Euro STOXX50"),
@@ -22,9 +22,9 @@ module IB
22
22
  :description => "Hang Seng Volatility Index"),
23
23
  :vasx => IB::Index.new( symbol: 'XVI', exchange: 'ASX',
24
24
  :description => "ASX 200 Volatility Index") ,
25
- :vstoxx => IB::Index.new(:symbol => "V2TX", :currency => "EUR", exchange: 'DTB',
25
+ :vstoxx => IB::Index.new(:symbol => "V2TX", :currency => "EUR", exchange: 'EUREX',
26
26
  :description => "VSTOXX Volatility Index"),
27
- :vdax => IB::Index.new(:symbol => "VDAX", exchange: 'DTB',
27
+ :vdax => IB::Index.new(:symbol => "VDAX", exchange: 'EUREX',
28
28
  :description => "German VDAX Volatility Index"),
29
29
  :vix => IB::Index.new(:symbol => "VIX", exchange: 'CBOE',
30
30
  :description => "CBOE Volatility Index"),
@@ -14,7 +14,7 @@ module IB
14
14
  expiry: IB::Symbols::Futures.next_expiry ,
15
15
  right: :put,
16
16
  trading_class: 'OESX',
17
- currency: 'EUR', exchange: 'DTB',
17
+ currency: 'EUR', exchange: 'EUREX',
18
18
  description: "ESTX50 Put Option quarterly"),
19
19
  :ge => IB::Option.new(:symbol => "GE",
20
20
  :expiry => IB::Symbols::Futures.next_expiry,
@@ -1,5 +1,5 @@
1
1
  module IB
2
2
  module Symbols
3
- VERSION = "1.1"
3
+ VERSION = "1.2"
4
4
  end
5
5
  end
metadata CHANGED
@@ -1,14 +1,14 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: ib-symbols
3
3
  version: !ruby/object:Gem::Version
4
- version: '1.1'
4
+ version: '1.2'
5
5
  platform: ruby
6
6
  authors:
7
7
  - Hartmut Bischoff
8
8
  autorequire:
9
9
  bindir: exe
10
10
  cert_chain: []
11
- date: 2021-05-08 00:00:00.000000000 Z
11
+ date: 2022-08-25 00:00:00.000000000 Z
12
12
  dependencies:
13
13
  - !ruby/object:Gem::Dependency
14
14
  name: ib-api