ib_ruby_proxy 0.0.1

data/lib/ib_ruby_proxy/client/ib/tick_attrib_bid_ask.rb

@@ -0,0 +1,24 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+module IbRubyProxy
+  module Client
+    module Ib
+      TickAttribBidAsk = Struct.new(:bid_past_low, :ask_past_high, keyword_init: true) do
+        def initialize(bid_past_low: false, ask_past_high: false)
+          self.bid_past_low = bid_past_low
+          self.ask_past_high = ask_past_high
+        end
+
+        def to_ib
+          ib_object = Java::ComIbClient::TickAttribBidAsk.new
+          ib_object.bidPastLow(bid_past_low).to_java
+          ib_object.askPastHigh(ask_past_high).to_java
+
+          ib_object
+        end
+      end
+    end
+  end
+end

data/lib/ib_ruby_proxy/client/ib/tick_attrib_last.rb

@@ -0,0 +1,24 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+module IbRubyProxy
+  module Client
+    module Ib
+      TickAttribLast = Struct.new(:past_limit, :unreported, keyword_init: true) do
+        def initialize(past_limit: false, unreported: false)
+          self.past_limit = past_limit
+          self.unreported = unreported
+        end
+
+        def to_ib
+          ib_object = Java::ComIbClient::TickAttribLast.new
+          ib_object.pastLimit(past_limit).to_java
+          ib_object.unreported(unreported).to_java
+
+          ib_object
+        end
+      end
+    end
+  end
+end

data/lib/ib_ruby_proxy/client/ib_callbacks_observer.rb

@@ -0,0 +1,25 @@
+module IbRubyProxy
+  module Client
+    # Base observer for callbacks received by {IbRubyProxy::Server::IbWrapperAdapter}
+    #
+    # This class is meant to be extended by implementing the methods for the callbacks you
+    # are interested in
+    class IbCallbacksObserver
+      include IbRubyProxy::Util::HasLogger
+
+      # This is the ruby equivalent to Interactive Brokers EWrapper class. Extend it and add the methods
+      # you want to respond to.
+      include DRb::DRbUndumped
+
+      def update(*params)
+        method_name, *arguments = params
+        send method_name, *arguments
+      end
+
+      def error(*arguments)
+        logger.error 'Error received in ib wrapper:'
+        logger.error arguments.inspect
+      end
+    end
+  end
+end

data/lib/ib_ruby_proxy/config.yml

@@ -0,0 +1,43 @@
+classes:
+  - ComboLeg
+  - DeltaNeutralContract
+  - Contract
+  - Order
+  - HistoricalTickLast
+  - TickAttribLast
+  - Bar
+  - HistoricalTick
+  - TickAttribBidAsk
+  - HistoricalTickLast
+  - TickAttribLast
+  - HistoricalTickBidAsk
+  - ContractDetails
+
+mapped_callbacks:
+  req_historical_ticks:
+    callbacks:
+      - historical_ticks
+      - historical_ticks_bid_ask
+      - historical_ticks_last
+    discriminate_by_argument_nth: 0
+
+  req_contract_details:
+    callbacks:
+      - contract_details
+      - contract_details_end
+    discriminate_by_argument_nth: 0,
+
+  req_tick_by_tick_data:
+    callbacks:
+      - tick_by_tick_bid_ask
+      - tick_by_tick_all_last
+      - tick_by_tick_mid_point
+    discriminate_by_argument_nth: 0
+
+  req_historical_data:
+    callbacks:
+      - historical_data
+      - historical_data_end
+      - historical_data_update
+    discriminate_by_argument_nth: 0
+

data/lib/ib_ruby_proxy/server/ext/array.rb

@@ -0,0 +1,22 @@
+java_import 'java.util.ArrayList'
+
+module IbRubyProxy
+  module Server
+    module Ext
+      # Extensions to Array for converting between ruby and ib
+      module Array
+        def to_ib
+          collect(&:to_ib)
+        end
+
+        def to_ruby
+          collect(&:to_ruby)
+        end
+      end
+    end
+  end
+end
+
+[Array, Java::JavaUtil::ArrayList].each do |array_klass|
+  array_klass.send(:include, IbRubyProxy::Server::Ext::Array)
+end

data/lib/ib_ruby_proxy/server/ext/enum.rb

@@ -0,0 +1,20 @@
+java_import 'java.lang.Enum'
+
+module IbRubyProxy
+  module Server
+    module Ext
+      module Enum
+        # Extensions to Enum for converting between ruby and ib
+        def to_ib
+          self
+        end
+
+        def to_ruby
+          to_s
+        end
+      end
+    end
+  end
+end
+
+Java::JavaLang::Enum.send(:include, IbRubyProxy::Server::Ext::Enum)

data/lib/ib_ruby_proxy/server/ext/idempotent_types.rb

@@ -0,0 +1,23 @@
+java_import 'java.lang.Enum'
+java_import 'java.lang.Throwable'
+
+module IbRubyProxy
+  module Server
+    module Ext
+      # Extension to convert between ib and ruby for types that can travel seamlessly
+      module IdempotentType
+        def to_ib
+          self
+        end
+
+        def to_ruby
+          self
+        end
+      end
+    end
+  end
+end
+
+[String, Integer, Float, NilClass, TrueClass, FalseClass, Throwable].each do |klass|
+  klass.include IbRubyProxy::Server::Ext::IdempotentType
+end

data/lib/ib_ruby_proxy/server/ib/bar.rb

@@ -0,0 +1,21 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+java_import "com.ib.client.Bar"
+
+class Java::ComIbClient::Bar
+  def to_ruby
+    ruby_object = IbRubyProxy::Client::Ib::Bar.new
+    ruby_object.time = time().to_ruby
+    ruby_object.open = open().to_ruby
+    ruby_object.high = high().to_ruby
+    ruby_object.low = low().to_ruby
+    ruby_object.close = close().to_ruby
+    ruby_object.volume = volume().to_ruby
+    ruby_object.count = count().to_ruby
+    ruby_object.wap = wap().to_ruby
+
+    ruby_object
+  end
+end

data/lib/ib_ruby_proxy/server/ib/combo_leg.rb

@@ -0,0 +1,21 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+java_import "com.ib.client.ComboLeg"
+
+class Java::ComIbClient::ComboLeg
+  def to_ruby
+    ruby_object = IbRubyProxy::Client::Ib::ComboLeg.new
+    ruby_object.conid = conid().to_ruby
+    ruby_object.ratio = ratio().to_ruby
+    ruby_object.action = action().to_ruby
+    ruby_object.exchange = exchange().to_ruby
+    ruby_object.open_close = openClose().to_ruby
+    ruby_object.short_sale_slot = shortSaleSlot().to_ruby
+    ruby_object.designated_location = designatedLocation().to_ruby
+    ruby_object.exempt_code = exemptCode().to_ruby
+
+    ruby_object
+  end
+end

data/lib/ib_ruby_proxy/server/ib/contract.rb

@@ -0,0 +1,31 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+java_import "com.ib.client.Contract"
+
+class Java::ComIbClient::Contract
+  def to_ruby
+    ruby_object = IbRubyProxy::Client::Ib::Contract.new
+    ruby_object.conid = conid().to_ruby
+    ruby_object.symbol = symbol().to_ruby
+    ruby_object.sec_type = secType().to_ruby
+    ruby_object.last_trade_date_or_contract_month = lastTradeDateOrContractMonth().to_ruby
+    ruby_object.strike = strike().to_ruby
+    ruby_object.right = right().to_ruby
+    ruby_object.multiplier = multiplier().to_ruby
+    ruby_object.exchange = exchange().to_ruby
+    ruby_object.primary_exch = primaryExch().to_ruby
+    ruby_object.currency = currency().to_ruby
+    ruby_object.local_symbol = localSymbol().to_ruby
+    ruby_object.trading_class = tradingClass().to_ruby
+    ruby_object.sec_id_type = secIdType().to_ruby
+    ruby_object.sec_id = secId().to_ruby
+    ruby_object.delta_neutral_contract = deltaNeutralContract().to_ruby
+    ruby_object.include_expired = includeExpired().to_ruby
+    ruby_object.combo_legs_descrip = comboLegsDescrip().to_ruby
+    ruby_object.combo_legs = comboLegs().to_ruby
+
+    ruby_object
+  end
+end

data/lib/ib_ruby_proxy/server/ib/contract_details.rb

@@ -0,0 +1,53 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+java_import "com.ib.client.ContractDetails"
+
+class Java::ComIbClient::ContractDetails
+  def to_ruby
+    ruby_object = IbRubyProxy::Client::Ib::ContractDetails.new
+    ruby_object.contract = contract().to_ruby
+    ruby_object.market_name = marketName().to_ruby
+    ruby_object.min_tick = minTick().to_ruby
+    ruby_object.price_magnifier = priceMagnifier().to_ruby
+    ruby_object.order_types = orderTypes().to_ruby
+    ruby_object.valid_exchanges = validExchanges().to_ruby
+    ruby_object.under_conid = underConid().to_ruby
+    ruby_object.long_name = longName().to_ruby
+    ruby_object.contract_month = contractMonth().to_ruby
+    ruby_object.industry = industry().to_ruby
+    ruby_object.category = category().to_ruby
+    ruby_object.subcategory = subcategory().to_ruby
+    ruby_object.time_zone_id = timeZoneId().to_ruby
+    ruby_object.trading_hours = tradingHours().to_ruby
+    ruby_object.liquid_hours = liquidHours().to_ruby
+    ruby_object.ev_rule = evRule().to_ruby
+    ruby_object.ev_multiplier = evMultiplier().to_ruby
+    ruby_object.md_size_multiplier = mdSizeMultiplier().to_ruby
+    ruby_object.sec_id_list = secIdList().to_ruby
+    ruby_object.agg_group = aggGroup().to_ruby
+    ruby_object.under_symbol = underSymbol().to_ruby
+    ruby_object.under_sec_type = underSecType().to_ruby
+    ruby_object.market_rule_ids = marketRuleIds().to_ruby
+    ruby_object.real_expiration_date = realExpirationDate().to_ruby
+    ruby_object.last_trade_time = lastTradeTime().to_ruby
+    ruby_object.cusip = cusip().to_ruby
+    ruby_object.ratings = ratings().to_ruby
+    ruby_object.desc_append = descAppend().to_ruby
+    ruby_object.bond_type = bondType().to_ruby
+    ruby_object.coupon_type = couponType().to_ruby
+    ruby_object.callable = callable().to_ruby
+    ruby_object.putable = putable().to_ruby
+    ruby_object.coupon = coupon().to_ruby
+    ruby_object.convertible = convertible().to_ruby
+    ruby_object.maturity = maturity().to_ruby
+    ruby_object.issue_date = issueDate().to_ruby
+    ruby_object.next_option_date = nextOptionDate().to_ruby
+    ruby_object.next_option_type = nextOptionType().to_ruby
+    ruby_object.next_option_partial = nextOptionPartial().to_ruby
+    ruby_object.notes = notes().to_ruby
+
+    ruby_object
+  end
+end

data/lib/ib_ruby_proxy/server/ib/delta_neutral_contract.rb

@@ -0,0 +1,16 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+java_import "com.ib.client.DeltaNeutralContract"
+
+class Java::ComIbClient::DeltaNeutralContract
+  def to_ruby
+    ruby_object = IbRubyProxy::Client::Ib::DeltaNeutralContract.new
+    ruby_object.conid = conid().to_ruby
+    ruby_object.delta = delta().to_ruby
+    ruby_object.price = price().to_ruby
+
+    ruby_object
+  end
+end

data/lib/ib_ruby_proxy/server/ib/historical_tick.rb

@@ -0,0 +1,16 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+java_import "com.ib.client.HistoricalTick"
+
+class Java::ComIbClient::HistoricalTick
+  def to_ruby
+    ruby_object = IbRubyProxy::Client::Ib::HistoricalTick.new
+    ruby_object.time = time().to_ruby
+    ruby_object.price = price().to_ruby
+    ruby_object.size = size().to_ruby
+
+    ruby_object
+  end
+end

data/lib/ib_ruby_proxy/server/ib/historical_tick_bid_ask.rb

@@ -0,0 +1,19 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+java_import "com.ib.client.HistoricalTickBidAsk"
+
+class Java::ComIbClient::HistoricalTickBidAsk
+  def to_ruby
+    ruby_object = IbRubyProxy::Client::Ib::HistoricalTickBidAsk.new
+    ruby_object.time = time().to_ruby
+    ruby_object.tick_attrib_bid_ask = tickAttribBidAsk().to_ruby
+    ruby_object.price_bid = priceBid().to_ruby
+    ruby_object.price_ask = priceAsk().to_ruby
+    ruby_object.size_bid = sizeBid().to_ruby
+    ruby_object.size_ask = sizeAsk().to_ruby
+
+    ruby_object
+  end
+end

data/lib/ib_ruby_proxy/server/ib/historical_tick_last.rb

@@ -0,0 +1,19 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+java_import "com.ib.client.HistoricalTickLast"
+
+class Java::ComIbClient::HistoricalTickLast
+  def to_ruby
+    ruby_object = IbRubyProxy::Client::Ib::HistoricalTickLast.new
+    ruby_object.time = time().to_ruby
+    ruby_object.tick_attrib_last = tickAttribLast().to_ruby
+    ruby_object.price = price().to_ruby
+    ruby_object.size = size().to_ruby
+    ruby_object.exchange = exchange().to_ruby
+    ruby_object.special_conditions = specialConditions().to_ruby
+
+    ruby_object
+  end
+end

data/lib/ib_ruby_proxy/server/ib/order.rb

@@ -0,0 +1,134 @@
+# ---------------------------------------------
+# File generated automatically by ib_ruby_proxy
+# ---------------------------------------------
+
+java_import "com.ib.client.Order"
+
+class Java::ComIbClient::Order
+  def to_ruby
+    ruby_object = IbRubyProxy::Client::Ib::Order.new
+    ruby_object.client_id = clientId().to_ruby
+    ruby_object.order_id = orderId().to_ruby
+    ruby_object.perm_id = permId().to_ruby
+    ruby_object.parent_id = parentId().to_ruby
+    ruby_object.action = action().to_ruby
+    ruby_object.total_quantity = totalQuantity().to_ruby
+    ruby_object.display_size = displaySize().to_ruby
+    ruby_object.order_type = orderType().to_ruby
+    ruby_object.lmt_price = lmtPrice().to_ruby
+    ruby_object.aux_price = auxPrice().to_ruby
+    ruby_object.tif = tif().to_ruby
+    ruby_object.account = account().to_ruby
+    ruby_object.settling_firm = settlingFirm().to_ruby
+    ruby_object.clearing_account = clearingAccount().to_ruby
+    ruby_object.clearing_intent = clearingIntent().to_ruby
+    ruby_object.all_or_none = allOrNone().to_ruby
+    ruby_object.block_order = blockOrder().to_ruby
+    ruby_object.hidden = hidden().to_ruby
+    ruby_object.outside_rth = outsideRth().to_ruby
+    ruby_object.sweep_to_fill = sweepToFill().to_ruby
+    ruby_object.percent_offset = percentOffset().to_ruby
+    ruby_object.trailing_percent = trailingPercent().to_ruby
+    ruby_object.trail_stop_price = trailStopPrice().to_ruby
+    ruby_object.min_qty = minQty().to_ruby
+    ruby_object.good_after_time = goodAfterTime().to_ruby
+    ruby_object.good_till_date = goodTillDate().to_ruby
+    ruby_object.oca_group = ocaGroup().to_ruby
+    ruby_object.order_ref = orderRef().to_ruby
+    ruby_object.rule80_a = rule80A().to_ruby
+    ruby_object.oca_type = ocaType().to_ruby
+    ruby_object.trigger_method = triggerMethod().to_ruby
+    ruby_object.active_start_time = activeStartTime().to_ruby
+    ruby_object.active_stop_time = activeStopTime().to_ruby
+    ruby_object.fa_group = faGroup().to_ruby
+    ruby_object.fa_method = faMethod().to_ruby
+    ruby_object.fa_percentage = faPercentage().to_ruby
+    ruby_object.fa_profile = faProfile().to_ruby
+    ruby_object.volatility = volatility().to_ruby
+    ruby_object.volatility_type = volatilityType().to_ruby
+    ruby_object.continuous_update = continuousUpdate().to_ruby
+    ruby_object.reference_price_type = referencePriceType().to_ruby
+    ruby_object.delta_neutral_order_type = deltaNeutralOrderType().to_ruby
+    ruby_object.delta_neutral_aux_price = deltaNeutralAuxPrice().to_ruby
+    ruby_object.delta_neutral_con_id = deltaNeutralConId().to_ruby
+    ruby_object.delta_neutral_open_close = deltaNeutralOpenClose().to_ruby
+    ruby_object.delta_neutral_short_sale = deltaNeutralShortSale().to_ruby
+    ruby_object.delta_neutral_short_sale_slot = deltaNeutralShortSaleSlot().to_ruby
+    ruby_object.delta_neutral_designated_location = deltaNeutralDesignatedLocation().to_ruby
+    ruby_object.scale_init_level_size = scaleInitLevelSize().to_ruby
+    ruby_object.scale_subs_level_size = scaleSubsLevelSize().to_ruby
+    ruby_object.scale_price_increment = scalePriceIncrement().to_ruby
+    ruby_object.scale_price_adjust_value = scalePriceAdjustValue().to_ruby
+    ruby_object.scale_price_adjust_interval = scalePriceAdjustInterval().to_ruby
+    ruby_object.scale_profit_offset = scaleProfitOffset().to_ruby
+    ruby_object.scale_auto_reset = scaleAutoReset().to_ruby
+    ruby_object.scale_init_position = scaleInitPosition().to_ruby
+    ruby_object.scale_init_fill_qty = scaleInitFillQty().to_ruby
+    ruby_object.scale_random_percent = scaleRandomPercent().to_ruby
+    ruby_object.scale_table = scaleTable().to_ruby
+    ruby_object.hedge_type = hedgeType().to_ruby
+    ruby_object.hedge_param = hedgeParam().to_ruby
+    ruby_object.algo_strategy = algoStrategy().to_ruby
+    ruby_object.algo_params = algoParams().to_ruby
+    ruby_object.algo_id = algoId().to_ruby
+    ruby_object.smart_combo_routing_params = smartComboRoutingParams().to_ruby
+    ruby_object.order_combo_legs = orderComboLegs().to_ruby
+    ruby_object.what_if = whatIf().to_ruby
+    ruby_object.transmit = transmit().to_ruby
+    ruby_object.override_percentage_constraints = overridePercentageConstraints().to_ruby
+    ruby_object.open_close = openClose().to_ruby
+    ruby_object.origin = origin().to_ruby
+    ruby_object.short_sale_slot = shortSaleSlot().to_ruby
+    ruby_object.designated_location = designatedLocation().to_ruby
+    ruby_object.exempt_code = exemptCode().to_ruby
+    ruby_object.delta_neutral_settling_firm = deltaNeutralSettlingFirm().to_ruby
+    ruby_object.delta_neutral_clearing_account = deltaNeutralClearingAccount().to_ruby
+    ruby_object.delta_neutral_clearing_intent = deltaNeutralClearingIntent().to_ruby
+    ruby_object.discretionary_amt = discretionaryAmt().to_ruby
+    ruby_object.e_trade_only = eTradeOnly().to_ruby
+    ruby_object.firm_quote_only = firmQuoteOnly().to_ruby
+    ruby_object.nbbo_price_cap = nbboPriceCap().to_ruby
+    ruby_object.opt_out_smart_routing = optOutSmartRouting().to_ruby
+    ruby_object.auction_strategy = auctionStrategy().to_ruby
+    ruby_object.starting_price = startingPrice().to_ruby
+    ruby_object.stock_ref_price = stockRefPrice().to_ruby
+    ruby_object.delta = delta().to_ruby
+    ruby_object.stock_range_lower = stockRangeLower().to_ruby
+    ruby_object.stock_range_upper = stockRangeUpper().to_ruby
+    ruby_object.basis_points = basisPoints().to_ruby
+    ruby_object.basis_points_type = basisPointsType().to_ruby
+    ruby_object.not_held = notHeld().to_ruby
+    ruby_object.order_misc_options = orderMiscOptions().to_ruby
+    ruby_object.solicited = solicited().to_ruby
+    ruby_object.randomize_size = randomizeSize().to_ruby
+    ruby_object.randomize_price = randomizePrice().to_ruby
+    ruby_object.reference_contract_id = referenceContractId().to_ruby
+    ruby_object.pegged_change_amount = peggedChangeAmount().to_ruby
+    ruby_object.is_pegged_change_amount_decrease = isPeggedChangeAmountDecrease().to_ruby
+    ruby_object.reference_change_amount = referenceChangeAmount().to_ruby
+    ruby_object.reference_exchange_id = referenceExchangeId().to_ruby
+    ruby_object.adjusted_order_type = adjustedOrderType().to_ruby
+    ruby_object.trigger_price = triggerPrice().to_ruby
+    ruby_object.adjusted_stop_price = adjustedStopPrice().to_ruby
+    ruby_object.adjusted_stop_limit_price = adjustedStopLimitPrice().to_ruby
+    ruby_object.adjusted_trailing_amount = adjustedTrailingAmount().to_ruby
+    ruby_object.adjustable_trailing_unit = adjustableTrailingUnit().to_ruby
+    ruby_object.lmt_price_offset = lmtPriceOffset().to_ruby
+    ruby_object.conditions = conditions().to_ruby
+    ruby_object.conditions_cancel_order = conditionsCancelOrder().to_ruby
+    ruby_object.conditions_ignore_rth = conditionsIgnoreRth().to_ruby
+    ruby_object.model_code = modelCode().to_ruby
+    ruby_object.ext_operator = extOperator().to_ruby
+    ruby_object.soft_dollar_tier = softDollarTier().to_ruby
+    ruby_object.cash_qty = cashQty().to_ruby
+    ruby_object.mifid2_decision_maker = mifid2DecisionMaker().to_ruby
+    ruby_object.mifid2_decision_algo = mifid2DecisionAlgo().to_ruby
+    ruby_object.mifid2_execution_trader = mifid2ExecutionTrader().to_ruby
+    ruby_object.mifid2_execution_algo = mifid2ExecutionAlgo().to_ruby
+    ruby_object.dont_use_auto_price_for_hedge = dontUseAutoPriceForHedge().to_ruby
+    ruby_object.is_oms_container = isOmsContainer().to_ruby
+    ruby_object.discretionary_up_to_limit_price = discretionaryUpToLimitPrice().to_ruby
+
+    ruby_object
+  end
+end