ib_ruby_proxy 0.0.1

data/lib/ib_ruby_proxy/server/reflection/ib_class.rb

@@ -0,0 +1,62 @@
+module IbRubyProxy
+  module Server
+    module Reflection
+      # An ib class
+      class IbClass
+        include IbRubyProxy::Util::StringUtils
+
+        attr_reader :klass
+
+        # @param [Class] klass
+        def initialize(klass)
+          @klass = klass
+        end
+
+        # The class name without including namespaces
+        #
+        # @return [String]
+        def name
+          klass.name.split('::').last
+        end
+
+        # The full qualified class name including namespace
+        #
+        # @return [Object]
+        def full_name
+          klass.name
+        end
+
+        # List of ib fields that represent properties to interchange
+        #
+        # @return [Array<IbField>]
+        def java_property_fields
+          @java_property_fields ||= java_fields.collect { |field| IbField.new(field, self) }
+        end
+
+        # List of ruby properties names that correspond to {#java_property_fields}
+        #
+        # @return [Array<String>]
+        def ruby_property_names
+          @ruby_properties ||= java_property_fields.collect do |field|
+            to_underscore(field.name)
+          end
+        end
+
+        # Return an array of combinations of {#ruby_property_names} and #{java_property_fields}
+        #
+        # @return [Array<Array<String, IbField>>]
+        def zipped_ruby_and_java_properties
+          ruby_property_names.zip(java_property_fields)
+        end
+
+        private
+
+        def java_fields
+          @java_property_fields ||= klass.java_class.declared_fields.find_all do |field|
+            field.name =~ IbField::IB_FIELD_PREFIX
+          end
+        end
+      end
+    end
+  end
+end

data/lib/ib_ruby_proxy/server/reflection/ib_field.rb

@@ -0,0 +1,60 @@
+module IbRubyProxy
+  module Server
+    module Reflection
+      # An {IbClass} field
+      class IbField
+        IB_FIELD_PREFIX = /^m_/.freeze
+
+        attr_reader :java_field, :ib_class
+
+        def initialize(java_field, ib_class)
+          @java_field = java_field
+          @ib_class = ib_class
+        end
+
+        # Default value for the field
+        #
+        # @return [Object]
+        def default_value
+          case java_field.type
+          when Java::int.java_class, Java::float.java_class, Java::double.java_class
+            0
+          when Java::boolean.java_class
+            false
+          end
+        end
+
+        # {#default_value Default value} as a string
+        #
+        # @return [String]
+        def default_value_as_string
+          value = default_value
+          if value.nil?
+            'nil'
+          else
+            value.to_s
+          end
+        end
+
+        # Return the name of the accessor method used to access the field
+        #
+        # @return [String]
+        def name
+          @name ||= find_name
+        end
+
+        private
+
+        def find_name
+          field_name_without_prefix = java_field.name.gsub(IB_FIELD_PREFIX, '')
+          matched_method = ib_class.klass.java_class.declared_instance_methods.find do |method|
+            method.name.downcase == field_name_without_prefix.downcase
+          end
+          raise "No method matching '#{field.name}'?" unless matched_method
+
+          matched_method.name
+        end
+      end
+    end
+  end
+end

data/lib/ib_ruby_proxy/util/has_logger.rb

@@ -0,0 +1,10 @@
+module IbRubyProxy
+  module Util
+    # Mixin to add access to the gem logger
+    module HasLogger
+      def logger
+        @logger ||= IbRubyProxy.logger
+      end
+    end
+  end
+end

data/lib/ib_ruby_proxy/util/string_utils.rb

@@ -0,0 +1,29 @@
+module IbRubyProxy
+  module Util
+    # String utility methods
+    module StringUtils
+      extend self
+
+      # Makes passed string underscored and lowercase
+      #
+      # @param [String] string
+      #
+      # Implementation copied from Rails
+      # @see https://api.rubyonrails.org/classes/ActiveSupport/Inflector.html#method-i-underscore
+      def to_underscore(string)
+        string.gsub(/::/, '/')
+              .gsub(/([A-Z]+)([A-Z][a-z])/, '\1_\2')
+              .gsub(/([a-z\d])([A-Z])/, '\1_\2')
+              .tr('-', '_')
+              .downcase
+      end
+
+      # Converts passed string into camel case syntax
+      #
+      # @see https://stackoverflow.com/a/11411200/469697
+      def to_camel_case(string)
+        string.split('_').inject([]) { |buffer, e| buffer.push(buffer.empty? ? e : e.capitalize) }.join
+      end
+    end
+  end
+end

data/lib/ib_ruby_proxy/version.rb

@@ -0,0 +1,3 @@
+module IbRubyProxy
+  VERSION = '0.0.1'.freeze
+end

data/lib/server.rb

@@ -0,0 +1,4 @@
+require 'ib_ruby_proxy/version'
+require_relative '../vendor/TwsApi.jar'
+
+Dir["#{__dir__}/ib_ruby_proxy/server/**/*.rb"].each { |file| require file }

data/sandbox/drb_performance/client.rb

@@ -0,0 +1,46 @@
+require 'drb'
+require 'benchmark'
+
+# This is a dummy performance test to have an idea of drb throughput. I got it's possible to
+# process 10000 notifications per second with MRI ruby 2.5, which should be enough for real
+# time tick data.
+class ResultCallback
+  include DRbUndumped
+
+  attr_reader :total
+
+  def initialize
+    @total = 0
+  end
+
+  def update(_number1, _number2, result)
+    @total += result
+  end
+end
+
+@server = DRbObject.new(nil, 'druby://localhost:1992')
+DRb.start_service
+
+result_callback = ResultCallback.new
+@server.add_observer(result_callback)
+
+LOOP_COUNT = 10000
+
+drb_benchmark = Benchmark.measure do
+  LOOP_COUNT.times do |i|
+    @server.add(i, i + 1)
+  end
+end
+
+total = 0
+ruby_benchmark = Benchmark.measure do
+  LOOP_COUNT.times do |i|
+    total += (i + (i + 1))
+  end
+end
+
+puts "With drb: #{result_callback.total}"
+puts drb_benchmark
+
+puts "With plain ruby: #{total}"
+puts ruby_benchmark

data/sandbox/drb_performance/server.rb

@@ -0,0 +1,26 @@
+require 'drb'
+require 'drb/observer'
+
+class Server
+  include DRb::DRbObservable
+  attr_accessor :object
+
+  def initialize
+    @object = { id: 'from server side' }
+  end
+
+  def add(numnber1, number2)
+    changed
+    notify_observers(numnber1, number2, numnber1 + number2)
+  end
+end
+
+server = Server.new
+
+DRb.start_service('druby://localhost:1992', server)
+
+begin
+  DRb.thread.join
+rescue StandardError
+  Process.kill('TERM', Process.pid)
+end

metadata

@@ -0,0 +1,226 @@
+--- !ruby/object:Gem::Specification
+name: ib_ruby_proxy
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Jorge Manrubia
+autorequire:
+bindir: exe
+cert_chain: []
+date: 2019-07-07 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  name: awesome_print
+  prerelease: false
+  type: :runtime
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  name: commander
+  prerelease: false
+  type: :runtime
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  name: concurrent-ruby
+  prerelease: false
+  type: :runtime
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 2.0.1
+  name: bundler
+  prerelease: false
+  type: :development
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 2.0.1
+- !ruby/object:Gem::Dependency
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  name: impersonator
+  prerelease: false
+  type: :development
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  name: rake
+  prerelease: false
+  type: :development
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 3.8.0
+  name: rspec
+  prerelease: false
+  type: :development
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 3.8.0
+- !ruby/object:Gem::Dependency
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  name: rspec_junit_formatter
+  prerelease: false
+  type: :development
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Invoke IB Java API from Ruby
+email:
+- jorge.manrubia@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".circleci/config.yml"
+- ".gitignore"
+- ".rspec"
+- ".rubocop.yml"
+- ".ruby-version"
+- ".travis.yml"
+- Gemfile
+- Gemfile.lock
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/console
+- bin/generate_ruby_classes
+- bin/ibproxy
+- bin/setup
+- docs/diagrams.key
+- docs/images/architecture.png
+- examples/common.rb
+- examples/plain_req_historical_ticks.rb
+- examples/req_contract_details.rb
+- examples/req_historical_bars_data.rb
+- examples/req_historical_ticks.rb
+- examples/req_tick_by_tick_data.rb
+- ib_ruby_proxy.gemspec
+- lib/ib_ruby_proxy.rb
+- lib/ib_ruby_proxy/client/callbacks_response_handler.rb
+- lib/ib_ruby_proxy/client/client.rb
+- lib/ib_ruby_proxy/client/ib/bar.rb
+- lib/ib_ruby_proxy/client/ib/combo_leg.rb
+- lib/ib_ruby_proxy/client/ib/contract.rb
+- lib/ib_ruby_proxy/client/ib/contract_details.rb
+- lib/ib_ruby_proxy/client/ib/delta_neutral_contract.rb
+- lib/ib_ruby_proxy/client/ib/historical_tick.rb
+- lib/ib_ruby_proxy/client/ib/historical_tick_bid_ask.rb
+- lib/ib_ruby_proxy/client/ib/historical_tick_last.rb
+- lib/ib_ruby_proxy/client/ib/order.rb
+- lib/ib_ruby_proxy/client/ib/tick_attrib_bid_ask.rb
+- lib/ib_ruby_proxy/client/ib/tick_attrib_last.rb
+- lib/ib_ruby_proxy/client/ib_callbacks_observer.rb
+- lib/ib_ruby_proxy/config.yml
+- lib/ib_ruby_proxy/server/ext/array.rb
+- lib/ib_ruby_proxy/server/ext/enum.rb
+- lib/ib_ruby_proxy/server/ext/idempotent_types.rb
+- lib/ib_ruby_proxy/server/ib/bar.rb
+- lib/ib_ruby_proxy/server/ib/combo_leg.rb
+- lib/ib_ruby_proxy/server/ib/contract.rb
+- lib/ib_ruby_proxy/server/ib/contract_details.rb
+- lib/ib_ruby_proxy/server/ib/delta_neutral_contract.rb
+- lib/ib_ruby_proxy/server/ib/historical_tick.rb
+- lib/ib_ruby_proxy/server/ib/historical_tick_bid_ask.rb
+- lib/ib_ruby_proxy/server/ib/historical_tick_last.rb
+- lib/ib_ruby_proxy/server/ib/order.rb
+- lib/ib_ruby_proxy/server/ib/tick_attrib_bid_ask.rb
+- lib/ib_ruby_proxy/server/ib/tick_attrib_last.rb
+- lib/ib_ruby_proxy/server/ib_client_adapter.rb
+- lib/ib_ruby_proxy/server/ib_proxy_service.rb
+- lib/ib_ruby_proxy/server/ib_ruby_class_files_generator.rb
+- lib/ib_ruby_proxy/server/ib_ruby_class_source_generator.rb
+- lib/ib_ruby_proxy/server/ib_wrapper_adapter.rb
+- lib/ib_ruby_proxy/server/reflection/ib_class.rb
+- lib/ib_ruby_proxy/server/reflection/ib_field.rb
+- lib/ib_ruby_proxy/util/has_logger.rb
+- lib/ib_ruby_proxy/util/string_utils.rb
+- lib/ib_ruby_proxy/version.rb
+- lib/server.rb
+- sandbox/drb_performance/client.rb
+- sandbox/drb_performance/server.rb
+- vendor/TwsApi.jar
+homepage: https://github.com/jorgemanrubia/ib_ruby_proxy
+licenses:
+- MIT
+metadata:
+  homepage_uri: https://github.com/jorgemanrubia/ib_ruby_proxy
+  source_code_uri: https://github.com/jorgemanrubia/ib_ruby_proxy
+post_install_message:
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project:
+rubygems_version: 2.7.9
+signing_key:
+specification_version: 4
+summary: Invoke IB Java API from Ruby
+test_files: []