my-ib-api 0.0.1

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Files changed (55) hide show
  1. checksums.yaml +7 -0
  2. data/lib/ib-api.rb +10 -0
  3. data/lib/ib/base.rb +99 -0
  4. data/lib/ib/base_properties.rb +154 -0
  5. data/lib/ib/connection.rb +327 -0
  6. data/lib/ib/constants.rb +334 -0
  7. data/lib/ib/db.rb +29 -0
  8. data/lib/ib/engine.rb +35 -0
  9. data/lib/ib/errors.rb +40 -0
  10. data/lib/ib/extensions.rb +72 -0
  11. data/lib/ib/flex.rb +106 -0
  12. data/lib/ib/logger.rb +25 -0
  13. data/lib/ib/messages.rb +88 -0
  14. data/lib/ib/messages/abstract_message.rb +89 -0
  15. data/lib/ib/messages/incoming.rb +134 -0
  16. data/lib/ib/messages/incoming/abstract_message.rb +99 -0
  17. data/lib/ib/messages/incoming/alert.rb +34 -0
  18. data/lib/ib/messages/incoming/contract_data.rb +102 -0
  19. data/lib/ib/messages/incoming/delta_neutral_validation.rb +23 -0
  20. data/lib/ib/messages/incoming/execution_data.rb +54 -0
  21. data/lib/ib/messages/incoming/historical_data.rb +55 -0
  22. data/lib/ib/messages/incoming/market_depths.rb +44 -0
  23. data/lib/ib/messages/incoming/next_valid_id.rb +18 -0
  24. data/lib/ib/messages/incoming/open_order.rb +232 -0
  25. data/lib/ib/messages/incoming/order_status.rb +81 -0
  26. data/lib/ib/messages/incoming/portfolio_value.rb +39 -0
  27. data/lib/ib/messages/incoming/real_time_bar.rb +32 -0
  28. data/lib/ib/messages/incoming/scanner_data.rb +53 -0
  29. data/lib/ib/messages/incoming/ticks.rb +131 -0
  30. data/lib/ib/messages/outgoing.rb +331 -0
  31. data/lib/ib/messages/outgoing/abstract_message.rb +73 -0
  32. data/lib/ib/messages/outgoing/bar_requests.rb +189 -0
  33. data/lib/ib/messages/outgoing/place_order.rb +141 -0
  34. data/lib/ib/model.rb +6 -0
  35. data/lib/ib/models.rb +10 -0
  36. data/lib/ib/requires.rb +9 -0
  37. data/lib/ib/socket.rb +81 -0
  38. data/lib/ib/symbols.rb +35 -0
  39. data/lib/ib/symbols/bonds.rb +28 -0
  40. data/lib/ib/symbols/forex.rb +41 -0
  41. data/lib/ib/symbols/futures.rb +117 -0
  42. data/lib/ib/symbols/options.rb +39 -0
  43. data/lib/ib/symbols/stocks.rb +37 -0
  44. data/lib/ib/version.rb +6 -0
  45. data/lib/models/ib/bag.rb +51 -0
  46. data/lib/models/ib/bar.rb +45 -0
  47. data/lib/models/ib/combo_leg.rb +103 -0
  48. data/lib/models/ib/contract.rb +292 -0
  49. data/lib/models/ib/contract_detail.rb +89 -0
  50. data/lib/models/ib/execution.rb +65 -0
  51. data/lib/models/ib/option.rb +60 -0
  52. data/lib/models/ib/order.rb +391 -0
  53. data/lib/models/ib/order_state.rb +128 -0
  54. data/lib/models/ib/underlying.rb +34 -0
  55. metadata +96 -0
data/lib/models/ib/underlying.rb ADDED
@@ -0,0 +1,34 @@
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+ module IB
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+
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+ # Calculated characteristics of underlying Contract (volatile)
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+ class Underlying < IB::Model
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+ include BaseProperties
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+
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+ has_one :contract
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+
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+ prop :con_id, # Id of the Underlying Contract
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+ :delta, # double: The underlying stock or future delta.
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+ :price # double: The price of the underlying.
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+
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+ validates_numericality_of :con_id, :delta, :price #, :allow_nil => true
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+
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+ def default_attributes
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+ super.merge :con_id => 0
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+ end
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+
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+ # Serialize under_comp parameters
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+ def serialize
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+ [true, con_id, delta, price]
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+ end
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+
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+ # Comparison
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+ def == other
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+ super(other) ||
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+ other.is_a?(self.class) &&
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+ con_id == other.con_id && delta == other.delta && price == other.price
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+ end
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+
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+ end # class Underlying
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+ UnderComp = Underlying
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+
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+ end # module IB
metadata ADDED
@@ -0,0 +1,96 @@
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+ --- !ruby/object:Gem::Specification
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+ name: my-ib-api
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+ version: !ruby/object:Gem::Version
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+ version: 0.0.1
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+ platform: ruby
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+ authors:
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+ - Peter Andersson
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+ autorequire:
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+ bindir: bin
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+ cert_chain: []
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+ date: 2020-12-03 00:00:00.000000000 Z
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+ dependencies: []
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+ description: My customized version of the original IB-RUBY project. Not the new IB-API
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+ one!
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+ email: fshsweden@gmail.com
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+ executables: []
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+ extensions: []
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+ extra_rdoc_files: []
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+ files:
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+ - lib/ib-api.rb
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+ - lib/ib/base.rb
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+ - lib/ib/base_properties.rb
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+ - lib/ib/connection.rb
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+ - lib/ib/constants.rb
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+ - lib/ib/db.rb
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+ - lib/ib/engine.rb
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+ - lib/ib/errors.rb
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+ - lib/ib/extensions.rb
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+ - lib/ib/flex.rb
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+ - lib/ib/logger.rb
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+ - lib/ib/messages.rb
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+ - lib/ib/messages/abstract_message.rb
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+ - lib/ib/messages/incoming.rb
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+ - lib/ib/messages/incoming/abstract_message.rb
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+ - lib/ib/messages/incoming/alert.rb
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+ - lib/ib/messages/incoming/contract_data.rb
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+ - lib/ib/messages/incoming/delta_neutral_validation.rb
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+ - lib/ib/messages/incoming/execution_data.rb
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+ - lib/ib/messages/incoming/historical_data.rb
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+ - lib/ib/messages/incoming/market_depths.rb
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+ - lib/ib/messages/incoming/next_valid_id.rb
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+ - lib/ib/messages/incoming/open_order.rb
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+ - lib/ib/messages/incoming/order_status.rb
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+ - lib/ib/messages/incoming/portfolio_value.rb
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+ - lib/ib/messages/incoming/real_time_bar.rb
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+ - lib/ib/messages/incoming/scanner_data.rb
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+ - lib/ib/messages/incoming/ticks.rb
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+ - lib/ib/messages/outgoing.rb
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+ - lib/ib/messages/outgoing/abstract_message.rb
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+ - lib/ib/messages/outgoing/bar_requests.rb
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+ - lib/ib/messages/outgoing/place_order.rb
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+ - lib/ib/model.rb
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+ - lib/ib/models.rb
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+ - lib/ib/requires.rb
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+ - lib/ib/socket.rb
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+ - lib/ib/symbols.rb
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+ - lib/ib/symbols/bonds.rb
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+ - lib/ib/symbols/forex.rb
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+ - lib/ib/symbols/futures.rb
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+ - lib/ib/symbols/options.rb
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+ - lib/ib/symbols/stocks.rb
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+ - lib/ib/version.rb
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+ - lib/models/ib/bag.rb
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+ - lib/models/ib/bar.rb
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+ - lib/models/ib/combo_leg.rb
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+ - lib/models/ib/contract.rb
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+ - lib/models/ib/contract_detail.rb
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+ - lib/models/ib/execution.rb
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+ - lib/models/ib/option.rb
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+ - lib/models/ib/order.rb
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+ - lib/models/ib/order_state.rb
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+ - lib/models/ib/underlying.rb
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+ homepage: https://rubygems.org/gems/my-ib-api
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+ licenses:
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+ - MIT
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+ metadata: {}
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+ post_install_message:
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+ rdoc_options: []
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+ require_paths:
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+ - lib
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+ required_ruby_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ required_rubygems_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ requirements: []
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+ rubygems_version: 3.0.8
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+ signing_key:
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+ specification_version: 4
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+ summary: My IB API
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+ test_files: []