Module: IB

Defined in:
lib/ib/orient-gateway.rb,
lib/version.rb,
lib/ib/account-init.rb,
lib/ib/account-infos.rb,
lib/alerts/base-alert.rb,
lib/ib/setup-orientdb.rb,
lib/models/ib/account.rb,
lib/models/ib/contract.rb,
lib/alerts/order-alerts.rb,
lib/models/ib/financials.rb,
lib/alerts/gateway-alerts.rb,
lib/models/ib/account_value.rb,
lib/models/ib/portfolio_value.rb

Overview

These Alerts are always active

Defined Under Namespace

Modules: AccountInfos, OrientDB, Setup Classes: Account, AccountValue, Alert, Contract, Financials, OrientGateway, PortfolioValue

Instance Method Summary collapse

Instance Method Details

#all_contracts ⇒ Object 



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# File 'lib/ib/account-init.rb', line 105

def all_contracts
clients.map(&:contracts).flat_map(&:itself).uniq(&:con_id)
end

#get_account_data ⇒ Object

Queries the tws for Account- and PortfolioValues The parameter can either be the account_id, the IB::Account-Object or an Array of account_id and IB::Account-Objects.

raises an IB::TransmissionError if the account-data are not transmitted in time (1 sec)

raises an IB::Error if less then 100 items are received-



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# File 'lib/ib/account-init.rb', line 73

def  

  logger.progname = 'Gateway#get_account_data'


  # Account-infos have to be requested sequentially. 
  # subsequent (parallel) calls kill the former once on the tws-server-side
  # In addition, there is no need to cancel the subscription of an request, as a new
  # one overwrites the active one.
  @accounts.each do |  |
    # don't repeat the query until 170 sec. have passed since the previous update
    if .lad.nil?  || ( Time.now - .lad ) > 170 # sec   
      logger.debug{ "#{account.account} :: Requesting AccountData " }
      [:active] =  false  # indicates: AccountUpdate in Progress, volatile
      # reset account and portfolio-values
      .portfolio_values =  []
      . =  []
      send_message :RequestAccountData, subscribe: true, account_code: .
      loop{ sleep 0.1; break if .active  }
#       if watchlists.present?
#         watchlists.each{|w| error "Watchlists must be IB::Symbols--Classes :.#{w.inspect}" unless w.is_a? IB::Symbols }
#         account.organize_portfolio_positions watchlists  
#       end
      send_message :RequestAccountData, subscribe: false  ## do this only once
    else
      logger.info{ "#{account.account} :: Using stored AccountData " }
    end
  end
  nil
end

#subscribe_account_updates(continously: true) ⇒ Object

The subscription method should called only once per session. It places subscribers to AccountValue and PortfolioValue Messages, which should remain active through its session.

Account- and Portfolio-Values are stored in account.account_values and account.portfolio_values The Arrays are volatile.



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# File 'lib/ib/account-init.rb', line 120

def  continously: true
  puts "SELF: #{self.class.to_s}"
   IB::Connection.current.subscribe( :AccountValue, :PortfolioValue,:AccountDownloadEnd )  do | msg |
     = @accounts.detect{|a| a. == msg. }
    case msg
    when IB::Messages::Incoming::AccountValue
      . = [] unless ..present?  
      ..<< msg.

      [:lad] = Time.now
#       logger.debug { "#{account.account} :: #{msg.account_value.to_human }"}
    when IB::Messages::Incoming::AccountDownloadEnd 
      if ..size > 10
        # simply don't cancel the subscription if continuously is specified
        # the connected flag is set in any case, indicating that valid data are present
        send_message :RequestAccountData, subscribe: false, account_code: . unless continously
        [:active] = true   ## flag: Account is completely initialized
        logger.info { "#{account.account} => Count of AccountValues: #{account.account_values.size}"  }
      else # unreasonable account_data received -  request is still active
        error  "#{account.account} => Count of AccountValues too small: #{account.account_values.size}" , :reader 
      end
    when IB::Messages::Incoming::PortfolioValue
      .contracts << msg.contract.save
      .portfolio_values << msg.portfolio_value 
      logger.debug { "#{ account.account } :: #{ msg.contract.to_human }" }
    end # case
  end # subscribe
end