IB/Extensions
Documentation: https://ib-ruby.github.io/ib-doc/
Questions, Contributions, Remarks: Discussions are opened in ib-api
Helpers and Macros that ease the usage of the TWS-API of Interactive Brokers
To activate use
gem 'ib-extensions'
in the Gemfile and require the extensions as needed
Include all
(except gateway)
require 'ib-api'
require 'ib/extensions'
Verify
require 'ib-api'
require 'ib/verify'
Verifies a given contract, for details refer to the documentation
Market Price
require 'ib-api'
require 'ib/market-price'
Returns the most recent market-price of a given contract ( documentation )
Historical Data (EOD)
require 'ib-api'
require 'ib/eod'
puts IB::Symbols.Index.estx.eod( duration: '10 d' )
Fetch historical data with just one line of code (documentation )
*NEW :: Contract.eod returns a PolarsDataframe *
Order Prototypes
require 'ib-api'
require 'ib/order-prototypes'
order = IB::Limit.order size: 100, price: 10, action: :buy
order = IB::StopLimit.order size: 100, price: 10, stop_price: 9.5
then transmit the order through the place_order method of IB::Connection or Account-based preview, place, modify and cancel methods of IB::Gateway.
More details in the documentation
Spread Prototypes
require 'ib-api'
require 'ib/spread-prototypes'
Compose most common spreads through
s = IB::Straddle.build from: IB::Symbols::Index.stoxx,
strike: 4200,
expiry: 202112
t = IB::Strangle.build from: IB::Symbols::Index.stoxx,
c: 2400, p: 2200,
expiry: 202103
puts s.as_table
┌─────────────────────────────────────────────────────────────────────────────────────────────────────────────┐
│ Straddle ESTX50(4200.0)[Dec 2021] │
├────────┬────────┬────────────┬──────────┬──────────┬────────────┬───────────────┬───────┬────────┬──────────┤
│ │ symbol │ con_id │ exchange │ expiry │ multiplier │ trading-class │ right │ strike │ currency │
╞════════╪════════╪════════════╪══════════╪══════════╪════════════╪═══════════════╪═══════╪════════╪══════════╡
│ Spread │ ESTX50 │ -532066861 │ DTB │ │ 10 │ │ │ │ EUR │
│ Option │ ESTX50 │ 266033438 │ DTB │ 20211217 │ 10 │ OESX │ put │ 4200.0 │ EUR │
│ Option │ ESTX50 │ 266033423 │ DTB │ 20211217 │ 10 │ OESX │ call │ 4200.0 │ EUR │
└────────┴────────┴────────────┴──────────┴──────────┴────────────┴───────────────┴───────┴────────┴──────────┘
and use the speads like any other contract. (documentation)
Gateway
require 'ib-gateway'
IB::Gateway is an enhancement of IB::Connection. Upon initialization, it detects active accounts and stores them in thread safe arrays.
g = IB::Gateway.current
clients = G.clients
puts client.first.portfolio_values.as_table
┌───────────┬─────────────────────────────────────────────┬─────┬──────────┬──────────┬───────────┬────────────┬──────────┐
│ │ │ pos │ entry │ market │ value │ unrealized │ realized │
╞═══════════╪═════════════════════════════════════════════╪═════╪══════════╪══════════╪═══════════╪════════════╪══════════╡
│ Uxxxxxxx │ Stock: BEPC USD NYSE │ 200 │ 43.038 │ 41.042 │ 8208.4 │ -399.17 │ │
│ Uxxxxxxx │ Option: CNHI 20210819 put 13.0 IDEM EUR │ -2 │ 0.386 │ 0.01 │ -9.63 │ 376.37 │ │
│ Uxxxxxxx │ Stock: EQT SEK SFB │ 200 │ 443.8 │ 420.469 │ 84093.85 │ -4666.19 │ -1369.02 │
│ Uxxxxxxx │ Future: ESTX50 20210917 EUR │ -1 │ 4145.3 │ 4098.15 │ -40981.5 │ 471.5 │ │
│ Uxxxxxxx │ Option: ESTX50 20211217 call 4200.0 DTB EUR │ -4 │ 97.85 │ 99.398 │ -3975.9 │ -61.9 │ │
│ Uxxxxxxx │ Option: IWM 20210903 call 230.0 AMEX USD │ -4 │ 1.943 │ 0.124 │ -49.72 │ 727.49 │ │
Details in the documentation
Generally puts IB::Model.as_table provides a modern and convient output for the console and notebooks.
g.update_orders
puts g.clients.first.orders.as_table
┌──────────┬───────────┬─────────────────────────────────────────┬──────┬─────┬────────┬────────┬───────┬────────┐
│ account │ status │ │ Type │ tif │ action │ amount │ price │ id/fee │
╞══════════╪═══════════╪═════════════════════════════════════════╪══════╪═════╪════════╪════════╪═══════╪════════╡
│ U123456 │ Submitted │ Option: SLV 20210716 put 24.0 SMART USD │ LMT │ GTC │ sell │ 5.0 │ 0.98 │ 0 │
└──────────┴───────────┴─────────────────────────────────────────┴──────┴─────┴────────┴────────┴───────┴────────┘
puts g.clients.first.orders.contract.as_table
┌────────┬────────┬───────────┬──────────┬──────────┬────────────┬───────────────┬───────┬────────┬──────────┐
│ │ symbol │ con_id │ exchange │ expiry │ multiplier │ trading-class │ right │ strike │ currency │
╞════════╪════════╪═══════════╪══════════╪══════════╪════════════╪═══════════════╪═══════╪════════╪══════════╡
│ Option │ SLV │ 456347029 │ SMART │ 20210716 │ 100 │ SLV │ put │ 24.0 │ USD │
└────────┴────────┴───────────┴──────────┴──────────┴────────────┴───────────────┴───────┴────────┴──────────┘
Its used in Simple Monitor
Notebooks
IB-Ruby code can be executed in iruby jupyter notebooks. A few scripts are included in IB-Examples. (*.ipynb- files)
## Contributing
Bug reports and pull requests are welcome on GitHub at https://github.com/ib-ruby/ib-extensions. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [code of conduct](https://github.com/[ib-ruby/ib-extensions/blob/master/CODE_OF_CONDUCT.md).
## Code of Conduct
Everyone interacting in the Ib::Extensions project's codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/ib-ruby/ib-extensions/blob/master/CODE_OF_CONDUCT.md).