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{ "#{.} :: 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{ "#{.} :: 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 { "#{.} => Count of AccountValues: #{..size}"  }
			else # unreasonable account_data received -  request is still active
				error  "#{.} => Count of AccountValues too small: #{..size}" , :reader 
			end
		when IB::Messages::Incoming::PortfolioValue
			.contracts << msg.contract.save
			.portfolio_values << msg.portfolio_value 
			logger.debug { "#{ . } :: #{ msg.contract.to_human }" }
		end # case
	end # subscribe
end