Class: IB::IB

Inherits:
Object
  • Object
show all
Defined in:
lib/ib-ruby/ib.rb

Constant Summary collapse

Tws_client_version = 
27

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(options_in = {}) ⇒ IB

Returns a new instance of IB.



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# File 'lib/ib-ruby/ib.rb', line 75

def initialize(options_in = {})
  @options = {
    :ip => TWS_IP_ADDRESS,
    :port => TWS_PORT,
  }.merge(options_in)

  @connected = false
  @next_order_id = nil
  @server = Hash.new # information about server and server connection state

  # Message listeners.
  # Key is the message class to listen for.
  # Value is an Array of Procs. The proc will be called with the populated message instance as its argument when
  # a message of that type is received.
  @listeners = Hash.new { |hash, key|
    hash[key] = Array.new
  }


  #logger.debug("IB#init: Initializing...")

  self.open(@options)

end

Instance Attribute Details

#next_order_id ⇒ Object (readonly)

Returns the value of attribute next_order_id.



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

def next_order_id
  @next_order_id
end

Instance Method Details

#close ⇒ Object 



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# File 'lib/ib-ruby/ib.rb', line 159

def close
  @server[:reader_thread].kill # Thread uses blocking I/O, so join is useless.
  @server[:socket].close()
  @server = Hash.new
  @@server_version = nil
  @connected = false
  #logger.debug("Disconnected.")
end

#dispatch(message) ⇒ Object

Send an outgoing message.

Raises:

  • (Exception) 


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# File 'lib/ib-ruby/ib.rb', line 189

def dispatch(message)
  raise Exception.new("dispatch() must be given an OutgoingMessages::AbstractMessage subclass") unless
    message.is_a?(OutgoingMessages::AbstractMessage)

  #logger.info("Sending message " + message.inspect)
  message.send(@server)
end

#open(options_in = {}) ⇒ Object

Raises:

  • (Exception) 


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

def open(options_in = {})
  raise Exception.new("Already connected!") if @connected

  opts = {
    :ip => "127.0.0.1",
    :port => "7496"
  }.merge(options_in)


  # Subscribe to the NextValidID message from TWS that is always
  # sent at connect, and save the id.
  self.subscribe(IncomingMessages::NextValidID, lambda {|msg|
                   @next_order_id = msg.data[:order_id]
                   #logger.info { "Got next valid order id #{@next_order_id}." }
                 })

  @server[:socket] = IBSocket.open(@options[:ip], @options[:port])
  #logger.info("* TWS socket connected to #{@options[:ip]}:#{@options[:port]}.")

  # Sekrit handshake.
  #logger.debug("\tSending client version #{Tws_client_version}..")

  @server[:socket].send(Tws_client_version)
  @server[:version] = @server[:socket].read_int
  @@server_version = @server[:version]
  @server[:local_connect_time] = Time.now()

  #logger.debug("\tGot server version: #{@server[:version]}.")

  # Server version >= 20 sends the server time back.
  if @server[:version] >= 20
    @server[:remote_connect_time] = @server[:socket].read_string
    #logger.debug("\tServer connect time: #{@server[:remote_connect_time]}.")
  end

  # Server version >= 3 wants an arbitrary client ID at this point. This can be used
  # to identify subsequent communications.
  if @server[:version] >= 3
    @server[:client_id] = SHA1.digest(Time.now.to_s + $$.to_s).unpack("C*").join.to_i % 999999999
    @server[:socket].send(@server[:client_id])
    #logger.debug("\tSent client id # #{@server[:client_id]}.")
  end

  #logger.debug("Starting reader thread..")
  Thread.abort_on_exception = true
  @server[:reader_thread] = Thread.new {
    self.reader
  }

  @connected = true
end

#server_version ⇒ Object

init



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# File 'lib/ib-ruby/ib.rb', line 100

def server_version
  @server[:version]
end

#subscribe(messageClass, code) ⇒ Object

Subscribe to incoming message events of type messageClass. code is a Proc that will be called with the message instance as its argument.

Raises:

  • (Exception) 


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# File 'lib/ib-ruby/ib.rb', line 178

def subscribe(messageClass, code)
  raise(Exception.new("Invalid argument type (#{messageClass}, #{code.class}) - " +
                      " must be (IncomingMessages::AbstractMessage, Proc)")) unless
    messageClass <= IncomingMessages::AbstractMessage && code.is_a?(Proc)

  @listeners[messageClass].push(code)
end

#to_s ⇒ Object 



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# File 'lib/ib-ruby/ib.rb', line 170

def to_s
  "IB Connector: #{ @connected ? "connected." : "disconnected."}"
end