Class: IB::Gateway

Inherits:
Object
  • Object
show all
Includes:
AccountInfos, LogDev, OrderHandling
Defined in:
lib/ib/gateway.rb

Overview

The Gateway-Class defines anything which has to be done before a connection can be established. The Default Skeleton can easily be substituted by customized actions

The IB::Gateway can be used in three modes (1) IB::Gateway.new( connect:true, –other arguments– ) do | gateway | ** subscribe to Messages and define the response ** # This block is executed before a connect-attempt is made end (2) gw = IB:Gateway.new ** subscribe to Messages ** gw.connect (3) IB::Gateway.new connect:true, host: ‘localhost’ .…

Independently IB::Alert.alert_#nnn should be defined for a proper response to warnings, error- and system-messages.

The Connection to the TWS is realized throught IB::Connection. Additional to IB::Connection.current IB::Gateway.tws points to the active Connection.

To support asynchronic access, the :recieved-Array of the Connection-Class is not active. The Array is easily confused, if used in production mode with a FA-Account and has limits. Thus IB::Conncetion.wait_for(message) is not available until the programm is called with IB::Gateway.new serial_array: true (, …)

Instance Method Summary collapse

Methods included from OrderHandling

#initialize_order_handling, #request_open_orders, #update_order_dependent_object

Methods included from AccountInfos

#all_contracts, #get_account_data

Constructor Details

#initialize(port: 4002, host: '127.0.0.1', client_id: random_id, subscribe_managed_accounts: true, subscribe_alerts: true, subscribe_order_messages: true, connect: true, get_account_data: false, serial_array: false, logger: default_logger, watchlists: [], **other_agruments_which_are_ignored, &b) ⇒ Gateway

7497,



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# File 'lib/ib/gateway.rb', line 94

def initialize  port: 4002, # 7497, 
	host: '127.0.0.1',   # 'localhost:4001' is also accepted
	client_id:  random_id,
	subscribe_managed_accounts: true, 
	subscribe_alerts: true, 
	subscribe_order_messages: true, 
	connect: true, 
	get_account_data: false,
	serial_array: false, 
	logger: default_logger,
	watchlists: [] ,  # array of watchlists (IB::Symbols::{watchlist}) containing descriptions for complex positions
	**other_agruments_which_are_ignored,
	&b

	host, port = (host+':'+port.to_s).split(':') 

	self.logger = logger
	logger.info { '-' * 20 +' initialize ' + '-' * 20 }
	logger.tap{|l| l.progname =  'Gateway#Initialize' }

	@connection_parameter = { received: serial_array, port: port, host: host, connect: false, logger: logger, client_id: client_id }

	@account_lock = Mutex.new
	@watchlists = watchlists
	@gateway_parameter = { s_m_a: subscribe_managed_accounts, 
											s_a: subscribe_alerts,
											s_o_m: subscribe_order_messages,
											g_a_d:  }


	Thread.report_on_exception = true
	# https://blog.bigbinary.com/2018/04/18/ruby-2-5-enables-thread-report_on_exception-by-default.html
	Gateway.current = self
	# establish Alert-framework
	IB::Alert.logger = logger
	# initialise Connection without connecting
	prepare_connection &b
	# finally connect to the tws
	connect =  true if 
	if connect 
		if connect(100)  # tries to connect for about 2h
			(watchlists: watchlists.map{|b| IB::Symbols.allocate_collection b})  if 
			#    request_open_orders() if request_open_orders || get_account_data 
		else
			@accounts = []   # definitivley reset @accounts
		end
	end

end

Instance Method Details

#account_data(account_or_id = nil) ⇒ Object

account_data provides a thread-safe access to linked content of accounts

(AccountValues, Portfolio-Values, Contracts and Orders)

It returns an Array of the return-values of the block

If called without a parameter, all clients are accessed



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# File 'lib/ib/gateway.rb', line 301

def  =nil

	safe = ->() do
		@account_lock.synchronize do
			yield  
		end
	end

	if block_given?
		if .present?
			sa = .is_a?(IB::Account) ?  :  @accounts.detect{|x| x. ==  }
			safe[sa] if sa.is_a? IB::Account
		else
			clients.map{|sa| safe[sa]}
		end
	end
end

#active_watchlists ⇒ Object 



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# File 'lib/ib/gateway.rb', line 144

def active_watchlists
	@watchlists
end

#advisor ⇒ Object

The Advisor is always the first account



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# File 'lib/ib/gateway.rb', line 287

def advisor
	@accounts.first
end

#cancel_order(*orders) ⇒ Object

Cancels one or multible orders

Argument is either an order-object or a local_id



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# File 'lib/ib/gateway.rb', line 259

def cancel_order *orders 

	logger.tap{|l| l.progname =  'Gateway#CancelOrder' }

	orders.compact.each do |o|
		local_id = if o.is_a? (IB::Order)
								 logger.info{ "Cancelling #{o.to_human}" }
								 o.local_id
							 else
								 o
							 end
		send_message :CancelOrder, :local_id => local_id.to_i
	end

end

#clients ⇒ Object

clients returns a list of Account-Objects

If only one Account is present, Client and Advisor are identical.



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# File 'lib/ib/gateway.rb', line 281

def  clients
	@accounts.find_all &:user? 
end

#connect(maximal_count_of_retry = 100) ⇒ Object

Zentrale Methode Es wird ein Connection-Objekt (IB::Connection.current) angelegt. Sollte keine TWS vorhanden sein, wird eine entsprechende Meldung ausgegeben und der Verbindungsversuch wiederholt. Weiterhin meldet sich die Anwendung zur Auswertung von Messages der TWS an.



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# File 'lib/ib/gateway.rb', line 167

def connect maximal_count_of_retry=100

	i= -1
	logger.progname =  'Gateway#connect' 
	begin
		tws.connect
	rescue  Errno::ECONNREFUSED => e
		i+=1
		if i < maximal_count_of_retry
			if i.zero?
				logger.info 'No TWS!'
			else
				logger.info {"No TWS        Retry #{i}/ #{maximal_count_of_retry} " }
			end
			sleep i<50 ? 10 : 60   # Die ersten 50 Versuche im 10 Sekunden Abstand, danach 1 Min.
			retry
		else
			logger.info { "Giving up!!" }
			return false
		end
	rescue Errno::EHOSTUNREACH => e
		logger.error 'Cannot connect to specified host'
		logger.error  e
		return false
	rescue SocketError => e
		logger.error 'Wrong Adress, connection not possible'
		return false
	end

	tws.start_reader
	# let NextValidId-Event appear
	(1..30).each do |r|
		break if tws.next_local_id.present?
		sleep 0.1
		if r == 30
			error "Connected, NextLocalId is not initialized. Repeat with another client_id"
		end
	end
	# initialize @accounts (incl. aliases)
	tws.send_message :RequestFA, fa_data_type: 3
	logger.debug { "Communications successfully established" }
end

#disconnect ⇒ Object 



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# File 'lib/ib/gateway.rb', line 224

def disconnect
	logger.progname = 'Gateway#disconnect'

	tws.disconnect if tws.present?
	@accounts = [] # each{|y| y.update_attribute :connected,  false }
	logger.info "Connection closed" 
end

#get_host ⇒ Object 



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# File 'lib/ib/gateway.rb', line 148

def get_host
	"#{@connection_parameter[:host]}: #{@connection_parameter[:port] }"
end

#reconnect ⇒ Object 



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# File 'lib/ib/gateway.rb', line 214

def reconnect
	logger.progname = 'Gateway#reconnect'
	if tws.present?
		disconnect
		sleep 1
	end
	logger.info "trying to reconnect ..."
	connect
end

#send_message(what, *args) ⇒ Object

Proxy for Connection#SendMessage allows reconnection if a socket_error occurs

checks the connection before sending a message.



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# File 'lib/ib/gateway.rb', line 241

def send_message what, *args
	logger.tap{|l| l.progname =  'Gateway#SendMessage' }
	begin
		if	check_connection
			tws.send_message what, *args
		else
			error( "Connection lost. Could not send message  #{what}" )
		end
	end
end

#update_local_order(order) ⇒ Object 



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# File 'lib/ib/gateway.rb', line 152

def update_local_order order
	# @local_orders is initialized by #PrepareConnection
	@local_orders.update_or_create order, :local_id
end