Class: IB::Models::Contract

Inherits:
Model
  • Object
show all
Defined in:
lib/ib-ruby/models/contract.rb,
lib/ib-ruby/models/contract/option.rb

Direct Known Subclasses

Option

Defined Under Namespace

Classes: Option

Constant Summary collapse

TYPES =

Specialized Contract subclasses representing different security types

{}
DEFAULT_PROPS = 
{:con_id => 0,
:strike => 0,
:exchange => 'SMART',
:include_expired => false,

# These properties are from ContractDetails
:under_con_id => 0,
:min_tick => 0,
:callable => false,
:puttable => false,
:coupon => 0,
:convertible => false,
:next_option_partial => false, }

Instance Attribute Summary collapse

Attributes inherited from Model

#created_at

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from Model

#[], #[]=, #initialize

Methods included from ModelProperties

#define_property, #define_property_methods, #prop

Constructor Details

This class inherits a constructor from IB::Models::Model

Instance Attribute Details

#description ⇒ Object

NB: local to ib-ruby, not part of TWS.



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# File 'lib/ib-ruby/models/contract.rb', line 165

def description
  @description
end

#legs ⇒ Object Also known as: combo_legs

Legs arriving via OpenOrder message, need to define them here



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

def legs
  @legs
end

Class Method Details

.build(opts = {}) ⇒ Object

This returns a Contract initialized from the serialize_ib_ruby format string.



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# File 'lib/ib-ruby/models/contract.rb', line 12

def self.build opts = {}
  type = opts[:sec_type]
  if TYPES[type]
    TYPES[type].new opts
  else
    Contract.new opts
  end
end

.from_ib_ruby(string) ⇒ Object

This returns a Contract initialized from the serialize_ib_ruby format string.



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# File 'lib/ib-ruby/models/contract.rb', line 22

def self.from_ib_ruby string
  keys = [:symbol, :sec_type, :expiry, :strike, :right, :multiplier,
          :exchange, :primary_exchange, :currency, :local_symbol]
  props = Hash[keys.zip(string.split(":"))]
  props.delete_if { |k, v| v.nil? || v.empty? }
  Contract.new props
end

Instance Method Details

#==(other) ⇒ Object

Contract comparison



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# File 'lib/ib-ruby/models/contract.rb', line 246

def == other
  return false unless other.is_a?(self.class)

  # Different sec_id_type
  return false if sec_id_type && other.sec_id_type && sec_id_type != other.sec_id_type

  # Different sec_id
  return false if sec_id && other.sec_id && sec_id != other.sec_id

  # Different under_comp
  return false if under_comp && other.under_comp && under_comp != other.under_comp

  # Different symbols
  return false if symbol && other.symbol && symbol != other.symbol

  # Different currency
  return false if currency && other.currency && currency != other.currency

  # Same con_id for all Bags, but unknown for new Contracts...
  # 0 or nil con_id  matches any
  return false if con_id != 0 && other.con_id != 0 &&
      con_id && other.con_id && con_id != other.con_id

  # SMART or nil exchange matches any
  return false if exchange != 'SMART' && other.exchange != 'SMART' &&
      exchange && other.exchange && exchange != other.exchange

  # Comparison for Bonds and Options
  if sec_type == SECURITY_TYPES[:bond] || sec_type == SECURITY_TYPES[:option]
    return false if right != other.right || strike != other.strike
    return false if multiplier && other.multiplier && multiplier != other.multiplier
    return false if expiry[0..5] != other.expiry[0..5]
    return false unless expiry[6..7] == other.expiry[6..7] ||
        expiry[6..7].empty? || other.expiry[6..7].empty?
  end

  # All else being equal...
  sec_type == other.sec_type
end

#serialize(*fields) ⇒ Object

This returns an Array of data from the given contract. Different messages serialize contracts differently. Go figure. Note that it does NOT include the combo legs.



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

def serialize *fields
  [(fields.include?(:con_id) ? [con_id] : []),
   symbol,
   sec_type,
   (fields.include?(:option) ? [expiry, strike, right, multiplier] : []),
   exchange,
   (fields.include?(:primary_exchange) ? [primary_exchange] : []),
   currency,
   local_symbol,
   (fields.include?(:sec_id) ? [sec_id_type, sec_id] : []),
   (fields.include?(:include_expired) ? [include_expired] : []),
  ].flatten
end

#serialize_ib_ruby ⇒ Object

This produces a string uniquely identifying this contract, in the format used for command line arguments in the IB-Ruby examples. The format is:

symbol:security_type:expiry:strike:right:multiplier:exchange:primary_exchange:currency:local_symbol

Fields not needed for a particular security should be left blank (e.g. strike and right are only relevant for options.)

For example, to query the British pound futures contract trading on Globex expiring in September, 2008, the string is:

GBP:FUT:200809:::62500:GLOBEX::USD:



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# File 'lib/ib-ruby/models/contract.rb', line 241

def serialize_ib_ruby
  serialize_long.join(":")
end

#serialize_legs(*fields) ⇒ Object

Redefined in BAG subclass



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# File 'lib/ib-ruby/models/contract.rb', line 225

def serialize_legs *fields
  []
end

#serialize_long(*fields) ⇒ Object 



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# File 'lib/ib-ruby/models/contract.rb', line 203

def serialize_long *fields
  serialize :option, :primary_exchange, *fields
end

#serialize_short(*fields) ⇒ Object 



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# File 'lib/ib-ruby/models/contract.rb', line 207

def serialize_short *fields
  serialize :option, *fields
end

#serialize_under_comp(*args) ⇒ Object

Serialize under_comp parameters



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# File 'lib/ib-ruby/models/contract.rb', line 212

def serialize_under_comp *args
  # EClientSocket.java, line 471:
  if under_comp
    [true,
     under_con_id,
     under_delta,
     under_price]
  else
    [false]
  end
end

#summary ⇒ Object

NB: ContractDetails reference - to self!



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# File 'lib/ib-ruby/models/contract.rb', line 182

def summary
  self
end

#to_human ⇒ Object 



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# File 'lib/ib-ruby/models/contract.rb', line 293

def to_human
  "<Contract: " + [symbol, sec_type, expiry, strike, right, exchange, currency].join("-") + ">"
end

#to_s ⇒ Object 



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# File 'lib/ib-ruby/models/contract.rb', line 286

def to_s
  "<Contract: " + instance_variables.map do |key|
    value = send(key[1..-1])
    " #{key}=#{value}" unless value.nil? || value == '' || value == 0
  end.compact.join(',') + " >"
end

#to_short ⇒ Object 



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# File 'lib/ib-ruby/models/contract.rb', line 297

def to_short
  "#{symbol}#{expiry}#{strike}#{right}#{exchange}#{currency}"
end