Class: IB::Datatypes::Contract

Inherits:
AbstractDatum show all
Defined in:
lib/ib-ruby/datatypes.rb

Constant Summary collapse

SECURITY_TYPES =

Valid security types (sec_type attribute)

{
  :stock => "STK",
  :option => "OPT",
  :future => "FUT",
  :index => "IND",
  :futures_option => "FOP",
  :forex => "CASH",
  :bag => "BAG"
}

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from AbstractDatum

#initialize

Constructor Details

This class inherits a constructor from IB::Datatypes::AbstractDatum

Instance Attribute Details

#bond_type ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def bond_type
  @bond_type
end

#callable ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def callable
  @callable
end

#combo_legs ⇒ Object

note that the :description field is entirely local to ib-ruby, and not part of TWS. You can use it to store whatever arbitrary data you want.



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# File 'lib/ib-ruby/datatypes.rb', line 169

def combo_legs
  @combo_legs
end

#convertible ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def convertible
  @convertible
end

#coupon ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def coupon
  @coupon
end

#coupon_type ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def coupon_type
  @coupon_type
end

#currency ⇒ Object

note that the :description field is entirely local to ib-ruby, and not part of TWS. You can use it to store whatever arbitrary data you want.



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# File 'lib/ib-ruby/datatypes.rb', line 169

def currency
  @currency
end

#cusip ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def cusip
  @cusip
end

#desc_append ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def desc_append
  @desc_append
end

#description ⇒ Object

note that the :description field is entirely local to ib-ruby, and not part of TWS. You can use it to store whatever arbitrary data you want.



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# File 'lib/ib-ruby/datatypes.rb', line 169

def description
  @description
end

#exchange ⇒ Object

note that the :description field is entirely local to ib-ruby, and not part of TWS. You can use it to store whatever arbitrary data you want.



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# File 'lib/ib-ruby/datatypes.rb', line 169

def exchange
  @exchange
end

#expiry ⇒ Object

Returns the value of attribute expiry.



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# File 'lib/ib-ruby/datatypes.rb', line 176

def expiry
  @expiry
end

#issue_date ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def issue_date
  @issue_date
end

#local_symbol ⇒ Object

note that the :description field is entirely local to ib-ruby, and not part of TWS. You can use it to store whatever arbitrary data you want.



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# File 'lib/ib-ruby/datatypes.rb', line 169

def local_symbol
  @local_symbol
end

#maturity ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def maturity
  @maturity
end

#multiplier ⇒ Object

note that the :description field is entirely local to ib-ruby, and not part of TWS. You can use it to store whatever arbitrary data you want.



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# File 'lib/ib-ruby/datatypes.rb', line 169

def multiplier
  @multiplier
end

#primary_exchange ⇒ Object

Returns the value of attribute primary_exchange.



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# File 'lib/ib-ruby/datatypes.rb', line 176

def primary_exchange
  @primary_exchange
end

#puttable ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def puttable
  @puttable
end

#ratings ⇒ Object

Bond values



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# File 'lib/ib-ruby/datatypes.rb', line 173

def ratings
  @ratings
end

#right ⇒ Object

Returns the value of attribute right.



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# File 'lib/ib-ruby/datatypes.rb', line 176

def right
  @right
end

#sec_type ⇒ Object

Returns the value of attribute sec_type.



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# File 'lib/ib-ruby/datatypes.rb', line 176

def sec_type
  @sec_type
end

#strike ⇒ Object

note that the :description field is entirely local to ib-ruby, and not part of TWS. You can use it to store whatever arbitrary data you want.



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# File 'lib/ib-ruby/datatypes.rb', line 169

def strike
  @strike
end

#symbol ⇒ Object

note that the :description field is entirely local to ib-ruby, and not part of TWS. You can use it to store whatever arbitrary data you want.



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# File 'lib/ib-ruby/datatypes.rb', line 169

def symbol
  @symbol
end

Class Method Details

.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/datatypes.rb', line 274

def self.from_ib_ruby(string)
  c = Contract.new
  c.symbol, c.sec_type, c.expiry, c.strike, c.right, c.multiplier, c.exchange, c.primary_exchange, c.currency, c.local_symbol = string.split(":")

  c
end

Instance Method Details

#init ⇒ Object 



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# File 'lib/ib-ruby/datatypes.rb', line 290

def init
  super

  @combo_legs = Array.new
  @strike = 0
  @sec_type = ''
end

#reset ⇒ Object 



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

def reset
  @combo_legs = Array.new
  @strike = 0
end

#serialize_combo_legs(include_open_close = false) ⇒ Object

Some messages send open_close too, some don’t. WTF.



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# File 'lib/ib-ruby/datatypes.rb', line 282

def serialize_combo_legs(include_open_close = false)
  if self.combo_legs.nil?
    [0]
  else
    [ self.combo_legs.size ].concat(self.combo_legs.serialize(include_open_close))
  end
end

#serialize_ib_ruby(version) ⇒ 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/datatypes.rb', line 269

def serialize_ib_ruby(version)
  serialize_long(version).join(":")
end

#serialize_long(version) ⇒ Object

This returns an Array of data from the given contract, in standard format. Note that it does not include the combo legs.



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# File 'lib/ib-ruby/datatypes.rb', line 237

def serialize_long(version)
  queue = [
            self.symbol,
            self.sec_type,
            self.expiry,
            self.strike,
            self.right
          ]

  queue.push(self.multiplier) if version >= 15
  queue.push(self.exchange)
  queue.push(self.primary_exchange) if version >= 14
  queue.push(self.currency)
  queue.push(self.local_symbol) if version >= 2

  queue
end

#serialize_short(version) ⇒ Object

Different messages serialize contracts differently. Go figure.



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# File 'lib/ib-ruby/datatypes.rb', line 218

def serialize_short(version)
  q = [ self.symbol,
        self.sec_type,
        self.expiry,
        self.strike,
        self.right ]

  q.push(self.multiplier) if version >= 15
  q.concat([
            self.exchange,
            self.currency,
            self.local_symbol
           ])

  q
end

#to_human ⇒ Object 



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# File 'lib/ib-ruby/datatypes.rb', line 298

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

#to_s ⇒ Object 



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# File 'lib/ib-ruby/datatypes.rb', line 306

def to_s
  to_human
end

#to_short ⇒ Object 



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# File 'lib/ib-ruby/datatypes.rb', line 302

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