Skip to content
This repository has been archived by the owner. It is now read-only.
master
Switch branches/tags
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
bin
 
 
 
 
lib
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

use ib-api

ib-ruby is no longer maintained


IB-Ruby

Ruby Implementation of the Interactive Brokers Trader Workstation (TWS) API.

SUMMARY:

This is a pure Ruby implementation of Interactive Brokers API. It uses socket API directly. So it does not have any dependencies other than TWS/Gateway itself. API Version 973.04 is supported.

Basicly IB-RUBY exchanges messages with the TWS-Server. The low-level access is comparable to the official java, c++ or python api-clients. To ease the access, Order-Prototypes, Spread-Prototypes are available. Account-Abstractions are provided throught IB-Gateway. Watchlists are suported to store even complex positions and to organise the work.

This is an example of your script that requests and prints out account data, then places limit order to buy 100 lots of WFC and waits for execution. All in about 10 lines of code - and without sacrificing code readability or flexibility.

    require 'ib-ruby'
    ib = IB::Connection.new( port: 7497 ) do | gw |
      gw.subscribe(:Alert, :AccountValue) { |msg| puts msg.to_human }
      gw.subscribe(:OpenOrder) { |msg| puts "Placed: #{msg.order}!" }
      gw.subscribe(:ExecutionData) { |msg| puts "Filled: #{msg.execution}!" }
    end

    ib.send_message :RequestAccountData, account_code: 'U123456'
    ib.wait_for :AccountDownloadEnd

    contract = IB::Stock.new symbol: 'WFC'
    buy_order = IB::Limit.order size: 100, price: 21.00, action: :buy,
                                tif: :good_till_cancelled, account_code: 'U123456'

    ib.place_order buy_order, contract
    ib.wait_for :ExecutionData

(wiki -> place the order contains a solution that fetches the market price of the asset and proposes this as base for the setting of the order-price.)

API v.9.72+ & Inclusion of Gateway-Application

The master-branch covers the most recent versions of Ruby and TWS. Ruby 2.4 and TWS Vers. 969 are needed. It provides active-model objects which behave as thread-safe and lightweight active-record's.

IB-Ruby Core(IB::Connection) serializes any response from the TWS into a received-Array. Its not intended for 24/7-applications but ideal for quick-queries. IB::Gateway provides a ready-to-go solution for reliable automated claims.

Simple Monitor Demo Application

IB-Ruby integrates easily into common Web-Frameworks. This is demonstrated in the Simple-Monitor Application. It displays current portfolio positions and some account-measures in any browser.

INSTALLATION:

$ git clone https://github.com/ib-ruby/ib-ruby
$ cd ib-ruby
$ bundle install; bundle update

or

specify in Gemfile:

gem 'ib-ruby', git: 'https://github.com/ib-ruby/ib-ruby.git'

Detailed documentation: wiki

PREREQUISITES:

  1. A Ruby Interpreter, at least Version 2.4. We recommend Version 2.5 or above.

  2. Install Interactive Brokers connectivity software: either TWS or Gateway

  3. Configure the software to allow API connections from the computer you plan to run IB-Ruby.

  4. Make sure sure your IB-Ruby gem version is compatible with your software version. As a rule of thumb, most recent IB-Ruby gem only supports latest versions of TWS/Gateway API. Older versions of API are supported by previous gem versions:

    ib-ruby gem TWS version API version
    0.9.2 931- 967 final
    0.9.5+ 968 971
    master-branch 969+ 972+
  5. Start Interactive Broker's Trader Work Station or Gateway before your code attempts to connect to it. Note that TWS and Gateway listen to different ports, this library assumes connection to Gateway on the same machine (localhost:4002) by default, this can be changed via :host and :port options given to IB::Connection.new or IB::Gateway.new.

SYNOPSIS:

To play around, a Console-App is included. Change to the bin-directory and run

  ./console.rb  ("t" if a tws(GUI) is running on localhost)

After startup, IB-Ruby is running, the Connection ist active and accessible via the global Constant »C». Any outgoing message to send, any subscription to incoming messages can be initialized. (Details in Wiki(Console))

By default, any response from TWS is stored in the Connection.received-Hash. It is easily inspected in the Console

C.received.keys
 => [:OpenOrder, :OrderStatus, :OpenOrderEnd, :ManagedAccounts, :NextValidId, :Alert]

C.received[:OpenOrder].size
 => 3

C.received[:OpenOrder].contract.to_human
 => ["<Stock: GE USD>", "<Bag: IECombo SMART USD legs: 9408|-1,43645865|1 >", "<Stock: WFC USD>"]

C.received[:OpenOrder].status
 => ["Submitted", "PreSubmitted", "PreSubmitted"]

CONTRIBUTING:

If you want to contribute to ib-ruby development:

  1. Make a fresh fork of ib-ruby (Fork button on top of Github GUI)
  2. Clone your fork locally (git clone /your fork private URL/)
  3. Add main ib-ruby repo as upstream (git remote add upstream git://github.com/ib-ruby/ib-ruby.git)
  4. Create your feature branch (git checkout -b my-new-feature)
  5. Modify code as you see fit
  6. Commit your changes (git commit -am 'Added some feature')
  7. Pull in latest upstream changes (git fetch upstream -v; git merge upstream/master)
  8. Push to the branch (git push origin my-new-feature)
  9. Go to your Github fork and create new Pull Request via Github GUI

... then proceed from step 5 for more code modifications...


Copyright (C) 2006-2018 Paul Legato, Wes Devauld, Ar Vicco and Hartmut Bischoff.

https://github.com/ib-ruby/ib-ruby

WARNING: This software is provided AS-IS with NO WARRANTY, express or implied. Your use of this software is at your own risk. It may contain any number of bugs, known or unknown, which might cause you to lose money if you use it. You've been warned.

This code is not sanctioned or supported by Interactive Brokers.

LICENSE:

This software is available under the LGPL.

This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version.

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the file LICENSE for full licensing details of GNU Lesser General Public License.

You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA