Merge pull request ib-ruby#51 from arvicco/master

FLEX report example

.gitignore

@@ -20,6 +20,7 @@ tmtags
 *.iml
 
 ## PROJECT::GENERAL
+config/flex.yml
 coverage
 data
 rdoc

Rakefile

@@ -39,7 +39,6 @@ rescue LoadError => e
   puts "gem install standalone_migrations to get db:migrate:* tasks! (Error: #{e})"
 end
 
-
 # rake db:redo DB=test"
 namespace :db do
   desc "Remake db from scratch: $ rake db:redo DB=test"

bin/scaffold.rb

@@ -1,6 +1,6 @@
 #!/usr/bin/env ruby
 #
-# This script converts given migration file into rails scaffold command
+# This script converts given migration file into a Rails scaffold command
 
 output = STDOUT
 ARGV.each do |file_name|

example/flex_report

@@ -0,0 +1,87 @@
+#!/usr/bin/env ruby
+#
+# FLEX is a web-based service from IB that helps you to retrieve your activity,
+# trades and positions. It is working independently from TWS or Gateway, using your
+# internet connection directly. See /misc/flex for extended FLEX documentation.
+# 
+# In order to use this service, activate it and configure your token first.
+# Your Token is located at Account Management->Reports->Delivery Settings->Flex Web Service. 
+# You need to activate Flex Web Service and generate new token(s) there.
+# Your Flex Query Ids are in Account Management->Reports->Activity->Flex Queries. 
+# Create new Flex query and make sure to set its output format to XML.
+# 
+# This script retrieves your pre-defined FLEX report from IB using 'hands-on' approach 
+# where you control all the low-level details of the communication with FLEX service.
+
+require 'rubygems'
+require 'net/http'
+require 'net/https'
+require 'xmlsimple'
+require 'yaml'
+
+if File.exists? "config/flex.yml" 
+  # You may want to put your favorite FLEX queries info into a separate config file
+  query_name = ARGV[0] || 'default'	
+  config = YAML::load_file('config/flex.yml')[query_name]
+  raise "FLEX error: no config for #{query_name} in 'config/flex.yml'" unless config
+  query_id = config[:query_id]
+  token = config[:token]
+  raise "FLEX error: no token or query_id for #{query_name}" unless token && query_id
+else
+  # ... or just hardcode your token and query_id here:
+  query_id = ARGV[0] || 11111 # CHANGE to actual query id!
+  token = 1111111111111111111111111111111111 # CHANGE to your actual token!
+end	
+
+# Helper method to get and parse XML responses from IB Flex Web Service
+def get_xml address, fields
+  uri = URI("#{address}?" + fields.map { |k, v| "#{k}=#{URI.encode(v.to_s)}" }.join('&'))
+
+  server = Net::HTTP.new(uri.host, uri.port)
+  server.use_ssl = (uri.scheme == 'https')
+  server.verify_mode = OpenSSL::SSL::VERIFY_NONE if server.use_ssl? # Avoid OpenSSL failures
+
+  resp = server.start do |http|
+    req = Net::HTTP::Get.new(uri.request_uri)
+    http.request(req)
+  end
+
+  raise "FLEX error: URI responded with #{resp.code}" unless resp.code.to_i == 200
+  raise "FLEX error: Expected xml, got #{resp.content_type}" unless resp.content_type == 'text/xml'
+
+  XmlSimple.xml_in(resp.body, :ForceArray => false)
+end
+
+# Initiate FLEX request at a known FLEX Web Service URI
+flex_uri = 'https://www.interactivebrokers.com/Universal/servlet/FlexStatementService.SendRequest' 
+resp = get_xml flex_uri, :t => token, :q => query_id, :v => 3
+
+raise "FLEX error #{resp['ErrorCode']}: #{resp['ErrorMessage']}" if resp['Status'] == 'Fail'
+
+reference_code = resp['ReferenceCode']   
+report_uri = resp['Url']
+
+# Retrieve the FLEX report
+report = nil
+until report do
+  report = get_xml report_uri, :t => token, :q => reference_code, :v => 3
+
+  # If Status is specified, xml contains only error message, not actual report
+  if report['Status'] == 'Fail'
+  	error_code = report['ErrorCode'].to_i
+  	error_message = "FLEX error #{error_code}: #{report['ErrorMessage']}"
+
+    case error_code
+      when 1001..1009, 1018, 1019, 1021
+      	# Report is just not ready yet, wait and retry
+      	puts error_message
+      	report = nil
+        sleep 1
+      else # Fatal error 
+      	raise error_message
+    end	
+  end
+end
+
+# Now you have to extract all the data you need from the report
+p report

example/fundamental_data

@@ -11,13 +11,12 @@ require 'ib-ruby'
 require 'xmlsimple'
 require 'pp'
 
-
 ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
 
 ib.subscribe(:Alert) { |msg| puts msg.to_human }
 
-# Fundamental Data will arrive as XML, parse it
-ib.subscribe(:FundamentalData) { |msg| @xml = XmlSimple.xml_in(msg.data) }
+# Fundamental Data will arrive in XML format, we need to parse it
+ib.subscribe(:FundamentalData) { |msg| @xml = XmlSimple.xml_in(msg.data, :ForceArray => false) }
 
 ibm = IB::Contract.new :symbol => 'IBM',
                        :exchange => 'NYSE',
@@ -36,4 +35,5 @@ ib.send_message :RequestFundamentalData,
 # Needs some time to receive and parse XML. Standard timeout of 1 sec is just too low.
 ib.wait_for(30) { @xml}
 
+# Now just extract and use all the fundamental data you needed
 pp @xml

lib/ib/messages/outgoing.rb

@@ -75,6 +75,15 @@ module Outgoing
                                                                :account_code)
 
       # data => { :id => request_id (int), :contract => Contract }
+      # 
+      # Special case for options: "wildcards" in the Contract fields retrieve Option chains
+      #   strike = 0 means all strikes
+      #   right = "" meanns both call and put
+      #   expiry = "" means all expiries
+      #   expiry = "2013" means all expiries in 2013
+      #   expiry = "201311" means all expiries in Nov 2013
+      # You'll get several ContractData (10) messages back if there is more than one match.
+      # When all the matches are delivered you'll get ContractDataEnd (52) message.
       RequestContractDetails = RequestContractData =
           def_message([9, 6],
                       [:contract, :serialize_short, [:con_id, :include_expired, :sec_id]])
@@ -84,8 +93,6 @@ module Outgoing
                                        [:contract, :serialize_short, []],
                                        :num_rows)
 
-      ### Defining (complex) Outgoing Message classes for IB:
-
       # When this message is sent, TWS responds with ExecutionData messages, each
       # containing the execution report that meets the specified criteria.
       # @data={:id =>         int: :request_id,

tasks/gem.rake

@@ -34,6 +34,7 @@ namespace :gem do
 
   desc "Build and push gem to Gemcutter"
   task :release => [:build, 'git:tag'] do
+    require 'openssl' if RUBY_ENGINE =~ /jruby/
     puts "Pushing gem to Gemcutter"
     system "gem push #{PKG_PATH}/#{gem_file}"
   end