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<h1 class="post-title-main">IB-Connection</h1>
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<div class="bs-callout bs-callout-info">
<em>IB::Connection</em> is part of <em>ib-api</em>.
Include
<pre>
require 'ib-api'
</pre>
in your scripts.
</div>
<h2 id="ibconnection">IB::Connection</h2>
<p><strong><em>ib-api</em></strong> provides <code class="language-plaintext highlighter-rouge">IB::Connection.new</code> to connect to the TWS/Gateway.</p>
<div class="language-ruby highlighter-rouge"><div class="highlight"><pre class="highlight"><code><span class="k">def</span> <span class="nf">initialize</span> <span class="ss">host: </span><span class="s1">'127.0.0.1'</span><span class="p">,</span>
<span class="ss">port: </span><span class="s1">'4002'</span><span class="p">,</span> <span class="c1"># IB Gateway connection 4001: production</span>
<span class="c1"># TWS 7496: production</span>
<span class="ss">connect: </span><span class="kp">true</span><span class="p">,</span> <span class="c1"># Connect at initialization</span>
<span class="ss">received: </span><span class="kp">true</span><span class="p">,</span> <span class="c1"># Keep all received messages in a @received Hash</span>
<span class="ss">logger: </span><span class="n">default_logger</span><span class="p">,</span>
<span class="ss">client_id: </span><span class="nb">rand</span><span class="p">(</span> <span class="mi">1001</span> <span class="o">..</span> <span class="mi">9999</span> <span class="p">)</span>
</code></pre></div></div>
<p>If called without arguments, it connects through port 4002 to a locally running gateway, prints
messages to the screen and saves the communication in a <code class="language-plaintext highlighter-rouge">received</code>-hash.</p>
<div class="alert alert-info" role="alert"><i class="fa fa-info-circle"></i> <b>::</b> The active Connection is always present via <code class="language-plaintext highlighter-rouge">IB::Connection.current</code></div>
<h3 id="public-interface">public interface</h3>
<table>
<tbody>
<tr>
<td>connect</td>
<td>connected?</td>
<td>disconnect</td>
</tr>
<tr>
<td>subscribe</td>
<td>unsubscribe</td>
<td> </td>
</tr>
<tr>
<td>send_message</td>
<td> </td>
<td> </td>
</tr>
<tr>
<td>received</td>
<td>received?</td>
<td>clear_received</td>
</tr>
<tr>
<td>wait_for</td>
<td> </td>
<td> </td>
</tr>
<tr>
<td>place_order</td>
<td>modify_order</td>
<td>cancel_order</td>
</tr>
</tbody>
</table>
<p>Its usage is demonstrated by this small demonstration</p>
<div class="language-ruby highlighter-rouge"><div class="highlight"><pre class="highlight"><code> <span class="nb">require</span> <span class="s1">'bundler/setup'</span>
<span class="nb">require</span> <span class="s1">'ib-api'</span>
<span class="n">ib</span> <span class="o">=</span> <span class="no">IB</span><span class="o">::</span><span class="no">Connection</span><span class="p">.</span><span class="nf">new</span><span class="p">(</span> <span class="ss">port: </span><span class="mi">7497</span> <span class="p">)</span> <span class="k">do</span> <span class="o">|</span> <span class="n">gw</span> <span class="o">|</span>
<span class="n">gw</span><span class="p">.</span><span class="nf">subscribe</span><span class="p">(</span><span class="ss">:Alert</span><span class="p">,</span> <span class="ss">:AccountValue</span><span class="p">)</span> <span class="p">{</span> <span class="o">|</span><span class="n">msg</span><span class="o">|</span> <span class="nb">puts</span> <span class="n">msg</span><span class="p">.</span><span class="nf">to_human</span> <span class="p">}</span>
<span class="n">gw</span><span class="p">.</span><span class="nf">subscribe</span><span class="p">(</span><span class="ss">:OpenOrder</span><span class="p">)</span> <span class="p">{</span> <span class="o">|</span><span class="n">msg</span><span class="o">|</span> <span class="nb">puts</span> <span class="s2">"Placed: </span><span class="si">#{</span><span class="n">msg</span><span class="p">.</span><span class="nf">order</span><span class="si">}</span><span class="s2">!"</span> <span class="p">}</span>
<span class="n">gw</span><span class="p">.</span><span class="nf">subscribe</span><span class="p">(</span><span class="ss">:ExecutionData</span><span class="p">)</span> <span class="p">{</span> <span class="o">|</span><span class="n">msg</span><span class="o">|</span> <span class="nb">puts</span> <span class="s2">"Filled: </span><span class="si">#{</span><span class="n">msg</span><span class="p">.</span><span class="nf">execution</span><span class="si">}</span><span class="s2">!"</span> <span class="p">}</span>
<span class="k">end</span>
<span class="n">ib</span><span class="p">.</span><span class="nf">send_message</span> <span class="ss">:RequestAccountData</span><span class="p">,</span> <span class="ss">account_code: </span><span class="s1">'U123456'</span>
<span class="n">ib</span><span class="p">.</span><span class="nf">wait_for</span> <span class="ss">:AccountDownloadEnd</span>
<span class="n">contract</span> <span class="o">=</span> <span class="no">IB</span><span class="o">::</span><span class="no">Stock</span><span class="p">.</span><span class="nf">new</span> <span class="ss">symbol: </span><span class="s1">'WFC'</span>
<span class="n">buy_order</span> <span class="o">=</span> <span class="no">IB</span><span class="o">::</span><span class="no">Limit</span><span class="p">.</span><span class="nf">order</span> <span class="ss">size: </span><span class="mi">100</span><span class="p">,</span> <span class="ss">price: </span><span class="mf">21.00</span><span class="p">,</span> <span class="ss">action: :buy</span><span class="p">,</span>
<span class="ss">tif: :good_till_cancelled</span><span class="p">,</span> <span class="ss">account_code: </span><span class="s1">'U123456'</span>
<span class="n">ib</span><span class="p">.</span><span class="nf">place_order</span> <span class="n">buy_order</span><span class="p">,</span> <span class="n">contract</span>
<span class="n">ib</span><span class="p">.</span><span class="nf">wait_for</span> <span class="ss">:ExecutionData</span>
</code></pre></div></div>
<p>The main purpose of <code class="language-plaintext highlighter-rouge">IB::Connection</code> is connect to the tws/gateway,
to submit <code class="language-plaintext highlighter-rouge">IB::Messages</code> to the <em>TWS-Api</em> and to receive
the response.
Thus the centerpiece is its <code class="language-plaintext highlighter-rouge">send_message</code> method.</p>
<div class="language-ruby highlighter-rouge"><div class="highlight"><pre class="highlight"><code><span class="o">></span> <span class="n">c</span> <span class="o">=</span> <span class="no">IB</span><span class="o">::</span><span class="no">Connection</span><span class="p">.</span><span class="nf">current</span>
<span class="o">></span> <span class="n">c</span><span class="p">.</span><span class="nf">send_message</span> <span class="p">{</span><span class="n">message</span> <span class="n">symbol</span> <span class="p">},</span> <span class="p">[</span> <span class="n">optional</span> <span class="n">arguments</span> <span class="p">]</span>
</code></pre></div></div>
<p>Visit <a href="/ib-doc/message_correct_arguments">this page</a> for an overview of available messages and their arguments.</p>
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