Skip to content

Latest commit

 

History

History
91 lines (59 loc) · 3.61 KB

changelog.md

File metadata and controls

91 lines (59 loc) · 3.61 KB

  • lib/gateway.rb

    • rename active_accounts to clients
      Clients are just tradeable IB::Accounts.

    • rename ' for_active_accounts' to account_data Account-data provides a thead-safe access to contrats, portfolio- and account-values auf a given account.

    • rename simple_account_data_scan to account_Data_scan

    • connect: raises an error if connection is not possible because of using a not unique client_id

      • initialize:: tolerates arguments other then specified.

      • made methods that never should call by users private:
        check_connection, initialize_alerts, initialize_managed_accounts, prepare_connection

  • lib/ib/gateway

    Directory contains gateway related stuff

    • account-infos.rb
    • order-handling.rb

  • lib/ib/alerts

    • included specific alert-definitions in this directory: order-alerts, gateway-alerts

  • moving model/spread.rb to ib-api Gem

Preparation of a Gem-Release

  • Gateway#connect: initializing order-array by calling :RequestAllOrders after establishing the connection.

  • Gateway#connect: Occasionally the request for AccountPositions/AllOrders fails. Then a reconnect is appropriate. This is now implemented.

  • Order.auto_adjust

    Auto Adjust implements a simple algorithm to ensure that an order is accepted

    It reads contract_detail.min_tick.

    If min_tick < 0.01, the real tick-increments differ from the min_tick_value

    For J36 (jardines) min tick is 0.001, but the minimal increment is 0.005 For Tui1 its the same, min_tick is 0.00001 , minimal increment ist 0.00005

    Thus, for min-tick smaller then 0.01, the value is rounded to the next higher digit.

    min-tick round
    10 110
    1 111
    0.1 111.1
    0.001 111.11
    0.0001 111.11
    0.00001 111.111
    -------------- ------------

  • Client.place: defaults are

    • auto_adjust is "true"
    • convert_size: true

    If a negative value for 'total amount' is used, then Order.action is set to :sell.
    If a positive value is used, Order.action is kept

  • Client.place raises an IB::Symbol Error if the order is not submitted

  • Included Contract#included_in?( an IB::Account ) and Contract#portfolio_value( an IB::Account )

    Suppose, you want to check, if a complex Contract is included in the Portfolio

    s = Straddle.build symbol: Symbols::Index.stoxx, strike=4200, expiry: 20211217
puts s.included__in?(IB::Gateway.current.clients.first).to_human
=>  "<Straddle ESTX50(4200.0)[Dec 2021]>" 
puts s.portfolio_value( IB::Gateway.current.clients.first ).to_human
=> <PortfolioValue: Uxxxxxx Pos=-4 @ 225.158;Value=-9006.31;PNL=-1812.31 unrealized;<Option: ESTX50 20211217 put 4200.0 DTB EUR>

=> <PortfolioValue: Uxxxxxxx Pos=-4 @ 99.398;Value=-3975.9;PNL=-61.9 unrealized;<Option: ESTX50 20211217 call 4200.0 DTB EUR>

Both methods are available for IB::Contracts.

* IB::Gateway.current.get_account_data  accepts only one parameter and is not persistent anymore
 The former second argument (watchlists: ) is defaulted by those initialized through e IB::Gateway.new  (IB::Gateway.current.active_watchlists)  
 The method now fetches the account- and portfoliodate, initialises Account#contracts, Account#portfolio_values, Account#account_values , Account#focusses and desubscribes from the TWS. (Before, the subscription to AccountData was permanently active).

* IB::Gateway.current.add_watchlist( a symbol ) -- Watchlists can added after initialisation