Ruby Implementation of the Interactive Brokers Trader Workstation (TWS) API.
Documentation: https://ib-ruby.github.io/ib-doc/
A plain vanilla access is provided through ib-api.
ib-api sends Messages to the TWS-API and stores the response in a received-array.
The program just waits for the correct response
the_stock = IB::Stock.new symbol: 'GE'
limit_order = IB::Order.new limit_price: 35, order_type: 'LMT', total_quantity: 100, action: :buy
ib.send_message :PlaceOrder,
:order => limit_order,
:contract => the_stock,
:local_id => ib.next_local_id
# wait until the orderstate message returned
ib.wait_for :OrderStatusAlternatively, its possible to subscribe to certain messages
ib.subscribe(:Alert, :ContractData, :ContractDataEnd ) do |msg|
case msg
when Messages::Incoming::Alert
# do something asynchronous
when Messages::Incoming::ContractDataEnd
# do something asyncronous
else
# asynchronous response to ContractData
end
end
# perform request
request_id = ib.send_message :RequestContractData, :contract => Stock.new(symbol: 'T')To ease the access of the data on the tws-servers, ib-extensions provides helpers and macros
- Verifiyng of contracts
- get Market-Price, Option-Greeks from a single contract
- load EOD-Data
- define Ordertypes, ie. Limit.order, Stop.order ...
- easily define Straddles, Strangles, Calendars, Butterflies and other option-spreads
