Renamed project to InteractiveBrokers

.github/workflows/CI.yml

@@ -45,4 +45,4 @@ jobs:
           target: 10%
           file: lcov.info
           token: ${{ secrets.CODECOV_TOKEN }}
-          slug: oliviermilla/Jib.jl
+          slug: oliviermilla/InteractiveBrokers.jl

Project.toml

@@ -1,4 +1,4 @@
-name = "Jib"
+name = "InteractiveBrokers"
 uuid = "f310f2d2-a263-11e8-3998-47bd686f18f7"
 authors = ["Luca Billi <[email protected]>", "Olivier Milla <[email protected]>"]
 version = "0.20.5"

README.md

@@ -1,11 +1,11 @@
-# Jib
+# InteractiveBrokers
 
-[![Build Status](https://github.com/oliviermilla/Jib.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/oliviermilla/Jib.jl/actions/workflows/CI.yml?query=branch%3Amain)
-[![codecov](https://codecov.io/gh/oliviermilla/Jib.jl/graph/badge.svg?token=AFV1NV9CR9)](https://codecov.io/gh/oliviermilla/Jib.jl)
+[![Build Status](https://github.com/oliviermilla/InteractiveBrokers.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/oliviermilla/InteractiveBrokers.jl/actions/workflows/CI.yml?query=branch%3Amain)
+[![codecov](https://codecov.io/gh/oliviermilla/InteractiveBrokers.jl/graph/badge.svg?token=AFV1NV9CR9)](https://codecov.io/gh/oliviermilla/InteractiveBrokers.jl)
 
 **A Julia implementation of Interactive Brokers API**
 
-`Jib` is a native [Julia](https://julialang.org/) client that implements
+`InteractiveBrokers` is a native [Julia](https://julialang.org/) client that implements
 [Interactive Brokers](https://www.interactivebrokers.com/) API to communicate
 with TWS or IBGateway.
 
@@ -19,7 +19,7 @@ which is based on an asynchronous communication model over TCP.
 ### Installation
 To install from GitHub:
 ```julia
-] add https://github.com/lbilli/Jib.jl
+] add https://github.com/oliviermilla/InteractiveBrokers.jl
 ```
 
 ### Usage
@@ -36,9 +36,9 @@ For this code to work, an instance of IB TWS or IBGateway needs to be running
 on the local machine and listening on port `4002`.
 **Note:** _demo_ or _paper_ account recommended!! :smirk:
 ```julia
-using Jib
+using InteractiveBrokers
 
-wrap = Jib.Wrapper(
+wrap = InteractiveBrokers.Wrapper(
          # Customized methods go here
          error= (id, errorCode, errorString, advancedOrderRejectJson) ->
                   println("Error: $(something(id, "NA")) $errorCode $errorString $advancedOrderRejectJson"),
@@ -51,19 +51,19 @@ wrap = Jib.Wrapper(
        );
 
 # Connect to the server with clientId = 1
-ib = Jib.connect(4002, 1);
+ib = InteractiveBrokers.connect(4002, 1);
 
 # Start a background Task to process the server responses
-Jib.start_reader(ib, wrap);
+InteractiveBrokers.start_reader(ib, wrap);
 
 # Define contract
-contract = Jib.Contract(symbol="GOOG",
+contract = InteractiveBrokers.Contract(symbol="GOOG",
                         secType="STK",
                         exchange="SMART",
                         currency="USD");
 
 # Define order
-order = Jib.Order();
+order = InteractiveBrokers.Order();
 order.action        = "BUY"
 order.totalQuantity = 10
 order.orderType     = "LMT"
@@ -72,19 +72,19 @@ order.lmtPrice      = 100
 orderId = 1    # Should match whatever is returned by the server
 
 # Send order
-Jib.placeOrder(ib, orderId, contract, order)
+InteractiveBrokers.placeOrder(ib, orderId, contract, order)
 
 # Disconnect
-Jib.disconnect(ib)
+InteractiveBrokers.disconnect(ib)
 ```
 
 ##### Foreground vs. Background Processing
 It is possible to process the server responses either within the main process
 or in a separate background `Task`:
-- **foreground processing** is triggered by invoking `Jib.check_all(ib, wrap, Tab=Dict)`.
+- **foreground processing** is triggered by invoking `InteractiveBrokers.check_all(ib, wrap, Tab=Dict)`.
   It is the user's responsibility to call it on a **regular basis**,
   especially when data are streaming in.
-- **background processing** is started by `Jib.start_reader(ib, wrap, Tab=Dict)`.
+- **background processing** is started by `InteractiveBrokers.start_reader(ib, wrap, Tab=Dict)`.
   A separate `Task` is started in the background, which monitors the connection and processes
   the responses as they arrive.
 
@@ -97,7 +97,7 @@ on the same connection.
 
 ### Implementation Details
 The package does not export any name, therefore any functions
-or types described here need to be prefixed by `Jib.*`.
+or types described here need to be prefixed by `InteractiveBrokers.*`.
 
 As Julia is not an object-oriented language, the functionality of the IB
 `EClient` class is provided here by regular functions. In particular:
@@ -122,11 +122,11 @@ the property of an existing instance.
 A more comprehensive example is provided by [`simple_wrap()`](src/wrapper.jl#L130),
 which is used like this:
 ```julia
-using Jib: Jib, Contract, reqContractDetails, simple_wrap, start_reader
+using InteractiveBrokers: InteractiveBrokers, Contract, reqContractDetails, simple_wrap, start_reader
 
 data, wrap = simple_wrap();
 
-ib = Jib.connect(4002, 1);
+ib = InteractiveBrokers.connect(4002, 1);
 start_reader(ib, wrap);
 
 reqContractDetails(ib, 99, Contract(conId=208813720, exchange="SMART"))

ext/DataFramesExt.jl

@@ -1,18 +1,18 @@
 module DataFramesExt
 
-import Jib
+import InteractiveBrokers
 
 using DataFrames
 
-function Jib.Reader.fill_table(cols, n::Int, it, Tab::Type{<:DataFrame})
+function InteractiveBrokers.Reader.fill_table(cols, n::Int, it, Tab::Type{<:DataFrame})
 
     df = Tab([k => Vector{T}(undef, n) for (k, T) ∈ pairs(cols)];
                    copycols=false)
 
     nr, nc = size(df)
 
     for r ∈ 1:nr, c ∈ 1:nc
-      df[r, c] = Jib.Reader.pop(it)
+      df[r, c] = InteractiveBrokers.Reader.pop(it)
     end
 
     df

src/Jib.jl

@@ -1,4 +1,4 @@
-module Jib
+module InteractiveBrokers
 
 using Sockets
 

test/client.jl

@@ -1,38 +1,38 @@
 @testset "Client" begin
 
-  @test sizeof(Jib.Client.HEADTYPE) == 4
+  @test sizeof(InteractiveBrokers.Client.HEADTYPE) == 4
 
-  @test Jib.Client.MAX_LEN < typemax(Jib.Client.HEADTYPE)
+  @test InteractiveBrokers.Client.MAX_LEN < typemax(InteractiveBrokers.Client.HEADTYPE)
 
   # isascii
-  @test Jib.Client.isascii([0x80, 0x79, 0x79], 1)
+  @test InteractiveBrokers.Client.isascii([0x80, 0x79, 0x79], 1)
 
-  @test !Jib.Client.isascii([0x80, 0x80, 0x79], 1)
+  @test !InteractiveBrokers.Client.isascii([0x80, 0x80, 0x79], 1)
 
   # buffer
-  buf = Jib.Client.buffer(true)
+  buf = InteractiveBrokers.Client.buffer(true)
   @test ismarked(buf)
   @test reset(buf) == 8
-  @test String(take!(buf)) == Jib.Client.API_SIGN * "\0\0\0\0"
+  @test String(take!(buf)) == InteractiveBrokers.Client.API_SIGN * "\0\0\0\0"
 
   # write_one
-  buf = Jib.Client.buffer(true)
+  buf = InteractiveBrokers.Client.buffer(true)
   write(buf, "ABC")
   bo = IOBuffer()
-  Jib.Client.write_one(bo, buf)
+  InteractiveBrokers.Client.write_one(bo, buf)
 
   @test buf.size == 0
-  @test String(take!(bo)) == Jib.Client.API_SIGN * "\0\0\0\x03ABC"
+  @test String(take!(bo)) == InteractiveBrokers.Client.API_SIGN * "\0\0\0\x03ABC"
 
   # Round trip
-  buf = Jib.Client.buffer(false)
+  buf = InteractiveBrokers.Client.buffer(false)
   write(buf, "ABC")
 
   bo = IOBuffer()
-  Jib.Client.write_one(bo, buf)
+  InteractiveBrokers.Client.write_one(bo, buf)
 
   seekstart(bo) # Rewind
-  @test String(Jib.Client.read_one(bo)) == "ABC"
+  @test String(InteractiveBrokers.Client.read_one(bo)) == "ABC"
   @test eof(bo)
   @test bo.size == 7
 

test/decode.jl

@@ -1,29 +1,29 @@
 @testset "Decode" begin
 
   # Bool
-  v = Jib.Reader.Field.(["0", "1", "false", "true", ""])
+  v = InteractiveBrokers.Reader.Field.(["0", "1", "false", "true", ""])
   @test collect(Bool, v[1:4]) == [false, true, false, true]
 
   @test_throws ArgumentError convert(Bool, v[5])
 
   # Int
-  v = Jib.Reader.Field.(["", "1", "2147483647", "9223372036854775807", "a"])
+  v = InteractiveBrokers.Reader.Field.(["", "1", "2147483647", "9223372036854775807", "a"])
   @test collect(Union{Int,Nothing}, v[1:4]) == [nothing, 1, nothing, nothing]
 
   @test_throws ArgumentError convert(Int, v[5])
 
   # Float64
-  v = Jib.Reader.Field.(["", "1E2", "1.7976931348623157E308", "Infinity", "a"])
+  v = InteractiveBrokers.Reader.Field.(["", "1E2", "1.7976931348623157E308", "Infinity", "a"])
   @test collect(Union{Float64,Nothing}, v[1:4]) == [nothing, 100, nothing, Inf]
 
   @test_throws ArgumentError convert(Float64, v[5])
 
   # Enum
-  v = Jib.Reader.Field.(["1", "2", "a"])
-  @test convert(Jib.ConditionType, v[1]) == Jib.PRICE
+  v = InteractiveBrokers.Reader.Field.(["1", "2", "a"])
+  @test convert(InteractiveBrokers.ConditionType, v[1]) == InteractiveBrokers.PRICE
 
-  @test_throws ArgumentError convert(Jib.ConditionType, v[2])
-  @test_throws ArgumentError convert(Jib.ConditionType, v[3])
+  @test_throws ArgumentError convert(InteractiveBrokers.ConditionType, v[2])
+  @test_throws ArgumentError convert(InteractiveBrokers.ConditionType, v[3])
 
   # String
   @test collect(String, v) == ["1", "2", "a"]
@@ -34,7 +34,7 @@
   v = ["1", "0", "action", "", "0", "0", "", "-1", ""]
 
   # FieldIterator
-  makeit(v) = Jib.Reader.FieldIterator(join([v; ""], '\0'))
+  makeit(v) = InteractiveBrokers.Reader.FieldIterator(join([v; ""], '\0'))
   reset!(it) = it.c = 1
 
   it = makeit(v)
@@ -46,46 +46,46 @@
 
   # slurp
   reset!(it)
-  @test Jib.Reader.slurp((Int, Float64, String), it) === (1, 0.0, "action")
+  @test InteractiveBrokers.Reader.slurp((Int, Float64, String), it) === (1, 0.0, "action")
 
   reset!(it)
-  @test Jib.Reader.slurp(Jib.ComboLeg, it) == Jib.ComboLeg(conId=1, action="action")
+  @test InteractiveBrokers.Reader.slurp(InteractiveBrokers.ComboLeg, it) == InteractiveBrokers.ComboLeg(conId=1, action="action")
 
   reset!(it)
-  c = Jib.Contract()
-  Jib.Reader.slurp!(c, (:conId, :secType, :symbol), it)
+  c = InteractiveBrokers.Contract()
+  InteractiveBrokers.Reader.slurp!(c, (:conId, :secType, :symbol), it)
   @test c.symbol == v[3]
 
-  Jib.Reader.slurp!(c, 2:4, it)
+  InteractiveBrokers.Reader.slurp!(c, 2:4, it)
   @test c.symbol == v[4]
   @test c.secType == v[5]
 
-  cd = Jib.ContractDetails()
-  Jib.Reader.slurp!(cd, (:evRule, :evMultiplier), it)
+  cd = InteractiveBrokers.ContractDetails()
+  InteractiveBrokers.Reader.slurp!(cd, (:evRule, :evMultiplier), it)
   @test cd.evMultiplier == -1
 
   # unmask
-  @test Jib.Reader.unmask(NamedTuple{(:a, :b),NTuple{2,Bool}}, 2) == (a=false, b=true)
-  @test_logs (:error, "unmask(): wrong attribs") Jib.Reader.unmask(NamedTuple{(:a, :b),NTuple{2,Bool}}, 4)
+  @test InteractiveBrokers.Reader.unmask(NamedTuple{(:a, :b),NTuple{2,Bool}}, 2) == (a=false, b=true)
+  @test_logs (:error, "unmask(): wrong attribs") InteractiveBrokers.Reader.unmask(NamedTuple{(:a, :b),NTuple{2,Bool}}, 4)
 
   # tagvalue2nt()
   v = ["a", "1", "b", "2"]
   it = makeit(v)
-  @test Jib.Reader.tagvalue2nt(2, it) == (a="1", b="2")
+  @test InteractiveBrokers.Reader.tagvalue2nt(2, it) == (a="1", b="2")
 
   # fill_table
   reset!(it)
   # Test default implementation
   dict = Dict{Symbol,Vector}()
   dict[:a] = ["a", "b"]
   dict[:b] = [1, 2]
-  @test Jib.Reader.fill_table((a=String, b=Int), 2, it) == dict
+  @test InteractiveBrokers.Reader.fill_table((a=String, b=Int), 2, it) == dict
 
   # Test for DataFrames
   reset!(it)
-  @test Jib.Reader.fill_table((a=String, b=Int), 2, it, DataFrame) == DataFrame(:a => ["a", "b"], :b => [1, 2])
+  @test InteractiveBrokers.Reader.fill_table((a=String, b=Int), 2, it, DataFrame) == DataFrame(:a => ["a", "b"], :b => [1, 2])
 
 
   # process
-  @test typeof(Jib.Reader.process) == Dict{Int,Function}
+  @test typeof(InteractiveBrokers.Reader.process) == Dict{Int,Function}
 end

test/requests.jl

@@ -1,8 +1,8 @@
 @testset "Requests" begin
 
-  o = Jib.Requests.Encoder(IOBuffer())
+  o = InteractiveBrokers.Requests.Encoder(IOBuffer())
 
-  o(nothing, true, 1, 1.1, Inf, Jib.PRICE, :a, "test", (a=1, b="2", c=3.2))
+  o(nothing, true, 1, 1.1, Inf, InteractiveBrokers.PRICE, :a, "test", (a=1, b="2", c=3.2))
 
   m = split(String(take!(o.buf)), '\0')
 
@@ -18,13 +18,13 @@
               ""]
 
   # Condition
-  o(Jib.ConditionTime("o", true, "yyyymmdd"))
+  o(InteractiveBrokers.ConditionTime("o", true, "yyyymmdd"))
   @test String(take!(o.buf)) == "3\0o\x001\0yyyymmdd\0"
 
   # splat
-  c = Jib.ComboLeg(conId=1, action="action")
-  o(Jib.Requests.splat(c, [1,3]),
-    Jib.Requests.splat(c))
+  c = InteractiveBrokers.ComboLeg(conId=1, action="action")
+  o(InteractiveBrokers.Requests.splat(c, [1,3]),
+    InteractiveBrokers.Requests.splat(c))
 
   m = split(String(take!(o.buf)), '\0')
   @test m == ["1", "action", "1", "0", "action", "", "0", "0", "", "-1", ""]

test/roundtrip.jl

@@ -2,27 +2,27 @@
 
   i, f, finf, s, b = 10, 12.3, Inf, "a", false
 
-  cl = Jib.ComboLeg(ratio=1, exchange="ex")
-  cv = Jib.ConditionVolume("o", true, 1, 2, "ex")
+  cl = InteractiveBrokers.ComboLeg(ratio=1, exchange="ex")
+  cv = InteractiveBrokers.ConditionVolume("o", true, 1, 2, "ex")
 
 
-  o = Jib.Requests.Encoder(IOBuffer())
+  o = InteractiveBrokers.Requests.Encoder(IOBuffer())
 
-  o(i, f, finf, s, b, Jib.Requests.splat(cl)..., cv)
+  o(i, f, finf, s, b, InteractiveBrokers.Requests.splat(cl)..., cv)
 
   msg = take!(o.buf)
 
-  it = Jib.Reader.FieldIterator(String(msg))
+  it = InteractiveBrokers.Reader.FieldIterator(String(msg))
 
   j::Int,
   g::Float64,
   ginf::Float64,
   z::String,
   l::Bool = it
 
-  cc = Jib.Reader.slurp(Jib.ComboLeg, it)
+  cc = InteractiveBrokers.Reader.slurp(InteractiveBrokers.ComboLeg, it)
 
-  cw = Jib.Reader.slurp(Jib.condition_map[Jib.Reader.slurp(Jib.ConditionType, it)], it)
+  cw = InteractiveBrokers.Reader.slurp(InteractiveBrokers.condition_map[InteractiveBrokers.Reader.slurp(InteractiveBrokers.ConditionType, it)], it)
 
   @test i == j
   @test f == g