Proof Of Concept 8 of 8a : Market Quote

Lessons learned from going native have paid off. I was able to fix JRuby errors and use TWS API's market quote functionality. As I have written in the prior post, errors in the JRuby code were due to the fact that interface methods from AnyWrapper were not implemented. Once I implemented connectionClosed() and overloaded error() methods, errors immediately went away .

Obtaining market quote is performed with reqMktData() method. I was able to successfully get quotes for ETF, stock, index, and options. The code to request SPY ETF is as follows:

require 'java'
require 'TwsApi.jar'

include_class 'ib.client.EClientSocket'
include_class 'ib.client.Contract'
include_class 'ib.client.AnyWrapper'
include_class 'ib.client.EWrapper'

class TestMktData
  include EWrapper  #note "class TestMktData < EWrapper" syntax is no longer supported in JRuby 1.0

  @mySocket
  
  def initialize
    puts 'init'
    @mySocket = EClientSocket.new(self)
  end

  def eConnect
     @mySocket.eConnect("127.0.0.1", 7496, 0)
  end

  def requestStockQuote(id, ticker)
    # --------------------------------
    myContract = Contract.new
    myContract.m_symbol    = ticker
    myContract.m_secType   = 'STK'
    myContract.m_exchange  = 'SMART'
    myContract.m_currency  = 'USD'
    request_id      = id
    ticklist        = ''

    puts '>requestStockQuote - calling reqMktData id='+id.to_s+', ticker='+ticker
    @mySocket.reqMktData(request_id, myContract, ticklist, true)
  end

  def requestIdxQuote(id, ticker)
    # --------------------------------
    myContract = Contract.new
    myContract.m_symbol    = ticker
    myContract.m_secType   = 'IND'
    myContract.m_exchange  = 'CBOE' 
    myContract.m_currency  = 'USD'
    request_id      = id
    ticklist        = ''

    puts '>requestIdxQuote - calling reqMktData id='+id.to_s+', ticker='+ticker
    @mySocket.reqMktData(request_id, myContract, ticklist, true)
  end

  # expiry - string format YYYYMM
  # strike - number
  # call_put - CALL or PUT
  def requestOptionQuote(id, ticker, expiry, strike, call_put)
    # --------------------------------
    myContract = Contract.new
    myContract.m_symbol    = ticker
    myContract.m_secType   = 'OPT'
    myContract.m_exchange  = 'SMART'
    myContract.m_currency  = 'USD'
    # options specific below ---
    myContract.m_expiry    = expiry   # string format YYYYMM
    myContract.m_right     = call_put # CALL, PUT
    myContract.m_strike    = strike   # number
    request_id      = id
    ticklist        = ''

    puts '>requestOptionQuote - calling reqMktData id='+id.to_s+', ticker='+ticker+', '+expiry+', '+strike.to_s+', '+call_put
    @mySocket.reqMktData(request_id, myContract, ticklist, true)
  end


  def eDisconnect
    @mySocket.eDisconnect
  end


  #///////////////////////////////////////////////////////////////////////
  #// Interface methods
  #///////////////////////////////////////////////////////////////////////

  def tickPrice( ticker_id, field, price, can_auto_execute)
    puts 'tickPrice() Price Update: Id: ' + ticker_id.to_s + ' Type: '+field.to_s+'  Price: ' + price.to_s
  end

  def tickSize(  ticker_id,  field,  size)
    puts 'tickSize() Volume Update: Id: '+ticker_id.to_s+' Type: '+field.to_s+' Size: '+size.to_s
  end

  def tickOptionComputation( ticker_id,  field,  implied_vol,
                             delta,  model_price,  pv_dividend)
    puts 'tickOptionComputation() Update: Id:'+ticker_id.to_s+' Type: '+field.to_s+' IV: '+implied_vol.to_s+' Delta: '+delta.to_s
  end

  def tickGeneric( ticker_id,  tick_type,  value)
    puts 'tickGeneric() Update: Id: '+ticker_id.to_s+' Type: '+tick_type.to_s+' Value: '+value.to_s
  end

  def tickString( ticker_id,  tick_type,  value)
    puts 'tickString() Update: Id: '+ticker_id.to_s+' Type: '+tick_type.to_s+' Value: '+value
  end

  def tickEFP( ticker_id,  tick_type,  basis_points,
               formatted_basis_points,  implied_future,  hold_days,
               future_expiry,  dividend_impact,  dividends_to_expiry)
  end

  def orderStatus(  order_id,  status,  filled,  remaining,
                    avg_fill_price,  perm_id,  parent_id,  last_fill_price,
                    client_id,  why_held)
  end

  def openOrder(  order_id,  contract,  order,  order_state)
  end

  def updateAccountValue( key,  value,  currency,  account_name)
  end

  def updatePortfolio( contract,  position,  market_price,  market_value,
                         average_cost,  unrealized_pnl,  realized_pnl,  account_name)
  end

  def updateAccountTime( time_stamp)
  end

  def nextValidId(  order_id)
  end

  def contractDetails( req_id,  contract_details)
  end

  def bondContractDetails( req_id, contract_details)
  end

  def contractDetailsEnd( req_id)
  end

  def execDetails(  order_id,  contract,  execution)
  end

  def updateMktDepth(  ticker_id,  position,  operation,  side,  price,  size)
  end

  def updateMktDepthL2(  ticker_id,  position,  market_maker,  operation,
                         side,  price,  size)
  end

  def updateNewsBulletin(  msg_id,  msgType,  message,  orig_exchange)
  end

  def managedAccounts(  accounts_list)
  end

  def receiveFA( fa_data_type,  xml)
  end

  def historicalData( req_id,  date,  open,  high,  low,
                 close,  volume,  count,  eWAP,  has_gaps)
  end

  def scannerParameters( xml)
  end

  def scannerData( req_id,  rank, contract_details,  distance,
                   benchmark,  projection,  legs_str)
  end

  def scannerDataEnd( req_id)
  end

  def realtimeBar( req_id, time,  open,  high,  low,  close,  volume,  wap,  count)
  end

  def currentTime( time)
  end

  def fundamentalData( req_id,  data)
  end

  # ---------------------------------------------------
  # -- methods from AnyWrapper  -- must be declared
  # ---------------------------------------------------

  def connectionClosed()
    puts ' [API.connectionClosed] Closed connection with TWS'
  end
  
  def error(err_obj_str)
     puts ' [API.msg1] ' + err_obj_str  if err_obj_str.is_a?(String)
     puts ' [API.msg3] ' + err_obj_str.getMessage()  if err_obj_str.is_a?(Exception)
  end

  def error(one, two, str) 
     puts ' [API.msg2] ' + str + ' {' + one.to_s + ', ' + two.to_s + '}'
  end

end  #  class TestMktData

# *********************************************************************************************
#  Running the code
# *********************************************************************************************
  x = TestMktData.new()

  begin
      x.eConnect
      puts 'connected ...'
      req_id = 0

      x.requestStockQuote(req_id += 1, 'SPY')  # ETF

      puts 'wait 5 sec'
      sleep(5)
      x.eDisconnect
      puts 'disconnected'
  rescue  Exception => e
      puts 'can not connect'
      puts 'Exception' + e.message
      x.eDisconnect
  end

Lines 184-195: contain methods that were missing from my initial code. Note that in the Java version, there were actually three error() methods, with two of them having just one parameter (of different types). Since Ruby is a loosely typed language, creating two error() methods with one parameter will generate an error. To get around this, Ruby's version of error() actually handles the job of Java's two methods. Look at lines 189-190 to see how the parameter's types are determined.
Line 209: illustrates the calling method to request quote for SPY exchange traded fund

Running this produces the following output:

Server Version:43
TWS Time at connection:20090213 14:13:43 EST
connected ...
>requestStockQuote - calling reqMktData id=1, ticker=SPY [API.msg2] Market data farm connection is OK:usopt {-1, 2104}

wait 5 sec
[API.msg2] Market data farm connection is OK:usfarm {-1, 2104}
tickPrice() Price Update: Id: 1 Type: 1 Price: 83.68
tickSize() Volume Update: Id: 1 Type: 0 Size: 258
tickPrice() Price Update: Id: 1 Type: 2 Price: 83.69
tickSize() Volume Update: Id: 1 Type: 3 Size: 68
tickPrice() Price Update: Id: 1 Type: 4 Price: 83.69
tickSize() Volume Update: Id: 1 Type: 5 Size: 1
tickSize() Volume Update: Id: 1 Type: 8 Size: 1881804
tickPrice() Price Update: Id: 1 Type: 6 Price: 84.24
tickPrice() Price Update: Id: 1 Type: 7 Price: 82.75
tickPrice() Price Update: Id: 1 Type: 9 Price: 83.66
tickPrice() Price Update: Id: 1 Type: 14 Price: 83.55
tickString() Update: Id: 1 Type: 45 Value: 1234552423
disconnected



Line 209 can also be modified to request quote for American Express

      x.requestStockQuote(req_id += 1, 'AXP')   # stock

produces the following output:

Server Version:43TWS Time at connection:20090213 22:13:09 ESTconnected ...
>requestStockQuote - calling reqMktData id=1, ticker=AXP
wait 5 sec
[API.msg2] Market data farm connection is OK:usopt {-1, 2104}
[API.msg2] Market data farm connection is OK:usfarm {-1, 2104}
tickSize() Volume Update: Id: 1 Type: 8 Size: 0
tickString() Update: Id: 1 Type: 45 Value: 1234562108
tickPrice() Price Update: Id: 1 Type: 4 Price: 15.69
tickSize() Volume Update: Id: 1 Type: 5 Size: 1
tickPrice() Price Update: Id: 1 Type: 6 Price: 16.33
tickPrice() Price Update: Id: 1 Type: 7 Price: 15.58
tickPrice() Price Update: Id: 1 Type: 9 Price: 16.19
tickPrice() Price Update: Id: 1 Type: 14 Price: 16.05
tickPrice() Price Update: Id: 1 Type: 1 Price: 15.56
tickSize() Volume Update: Id: 1 Type: 0 Size: 2
tickPrice() Price Update: Id: 1 Type: 2 Price: 15.95
tickSize() Volume Update: Id: 1 Type: 3 Size: 1
disconnected



To request Russell 2000 small cap index from Chicago Board Options Exchange

      x.requestIdxQuote(req_id += 1, 'RUT')    # index

produces the following output:

Server Version:43
TWS Time at connection:20090213 14:14:19 EST
connected ...
>requestIdxQuote - calling reqMktData id=1, ticker=RUT
[API.msg2] Market data farm connection is OK:usopt {-1, 2104}
wait 5 sec
[API.msg2] Market data farm connection is OK:usfarm {-1, 2104}
tickPrice() Price Update: Id: 1 Type: 4 Price: 451.93
tickSize() Volume Update: Id: 1 Type: 5 Size: 0
tickSize() Volume Update: Id: 1 Type: 8 Size: 0
tickPrice() Price Update: Id: 1 Type: 6 Price: 0.0
tickPrice() Price Update: Id: 1 Type: 7 Price: 0.0
tickPrice() Price Update: Id: 1 Type: 9 Price: 450.42
tickString() Update: Id: 1 Type: 45 Value: 1234552454
disconnected



To request options quote for GE September, 2009 15 Call

      x.requestOptionQuote(req_id += 1, 'GE', '200909', 15, 'CALL' )

produces the following output:

Server Version:43
TWS Time at connection:20090213 14:14:44 EST
connected ...
[API.msg2] Market data farm connection is OK:usopt {-1, 2104}
>requestOptionQuote - calling reqMktData id=1, ticker=GE, 200909, 15, CALL
[API.msg2] Market data farm connection is OK:usfarm {-1, 2104}
wait 5 sec
tickPrice() Price Update: Id: 1 Type: 1 Price: 0.9
tickSize() Volume Update: Id: 1 Type: 0 Size: 1200
tickPrice() Price Update: Id: 1 Type: 2 Price: 0.94
tickSize() Volume Update: Id: 1 Type: 3 Size: 648
tickPrice() Price Update: Id: 1 Type: 4 Price: 0.94
tickSize() Volume Update: Id: 1 Type: 5 Size: 9
tickSize() Volume Update: Id: 1 Type: 8 Size: 116
tickPrice() Price Update: Id: 1 Type: 6 Price: 1.0
tickPrice() Price Update: Id: 1 Type: 7 Price: 0.88
tickPrice() Price Update: Id: 1 Type: 9 Price: 0.97
tickOptionComputation() Update: Id:1 Type: 10 IV: 0.6091767213831093 Delta: 3.3175946061912392e-87
tickOptionComputation() Update: Id:1 Type: 11 IV: 0.6211516922231228 Delta: -0.0
tickOptionComputation() Update: Id:1 Type: 12 IV: 0.6211516922231228 Delta: -0.0
tickString() Update: Id: 1 Type: 32 Value: CIXPB
tickString() Update: Id: 1 Type: 33 Value: CIXPB
tickString() Update: Id: 1 Type: 45 Value: 1234551366
tickString() Update: Id: 1 Type: 33 Value: CIPB
tickOptionComputation() Update: Id:1 Type: 10 IV: 0.6091767213831093 Delta: 3.3175946061941284e-87
tickOptionComputation() Update: Id:1 Type: 11 IV: 0.6211516922231228 Delta: -0.0
tickOptionComputation() Update: Id:1 Type: 12 IV: 0.6211516922231228 Delta: -0.0
tickOptionComputation() Update: Id:1 Type: 13 IV: 0.615161765120708 Delta: -0.0
tickOptionComputation() Update: Id:1 Type: 10 IV: 0.606880041775532 Delta: -0.0
tickOptionComputation() Update: Id:1 Type: 11 IV: 0.6188416326918191 Delta: -5.379410170061903e+268
tickOptionComputation() Update: Id:1 Type: 12 IV: 0.6188416326918191 Delta: -5.379410170061903e+268
tickOptionComputation() Update: Id:1 Type: 13 IV: 0.6128581636676679 Delta: -0.0
disconnected



To request options quote for Russell 2000 index December, 2009 450 Put

      x.requestOptionQuote(req_id += 1, 'RUT', '200912', 450, 'PUT' )

produces the following output:

Server Version:43
TWS Time at connection:20090213 14:15:15 EST
connected ...
[API.msg2] Market data farm connection is OK:usopt {-1, 2104}
>requestOptionQuote - calling reqMktData id=1, ticker=RUT, 200912, 450, PUT
wait 5 sec
[API.msg2] Market data farm connection is OK:usfarm {-1, 2104}
tickPrice() Price Update: Id: 1 Type: 1 Price: 71.2
tickSize() Volume Update: Id: 1 Type: 0 Size: 311
tickPrice() Price Update: Id: 1 Type: 2 Price: 73.2
tickSize() Volume Update: Id: 1 Type: 3 Size: 201
tickSize() Volume Update: Id: 1 Type: 8 Size: 0
tickPrice() Price Update: Id: 1 Type: 9 Price: 71.85
tickOptionComputation() Update: Id:1 Type: 10 IV: 0.4371941774336616 Delta: 1.5035109594887676e+46
tickOptionComputation() Update: Id:1 Type: 11 IV: 0.44973728365842186 Delta: -1.7139093657526427e+170
tickOptionComputation() Update: Id:1 Type: 12 IV: 0.44126908872009857 Delta: -0.0
tickString() Update: Id: 1 Type: 32 Value: CIX
tickString() Update: Id: 1 Type: 33 Value: CIB
tickOptionComputation() Update: Id:1 Type: 10 IV: 0.4371941774336616 Delta: 1.503510959488021e+46
tickOptionComputation() Update: Id:1 Type: 11 IV: 0.44973728365842186 Delta: -1.713909365751876e+170
tickOptionComputation() Update: Id:1 Type: 12 IV: 0.44126908872009857 Delta: -0.0
tickOptionComputation() Update: Id:1 Type: 13 IV: 0.4434638974508833 Delta: 8.778371095955947e+183
tickOptionComputation() Update: Id:1 Type: 10 IV: 0.438042894164516 Delta: 8.899823344244101e-231
tickOptionComputation() Update: Id:1 Type: 11 IV: 0.45058242706938006 Delta: -0.0
tickOptionComputation() Update: Id:1 Type: 12 IV: 0.4421166435405054 Delta: -0.0
tickOptionComputation() Update: Id:1 Type: 13 IV: 0.44431082241353415 Delta: -0.0
tickString() Update: Id: 1 Type: 32 Value: CIXB
tickString() Update: Id: 1 Type: 32 Value: CIX
disconnected


---

03/09/09 Update

Upgrading to API v. 9.60 requires addition of these new callback methods.

 
  # ---------------------------------------------------
  #  new callback methods added in API 9.60
  # ---------------------------------------------------
  def openOrderEnd()  # invoked when all orders are sent to a client as a response to reqOpenOrders()
  end

  def accountDownloadEnd(account_name) #invoked when a complete snapshot of an account state is sent to a client as a response to reqAccountUpdates()
  end

  def execDetailsEnd( req_id) # invoked when all executions are sent to a client as a response to reqExecutions()
  end

  def deltaNeutralValidation(req_id, under_comp)  # for Delta-Neutral DN RFQ
  end

Proof Of Concept 8 of 8 : Yeah!

If you keep at it long enough, something's bound to work. I had success today with requesting market quote. Building on my prior experience (ignoring the fake 'error' messages), code was added to instantiate Contract object and request quote for SPY ETF.

package ibjava;

import com.ib.client.*;


public class StockBot  implements EWrapper  {

   public StockBot()  throws InterruptedException {
        int i = 0;
        EClientSocket m_client = new EClientSocket(this);
        m_client.eConnect("127.0.0.1",7496, 0);
        System.out.println("Connected.");

        // preparing to quote SPY
        Contract contract;
        contract = new Contract();

        contract.m_symbol = "SPY";
        contract.m_secType = "STK";
        contract.m_expiry = "";
        contract.m_right = "";
        contract.m_multiplier = "";
        contract.m_exchange = "SMART";
        contract.m_primaryExch = "";
        contract.m_currency = "USD";
        contract.m_localSymbol = "";
        // submit quote for SPY.  results will come in through
        //   tickPrice() and tickSize() methods
        m_client.reqMktData(1,contract,null , true);
        
        Thread.sleep(4000);  // sleep for 4 seconds

        m_client.eDisconnect();
        System.out.println("Disconnected.");
   }

    public static void main(String[] args) throws InterruptedException  {

        System.out.println("Hello");
        StockBot myBot= new StockBot();
    }

    // ---------------------------------------------------
    // -- methods from EWrapper  -- must be declared
    // ---------------------------------------------------
    public void tickPrice( int tickerId, int field, double price, int canAutoExecute){
        System.out.println("Price Update: Id: "+tickerId+" Type: "+field+" Price: "+price);
    }
    public void tickSize( int tickerId, int field, int size){
        System.out.println("Volume Update: Id: "+tickerId+" Type: "+field+" Size: "+size);
    }
    public void tickOptionComputation( int tickerId, int field, double impliedVol, double delta, double modelPrice, double pvDividend){}
    public void tickGeneric(int tickerId, int tickType, double value){}
    public void tickString(int tickerId, int tickType, String value){}
    public void tickEFP(int tickerId, int tickType, double basisPoints, String formattedBasisPoints, double impliedFuture, int holdDays, String futureExpiry, double dividendImpact, double dividendsToExpiry){}
    public void orderStatus( int orderId, String status, int filled, int remaining,  double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, String whyHeld){}
    public void openOrder( int orderId, Contract contract, Order order, OrderState orderState){}

    public void updateAccountValue(String key, String value, String currency, String accountName){}
    public void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, String accountName){}
    public void updateAccountTime(String timeStamp){}
    public void nextValidId( int orderId){}
    public void contractDetails(int reqId, ContractDetails contractDetails){}
    public void bondContractDetails(int reqId, ContractDetails contractDetails){}
    public void contractDetailsEnd(int reqId){}
    public void execDetails( int orderId, Contract contract, Execution execution){}
    public void updateMktDepth( int tickerId, int position, int operation, int side, double price, int size){}
    public void updateMktDepthL2( int tickerId, int position, String marketMaker, int operation, int side, double price, int size){}
    public void updateNewsBulletin( int msgId, int msgType, String message, String origExchange){}
    public void managedAccounts( String accountsList){}
    public void receiveFA(int faDataType, String xml){}
    public void historicalData(int reqId, String date, double open, double high, double low, double close, int volume, int count, double WAP, boolean hasGaps){}
    public void scannerParameters(String xml){}
    public void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance, String benchmark, String projection, String legsStr){}
    public void scannerDataEnd(int reqId){}
    public void realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap, int count){}
    public void currentTime(long time){}
    public void fundamentalData(int reqId, String data){}

    // ---------------------------------------------------
    // -- methods from AnyWrapper  -- must be declared
    // ---------------------------------------------------
  
    public void connectionClosed() {
        System.out.println(" [API.connectionClosed] Closed connection with TWS");
    }
    public void error(String str) {
        System.out.println(" [API.msg1] " + str);
    }

    public void error(int one, int two, String str) {
        System.out.println(" [API.msg2] " + str + " {" + one + ", " + two + "}");
    }

    public void error(Exception e) {
        System.out.println(" [API.msg3] " + e.getMessage());
    }
     
}

Running the code above with 'Incoming Connection' dialog ON and OFF works the same way. The output is:


Hello
Server Version:43
TWS Time at connection:20090211 22:58:59 EST
Connected.
[API.msg2] Market data farm connection is OK:usopt {-1, 2104}
[API.msg2] Market data farm connection is OK:usfarm {-1, 2104}
Price Update: Id: 1 Type: 1 Price: 83.6
Volume Update: Id: 1 Type: 0 Size: 5
Price Update: Id: 1 Type: 2 Price: 83.62
Volume Update: Id: 1 Type: 3 Size: 9
Price Update: Id: 1 Type: 4 Price: 83.61
Volume Update: Id: 1 Type: 5 Size: 1
Volume Update: Id: 1 Type: 8 Size: 3213164
Price Update: Id: 1 Type: 6 Price: 84.05
Price Update: Id: 1 Type: 7 Price: 82.4
Price Update: Id: 1 Type: 9 Price: 83.11
Price Update: Id: 1 Type: 14 Price: 83.45
Disconnected.
BUILD SUCCESSFUL (total time: 13 seconds)



So I have proven that Java code works. What was missing from JRuby code were the methods from AnyWrapper. Adding them in will be the next step.

Proof Of Concept - 8 of 8 : Going Native

After playing around with JRuby and TWS API trying to resolve the problems described in my prior post, there has been no real progress. I have decided to go native and try out the sample code in Java to ascertain if the problem is with Java or JRuby. In NetBeans, I created a new Java Application called IBJava, created a new class and copied TWS API classes under the IBJava\Src folder. As with everything in this project, nothing is as easy as it seems. The final code to just connect and disconnect from TWS is as follows:

package ibjava;

import com.ib.client.*;


public class StockBot  implements EWrapper {

   public StockBot()   {
        EClientSocket m_client = new EClientSocket(this);
        m_client.eConnect("127.0.0.1",7496, 0);
        System.out.println("Connected.");
         while (i<990000) i++;
        m_client.eDisconnect();
   }

    public static void main(String[] args)   {

        System.out.println("Hello");
        StockBot myBot= new StockBot();
    }
    // ---------------------------------------------------  
    // -- methods from EWrapper  -- must be declared  
    // ---------------------------------------------------  
    public void tickPrice( int tickerId, int field, double price, int canAutoExecute){
        System.out.println("Price Update: Id: "+tickerId+" Type: "+field+" Price: "+price);
    }
    public void tickSize( int tickerId, int field, int size){
        System.out.println("Volume Update: Id: "+tickerId+" Type: "+field+" Size: "+size);
    }
    public void tickOptionComputation( int tickerId, int field, double impliedVol,
            double delta, double modelPrice, double pvDividend){
    }
    public void tickGeneric(int tickerId, int tickType, double value){
    }
    public void tickString(int tickerId, int tickType, String value){
    }
    public void tickEFP(int tickerId, int tickType, double basisPoints,
            String formattedBasisPoints, double impliedFuture, int holdDays,
            String futureExpiry, double dividendImpact, double dividendsToExpiry){}
    public void orderStatus( int orderId, String status, int filled, int remaining,
            double avgFillPrice, int permId, int parentId, double lastFillPrice,
            int clientId, String whyHeld){
    }
    public void openOrder( int orderId, Contract contract, Order order, OrderState orderState){
    }

    public void updateAccountValue(String key, String value, String currency, String accountName){}
    public void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue,
            double averageCost, double unrealizedPNL, double realizedPNL, String accountName){}
    public void updateAccountTime(String timeStamp){}
    public void nextValidId( int orderId){}
    public void contractDetails(int reqId, ContractDetails contractDetails){}
    public void bondContractDetails(int reqId, ContractDetails contractDetails){}
    public void contractDetailsEnd(int reqId){}
    public void execDetails( int orderId, Contract contract, Execution execution){}
    public void updateMktDepth( int tickerId, int position, int operation, int side, double price, int size){}
    public void updateMktDepthL2( int tickerId, int position, String marketMaker, int operation,
            int side, double price, int size){}
    public void updateNewsBulletin( int msgId, int msgType, String message, String origExchange){}
    public void managedAccounts( String accountsList){}
    public void receiveFA(int faDataType, String xml){}
    public void historicalData(int reqId, String date, double open, double high, double low,
                      double close, int volume, int count, double WAP, boolean hasGaps){}
    public void scannerParameters(String xml){}
    public void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance,
            String benchmark, String projection, String legsStr){}
    public void scannerDataEnd(int reqId){}
    public void realtimeBar(int reqId, long time, double open, double high, double low, double close, long volume, double wap, int count){}
    public void currentTime(long time){}
    public void fundamentalData(int reqId, String data){}

    // ---------------------------------------------------
    // -- methods from AnyWrapper  -- must be declared
    // ---------------------------------------------------
   
    public void connectionClosed() {
        System.out.println(" [API.connectionClosed] Closed connection with TWS");
    }
    public void error(String str) {
        System.out.println(" [API.msg1] " + str);
    }

    public void error(int one, int two, String str) {
        System.out.println(" [API.msg2] " + str + " {" + one + ", " + two + "}");
    }

    public void error(Exception e) {
        System.out.println(" [API.msg3] " + e.getMessage());
    }
    
}

Some interesting things to point out here:

1) If lines 76-90 are omitted, the following error is generated:


java.lang.ExceptionInInitializerError
Caused by: java.lang.RuntimeException: Uncompilable source code - ibjava.StockBot is not abstract and does not override abstract method connectionClosed() in com.ib.client.AnyWrapper
at ibjava.StockBot.(StockBot.java:11)
Exception in thread "main"
Exception in thread "main" Java Result: 1


This is due to the fact that EWrapper interface is a subclass of AnyWrapper interface, which means that I have to create AnyWrapper interface methods in addition to EWrapper interface methods. I did not do this in my JRuby code due to my limited Java knowledge. This error needs to be fixed in the JRuby version.


2) Running the code above with 'Incoming Connection' dialog ON seems to work. The output is:


run:
Hello
Server Version:43
TWS Time at connection:20090208 21:45:55 EST
Connected.
[API.connectionClosed] Closed connection with TWS
BUILD SUCCESSFUL (total time: 2 seconds)



3) Running the code above with 'Incoming Connection' dialog OFF generates the error:

run:
Hello
Server Version:43
TWS Time at connection:20090208 21:49:48 EST
Connected.
[API.msg2] Market data farm connection is OK:usopt {-1, 2104}
[API.msg2] Market data farm connection is OK:usfarm {-1, 2104}
[API.msg3] socket closed
[API.connectionClosed] Closed connection with TWS
BUILD SUCCESSFUL (total time: 0 seconds)


It's clear to me now that there are issues in Java that I need to understand and resolve before even attempting to get JRuby to work. By working at Java level, I at least get some useful error messages instead of JRuby's cryptic ones.

C'est la vie! My initial approach to this project was to be free from working with Java, but that turns out not to be the case. I obviously need to get my hands 'dirty' and this process will take a little more time. The bright side to this is that Java resources are everywhere and I'm sure I'll be able to get this fixed. Stay tuned...

---

02/11/09 Update
It occurred to me that the 'errors' I experienced may not actually be errors at all. After some research, it appears that just because the error() methods were triggered, doesn't actually mean errors occurred. They may just be messages that I can ignore. This is good news. With this in mind, I will proceed with Java coding.