#!/usr/bin/env ruby
#
# This script subscribes to market data for a list of Options

require 'bundler/setup'
require 'ib/symbols'
COUNT_OF_EVENTS =  20
# Definition of what we want market data for.  We have to keep track of what ticker id
# corresponds to what symbol ourselves, because the ticks don't include any other
# identifying information. The choice of ticker ids is, as far as I can tell, arbitrary.
contracts = [ IB::Symbols::Options.ge,  IB::Symbols::Options.spy,
							IB::Symbols::Options.aapl]
list_of_ids =[]

counter = 0

#contracts = [ IB::Option.new( symbol: 'ESTX50', exchange:'DTB', multiplier: 10, currency: 'EUR', strike: 3200, expiry: '202012', right: :put) ,IB::Symbols::Options.ge ]
# First, connect to IB TWS. Arbitrary :client_id is used to identify your script
ib = IB::Connection.new( client_id: 1116, port: 7496)  do | gw| #, :port => 7496 # TWS

  ## Subscribe to TWS alerts/errors
  gw.subscribe(:Alert, :ManagedAccounts) { |msg| puts msg.to_human }
	#  set the log level
	gw.logger.level = Logger::FATAL
  # Subscribe to Ticker... events.  The code passed in the block will be executed when
  # any message of that type is received, with the received message as its argument.
  # In this case, we just print out the tick.
  #
  # (N.B. The description field is not from IB TWS. It is defined
  #  locally in forex.rb, and is just arbitrary text.)
  gw.subscribe(:TickPrice, :TickSize, :TickOption, :TickString, :TickRequestParameters) do |msg|
    counter =  counter + 1
    if counter == COUNT_OF_EVENTS
      puts "Cancelling market data subscription.."
      list_of_ids.each { |id| ib.send_message :CancelMarketData, :id => id }  
      puts "Generally, the TWS sends additional TickEvents after the subscription is cancelled ... \n\n"
      Thread.new do 
				sleep 1
				puts "\n******** Press <Enter> to quit *********\n\n"
			end
    end
  end
end

# Now we actually request market data for the symbols we're interested in.
#
# ### ticklist-values :  lib/ib/messages/outgoing/request_marketdata.rb 
ib.send_message :RequestMarketDataType, :market_data_type => :delayed
list_of_ids = contracts.map do |contract|
  ib.send_message :RequestMarketData, :contract => contract ,  tick_list: [100,101,106]
end
# we modify contracts: { ticker_id => Contract } ( Will be used in the subscrption thread )
contracts =  list_of_ids.zip( contracts ).to_h
puts "Contracts: \n\t  #{contracts.map{|x,y| "#{x} :: #{y.to_human}"}.join("\n\t")} "
puts "\nSubscribed to market data"
puts "\n******** Press <Enter> to cancel subscriptions  *********\n\n"
STDIN.gets
puts "Cancelling market data subscription.."

contracts.each_with_index { | contract, i| ib.send_message :CancelMarketData, :id => i+1 }

puts "\n******** Press <Enter> to quit.. *********\n\n"
STDIN.gets