ib-ruby 0.5.15 → 0.5.16

data/HISTORY

@@ -105,3 +105,7 @@
 == 0.5.15 / 2012-02-01
 
 * Docs improvement
+
+== 0.5.16 / 2012-02-08
+
+* Message specs refactored

data/README.md

@@ -41,6 +41,9 @@ localhost if you're running ib-ruby on the same machine as TWS.
 
 First, start up Interactive Broker's Trader Work Station or Gateway.
 Make sure it is configured to allow API connections on localhost.
+Note that TWS and Gateway listen to different ports, this library assumes
+connection to Gateway (localhost:4001) by default, this can changed via :host and :port
+options given to IB::Connection.new.
 
     >> require 'ib-ruby'
     >> ib = IB::Connection.new

data/TODO

@@ -0,0 +1,14 @@
+1. IB Connection uses delays to prevent hitting 50 msgs/sec limit:
+http://finance.groups.yahoo.com/group/TWSAPI/message/25413
+
+2. Decouple Broker-specific Adapter from universal high-level messaging layer
+(potentially adding other broker adapters)
+
+3. Tweak IB::Message API for speed (use class methods)
+
+4. Create integration tests (Brokerton?)
+
+5. IB#send_message method should accept block, thus compressing subscribe/send_message
+pair into a single call - to simplify DSL.
+
+6. Compatibility check for new TWS v.966

data/VERSION

@@ -1 +1 @@
-0.5.15
+0.5.16

data/bin/cancel_orders

@@ -1,29 +1,29 @@
 #!/usr/bin/env ruby
 #
-# This script allows you to cancel ALL Orders opened via IB API at once.
-# Useful if your robot goes crazy and opens gazillions of wrong limit orders.
+# This script allows you to cancel either a set of open Orders by their ids,
+# or ALL Orders opened via IB API at once. The latter is useful when your
+# robot goes crazy and opens gazillions of wrong limit orders.
 
+require 'rubygems'
 require 'pathname'
 LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
 $LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
 
-require 'rubygems'
 require 'bundler/setup'
 require 'ib-ruby'
 
-p ARGV
-
 # First, connect to IB TWS.
 ib = IB::Connection.new
 
 # Subscribe to TWS alerts/errors and order-related messages
-ib.subscribe(:Alert, :OpenOrder, :OrderStatus) { |msg| puts msg.to_human }
-
-ib.send_message :RequestGlobalCancel if ARGV.empty?
+ib.subscribe(:Alert, :OpenOrder, :OrderStatus, :OpenOrderEnd) { |msg| puts msg.to_human }
 
-ARGV.each { |order_id| ib.send_message :CancelOrder, :id => order_id.to_i }
+if ARGV.empty?
+  ib.send_message :RequestGlobalCancel
+else
+  ARGV.each { |order_id| ib.send_message :CancelOrder, :id => order_id.to_i }
+end
 
 ib.send_message :RequestAllOpenOrders
 
-puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets
+sleep 3

data/lib/ib-ruby/connection.rb

@@ -24,7 +24,8 @@ module IB
                        #:port => '7496', # TWS connection, with annoying pop-ups
                        :client_id => nil, # Will be randomly assigned
                        :connect => true,
-                       :reader => true
+                       :reader => true,
+                       :logger => nil
     }
 
     # Singleton to make active Connection universally accessible as IB::Connection.current
@@ -38,6 +39,7 @@ module IB
     def initialize(opts = {})
       @options = DEFAULT_OPTIONS.merge(opts)
 
+      self.default_logger = @options[:logger] if @options[:logger]
       @connected = false
       @next_order_id = nil
       @server = Hash.new
@@ -82,8 +84,8 @@ module IB
 
       @connected = true
       log.info "Connected to server, version: #{@server[:version]}, connection time: " +
-          "#{@server[:local_connect_time]} local, " +
-          "#{@server[:remote_connect_time]} remote."
+                   "#{@server[:local_connect_time]} local, " +
+                   "#{@server[:remote_connect_time]} remote."
     end
 
     alias open connect # Legacy alias
@@ -193,12 +195,6 @@ module IB
       @next_order_id
     end
 
-    protected
-
-    def random_id
-      rand 999999999
-    end
-
     # Start reader thread that continuously reads messages from server in background.
     # If you don't start reader, you should manually poll @server[:socket] for messages
     # or use #process_messages(msec) API.
@@ -210,6 +206,12 @@ module IB
       end
     end
 
+    protected
+
+    def random_id
+      rand 999999999
+    end
+
   end # class Connection
   #IB = Connection # Legacy alias
 

data/lib/ib-ruby/constants.rb

@@ -3,32 +3,33 @@ module IB
 
   EOL = "\0"
 
-  FA_TYPES = {1 => "GROUPS", # FaMsgTypeName
-              2 => "PROFILES",
-              3 =>"ALIASES"}
-
   # Enumeration of bar size types for convenience.
   # Bar sizes less than 30 seconds do not work for some securities.
-  BAR_SIZES = ['1 sec', '5 secs', '15 secs', '30 secs',
-               '1 min', '2 mins', '3 mins', '5 mins',
-               '15 mins', '30 mins', '1 hour', '1 day']
+  BAR_SIZES = {:sec1 => '1 sec',
+               :sec5 => '5 secs',
+               :sec15 => '15 secs',
+               :sec30 => '30 secs',
+               :min1 => '1 min',
+               :min2 => '2 mins',
+               :min3 => '3 mins',
+               :min5 => '5 mins',
+               :min15 => '15 mins',
+               :min30 => '30 mins',
+               :hour1 => '1 hour',
+               :day1 => '1 day'}
 
-  # Enumeration of data types
-  DATA_TYPES = [:trades,
-                :midpoint,
-                :bid,
-                :ask
-  #Determines the nature of data being extracted. Valid values:
-  # � TRADES
-  #� MIDPOINT
-  #� BID
-  #� ASK
-  #� BID_ASK
-  #� HISTORICAL_VOLATILITY
-  #� OPTION_IMPLIED_VOLATILITY
-  #� OPTION_VOLUME
-  #� OPTION_OPEN_INTEREST
-  ]
+  # Enumeration of data types.
+  # Determines the nature of data being extracted. Valid values:
+  DATA_TYPES = {:trades => 'TRADES',
+                :midpoint => 'MIDPOINT',
+                :bid => 'BID',
+                :ask => 'ASK',
+                :bid_ask => 'BID_ASK',
+                :historical_volatility => 'HISTORICAL_VOLATILITY',
+                :option_implied_volatility => 'OPTION_IMPLIED_VOLATILITY',
+                :option_volume => 'OPTION_VOLUME',
+                :option_open_interest => 'OPTION_OPEN_INTEREST',
+  }
 
   # Valid security types (sec_type attribute of IB::Contract)
   SECURITY_TYPES = {:stock => "STK",
@@ -39,6 +40,8 @@ module IB
                     :forex => "CASH",
                     :bag => "BAG"}
 
+  ### These values are typically received from TWS in incoming messages
+
   # Tick types as received in TickPrice and TickSize messages (enumeration)
   TICK_TYPES = {
       # int id => :Description #  Corresponding API Event/Function/Method
@@ -112,20 +115,21 @@ module IB
       #   Note 3: Applies to bond contracts only.
   }
 
-  #
-  # Market depth messages contain these "operation" codes to tell you
-  # what to do with the data.
-  #
+  # Financial Advisor types (FaMsgTypeName)
+  FA_TYPES = {1 => 'GROUPS',
+              2 => 'PROFILES',
+              3 =>'ALIASES'}
+
+  # Market depth messages contain these "operation" codes to tell you what to do with the data.
   # See also http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/java/updatemktdepth.htm
-  #
   MARKET_DEPTH_OPERATIONS = {
-    0 => :insert, # New order, insert into the row identified by :position
-    1 => :update, # Update the existing order at the row identified by :position
-    2 => :delete  # Delete the existing order at the row identified by :position
+      0 => :insert, # New order, insert into the row identified by :position
+      1 => :update, # Update the existing order at the row identified by :position
+      2 => :delete # Delete the existing order at the row identified by :position
   }
 
   MARKET_DEPTH_SIDES = {
-    0 => :ask,
-    1 => :bid
+      0 => :ask,
+      1 => :bid
   }
 end # module IB

data/lib/ib-ruby/logger.rb

@@ -1,15 +1,22 @@
 require "logger"
 
-# Add universally accessible log method/accessor into Object
-def log *args
-  @@logger ||= Logger.new(STDOUT).tap do |logger|
+# Add default_logger accessor into Object
+def default_logger
+  @@default_logger ||= Logger.new(STDOUT).tap do |logger|
     logger.formatter = proc do |level, time, prog, msg|
       "#{time.strftime('%H:%M:%S.%N')} #{msg}\n"
     end
     logger.level = Logger::INFO
   end
+end
 
-  @@logger.tap do |logger|
+def default_logger= logger
+  @@default_logger = logger
+end
+
+# Add universally accessible log method/accessor into Object
+def log *args
+  default_logger.tap do |logger|
     logger.fatal *args unless args.empty?
   end
 end

data/lib/ib-ruby/messages/incoming.rb

@@ -50,8 +50,29 @@ module IB
           self.inspect
         end
 
+        # Object#id is always defined, we cannot rely on method_missing
+        def id
+          @data.has_key?(:id) ? @data[:id] : super
+        end
+
         protected
 
+        def method_missing method, *args
+          getter = method.to_s.sub(/=$/, '').to_sym
+          if @data.has_key? method
+            @data[method]
+          elsif @data.has_key? getter
+            @data[getter] = *args
+          else
+            super method, *args
+          end
+        end
+
+        def respond_to? method
+          getter = method.to_s.sub(/=$/, '').to_sym
+          @data.has_key?(method) || @data.has_key?(getter) || super
+        end
+
         # Every message loads received message version first
         def load
           @data[:version] = @socket.read_int
@@ -157,7 +178,7 @@ module IB
       # This message is always sent by TWS automatically at connect.
       # The IB::Connection class subscribes to it automatically and stores
       # the order id in its @next_order_id attribute.
-      NextValidID = def_message 9, [:id, :int]
+      NextValidID = def_message(9, [:id, :int]) { "<NextValidID: #{@data[:id]}>" }
 
       NewsBulletins =
           def_message 14, [:id, :int], # unique incrementing bulletin ID.
@@ -193,11 +214,14 @@ module IB
       FundamentalData = def_message 50, [:id, :int], # request_id
                                     [:data, :string]
 
-      ContractDataEnd = def_message 52, [:id, :int] # request_id
+      ContractDataEnd = def_message(52, [:id, :int]) { "<ContractDataEnd: #{@data[:id]}>" } # request_id
+
+      OpenOrderEnd = def_message(53) { "<OpenOrderEnd>" }
 
-      OpenOrderEnd = def_message 53
+      AccountDownloadEnd = def_message(54, [:account_name, :string]) do
+        "<AccountDownloadEnd: #{@data[:account_name]}}>"
+      end # request_id
 
-      AccountDownloadEnd = def_message 54, [:account_name, :string]
 
       ExecutionDataEnd = def_message 55, [:id, :int] # request_id
 
@@ -372,14 +396,6 @@ module IB
       # It has additional accessors: #code and #message, derived from @data
       Alert = def_message 4, [:id, :int], [:code, :int], [:message, :string]
       class Alert
-        def code
-          @data && @data[:code]
-        end
-
-        def message
-          @data && @data[:message]
-        end
-
         # Is it an Error message?
         def error?
           code < 1000
@@ -397,7 +413,7 @@ module IB
 
         def to_human
           "TWS #{ error? ? 'Error' : system? ? 'System' : 'Warning'
-          } Message #{@data[:code]}: #{@data[:message]}"
+          } Message #{code}: #{message}"
         end
       end # class ErrorMessage
       Error = Alert
@@ -552,14 +568,14 @@ module IB
                    [:market_value, :decimal],
                    [:average_cost, :decimal],
                    [:unrealized_pnl, :decimal], # TODO: Check for Double.MAX_VALUE
-                   [:realized_pnl, :decimal],   # TODO: Check for Double.MAX_VALUE
+                   [:realized_pnl, :decimal], # TODO: Check for Double.MAX_VALUE
                    [:account_name, :string]
         end
 
         def to_human
-          "<PortfolioValue: #{@contract.to_human} (#{@data[:position]}): Market #{@data[:market_price]}" +
-              " price #{@data[:market_value]} value; PnL: #{@data[:unrealized_pnl]} unrealized," +
-              " #{@data[:realized_pnl]} realized; account #{@data[:account_name]}>"
+          "<PortfolioValue: #{@contract.to_human} (#{position}): Market #{market_price}" +
+              " price #{market_value} value; PnL: #{unrealized_pnl} unrealized," +
+              " #{realized_pnl} realized; account #{account_name}>"
         end
 
       end # PortfolioValue

data/lib/ib-ruby/messages/outgoing.rb

@@ -333,12 +333,15 @@ module IB
         @version = 4
 
         def encode
-          if @data.has_key?(:what_to_show) && @data[:what_to_show].is_a?(String)
-            @data[:what_to_show] = @data[:what_to_show].downcase.to_sym
+          data_type = DATA_TYPES[@data[:what_to_show]] || @data[:what_to_show]
+          unless  DATA_TYPES.values.include?(data_type)
+            raise ArgumentError(":what_to_show must be one of #{DATA_TYPES}.")
           end
 
-          raise ArgumentError(":what_to_show must be one of #{DATA_TYPES}.") unless DATA_TYPES.include?(@data[:what_to_show])
-          raise ArgumentError(":bar_size must be one of #{BAR_SIZES}.") unless BAR_SIZES.include?(@data[:bar_size])
+          bar_size = BAR_SIZES[@data[:bar_size]] || @data[:bar_size]
+          unless  BAR_SIZES.values.include?(bar_size)
+            raise ArgumentError(":bar_size must be one of #{BAR_SIZES}.")
+          end
 
           contract = @data[:contract].is_a?(Models::Contract) ?
               @data[:contract] : Models::Contract.from_ib_ruby(@data[:contract])
@@ -346,10 +349,10 @@ module IB
           [super,
            contract.serialize_long(:include_expired),
            @data[:end_date_time],
-           @data[:bar_size],
+           bar_size,
            @data[:duration],
            @data[:use_rth],
-           @data[:what_to_show].to_s.upcase,
+           data_type.to_s.upcase,
            @data[:format_date],
            contract.serialize_legs]
         end

data/lib/ib-ruby/socket.rb

@@ -9,7 +9,15 @@ module IB
     end
 
     def read_string
-      self.gets(EOL).chop
+      string = self.gets(EOL)
+
+      until string
+        # Silently ignores nils
+        string = self.gets(EOL)
+        sleep 0.1
+      end
+
+      string.chop
     end
 
     def read_int

data/lib/ib-ruby/symbols/forex.rb

@@ -64,5 +64,15 @@ module IB
                                         :sec_type => SECURITY_TYPES[:forex],
                                         :description => "USDJPY")
     }
+
+    #.symbol = "EUR"
+    #.currency = "USD"
+    #.exchange = "IDEALPRO"
+    #.secType = "CASH"
+    # This is all that is required for an FX contract object.
+    # IDEALPRO is for orders over 25,000 and routes to the interbank quote stream.
+    # IDEAL is for smaller orders, and has wider spreads/slower execution... generally
+    # used for smaller currency conversions.
+
   end # Contracts
 end

data/spec/ib-ruby/connection_spec.rb

@@ -1,10 +1,14 @@
-require File.join(File.dirname(__FILE__), %w[.. spec_helper])
+require 'spec_helper'
 
 describe IB::Connection do
 
   context 'when connected to IB Gateway', :connected => true do
     # THIS depends on TWS|Gateway connectivity
-    before(:all) { @ib = IB::Connection.new }
+    before(:all) do
+      @ib = IB::Connection.new CONNECTION_OPTS
+      @ib.subscribe(:OpenOrderEnd) {}
+    end
+
     after(:all) { @ib.close if @ib }
 
     context 'instantiation with default options' do
@@ -12,10 +16,10 @@ describe IB::Connection do
 
       it { should_not be_nil }
       it { should be_connected }
-      its (:server) {should be_a Hash}
-      its (:server) {should have_key :reader}
-      its (:subscribers) {should have_at_least(1).item} # :NextValidID and empty Hashes
-      its (:next_order_id) {should be_a Fixnum} # Not before :NextValidID arrives
+      its(:server) {should be_a Hash}
+      its(:server) {should have_key :reader}
+      its(:subscribers) {should have_at_least(1).item} # :NextValidID and empty Hashes
+      its(:next_order_id) {should be_a Fixnum} # Not before :NextValidID arrives
     end
 
     describe '#send_message', 'sending messages' do
@@ -41,9 +45,8 @@ describe IB::Connection do
 
     context "subscriptions" do
 
-      it '#subscribe, adds (multiple) subscribers' do
+      it '#subscribe, adds(multiple) subscribers' do
         @subscriber_id = @ib.subscribe(IB::Messages::Incoming::Alert, :AccountValue) do
-          puts "oooooooooo"
         end
 
         @subscriber_id.should be_a Fixnum
@@ -66,7 +69,7 @@ describe IB::Connection do
     end # subscriptions
   end # connected
 
-  context 'not connected to IB Gateway' do
+  context 'when not connected to IB Gateway' do
     before(:all) { @ib = IB::Connection.new :connect => false, :reader => false }
 
     context 'instantiation passing :connect => false' do
@@ -74,10 +77,10 @@ describe IB::Connection do
 
       it { should_not be_nil }
       it { should_not be_connected }
-      its (:server) {should be_a Hash}
-      its (:server) {should_not have_key :reader}
-      its (:subscribers) {should be_empty}
-      its (:next_order_id) {should be_nil}
+      its(:server) {should be_a Hash}
+      its(:server) {should_not have_key :reader}
+      its(:subscribers) {should be_empty}
+      its(:next_order_id) {should be_nil}
     end
 
   end # not connected

data/spec/ib-ruby/messages/README.md

@@ -0,0 +1,16 @@
+# WRITING MESSAGE SPECS
+
+Pattern for writing message specs is like this:
+
+1. You indicate your interest in some message types by calling 'connect_and_receive'
+   in a top-level before(:all) block. All messages of given types will be caught
+   and placed into @received Hash, keyed by message type
+
+2. You send request messages to IB and then wait for specific conditions (or timeout)
+   by calling 'wait_for' in a context before(:all) block.
+
+3. Once the condition is satisfied, you can test the content of @received Hash
+   to see what messages were received, or log_entries Array to see what was logged
+
+4. When done, you call 'close_connection' in a top-level  after(:all) block.
+

data/spec/ib-ruby/messages/account_info_spec.rb

@@ -0,0 +1,84 @@
+require 'message_helper'
+
+describe IB::Messages do
+
+  # Pattern for writing message specs is like this:
+  #
+  # 1. You indicate your interest in some message types by calling 'connect_and_receive'
+  #    in a top-level before(:all) block. All messages of given types will be caught
+  #    and placed into @received Hash, keyed by message type
+  #
+  # 2. You send request messages to IB and then wait for specific conditions (or timeout)
+  #    by calling 'wait_for' in a context before(:all) block.
+  #
+  # 3. Once the condition is satisfied, you can test the content of @received Hash
+  #    to see what messages were received, or log_entries Array to see what was logged
+  #
+  # 4. When done, you call 'close_connection' in a top-level  after(:all) block.
+
+  context "Request Account Data", :connected => true do
+
+    before(:all) do
+      connect_and_receive(:Alert, :AccountValue, :AccountDownloadEnd,
+                          :PortfolioValue, :AccountUpdateTime)
+
+      @ib.send_message :RequestAccountData, :subscribe => true
+
+      wait_for(5) { not @received[:AccountDownloadEnd].empty? }
+    end
+
+    after(:all) do
+      @ib.send_message :RequestAccountData, :subscribe => false
+      close_connection
+    end
+
+    context "received :Alert message " do
+      subject { @received[:Alert].first }
+
+      it { should_not be_nil }
+      it { should be_warning }
+      it { should_not be_error }
+      its(:code) { should be_a Integer }
+      its(:message) { should =~ /Market data farm connection is OK/ }
+      its(:to_human) { should =~ /TWS Warning Message/ }
+    end
+
+    context "received :AccountValue message" do
+      subject { @received[:AccountValue].first }
+
+      #ps
+      it { should_not be_nil }
+      its(:data) { should be_a Hash }
+      its(:account_name) { should =~ /\w\d/ }
+      its(:key) { should be_a String }
+      its(:value) { should be_a String }
+      its(:currency) { should be_a String }
+      its(:to_human) { should =~ /AccountValue/ }
+    end
+
+    context "received :AccountDownloadEnd message" do
+      subject { @received[:AccountDownloadEnd].first }
+
+      it { should_not be_nil }
+      its(:data) { should be_a Hash }
+      its(:account_name) { should =~ /\w\d/ }
+      its(:to_human) { should =~ /AccountDownloadEnd/ }
+    end
+
+    context "received :PortfolioValue message" do
+      subject { @received[:PortfolioValue].first }
+
+      it { should_not be_nil }
+      its(:contract) { should be_a IB::Models::Contract }
+      its(:data) { should be_a Hash }
+      its(:position) { should be_a Integer }
+      its(:market_price) { should be_a Float }
+      its(:market_value) { should be_a Float }
+      its(:average_cost) { should be_a Float }
+      its(:unrealized_pnl) { should be_a Float }
+      its(:realized_pnl) { should be_a Float }
+      its(:account_name) { should =~ /\w\d/ }
+      its(:to_human) { should =~ /PortfolioValue/ }
+    end
+  end # Request Account Data
+end # describe IB::Messages::Incomming

data/spec/ib-ruby/messages/just_connect_spec.rb

@@ -0,0 +1,31 @@
+require 'message_helper'
+
+describe IB::Messages do
+
+  context 'Normal message exchange at any connection', :connected => true do
+
+    before(:all) do
+      connect_and_receive :NextValidID, :OpenOrderEnd, :Alert
+      wait_for(2) { not @received[:OpenOrderEnd].empty? }
+    end
+
+    after(:all) { close_connection }
+
+    it 'receives :NextValidID message' do
+      @received[:NextValidID].should_not be_empty
+    end
+
+    it 'receives :OpenOrderEnd message' do
+      @received[:OpenOrderEnd].should_not be_empty
+    end
+
+    it 'logs connection notification' do
+      should_log /Connected to server, version: 53, connection time/
+    end
+
+    it 'logs next valid order id' do
+      should_log /Got next valid order id/
+    end
+
+  end # Normal message exchange at any connection
+end # describe IB::Messages

data/spec/ib-ruby/messages/market_data_spec.rb

@@ -0,0 +1,92 @@
+require 'message_helper'
+
+describe IB::Messages do
+
+  context 'Request Market Data', :connected => true do
+
+    context 'when subscribed to :Tick... messages' do
+
+      before(:all) do
+        connect_and_receive :Alert, :TickPrice, :TickSize
+
+        ##TODO consider a follow the sun market lookup for windening the types tested
+        @ib.send_message :RequestMarketData, :id => 456,
+                         :contract => IB::Symbols::Forex[:eurusd]
+        wait_for(5) { @received[:TickPrice].size > 3 && @received[:TickSize].size > 1 }
+      end
+
+      after(:all) do
+        @ib.send_message :CancelMarketData, :id => 456
+        close_connection
+      end
+
+      context "received :Alert message " do
+        subject { @received[:Alert].first }
+
+        it { should_not be_nil }
+        it { should be_warning }
+        it { should_not be_error }
+        its(:code) { should be_an Integer }
+        its(:message) { should =~ /Market data farm connection is OK/ }
+        its(:to_human) { should =~ /TWS Warning Message/ }
+      end
+
+      context "received :TickPrice message" do
+        subject { @received[:TickPrice].first }
+
+        it { should_not be_nil }
+        its(:tick_type) { should be_an Integer }
+        its(:type) { should be_a Symbol }
+        its(:price) { should be_a Float }
+        its(:size) { should be_an Integer }
+        its(:data) { should be_a Hash }
+        its(:id) { should == 456 } # ticker_id
+        its(:to_human) { should =~ /TickPrice/ }
+      end
+
+      context "received :TickSize message" do
+        subject { @received[:TickSize].first }
+
+        it { should_not be_nil }
+        its(:type) { should_not be_nil }
+        its(:data) { should be_a Hash }
+        its(:tick_type) { should be_an Integer }
+        its(:type) { should be_a Symbol }
+        its(:size) { should be_an Integer }
+        its(:id) { should == 456 }
+        its(:to_human) { should =~ /TickSize/ }
+      end
+    end # when subscribed to :Tick... messages
+
+    context 'when NOT subscribed to :Tick... messages' do
+
+      before(:all) do
+        connect_and_receive :NextValidID
+
+        @ib.send_message :RequestMarketData, :id => 456,
+                         :contract => IB::Symbols::Forex[:eurusd]
+        wait_for(2)
+      end
+
+      after(:all) do
+        @ib.send_message :CancelMarketData, :id => 456
+        close_connection
+      end
+
+      it "logs warning about unhandled :OpenOrderEnd message" do
+        should_log /No subscribers for message IB::Messages::Incoming::OpenOrderEnd/
+      end
+
+      it "logs warning about unhandled :Alert message" do
+        should_log /No subscribers for message IB::Messages::Incoming::Alert/
+      end
+
+      it "logs warning about unhandled :Tick... messages" do
+        should_log /No subscribers for message IB::Messages::Incoming::TickPrice/,
+                   /No subscribers for message IB::Messages::Incoming::TickSize/
+      end
+
+    end # NOT subscribed to :Tick... messages
+
+  end # Request Market Data
+end # describe IB::Messages

data/spec/ib-ruby/models/combo_leg_spec.rb

@@ -1,4 +1,4 @@
-require File.join(File.dirname(__FILE__), %w[.. .. spec_helper])
+require 'spec_helper'
 
 describe IB::Models::ComboLeg do
 
@@ -18,13 +18,13 @@ describe IB::Models::ComboLeg do
       subject { IB::Models::ComboLeg.new }
 
       it { should_not be_nil }
-      its (:con_id) {should == 0}
-      its (:ratio) {should == 0}
-      its (:open_close) {should == 0}
-      its (:short_sale_slot) {should == 0}
-      its (:exempt_code) {should == -1}
+      its(:con_id) {should == 0}
+      its(:ratio) {should == 0}
+      its(:open_close) {should == 0}
+      its(:short_sale_slot) {should == 0}
+      its(:exempt_code) {should == -1}
 
-      its (:created_at) {should be_a Time}
+      its(:created_at) {should be_a Time}
     end
 
     context 'with properties' do
@@ -37,7 +37,7 @@ describe IB::Models::ComboLeg do
       end
 
       context 'essential properties are still set, even if not given explicitely' do
-        its (:created_at) {should be_a Time}
+        its(:created_at) {should be_a Time}
       end
     end
 

data/spec/ib-ruby/models/contract_spec.rb

@@ -1,4 +1,4 @@
-require File.join(File.dirname(__FILE__), %w[.. .. spec_helper])
+require 'spec_helper'
 
 describe IB::Models::Contract do
 
@@ -19,11 +19,11 @@ describe IB::Models::Contract do
       subject { IB::Models::Contract.new }
 
       it { should_not be_nil }
-      its (:con_id) {should == 0}
-      its (:strike) {should == 0}
-      its (:sec_type) {should == ''}
-      its (:created_at) {should be_a Time}
-      its (:include_expired) {should == false}
+      its(:con_id) {should == 0}
+      its(:strike) {should == 0}
+      its(:sec_type) {should == ''}
+      its(:created_at) {should be_a Time}
+      its(:include_expired) {should == false}
     end
 
     context 'with properties' do
@@ -36,9 +36,9 @@ describe IB::Models::Contract do
       end
 
       context 'essential properties are still set, even if not given explicitely' do
-        its (:con_id) {should == 0}
-        its (:created_at) {should be_a Time}
-        its (:include_expired) {should == false}
+        its(:con_id) {should == 0}
+        its(:created_at) {should be_a Time}
+        its(:include_expired) {should == false}
       end
     end
 
@@ -56,22 +56,22 @@ describe IB::Models::Contract do
       context 'empty without properties' do
         subject { IB::Models::Contract.new }
 
-        its (:summary) {should == subject}
-        its (:under_con_id) {should == 0}
-        its (:min_tick) {should == 0}
-        its (:callable) {should == false}
-        its (:puttable) {should == false}
-        its (:coupon) {should == 0}
-        its (:convertible) {should == false}
-        its (:next_option_partial) {should == false}
-        its (:created_at) {should be_a Time}
+        its(:summary) {should == subject}
+        its(:under_con_id) {should == 0}
+        its(:min_tick) {should == 0}
+        its(:callable) {should == false}
+        its(:puttable) {should == false}
+        its(:coupon) {should == 0}
+        its(:convertible) {should == false}
+        its(:next_option_partial) {should == false}
+        its(:created_at) {should be_a Time}
       end
 
       context 'with properties' do
         subject { IB::Models::Contract.new detailed_properties }
 
-        its (:summary) {should == subject}
-        its (:created_at) {should be_a Time}
+        its(:summary) {should == subject}
+        its(:created_at) {should be_a Time}
 
         it 'sets properties right' do
           detailed_properties.each do |name, value|

data/spec/ib-ruby/models/order_spec.rb

@@ -1,4 +1,4 @@
-require File.join(File.dirname(__FILE__), %w[.. .. spec_helper])
+require 'spec_helper'
 
 describe IB::Models::Order do
 
@@ -19,16 +19,16 @@ describe IB::Models::Order do
       subject { IB::Models::Order.new }
 
       it { should_not be_nil }
-      its (:outside_rth) {should == false}
-      its (:open_close) {should == "O"}
-      its (:origin) {should == IB::Models::Order::Origin_Customer}
-      its (:transmit) {should == true}
-      its (:designated_location) {should == ''}
-      its (:exempt_code) {should == -1}
-      its (:delta_neutral_order_type) {should == ''}
-      its (:what_if) {should == false}
-      its (:not_held) {should == false}
-      its (:created_at) {should be_a Time}
+      its(:outside_rth) {should == false}
+      its(:open_close) {should == "O"}
+      its(:origin) {should == IB::Models::Order::Origin_Customer}
+      its(:transmit) {should == true}
+      its(:designated_location) {should == ''}
+      its(:exempt_code) {should == -1}
+      its(:delta_neutral_order_type) {should == ''}
+      its(:what_if) {should == false}
+      its(:not_held) {should == false}
+      its(:created_at) {should be_a Time}
     end
 
     context 'with properties' do
@@ -41,7 +41,7 @@ describe IB::Models::Order do
       end
 
       context 'essential properties are still set, even if not given explicitely' do
-        its (:created_at) {should be_a Time}
+        its(:created_at) {should be_a Time}
       end
     end
 

data/spec/message_helper.rb

@@ -0,0 +1,71 @@
+require 'spec_helper'
+require 'thread'
+require 'stringio'
+
+# Given an IB message, retuns its type Symbol (e.g. :OpenOrderEnd)
+def message_type msg
+  msg.class.to_s.split(/::/).last.to_sym
+end
+
+def print_subject
+  it 'prints out message' do
+    p subject
+    p subject.to_human
+  end
+end
+
+alias ps print_subject
+
+## Logger helpers
+
+def mock_logger
+  @stdout = StringIO.new
+
+  @logger = Logger.new(@stdout).tap do |logger|
+    logger.formatter = proc do |level, time, prog, msg|
+      "#{time.strftime('%H:%M:%S.%N')} #{msg}\n"
+    end
+    logger.level = Logger::INFO
+  end
+end
+
+def log_entries
+  @stdout && @stdout.string.split(/\n/)
+end
+
+def should_log *patterns
+  patterns.each do |pattern|
+    log_entries.any? { |entry| entry =~ pattern }.should be_true
+  end
+end
+
+## Connection helpers
+
+def connect_and_receive *message_types
+
+  # Start disconnected (we need to set up catch-all subscriber first)
+  @ib = IB::Connection.new CONNECTION_OPTS.merge(:connect => false,
+                                                 :reader => false,
+                                                 :logger => mock_logger)
+
+  # Hash of received messages, keyed by message type
+  @received = Hash.new { |hash, key| hash[key] = Array.new }
+
+  # Catch all messages of given types and put them inside @received Hash
+  @ib.subscribe(*message_types) { |msg| @received[message_type(msg)] << msg }
+
+  @ib.connect
+  @ib.start_reader
+end
+
+def close_connection
+  @ib.close if @ib
+  puts log_entries
+  p @received.map { |type, msg| [type, msg.size] }
+end
+
+#noinspection RubyArgCount
+def wait_for time = 1, &condition
+  timeout = Time.now + time
+  sleep 0.1 until timeout < Time.now || condition && condition.call
+end

data/spec/spec_helper.rb

@@ -1,5 +1,5 @@
-require File.expand_path(
-    File.join(File.dirname(__FILE__), %w[.. lib ib-ruby]))
+require 'rspec'
+require 'ib-ruby'
 
 RSpec.configure do |config|
   # config.exclusion_filter = { :slow => true }
@@ -9,3 +9,12 @@ RSpec.configure do |config|
   # config.mock_with :flexmock
   # config.mock_with :rr
 end
+
+BROKERTRON = false
+
+CONNECTION_OPTS = BROKERTRON ?
+    {:client_id => 1111,
+     :host => 'free.brokertron.com',
+     :port=> 10501
+    } :
+    {:client_id => 1111}

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.5.15
+  version: 0.5.16
 platform: ruby
 authors: 
   - Paul Legato
@@ -11,7 +11,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2012-02-01 00:00:00 Z
+date: 2012-02-09 00:00:00 Z
 dependencies: 
   - !ruby/object:Gem::Dependency 
     name: bundler
@@ -32,7 +32,7 @@ dependencies:
       requirements: 
         - - ">="
           - !ruby/object:Gem::Version 
-            version: 2.5.0
+            version: 2.7.0
     type: :development
     version_requirements: *id002
   - !ruby/object:Gem::Dependency 
@@ -104,8 +104,13 @@ files:
   - lib/ib-ruby/symbols/options.rb
   - lib/ib-ruby/symbols/stocks.rb
   - spec/ib-ruby_spec.rb
+  - spec/message_helper.rb
   - spec/spec_helper.rb
   - spec/ib-ruby/connection_spec.rb
+  - spec/ib-ruby/messages/account_info_spec.rb
+  - spec/ib-ruby/messages/just_connect_spec.rb
+  - spec/ib-ruby/messages/market_data_spec.rb
+  - spec/ib-ruby/messages/README.md
   - spec/ib-ruby/models/combo_leg_spec.rb
   - spec/ib-ruby/models/contract_spec.rb
   - spec/ib-ruby/models/order_spec.rb
@@ -120,6 +125,7 @@ files:
   - LICENSE
   - VERSION
   - HISTORY
+  - TODO
   - .gitignore
 homepage: https://github.com/pjlegato/ib-ruby
 licenses: []
@@ -150,8 +156,13 @@ specification_version: 3
 summary: Ruby Implementation of the Interactive Brokers TWS API
 test_files: 
   - spec/ib-ruby_spec.rb
+  - spec/message_helper.rb
   - spec/spec_helper.rb
   - spec/ib-ruby/connection_spec.rb
+  - spec/ib-ruby/messages/account_info_spec.rb
+  - spec/ib-ruby/messages/just_connect_spec.rb
+  - spec/ib-ruby/messages/market_data_spec.rb
+  - spec/ib-ruby/messages/README.md
   - spec/ib-ruby/models/combo_leg_spec.rb
   - spec/ib-ruby/models/contract_spec.rb
   - spec/ib-ruby/models/order_spec.rb