ib-ruby 0.5.18 → 0.5.19

data/spec/ib-ruby/messages/open_order

@@ -0,0 +1,273 @@
+[#<IB::Messages::Incoming::OpenOrder:0xfdc        #<IB::Messages::Incoming::OpenOrder:0x10b8        #<IB::Messages::Incoming::OpenOrder:0x1198
+  @contract=                                       @contract=                                        @contract=
+   #<IB::Models::Contract:0xfe0                     #<IB::Models::Contract:0x10bc                     #<IB::Models::Contract:0x119c
+    @con_id="12087792",                              @con_id="12087792",                               @con_id="12087792",
+    @exchange="IDEALPRO",                            @exchange="IDEALPRO",                             @exchange="IDEALPRO",
+    @local_symbol="EUR.USD",                         @local_symbol="EUR.USD",                          @local_symbol="EUR.USD",
+    @sec_type="CASH",                                @sec_type="CASH",                                 @sec_type="CASH",
+  @created_at=Thu Feb 23 12:17:48 +0400 2012,      @created_at=Thu Feb 23 12:17:48 +0400 2012,       @created_at=Thu Feb 23 12:17:48 +0400 2012,
+  @order=                                          @order=                                           @order=
+   #<IB::Models::Order:0x1018                       #<IB::Models::Order:0x10f4                        #<IB::Models::Order:0x11d4
+    @client_id=1111,                                 @client_id=1111,                                  @client_id=1111,
+    @commission=nil,                                 @commission=2.5,                                  @commission=2.5,
+    @commission_currency="USD",                      @commission_currency="USD",                       @commission_currency="USD",
+    @id=38,                                          @id=38,                                           @id=38,
+    @limit_price=1.4,                                @limit_price=1.4,                                 @limit_price=1.4,
+    @perm_id=300145671,                              @perm_id=300145671,                               @perm_id=300145671,
+    @status="Filled",                                @status="Filled",                                 @status="Filled",
+    @total_quantity=20000,                           @total_quantity=20000,                            @total_quantity=20000,
+  @socket=nil>,                                    @socket=nil>,                                     @socket=nil>]
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+[#<IB::Messages::Incoming::OrderStatus:0x127c
+  @created_at=Thu Feb 23 12:17:48 +0400 2012,
+  @data=
+   {:version=>6,
+    :id=>38,
+    :status=>"Filled",
+    :filled=>20000,
+    :remaining=>0,
+    :average_fill_price=>1.3292,
+    :perm_id=>300145671,
+    :parent_id=>0,
+    :last_fill_price=>1.3292,
+    :client_id=>1111,
+    :why_held=>""},
+  @socket=nil>,
+ #<IB::Messages::Incoming::OrderStatus:0x12bc
+  @created_at=Thu Feb 23 12:17:48 +0400 2012,
+  @data=
+   {:version=>6,
+    :id=>38,
+    :status=>"Filled",
+    :filled=>20000,
+    :remaining=>0,
+    :average_fill_price=>1.3292,
+    :perm_id=>300145671,
+    :parent_id=>0,
+    :last_fill_price=>1.3292,
+    :client_id=>1111,
+    :why_held=>""},
+  @socket=nil>,
+ #<IB::Messages::Incoming::OrderStatus:0x12d8
+  @created_at=Thu Feb 23 12:17:48 +0400 2012,
+  @data=
+   {:version=>6,
+    :id=>38,
+    :status=>"Filled",
+    :filled=>20000,
+    :remaining=>0,
+    :average_fill_price=>1.3292,
+    :perm_id=>300145671,
+    :parent_id=>0,
+    :last_fill_price=>1.3292,
+    :client_id=>1111,
+    :why_held=>""},
+  @socket=nil>]
+

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

@@ -0,0 +1,219 @@
+require 'message_helper'
+
+describe IB::Messages do
+
+  context "Orders", :connected => true do
+
+    before(:all) do
+      @eur = IB::Symbols::Forex[:eurusd]
+      @eur_order = IB::Models::Order.new :total_quantity => 20000,
+                                         :limit_price => 1,
+                                         :action => 'SELL',
+                                         :order_type => 'LMT'
+      @wfc = IB::Symbols::Stocks[:wfc]
+      @wfc_order = IB::Models::Order.new :total_quantity => 100,
+                                         :action => 'BUY',
+                                         :order_type => 'LMT'
+    end
+
+    context "Placing wrong order" do
+
+      before(:all) do
+        connect_and_receive :NextValidID, :Alert, :OpenOrder, :OrderStatus
+        wait_for { received? :NextValidID }
+
+        @wfc_order.limit_price = 9.131313 # Set weird non-acceptable price
+        @order_id_before = @ib.next_order_id
+        @order_id_placed = @ib.place_order @wfc_order, @wfc
+
+        wait_for 2
+      end
+
+      after(:all) do
+        @ib.cancel_order @order_id_placed # Just in case...
+        close_connection
+      end
+
+      it 'does not place new Order' do
+        @received[:OpenOrder].should be_empty
+        @received[:OrderStatus].should be_empty
+      end
+
+      it 'still changes client`s next_order_id' do
+        @order_id_placed = @order_id_before
+        @ib.next_order_id.should == @order_id_before + 1
+      end
+
+      context 'received :Alert message' do
+        subject { @received[:Alert].last }
+
+        it { should be_an IB::Messages::Incoming::Alert }
+        it { should be_error }
+        its(:code) { should be_a Integer }
+        its(:message) { should =~ /The price does not conform to the minimum price variation for this contract/ }
+      end
+
+    end # Placing wrong order
+
+    context "Off-market order" do
+      before(:all) do
+        connect_and_receive :NextValidID, :Alert, :OpenOrder, :OrderStatus
+        wait_for { received? :NextValidID }
+
+        @wfc_order.limit_price = 9.13 # Set acceptable price
+        @order_id_before = @ib.next_order_id
+        @order_id_placed = @ib.place_order @wfc_order, @wfc
+
+        wait_for(2) { @received[:OpenOrder].size > 1 && @received[:OpenOrder].size > 1 }
+      end
+
+      after(:all) do
+        #pp @received[:OpenOrder]
+        @ib.cancel_order @order_id_placed # Just in case...
+        close_connection
+      end
+
+      context "Placing" do
+
+        after(:all) { clean_connection } # Clear logs and message collector
+
+        it 'changes client`s next_order_id' do
+          @order_id_placed = @order_id_before
+          @ib.next_order_id.should == @order_id_before + 1
+        end
+
+        context 'received :OpenOrder messages' do
+          subject { @received[:OpenOrder] }
+
+          it { should have_at_least(1).message }
+
+          it 'receives (optional) Order confirmation first' do
+            if subject.size > 1
+              msg = subject.first
+              msg.should be_an IB::Messages::Incoming::OpenOrder
+              msg.contract.should == @wfc
+              msg.order.should == @wfc_order
+              msg.order.order_id.should == @order_id_placed
+              msg.order.status.should == 'PreSubmitted'
+            else
+              puts 'Warning: Confirmation was skipped!'
+            end
+          end
+
+          it 'receives Order submission then' do
+            msg = subject.last
+            msg.should be_an IB::Messages::Incoming::OpenOrder
+            msg.contract.should == @wfc
+            msg.order.should == @wfc_order
+            msg.order.order_id.should == @order_id_placed
+            msg.order.status.should == 'Submitted'
+          end
+        end
+
+        context 'received :OrderStatus messages' do
+          subject { @received[:OrderStatus] }
+
+          it { should have_at_least(1).message }
+
+          it 'receives (optional) Order confirmation first' do
+            if subject.size > 1
+              msg = subject.first
+              msg.should be_an IB::Messages::Incoming::OrderStatus
+              msg.id.should == @order_id_placed
+              msg.perm_id.should be_an Integer
+              msg.client_id.should == 1111
+              msg.parent_id.should == 0
+              #msg.order_id.should == @order_id_placed
+              msg.status.should == 'PreSubmitted'
+              msg.filled.should == 0
+              msg.remaining.should == 100
+              msg.average_fill_price.should == 0
+              msg.last_fill_price.should == 0
+              msg.why_held.should == ''
+            else
+              puts 'Warning: Confirmation was skipped!'
+            end
+          end
+
+          it 'receives Order submission then' do
+            msg = subject.last
+            msg.should be_an IB::Messages::Incoming::OrderStatus
+            msg.id.should == @order_id_placed
+            #msg.order_id.should == @order_id_placed
+            msg.perm_id.should be_an Integer
+            msg.client_id.should == 1111
+            msg.parent_id.should == 0
+            msg.status.should == 'Submitted'
+            msg.filled.should == 0
+            msg.remaining.should == 100
+            msg.average_fill_price.should == 0
+            msg.last_fill_price.should == 0
+            msg.why_held.should == ''
+          end
+        end
+      end # Placing
+
+      context "Cancelling placed order" do
+        before(:all) do
+          @ib.cancel_order @order_id_placed
+
+          wait_for(2) { received?(:OrderStatus) && received?(:Alert) }
+        end
+
+        after(:all) { clean_connection } # Clear logs and message collector
+
+        it 'does not increase client`s next_order_id further' do
+          @ib.next_order_id.should == @order_id_before + 1
+        end
+
+        it { @received[:OrderStatus].should have_exactly(1).status_message }
+
+        it { @received[:Alert].should have_exactly(1).alert_message }
+
+        it 'receives Order cancellation status' do
+          msg = @received[:OrderStatus].first
+          msg.should be_an IB::Messages::Incoming::OrderStatus
+          msg.id.should == @order_id_placed
+          #msg.order_id.should == @order_id_placed
+          msg.perm_id.should be_an Integer
+          msg.client_id.should == 1111
+          msg.parent_id.should == 0
+          msg.status.should == 'Cancelled'
+          msg.filled.should == 0
+          msg.remaining.should == 100
+          msg.average_fill_price.should == 0
+          msg.last_fill_price.should == 0
+          msg.why_held.should == ''
+        end
+
+        it 'receives Order cancelled Alert' do
+          alert = @received[:Alert].first
+          alert.should be_an IB::Messages::Incoming::Alert
+          alert.message.should =~ /Order Canceled - reason:/
+        end
+      end # Cancelling
+
+      context "Cancelling wrong order" do
+        before(:all) do
+          @ib.cancel_order rand(99999999)
+
+          wait_for(2) { received?(:Alert) }
+        end
+
+        it { @received[:Alert].should have_exactly(1).alert_message }
+
+        it 'does not increase client`s next_order_id further' do
+          @ib.next_order_id.should == @order_id_before + 1
+        end
+
+        it 'receives unable to find Order Alert' do
+          alert = @received[:Alert].first
+          alert.should be_an IB::Messages::Incoming::Alert
+          alert.message.should =~ /Can't find order with id =/
+        end
+      end # Cancelling
+    end # Off-market order
+
+
+  end # Orders
+end # describe IB::Messages::Incomming

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

@@ -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|
@@ -81,10 +81,9 @@ describe IB::Models::Contract do
       end
     end #instantiation
 
-
     it 'allows setting attributes' do
+      x = IB::Models::Contract.new
       expect {
-        x = IB::Models::Contract.new
         x.symbol = "TEST"
         x.sec_type = IB::SECURITY_TYPES[:stock]
         x.expiry = 200609
@@ -95,11 +94,21 @@ describe IB::Models::Contract do
         x.currency = "USD"
         x.local_symbol = "baz"
       }.to_not raise_error
+
+      x.symbol.should == "TEST"
+      x.sec_type.should == IB::SECURITY_TYPES[:stock]
+      x.expiry.should == '200609'
+      x.strike.should == 1234
+      x.right.should == "PUT"
+      x.multiplier.should == 123
+      x.exchange.should == "SMART"
+      x.currency.should == "USD"
+      x.local_symbol = "baz"
     end
 
     it 'allows setting ContractDetails attributes' do
+      x = IB::Models::Contract.new
       expect {
-        x = IB::Models::Contract.new
         x.callable = true
         x.puttable = true
         x.convertible = true
@@ -107,56 +116,41 @@ describe IB::Models::Contract do
         x.min_tick = 123
         x.next_option_partial = true
       }.to_not raise_error
+
+      x.callable.should == true
+      x.puttable.should == true
+      x.convertible.should == true
+      x.under_con_id.should == 321
+      x.min_tick.should == 123
+      x.next_option_partial.should == true
     end
 
     it 'raises on wrong security type' do
-      expect {
-        x = IB::Models::Contract.new({:sec_type => "asdf"})
-      }.to raise_error ArgumentError
+      expect { IB::Models::Contract.new(:sec_type => "asdf") }.to raise_error ArgumentError
 
-      expect {
-        x = IB::Models::Contract.new
-        x.sec_type = "asdf"
-      }.to raise_error ArgumentError
+      expect { IB::Models::Contract.new.sec_type = "asdf" }.to raise_error ArgumentError
     end
 
     it 'accepts pre-determined security types' do
       IB::SECURITY_TYPES.values.each do |type|
-        expect {
-          x = IB::Models::Contract.new({:sec_type => type})
-        }.to_not raise_error
-
-        expect {
-          x = IB::Models::Contract.new
-          x.sec_type = type
-        }.to_not raise_error
+        expect { IB::Models::Contract.new(:sec_type => type) }.to_not raise_error
+
+        expect { IB::Models::Contract.new.sec_type = type }.to_not raise_error
       end
     end
 
     it 'raises on wrong expiry' do
-      expect {
-        x = IB::Models::Contract.new({:expiry => "foo"})
-      }.to raise_error ArgumentError
+      expect { IB::Models::Contract.new(:expiry => "foo") }.to raise_error ArgumentError
 
-      expect {
-        x = IB::Models::Contract.new
-        x.expiry = "foo"
-      }.to raise_error ArgumentError
+      expect { IB::Models::Contract.new.expiry = "foo" }.to raise_error ArgumentError
     end
 
     it 'accepts correct expiry' do
-      expect {
-        x = IB::Models::Contract.new({:expiry => "200607"})
-      }.to_not raise_error
+      expect { IB::Models::Contract.new(:expiry => "200607") }.to_not raise_error
 
-      expect {
-        x = IB::Models::Contract.new
-        x.expiry = "200607"
-      }.to_not raise_error
+      expect { IB::Models::Contract.new.expiry = "200607" }.to_not raise_error
 
-      expect {
-        x = IB::Models::Contract.new({:expiry => 200607})
-      }.to_not raise_error
+      expect { IB::Models::Contract.new(:expiry => 200607) }.to_not raise_error
 
       expect {
         x = IB::Models::Contract.new
@@ -167,25 +161,15 @@ describe IB::Models::Contract do
     end
 
     it 'raises on incorrect right (option type)' do
-      expect {
-        x = IB::Models::Contract.new({:right => "foo"})
-      }.to raise_error ArgumentError
-      expect {
-        x = IB::Models::Contract.new
-        x.right = "foo"
-      }.to raise_error ArgumentError
+      expect { IB::Models::Contract.new(:right => "foo") }.to raise_error ArgumentError
+      expect { IB::Models::Contract.new.right = "foo" }.to raise_error ArgumentError
     end
 
     it 'accepts all correct values for right (option type)' do
       ["PUT", "put", "P", "p", "CALL", "call", "C", "c"].each do |right|
-        expect {
-          x = IB::Models::Contract.new({:right => right})
-        }.to_not raise_error
-
-        expect {
-          x = IB::Models::Contract.new
-          x.right = right
-        }.to_not raise_error
+        expect { IB::Models::Contract.new(:right => right) }.to_not raise_error
+
+        expect { IB::Models::Contract.new.right = right }.to_not raise_error
       end
     end
   end #instantiation
@@ -204,4 +188,16 @@ describe IB::Models::Contract do
     end
   end #serialization
 
+  context 'equality' do
+    subject { IB::Models::Contract.new properties }
+
+    it 'be self-equal ' do
+      should == subject
+    end
+
+    it 'be equal to object with the same properties' do
+      should == IB::Models::Contract.new(properties)
+    end
+  end
+
 end # describe IB::Models::Contract