ib-ruby 0.5.19 → 0.5.21
Sign up to get free protection for your applications and to get access to all the features.
- data/HISTORY +4 -0
- data/TODO +0 -3
- data/VERSION +1 -1
- data/bin/contract_details +3 -3
- data/bin/depth_of_market +1 -1
- data/bin/historic_data +5 -8
- data/bin/market_data +2 -2
- data/bin/option_data +2 -2
- data/lib/ib-ruby/connection.rb +1 -9
- data/lib/ib-ruby/extensions.rb +8 -0
- data/lib/ib-ruby/messages/abstract_message.rb +89 -0
- data/lib/ib-ruby/messages/incoming.rb +415 -487
- data/lib/ib-ruby/messages/outgoing.rb +241 -305
- data/lib/ib-ruby/models/bar.rb +3 -3
- data/lib/ib-ruby/models/contract/bag.rb +1 -5
- data/lib/ib-ruby/models/contract.rb +50 -33
- data/lib/ib-ruby/models/execution.rb +6 -3
- data/lib/ib-ruby/models/order.rb +7 -5
- data/lib/ib-ruby/socket.rb +13 -0
- data/lib/ib-ruby/symbols/forex.rb +7 -14
- data/lib/ib-ruby/symbols/futures.rb +16 -20
- data/lib/ib-ruby/symbols/options.rb +6 -4
- data/lib/ib-ruby/symbols/stocks.rb +1 -1
- data/lib/ib-ruby.rb +1 -0
- data/spec/README.md +34 -0
- data/spec/ib-ruby/connection_spec.rb +4 -4
- data/spec/ib-ruby/messages/incoming_spec.rb +50 -0
- data/spec/ib-ruby/messages/outgoing_spec.rb +32 -0
- data/spec/ib-ruby/models/contract_spec.rb +27 -25
- data/spec/ib-ruby/models/order_spec.rb +56 -23
- data/spec/integration/account_info_spec.rb +85 -0
- data/spec/integration/contract_info_spec.rb +209 -0
- data/spec/integration/depth_data_spec.rb +46 -0
- data/spec/integration/historic_data_spec.rb +82 -0
- data/spec/integration/market_data_spec.rb +97 -0
- data/spec/integration/option_data_spec.rb +96 -0
- data/spec/integration/orders/execution_spec.rb +135 -0
- data/spec/{ib-ruby/messages → integration/orders}/open_order +9 -205
- data/spec/integration/orders/placement_spec.rb +150 -0
- data/spec/integration/orders/valid_ids_spec.rb +84 -0
- data/spec/integration_helper.rb +110 -0
- data/spec/message_helper.rb +13 -18
- data/spec/spec_helper.rb +35 -26
- metadata +33 -17
- data/spec/ib-ruby/messages/README.md +0 -16
- data/spec/ib-ruby/messages/account_info_spec.rb +0 -84
- data/spec/ib-ruby/messages/just_connect_spec.rb +0 -33
- data/spec/ib-ruby/messages/market_data_spec.rb +0 -92
- data/spec/ib-ruby/messages/orders_spec.rb +0 -219
- data/spec/ib-ruby_spec.rb +0 -0
@@ -1,219 +0,0 @@
|
|
1
|
-
require 'message_helper'
|
2
|
-
|
3
|
-
describe IB::Messages do
|
4
|
-
|
5
|
-
context "Orders", :connected => true do
|
6
|
-
|
7
|
-
before(:all) do
|
8
|
-
@eur = IB::Symbols::Forex[:eurusd]
|
9
|
-
@eur_order = IB::Models::Order.new :total_quantity => 20000,
|
10
|
-
:limit_price => 1,
|
11
|
-
:action => 'SELL',
|
12
|
-
:order_type => 'LMT'
|
13
|
-
@wfc = IB::Symbols::Stocks[:wfc]
|
14
|
-
@wfc_order = IB::Models::Order.new :total_quantity => 100,
|
15
|
-
:action => 'BUY',
|
16
|
-
:order_type => 'LMT'
|
17
|
-
end
|
18
|
-
|
19
|
-
context "Placing wrong order" do
|
20
|
-
|
21
|
-
before(:all) do
|
22
|
-
connect_and_receive :NextValidID, :Alert, :OpenOrder, :OrderStatus
|
23
|
-
wait_for { received? :NextValidID }
|
24
|
-
|
25
|
-
@wfc_order.limit_price = 9.131313 # Set weird non-acceptable price
|
26
|
-
@order_id_before = @ib.next_order_id
|
27
|
-
@order_id_placed = @ib.place_order @wfc_order, @wfc
|
28
|
-
|
29
|
-
wait_for 2
|
30
|
-
end
|
31
|
-
|
32
|
-
after(:all) do
|
33
|
-
@ib.cancel_order @order_id_placed # Just in case...
|
34
|
-
close_connection
|
35
|
-
end
|
36
|
-
|
37
|
-
it 'does not place new Order' do
|
38
|
-
@received[:OpenOrder].should be_empty
|
39
|
-
@received[:OrderStatus].should be_empty
|
40
|
-
end
|
41
|
-
|
42
|
-
it 'still changes client`s next_order_id' do
|
43
|
-
@order_id_placed = @order_id_before
|
44
|
-
@ib.next_order_id.should == @order_id_before + 1
|
45
|
-
end
|
46
|
-
|
47
|
-
context 'received :Alert message' do
|
48
|
-
subject { @received[:Alert].last }
|
49
|
-
|
50
|
-
it { should be_an IB::Messages::Incoming::Alert }
|
51
|
-
it { should be_error }
|
52
|
-
its(:code) { should be_a Integer }
|
53
|
-
its(:message) { should =~ /The price does not conform to the minimum price variation for this contract/ }
|
54
|
-
end
|
55
|
-
|
56
|
-
end # Placing wrong order
|
57
|
-
|
58
|
-
context "Off-market order" do
|
59
|
-
before(:all) do
|
60
|
-
connect_and_receive :NextValidID, :Alert, :OpenOrder, :OrderStatus
|
61
|
-
wait_for { received? :NextValidID }
|
62
|
-
|
63
|
-
@wfc_order.limit_price = 9.13 # Set acceptable price
|
64
|
-
@order_id_before = @ib.next_order_id
|
65
|
-
@order_id_placed = @ib.place_order @wfc_order, @wfc
|
66
|
-
|
67
|
-
wait_for(2) { @received[:OpenOrder].size > 1 && @received[:OpenOrder].size > 1 }
|
68
|
-
end
|
69
|
-
|
70
|
-
after(:all) do
|
71
|
-
#pp @received[:OpenOrder]
|
72
|
-
@ib.cancel_order @order_id_placed # Just in case...
|
73
|
-
close_connection
|
74
|
-
end
|
75
|
-
|
76
|
-
context "Placing" do
|
77
|
-
|
78
|
-
after(:all) { clean_connection } # Clear logs and message collector
|
79
|
-
|
80
|
-
it 'changes client`s next_order_id' do
|
81
|
-
@order_id_placed = @order_id_before
|
82
|
-
@ib.next_order_id.should == @order_id_before + 1
|
83
|
-
end
|
84
|
-
|
85
|
-
context 'received :OpenOrder messages' do
|
86
|
-
subject { @received[:OpenOrder] }
|
87
|
-
|
88
|
-
it { should have_at_least(1).message }
|
89
|
-
|
90
|
-
it 'receives (optional) Order confirmation first' do
|
91
|
-
if subject.size > 1
|
92
|
-
msg = subject.first
|
93
|
-
msg.should be_an IB::Messages::Incoming::OpenOrder
|
94
|
-
msg.contract.should == @wfc
|
95
|
-
msg.order.should == @wfc_order
|
96
|
-
msg.order.order_id.should == @order_id_placed
|
97
|
-
msg.order.status.should == 'PreSubmitted'
|
98
|
-
else
|
99
|
-
puts 'Warning: Confirmation was skipped!'
|
100
|
-
end
|
101
|
-
end
|
102
|
-
|
103
|
-
it 'receives Order submission then' do
|
104
|
-
msg = subject.last
|
105
|
-
msg.should be_an IB::Messages::Incoming::OpenOrder
|
106
|
-
msg.contract.should == @wfc
|
107
|
-
msg.order.should == @wfc_order
|
108
|
-
msg.order.order_id.should == @order_id_placed
|
109
|
-
msg.order.status.should == 'Submitted'
|
110
|
-
end
|
111
|
-
end
|
112
|
-
|
113
|
-
context 'received :OrderStatus messages' do
|
114
|
-
subject { @received[:OrderStatus] }
|
115
|
-
|
116
|
-
it { should have_at_least(1).message }
|
117
|
-
|
118
|
-
it 'receives (optional) Order confirmation first' do
|
119
|
-
if subject.size > 1
|
120
|
-
msg = subject.first
|
121
|
-
msg.should be_an IB::Messages::Incoming::OrderStatus
|
122
|
-
msg.id.should == @order_id_placed
|
123
|
-
msg.perm_id.should be_an Integer
|
124
|
-
msg.client_id.should == 1111
|
125
|
-
msg.parent_id.should == 0
|
126
|
-
#msg.order_id.should == @order_id_placed
|
127
|
-
msg.status.should == 'PreSubmitted'
|
128
|
-
msg.filled.should == 0
|
129
|
-
msg.remaining.should == 100
|
130
|
-
msg.average_fill_price.should == 0
|
131
|
-
msg.last_fill_price.should == 0
|
132
|
-
msg.why_held.should == ''
|
133
|
-
else
|
134
|
-
puts 'Warning: Confirmation was skipped!'
|
135
|
-
end
|
136
|
-
end
|
137
|
-
|
138
|
-
it 'receives Order submission then' do
|
139
|
-
msg = subject.last
|
140
|
-
msg.should be_an IB::Messages::Incoming::OrderStatus
|
141
|
-
msg.id.should == @order_id_placed
|
142
|
-
#msg.order_id.should == @order_id_placed
|
143
|
-
msg.perm_id.should be_an Integer
|
144
|
-
msg.client_id.should == 1111
|
145
|
-
msg.parent_id.should == 0
|
146
|
-
msg.status.should == 'Submitted'
|
147
|
-
msg.filled.should == 0
|
148
|
-
msg.remaining.should == 100
|
149
|
-
msg.average_fill_price.should == 0
|
150
|
-
msg.last_fill_price.should == 0
|
151
|
-
msg.why_held.should == ''
|
152
|
-
end
|
153
|
-
end
|
154
|
-
end # Placing
|
155
|
-
|
156
|
-
context "Cancelling placed order" do
|
157
|
-
before(:all) do
|
158
|
-
@ib.cancel_order @order_id_placed
|
159
|
-
|
160
|
-
wait_for(2) { received?(:OrderStatus) && received?(:Alert) }
|
161
|
-
end
|
162
|
-
|
163
|
-
after(:all) { clean_connection } # Clear logs and message collector
|
164
|
-
|
165
|
-
it 'does not increase client`s next_order_id further' do
|
166
|
-
@ib.next_order_id.should == @order_id_before + 1
|
167
|
-
end
|
168
|
-
|
169
|
-
it { @received[:OrderStatus].should have_exactly(1).status_message }
|
170
|
-
|
171
|
-
it { @received[:Alert].should have_exactly(1).alert_message }
|
172
|
-
|
173
|
-
it 'receives Order cancellation status' do
|
174
|
-
msg = @received[:OrderStatus].first
|
175
|
-
msg.should be_an IB::Messages::Incoming::OrderStatus
|
176
|
-
msg.id.should == @order_id_placed
|
177
|
-
#msg.order_id.should == @order_id_placed
|
178
|
-
msg.perm_id.should be_an Integer
|
179
|
-
msg.client_id.should == 1111
|
180
|
-
msg.parent_id.should == 0
|
181
|
-
msg.status.should == 'Cancelled'
|
182
|
-
msg.filled.should == 0
|
183
|
-
msg.remaining.should == 100
|
184
|
-
msg.average_fill_price.should == 0
|
185
|
-
msg.last_fill_price.should == 0
|
186
|
-
msg.why_held.should == ''
|
187
|
-
end
|
188
|
-
|
189
|
-
it 'receives Order cancelled Alert' do
|
190
|
-
alert = @received[:Alert].first
|
191
|
-
alert.should be_an IB::Messages::Incoming::Alert
|
192
|
-
alert.message.should =~ /Order Canceled - reason:/
|
193
|
-
end
|
194
|
-
end # Cancelling
|
195
|
-
|
196
|
-
context "Cancelling wrong order" do
|
197
|
-
before(:all) do
|
198
|
-
@ib.cancel_order rand(99999999)
|
199
|
-
|
200
|
-
wait_for(2) { received?(:Alert) }
|
201
|
-
end
|
202
|
-
|
203
|
-
it { @received[:Alert].should have_exactly(1).alert_message }
|
204
|
-
|
205
|
-
it 'does not increase client`s next_order_id further' do
|
206
|
-
@ib.next_order_id.should == @order_id_before + 1
|
207
|
-
end
|
208
|
-
|
209
|
-
it 'receives unable to find Order Alert' do
|
210
|
-
alert = @received[:Alert].first
|
211
|
-
alert.should be_an IB::Messages::Incoming::Alert
|
212
|
-
alert.message.should =~ /Can't find order with id =/
|
213
|
-
end
|
214
|
-
end # Cancelling
|
215
|
-
end # Off-market order
|
216
|
-
|
217
|
-
|
218
|
-
end # Orders
|
219
|
-
end # describe IB::Messages::Incomming
|
data/spec/ib-ruby_spec.rb
DELETED
File without changes
|