ib-ruby 0.5.19 → 0.5.21

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

@@ -1,219 +0,0 @@
-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