ib-ruby 0.5.21 → 0.6.1

data/spec/integration/contract_info_spec.rb

@@ -4,8 +4,8 @@ describe "Request Contract Info", :connected => true, :integration => true do
 
   before(:all) do
     verify_account
-    connect_and_receive :NextValidID, :Alert, :ContractData, :ContractDataEnd
-    wait_for { received? :NextValidID }
+    @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+    @ib.wait_for :NextValidId
   end
 
   after(:all) { close_connection }
@@ -15,20 +15,17 @@ describe "Request Contract Info", :connected => true, :integration => true do
     before(:all) do
       @contract = IB::Models::Contract.new :symbol => 'AAPL',
                                            :sec_type => IB::SECURITY_TYPES[:stock]
-      @ib.send_message :RequestContractData,
-                       :id => 111,
-                       :contract => @contract
-
-      wait_for(3) { received? :ContractDataEnd }
+      @ib.send_message :RequestContractData, :id => 111, :contract => @contract
+      @ib.wait_for 3, :ContractDataEnd
     end
 
     after(:all) { clean_connection } # Clear logs and message collector
 
-    it { @received[:ContractData].should have_exactly(2).contract_data }
-    it { @received[:ContractDataEnd].should have_exactly(1).contract_data_end }
+    it { @ib.received[:ContractData].should have_exactly(2).contract_data }
+    it { @ib.received[:ContractDataEnd].should have_exactly(1).contract_data_end }
 
     it 'receives Contract Data for requested contract' do
-      msg = @received[:ContractData].first
+      msg = @ib.received[:ContractData].first
       msg.request_id.should == 111
       msg.contract.should == @contract
     end
@@ -36,7 +33,7 @@ describe "Request Contract Info", :connected => true, :integration => true do
     it 'receives Contract Data with extended fields' do
       # Returns 2 contracts, one for NASDAQ and one for IBIS - internal crossing?
 
-      @received[:ContractData].each do |msg|
+      @ib.received[:ContractData].each do |msg|
         contract = msg.contract
         contract.symbol.should == 'AAPL'
 
@@ -68,19 +65,16 @@ describe "Request Contract Info", :connected => true, :integration => true do
                                                    :expiry => "201301",
                                                    :right => "CALL",
                                                    :strike => 500
-      @ib.send_message :RequestContractData,
-                       :id => 123,
-                       :contract => @contract
-
-      wait_for(3) { received? :ContractDataEnd }
+      @ib.send_message :RequestContractData, :id => 123, :contract => @contract
+      @ib.wait_for 3, :ContractDataEnd
     end
 
     after(:all) { clean_connection } # Clear logs and message collector
 
-    subject { @received[:ContractData].first }
+    subject { @ib.received[:ContractData].first }
 
-    it { @received[:ContractData].should have_exactly(1).contract_data }
-    it { @received[:ContractDataEnd].should have_exactly(1).contract_data_end }
+    it { @ib.received[:ContractData].should have_exactly(1).contract_data }
+    it { @ib.received[:ContractDataEnd].should have_exactly(1).contract_data_end }
 
     it 'receives Contract Data for requested contract' do
       subject.request_id.should == 123
@@ -117,20 +111,16 @@ describe "Request Contract Info", :connected => true, :integration => true do
                                            :currency => "USD",
                                            :exchange => "IDEALPRO",
                                            :sec_type => IB::SECURITY_TYPES[:forex]
-
-      @ib.send_message :RequestContractData,
-                       :id => 135,
-                       :contract => @contract
-
-      wait_for(3) { received? :ContractDataEnd }
+      @ib.send_message :RequestContractData, :id => 135, :contract => @contract
+      @ib.wait_for 3, :ContractDataEnd
     end
 
     after(:all) { clean_connection } # Clear logs and message collector
 
-    subject { @received[:ContractData].first }
+    subject { @ib.received[:ContractData].first }
 
-    it { @received[:ContractData].should have_exactly(1).contract_data }
-    it { @received[:ContractDataEnd].should have_exactly(1).contract_data_end }
+    it { @ib.received[:ContractData].should have_exactly(1).contract_data }
+    it { @ib.received[:ContractDataEnd].should have_exactly(1).contract_data_end }
 
     it 'receives Contract Data for requested contract' do
       subject.request_id.should == 135
@@ -164,20 +154,16 @@ describe "Request Contract Info", :connected => true, :integration => true do
 
     before(:all) do
       @contract = IB::Symbols::Futures[:ym] # Mini Dow Jones Industrial
-
-      @ib.send_message :RequestContractData,
-                       :id => 147,
-                       :contract => @contract
-
-      wait_for(3) { received? :ContractDataEnd }
+      @ib.send_message :RequestContractData, :id => 147, :contract => @contract
+      @ib.wait_for 3, :ContractDataEnd
     end
 
     after(:all) { clean_connection } # Clear logs and message collector
 
-    subject { @received[:ContractData].first }
+    subject { @ib.received[:ContractData].first }
 
-    it { @received[:ContractData].should have_exactly(1).contract_data }
-    it { @received[:ContractDataEnd].should have_exactly(1).contract_data_end }
+    it { @ib.received[:ContractData].should have_exactly(1).contract_data }
+    it { @ib.received[:ContractDataEnd].should have_exactly(1).contract_data_end }
 
     it 'receives Contract Data for requested contract' do
       subject.request_id.should == 147

data/spec/integration/depth_data_spec.rb

@@ -5,12 +5,12 @@ describe 'Request Depth of Market Data', :connected => true,
 
   before(:all) do
     verify_account
-    connect_and_receive :Alert, :MarketDepth
+    @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
 
     @ib.send_message :RequestMarketDepth, :id => 456, :num_rows => 3,
                      :contract => IB::Symbols::Forex[:eurusd]
 
-    wait_for(3) { received? :MarketDepth, 8 }
+    @ib.wait_for 10, [:MarketDepth, 8]
   end
 
   after(:all) do
@@ -18,9 +18,9 @@ describe 'Request Depth of Market Data', :connected => true,
     close_connection
   end
 
-  subject { @received[:MarketDepth].last }
+  subject { @ib.received[:MarketDepth].last }
 
-  it { @received[:MarketDepth].should have_at_least(8).depth_data }
+  it { @ib.received[:MarketDepth].should have_at_least(8).depth_data }
 
   it { should be_an IB::Messages::Incoming::MarketDepth }
   its(:request_id) { should == 456 }

data/spec/integration/historic_data_spec.rb

@@ -2,38 +2,33 @@ require 'integration_helper'
 
 describe 'Request Historic Data', :connected => true, :integration => true do
 
+  CORRECT_OPTS = {:id => 456,
+                  :contract => IB::Symbols::Stocks[:wfc],
+                  :end_date_time => Time.now.to_ib,
+                  :duration => '1 D',
+                  :bar_size => '15 mins',
+                  :what_to_show => :trades,
+                  :format_date => 1}
   before(:all) do
     verify_account
-    connect_and_receive :Alert, :HistoricalData
+    @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
   end
 
   after(:all) do
-    @ib.send_message :CancelHistoricalData, :id => 456
+    #@ib.send_message :CancelHistoricalData, :id => 456
     close_connection
   end
 
   context 'Wrong Requests' do
     it 'raises if incorrect bar size' do
       expect do
-        @ib.send_message :RequestHistoricalData, :id => 456,
-                         :contract => IB::Symbols::Stocks[:wfc],
-                         :end_date_time => Time.now.to_ib,
-                         :duration => '1 D',
-                         :bar_size => '11 min',
-                         :what_to_show => :trades,
-                         :format_date => 1
+        @ib.send_message :RequestHistoricalData, CORRECT_OPTS.merge(:bar_size => '11 min')
       end.to raise_error /bar_size must be one of/
     end
 
     it 'raises if incorrect what_to_show' do
       expect do
-        @ib.send_message :RequestHistoricalData, :id => 456,
-                         :contract => IB::Symbols::Stocks[:wfc],
-                         :end_date_time => Time.now.to_ib,
-                         :duration => '1 D',
-                         :bar_size => '15 mins',
-                         :what_to_show => :nonsense,
-                         :format_date => 1
+        @ib.send_message :RequestHistoricalData, CORRECT_OPTS.merge(:what_to_show => :nonsense)
       end.to raise_error /:what_to_show must be one of/
     end
   end
@@ -41,20 +36,13 @@ describe 'Request Historic Data', :connected => true, :integration => true do
   context 'Correct Request' do
     before(:all) do
       # No historical data for GBP/CASH@IDEALPRO
-      @ib.send_message :RequestHistoricalData, :id => 456,
-                       :contract => IB::Symbols::Stocks[:wfc],
-                       :end_date_time => Time.now.to_ib,
-                       :duration => '1 D',
-                       :bar_size => '15 mins',
-                       :what_to_show => :trades,
-                       :format_date => 1
-
-      wait_for(3) { received? :HistoricalData }
+      @ib.send_message :RequestHistoricalData, CORRECT_OPTS
+      @ib.wait_for 5, :HistoricalData
     end
 
-    subject { @received[:HistoricalData].last }
+    subject { @ib.received[:HistoricalData].last }
 
-    it { @received[:HistoricalData].should have_at_least(1).historic_data }
+    it { @ib.received[:HistoricalData].should have_at_least(1).historic_data }
 
     it { should be_an IB::Messages::Incoming::HistoricalData }
     its(:request_id) { should == 456 }

data/spec/integration/market_data_spec.rb

@@ -1,17 +1,25 @@
 require 'integration_helper'
+#!/usr/bin/env ruby
 
+require 'ib-ruby'
+
+#OPTS[:silent] = false
 describe 'Request Market Data', :connected => true, :integration => true do
 
-  context 'when subscribed to :Tick... messages' do
+  require 'ib-ruby'
+  before(:all) { verify_account }
 
+  context 'US Stocks market', :if => :us_trading_hours do
     before(:all) do
-      verify_account
-      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(3) { received? :TickPrice }
+      @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+      @contract = IB::Models::Contract.new(:symbol => 'AAPL',
+                                           :exchange => "Smart",
+                                           :currency => "USD",
+                                           :sec_type => IB::SECURITY_TYPES[:stock],
+                                           :description => "Apple"
+      )
+      @ib.send_message :RequestMarketData, :id => 456, :contract => @contract
+      @ib.wait_for 5, :TickSize, :TickString
     end
 
     after(:all) do
@@ -19,79 +27,84 @@ describe 'Request Market Data', :connected => true, :integration => true do
       close_connection
     end
 
-    context "received :Alert message " do
-      subject { @received[:Alert].first }
+    it_behaves_like 'Received Market Data'
 
-      it { should be_an IB::Messages::Incoming::Alert }
-      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/ }
-    end
+    context "received :TickString message" do
+      subject { @ib.received[:TickString].first }
 
-    context "received :TickPrice message" do
-      subject { @received[:TickPrice].first }
-
-      it { should be_an IB::Messages::Incoming::TickPrice }
+      it { should be_an IB::Messages::Incoming::TickString }
       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(:value) { should be_a String }
       its(:data) { should be_a Hash }
       its(:ticker_id) { should == 456 } # ticker_id
-      its(:to_human) { should =~ /TickPrice/ }
+      its(:to_human) { should =~ /TickString/ }
     end
+  end
+
+  context 'FOREX market' do
+    context 'when subscribed to :Tick... messages' do
 
-    context "received :TickSize message", :if => :forex_trading_hours do
       before(:all) do
-        wait_for(3) { received? :TickSize }
+        @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+
+        ##TODO consider a follow the sun market lookup for windening the types tested
+        @ib.subscribe(:Alert, :TickPrice, :TickSize) {}
+        @ib.send_message :RequestMarketData, :id => 456,
+                         :contract => IB::Symbols::Forex[:eurusd]
+
+        @ib.wait_for 3, :TickPrice, :TickSize
       end
 
-      subject { @received[:TickSize].first }
+      after(:all) do
+        @ib.send_message :CancelMarketData, :id => 456
+        close_connection
+      end
 
-      it { should be_an IB::Messages::Incoming::TickSize }
-      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(:ticker_id) { should == 456 }
-      its(:to_human) { should =~ /TickSize/ }
-    end
-  end # when subscribed to :Tick... messages
+      it_behaves_like 'Received Market Data'
 
-  context 'when NOT subscribed to :Tick... messages', :slow => true do
+      it 'logs no warning about unhandled :Alert message' do
+        should_not_log /No subscribers for message .*:Alert/
+      end
 
-    before(:all) do
-      connect_and_receive :NextValidID
+      it 'logs no warning about unhandled :Tick... messages' do
+        should_not_log /No subscribers for message .*:TickPrice/
+      end
 
-      @ib.send_message :RequestMarketData, :id => 456,
-                       :contract => IB::Symbols::Forex[:eurusd]
-      wait_for(2)
-    end
+      it 'logs no warning about unhandled :Tick... messages', :if => :forex_trading_hours do
+        should_not_log /No subscribers for message .*:TickSize/
+      end
 
-    after(:all) do
-      @ib.send_message :CancelMarketData, :id => 456
-      close_connection
-    end
+    end # when subscribed to :Tick... messages
 
-    it "logs warning about unhandled :OpenOrderEnd message" do
-      should_log /No subscribers for message .*:OpenOrderEnd/
-    end
+    context 'when NOT subscribed to :Tick... messages', :slow => true do
 
-    it "logs warning about unhandled :Alert message" do
-      should_log /No subscribers for message .*:Alert/
-    end
+      before(:all) do
+        @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
 
-    it "logs warning about unhandled :Tick... messages" do
-      should_log /No subscribers for message .*:TickPrice/
-    end
+        @ib.send_message :RequestMarketData, :id => 456,
+                         :contract => IB::Symbols::Forex[:eurusd]
+        @ib.wait_for 3, :TickPrice, :TickSize
+      end
 
-    it "logs warning about unhandled :Tick... messages", :if => :forex_trading_hours do
-      should_log /No subscribers for message .*:TickSize/
-    end
+      after(:all) do
+        @ib.send_message :CancelMarketData, :id => 456
+        close_connection
+      end
+
+      it 'logs warning about unhandled :Alert message' do
+        should_log /No subscribers for message .*:Alert/
+      end
+
+      it 'logs warning about unhandled :Tick... messages' do
+        should_log /No subscribers for message .*:TickPrice/
+      end
+
+      it 'logs warning about unhandled :Tick... messages', :if => :forex_trading_hours do
+        should_log /No subscribers for message .*:TickSize/
+      end
 
-  end # NOT subscribed to :Tick... messages
+    end # NOT subscribed to :Tick... messages
+  end
 
 end # Request Market Data

data/spec/integration/option_data_spec.rb

@@ -1,22 +1,15 @@
 require 'integration_helper'
 
-def wait_for_all_ticks
-  wait_for(5) do
-    received?(:TickPrice) && received?(:TickSize) &&
-        received?(:TickOption) && received?(:TickString)
-  end
-end
-
 describe 'Request Market Data for Options', :if => :us_trading_hours,
          :connected => true, :integration => true do
 
   before(:all) do
     verify_account
-    connect_and_receive :Alert, :TickPrice, :TickSize, :TickOption, :TickString
+    @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
 
     @ib.send_message :RequestMarketData, :id => 456,
                      :contract => IB::Symbols::Options[:aapl500]
-    wait_for_all_ticks
+    @ib.wait_for 5, :TickPrice, :TickSize, :TickString, :TickOption
   end
 
   after(:all) do
@@ -24,46 +17,10 @@ describe 'Request Market Data for Options', :if => :us_trading_hours,
     close_connection
   end
 
-  context "received :Alert message " do
-    subject { @received[:Alert].first }
-
-    it { should be_an IB::Messages::Incoming::Alert }
-    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/ }
-  end
-
-  context "received :TickPrice message" do
-    subject { @received[:TickPrice].first }
-
-    it { should be_an IB::Messages::Incoming::TickPrice }
-    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(:can_auto_execute) { should be_an Integer }
-    its(:data) { should be_a Hash }
-    its(:ticker_id) { should == 456 } # ticker_id
-    its(:to_human) { should =~ /TickPrice/ }
-  end
-
-  context "received :TickSize message" do
-    subject { @received[:TickSize].first }
-
-    it { should be_an IB::Messages::Incoming::TickSize }
-    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(:ticker_id) { should == 456 }
-    its(:to_human) { should =~ /TickSize/ }
-  end
+  it_behaves_like 'Received Market Data'
 
   context "received :TickOption message" do
-    subject { @received[:TickOption].first }
+    subject { @ib.received[:TickOption].first }
 
     it { should be_an IB::Messages::Incoming::TickOption }
     its(:type) { should_not be_nil }
@@ -82,7 +39,7 @@ describe 'Request Market Data for Options', :if => :us_trading_hours,
   end
 
   context "received :TickString message" do
-    subject { @received[:TickString].first }
+    subject { @ib.received[:TickString].first }
 
     it { should be_an IB::Messages::Incoming::TickString }
     its(:type) { should_not be_nil }

data/spec/integration/orders/execution_spec.rb

@@ -1,14 +1,5 @@
 require 'integration_helper'
 
-# TODO: RequestExecutions (with filters?)
-
-def wait_for_execution_and_commission
-  wait_for(5) do
-    received?(:ExecutionData) && received?(:OpenOrder) &&
-        @received[:OpenOrder].last.order.commission
-  end
-end
-
 describe "Trades", :connected => true, :integration => true, :slow => true do
 
   before(:all) { verify_account }
@@ -17,9 +8,8 @@ describe "Trades", :connected => true, :integration => true, :slow => true do
 
     before(:all) do
       @contract = IB::Symbols::Forex[:eurusd]
-      connect_and_receive :NextValidID, :Alert, :ExecutionData, :ExecutionDataEnd,
-                          :OpenOrder, :OrderStatus, :OpenOrderEnd
-      wait_for { received? :NextValidID }
+      @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+      @ib.wait_for :NextValidId
     end
 
     after(:all) { close_connection }
@@ -32,7 +22,9 @@ describe "Trades", :connected => true, :integration => true, :slow => true do
                     :limit_price => 2,
                     :action => 'BUY'
 
-        wait_for_execution_and_commission
+        @ib.wait_for(5, :ExecutionData, :OpenOrder) do
+          @ib.received[:OpenOrder].last.order.commission
+        end
       end
 
       after(:all) do
@@ -45,19 +37,19 @@ describe "Trades", :connected => true, :integration => true, :slow => true do
         @ib.next_order_id.should == @order_id_before + 1
       end
 
-      it { @received[:OpenOrder].should have_at_least(1).open_order_message }
-      it { @received[:OrderStatus].should have_at_least(1).status_message }
-      it { @received[:ExecutionData].should have_exactly(1).execution_data }
-      it { @received[:ExecutionDataEnd].should be_empty }
+      it { @ib.received[:OpenOrder].should have_at_least(1).open_order_message }
+      it { @ib.received[:OrderStatus].should have_at_least(1).status_message }
+      it { @ib.received[:ExecutionData].should have_exactly(1).execution_data }
+      it { @ib.received[:ExecutionDataEnd].should be_empty }
 
       it 'receives filled OpenOrder' do
         open_order_should_be 'Filled', -1
-        msg = @received[:OpenOrder].last
+        msg = @ib.received[:OpenOrder].last
         msg.order.commission.should == 2.5
       end
 
       it 'receives Execution Data' do
-        execution_should_be 'BUY'
+        execution_should_be :buy
       end
 
       it 'receives OrderStatus with fill details' do
@@ -73,7 +65,9 @@ describe "Trades", :connected => true, :integration => true, :slow => true do
                     :limit_price => 1,
                     :action => 'SELL'
 
-        wait_for_execution_and_commission
+        @ib.wait_for(5, :ExecutionData, :OpenOrder) do
+          @ib.received[:OpenOrder].last.order.commission
+        end
       end
 
       after(:all) do
@@ -86,18 +80,18 @@ describe "Trades", :connected => true, :integration => true, :slow => true do
         @ib.next_order_id.should == @order_id_before + 1
       end
 
-      it { @received[:OpenOrder].should have_at_least(1).open_order_message }
-      it { @received[:OrderStatus].should have_at_least(1).status_message }
-      it { @received[:ExecutionData].should have_exactly(1).execution_data }
+      it { @ib.received[:OpenOrder].should have_at_least(1).open_order_message }
+      it { @ib.received[:OrderStatus].should have_at_least(1).status_message }
+      it { @ib.received[:ExecutionData].should have_exactly(1).execution_data }
 
       it 'receives filled OpenOrder' do
         open_order_should_be 'Filled', -1
-        msg = @received[:OpenOrder].last
+        msg = @ib.received[:OpenOrder].last
         msg.order.commission.should == 2.5
       end
 
       it 'receives Execution Data' do
-        execution_should_be 'SELL'
+        execution_should_be :sell
       end
 
       it 'receives OrderStatus with fill details' do
@@ -106,28 +100,29 @@ describe "Trades", :connected => true, :integration => true, :slow => true do
     end # Placing SELL
 
     context "Request executions" do
+      # TODO: RequestExecutions with filters?
 
       before(:all) do
         @ib.send_message :RequestExecutions,
                          :request_id => 456,
                          :client_id => OPTS[:connection][:client_id],
-                         :time => (Time.now-10).to_ib
-        wait_for(3) { received?(:ExecutionData) }
+                         :time => (Time.now-10).to_ib # Time zone problems possible
+        @ib.wait_for 3, :ExecutionData
       end
 
       #after(:all) { clean_connection }
 
       it 'does not receive Order-related messages' do
-        @received[:OpenOrder].should be_empty
-        @received[:OrderStatus].should be_empty
+        @ib.received[:OpenOrder].should be_empty
+        @ib.received[:OrderStatus].should be_empty
       end
 
       it 'receives ExecutionData messages' do
-        @received[:ExecutionData].should have_at_least(1).execution_data
+        @ib.received[:ExecutionData].should have_at_least(1).execution_data
       end
 
       it 'receives Execution Data' do
-        execution_should_be 'SELL', :request_id => 456
+        execution_should_be :sell, :request_id => 456
       end
     end # Request executions
   end # Forex order

data/spec/integration/orders/open_order

@@ -1,3 +1,5 @@
+This is just a dump file to compare received order messages:
+
 [#<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