ib-ruby 0.5.21 → 0.6.1

data/spec/integration/orders/placement_spec.rb

@@ -7,19 +7,20 @@ describe "Orders", :connected => true, :integration => true do
   context "Placing wrong order", :slow => true do
 
     before(:all) do
-      connect_and_receive :NextValidID, :Alert, :OpenOrder, :OrderStatus
-      wait_for { received? :NextValidID }
+      @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+
+      @ib.wait_for :NextValidId
 
       place_order IB::Symbols::Stocks[:wfc],
                   :limit_price => 9.131313 # Weird non-acceptable price
-      wait_for 1
+      @ib.wait_for 1
     end
 
     after(:all) { close_connection }
 
     it 'does not place new Order' 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 'still changes client`s next_order_id' do
@@ -28,7 +29,7 @@ describe "Orders", :connected => true, :integration => true do
     end
 
     context 'received :Alert message' do
-      subject { @received[:Alert].last }
+      subject { @ib.received[:Alert].last }
 
       it { should be_an IB::Messages::Incoming::Alert }
       it { should be_error }
@@ -40,12 +41,12 @@ describe "Orders", :connected => true, :integration => true do
 
   context "Off-market stock order" do
     before(:all) do
-      connect_and_receive :NextValidID, :Alert, :OpenOrder, :OrderStatus, :OpenOrderEnd
-      wait_for { received? :NextValidID }
+      @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+      @ib.wait_for :NextValidId
 
       place_order IB::Symbols::Stocks[:wfc],
                   :limit_price => 9.13 # Set acceptable price
-      wait_for { @received[:OpenOrder].size > 2 && @received[:OpenOrder].size > 1 }
+      @ib.wait_for [:OpenOrder, 3], [:OrderStatus, 2]
     end
 
     after(:all) { close_connection }
@@ -58,8 +59,8 @@ describe "Orders", :connected => true, :integration => 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 { @ib.received[:OpenOrder].should have_at_least(1).open_order_message }
+      it { @ib.received[:OrderStatus].should have_at_least(1).status_message }
 
       it 'receives confirmation of Order submission' do
         open_order_should_be /Submitted/ # ()Pre)Submitted
@@ -69,9 +70,8 @@ describe "Orders", :connected => true, :integration => true do
 
     context "Retrieving placed orders" do
       before(:all) do
-        @ib.send_message :RequestAllOpenOrders
-
-        wait_for { received?(:OpenOrderEnd) }
+        @ib.send_message :RequestOpenOrders
+        @ib.wait_for :OpenOrderEnd
       end
 
       after(:all) { clean_connection } # Clear logs and message collector
@@ -80,10 +80,10 @@ describe "Orders", :connected => true, :integration => true do
         @ib.next_order_id.should == @order_id_after
       end
 
-      it { @received[:OpenOrder].should have_exactly(1).open_order_message }
-      it { @received[:OrderStatus].should have_exactly(1).status_message }
-      it { @received[:OpenOrderEnd].should have_exactly(1).order_end_message }
-      it { @received[:Alert].should have_exactly(0).alert_messages }
+      it { @ib.received[:OpenOrder].should have_exactly(1).open_order_message }
+      it { @ib.received[:OrderStatus].should have_exactly(1).status_message }
+      it { @ib.received[:OpenOrderEnd].should have_exactly(1).order_end_message }
+      it { @ib.received[:Alert].should have_exactly(0).alert_messages }
 
       it 'receives OpenOrder and OrderStatus for placed order' do
         open_order_should_be /Submitted/
@@ -95,7 +95,7 @@ describe "Orders", :connected => true, :integration => true do
       before(:all) do
         @ib.cancel_order @order_id_placed
 
-        wait_for { received?(:OrderStatus) && received?(:Alert) }
+        @ib.wait_for :OrderStatus, :Alert
       end
 
       after(:all) { clean_connection } # Clear logs and message collector
@@ -105,18 +105,18 @@ describe "Orders", :connected => true, :integration => true do
       end
 
       it 'does not receive OpenOrder message' do
-        received?(:OpenOrder).should be_false
+        @ib.received?(:OpenOrder).should be_false
       end
 
-      it { @received[:OrderStatus].should have_exactly(1).status_message }
-      it { @received[:Alert].should have_exactly(1).alert_message }
+      it { @ib.received[:OrderStatus].should have_exactly(1).status_message }
+      it { @ib.received[:Alert].should have_exactly(1).alert_message }
 
       it 'receives cancellation Order Status' do
         order_status_should_be /Cancel/ # Cancelled / PendingCancel
       end
 
       it 'receives Order cancelled Alert' do
-        alert = @received[:Alert].first
+        alert = @ib.received[:Alert].first
         alert.should be_an IB::Messages::Incoming::Alert
         alert.message.should =~ /Order Canceled - reason:/
       end
@@ -126,22 +126,22 @@ describe "Orders", :connected => true, :integration => true do
       before(:all) do
         @ib.cancel_order rand(99999999)
 
-        wait_for { received?(:Alert) }
+        @ib.wait_for :Alert
       end
 
-      it { @received[:Alert].should have_exactly(1).alert_message }
+      it { @ib.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_after
       end
 
       it 'does not receive Order messages' do
-        received?(:OrderStatus).should be_false
-        received?(:OpenOrder).should be_false
+        @ib.received?(:OrderStatus).should be_false
+        @ib.received?(:OpenOrder).should be_false
       end
 
       it 'receives unable to find Order Alert' do
-        alert = @received[:Alert].first
+        alert = @ib.received[:Alert].first
         alert.should be_an IB::Messages::Incoming::Alert
         alert.message.should =~ /Can't find order with id =/
       end

data/spec/integration/orders/valid_ids_spec.rb

@@ -1,14 +1,14 @@
 require 'integration_helper'
 
 shared_examples_for 'Received single id' do
-  subject { @received[:NextValidID].first }
+  subject { @ib.received[:NextValidId].first }
 
   after(:all) { clean_connection }
 
-  it { @received[:NextValidID].should have_exactly(1).message }
+  it { @ib.received[:NextValidId].should have_exactly(1).message }
 
   it 'receives next valid for Order placement' do
-    subject.should be_an IB::Messages::Incoming::NextValidID
+    subject.should be_an IB::Messages::Incoming::NextValidId
     subject.order_id.should be_an Integer
     @id[:at_connect] ||= subject.order_id # just assign once
   end
@@ -19,7 +19,7 @@ shared_examples_for 'Received single id' do
 end
 
 shared_examples_for 'Received single id after request' do
-  subject { @received[:NextValidID].first }
+  subject { @ib.received[:NextValidId].first }
 
   it_behaves_like 'Received single id'
 
@@ -28,7 +28,7 @@ shared_examples_for 'Received single id after request' do
   end
 
   it 'does not receive :OpenOrderEnd message' do
-    @received[:OpenOrderEnd].should be_empty
+    @ib.received[:OpenOrderEnd].should be_empty
   end
 
   it 'does not reconnect to server' do
@@ -40,8 +40,8 @@ describe 'Ids valid for Order placement', :connected => true, :integration => tr
 
   before(:all) do
     verify_account
-    connect_and_receive :NextValidID, :OpenOrderEnd, :Alert
-    wait_for(2) { received? :OpenOrderEnd }
+    @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
+    @ib.wait_for 3, :OpenOrderEnd, :NextValidId
     @id = {} # Moving id between contexts. Feels dirty.
   end
 
@@ -51,10 +51,10 @@ describe 'Ids valid for Order placement', :connected => true, :integration => tr
 
     it_behaves_like 'Received single id'
 
-    it { @received[:OpenOrderEnd].should have_exactly(1).message }
+    it { @ib.received[:OpenOrderEnd].should have_exactly(1).message }
 
     it 'receives also :OpenOrderEnd message' do
-      @received[:OpenOrderEnd].first.should be_an IB::Messages::Incoming::OpenOrderEnd
+      @ib.received[:OpenOrderEnd].first.should be_an IB::Messages::Incoming::OpenOrderEnd
     end
 
     it 'logs connection notification' do
@@ -65,7 +65,7 @@ describe 'Ids valid for Order placement', :connected => true, :integration => tr
   context 'Requesting valid order id' do
     before(:all) do
       @ib.send_message :RequestIds
-      wait_for 1 # sec
+      @ib.wait_for :NextValidId
     end
 
     it_behaves_like 'Received single id after request'
@@ -74,7 +74,7 @@ describe 'Ids valid for Order placement', :connected => true, :integration => tr
   context 'Requested number of valid ids is just silently ignored by TWS' do
     before(:all) do
       @ib.send_message :RequestIds, :number => 5
-      wait_for 1 # sec
+      @ib.wait_for :NextValidId
     end
 
     it_behaves_like 'Received single id after request'

data/spec/integration_helper.rb

@@ -1,31 +1,47 @@
 require 'message_helper'
+require 'account_helper'
+
+shared_examples_for 'Received Market Data' do
+  context "received :Alert message " do
+    subject { @ib.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
 
-# Make sure integration tests are only run against the pre-configured PAPER ACCOUNT
-def verify_account
-  return OPTS[:account_verified] if OPTS[:account_verified]
-
-  puts
-  puts 'WARNING: MAKE SURE TO RUN INTEGRATION TESTS AGAINST IB PAPER ACCOUNT ONLY!'
-  puts 'WARNING: FINANCIAL LOSSES MAY RESULT IF YOU RUN TESTS WITH REAL IB ACCOUNT!'
-  puts 'WARNING: YOU HAVE BEEN WARNED!'
-  puts
-  puts 'Configure your connection to IB PAPER ACCOUNT in spec/spec_helper.rb'
-  puts
-
-  account = OPTS[:connection][:account] || OPTS[:connection][:account_name]
-  raise "Please configure IB PAPER ACCOUNT in spec/spec_helper.rb" unless account
-
-  connect_and_receive :AccountValue
-  @ib.send_message :RequestAccountData, :subscribe => true
-
-  wait_for { received? :AccountValue }
-  raise "Unable to verify IB PAPER ACCOUNT" unless received? :AccountValue
-
-  received = @received[:AccountValue].first.account_name
-  raise "Connected to wrong account #{received}, expected #{account}" if account != received
+  context "received :TickPrice message" do
+    subject { @ib.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(:data) { should be_a Hash }
+    its(:ticker_id) { should == 456 } # ticker_id
+    its(:to_human) { should =~ /TickPrice/ }
+  end
 
-  close_connection
-  OPTS[:account_verified] = true
+  context "received :TickSize message", :if => :us_trading_hours do
+    before(:all) do
+      @ib.wait_for 3, :TickSize
+    end
+
+    subject { @ib.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
 end
 
 ### Helpers for placing and verifying orders
@@ -51,7 +67,7 @@ def check_status item, status
 end
 
 def order_status_should_be status, index=0
-  msg = @received[:OrderStatus][index]
+  msg = @ib.received[:OrderStatus][index]
   msg.should be_an IB::Messages::Incoming::OrderStatus
   msg.order_id.should == @order_id_placed
   msg.perm_id.should be_an Integer
@@ -75,7 +91,7 @@ def order_status_should_be status, index=0
 end
 
 def open_order_should_be status, index=0
-  msg = @received[:OpenOrder][index]
+  msg = @ib.received[:OpenOrder][index]
   msg.should be_an IB::Messages::Incoming::OpenOrder
   msg.order.should == @order
   msg.contract.should == @contract
@@ -84,13 +100,13 @@ def open_order_should_be status, index=0
 end
 
 def execution_should_be side, opts={}
-  msg = @received[:ExecutionData][opts[:index] || -1]
+  msg = @ib.received[:ExecutionData][opts[:index] || -1]
   msg.request_id.should == (opts[:request_id] || -1)
   msg.contract.should == @contract
 
   exec = msg.execution
   exec.perm_id.should be_an Integer
-  exec.perm_id.should == @received[:OpenOrder].last.order.perm_id if @received[:OpenOrder].last
+  exec.perm_id.should == @ib.received[:OpenOrder].last.order.perm_id if @ib.received?(:OpenOrder)
   exec.client_id.should == OPTS[:connection][:client_id]
   exec.order_id.should be_an Integer
   exec.order_id.should == @order.order_id if @order
@@ -98,7 +114,7 @@ def execution_should_be side, opts={}
   exec.time.should =~ /\d\d:\d\d:\d\d/
   exec.account_name.should == OPTS[:connection][:account_name]
   exec.exchange.should == 'IDEALPRO'
-  exec.side.to_s.should == side
+  exec.side.should == side
   exec.shares.should == 20000
   exec.cumulative_quantity.should == 20000
   exec.price.should be > 1
@@ -106,5 +122,3 @@ def execution_should_be side, opts={}
   exec.price.should == exec.average_price
   exec.liquidation.should == 0
 end
-
-

data/spec/message_helper.rb

@@ -2,15 +2,6 @@ require 'spec_helper'
 require 'thread'
 require 'stringio'
 
-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
@@ -42,31 +33,16 @@ end
 
 ## Connection helpers
 
-def connect_and_receive *message_types
-
-  # Start disconnected (we need to set up catch-all subscriber first)
-  @ib = IB::Connection.new OPTS[:connection].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[msg.message_type] << msg }
-
-  @ib.connect   # We only connect after everything is subscribed
-  @ib.start_reader
-end
-
 # Clear logs and message collector. Output may be silenced.
 def clean_connection
   unless OPTS[:silent]
-    puts @received.map { |type, msg| [" #{type}:", msg.map(&:to_human)] } if @received
+    #puts @received.map { |type, msg| [" #{type}:", msg.map(&:to_human)] } if @received
+    puts @ib.received.map { |type, msg| [" #{type}:", msg.map(&:to_human)] }
     puts " Logs:", log_entries if @stdout
   end
   @stdout.string = '' if @stdout
-  @received.clear if @received
+  @ib.clear_received
+  @received.clear if @received # In connection_spec
 end
 
 def close_connection
@@ -74,13 +50,3 @@ def close_connection
   @ib.close if @ib
   clean_connection
 end
-
-#noinspection RubyArgCount
-def wait_for time = 2, &condition
-  timeout = Time.now + time
-  sleep 0.1 until timeout < Time.now || condition && condition.call
-end
-
-def received? symbol, times=1
-  @received[symbol].size >= times
-end

data/spec/spec_helper.rb

@@ -13,8 +13,7 @@ RSpec.configure do |config|
             # 17:15 - 17:00 (ET) Sunday-Friday Forex  22:15 - 22:00 (UTC)
             !(t.wday > 0 && t.wday < 5 || t.wday == 5 && t.hour < 22)
         end
-
-      end # :slow => true
+      end
   }
   # config.filter = { :focus => true }
   # config.include(UserExampleHelpers)
@@ -25,7 +24,7 @@ end
 
 # Top level metadata for test suite level hacking
 OPTS = {
-    :silent => false, #true, # Verbosity of test outputs
+    :silent => true, #false, #true, # Verbosity of test outputs
     :brokertron => false, # Use mock (Brokertron) instead of paper account
 }
 

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.5.21
+  version: 0.6.1
 platform: ruby
 authors: 
   - Paul Legato
@@ -11,7 +11,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2012-03-06 00:00:00 Z
+date: 2012-03-14 00:00:00 Z
 dependencies: 
   - !ruby/object:Gem::Dependency 
     name: bundler
@@ -55,6 +55,7 @@ executables:
   - cancel_orders
   - contract_details
   - depth_of_market
+  - generic_data.rb
   - historic_data
   - historic_data_cli
   - list_orders
@@ -72,6 +73,7 @@ files:
   - bin/cancel_orders
   - bin/contract_details
   - bin/depth_of_market
+  - bin/generic_data.rb
   - bin/historic_data
   - bin/historic_data_cli
   - bin/list_orders
@@ -98,6 +100,7 @@ files:
   - lib/ib-ruby/models/contract.rb
   - lib/ib-ruby/models/execution.rb
   - lib/ib-ruby/models/model.rb
+  - lib/ib-ruby/models/model_properties.rb
   - lib/ib-ruby/models/order.rb
   - lib/ib-ruby/models/contract/bag.rb
   - lib/ib-ruby/models/contract/option.rb
@@ -105,6 +108,7 @@ files:
   - lib/ib-ruby/symbols/futures.rb
   - lib/ib-ruby/symbols/options.rb
   - lib/ib-ruby/symbols/stocks.rb
+  - spec/account_helper.rb
   - spec/integration_helper.rb
   - spec/message_helper.rb
   - spec/README.md
@@ -114,6 +118,7 @@ files:
   - spec/ib-ruby/messages/outgoing_spec.rb
   - spec/ib-ruby/models/combo_leg_spec.rb
   - spec/ib-ruby/models/contract_spec.rb
+  - spec/ib-ruby/models/execution_spec.rb
   - spec/ib-ruby/models/order_spec.rb
   - spec/integration/account_info_spec.rb
   - spec/integration/contract_info_spec.rb
@@ -166,6 +171,7 @@ signing_key:
 specification_version: 3
 summary: Ruby Implementation of the Interactive Brokers TWS API
 test_files: 
+  - spec/account_helper.rb
   - spec/integration_helper.rb
   - spec/message_helper.rb
   - spec/README.md
@@ -175,6 +181,7 @@ test_files:
   - spec/ib-ruby/messages/outgoing_spec.rb
   - spec/ib-ruby/models/combo_leg_spec.rb
   - spec/ib-ruby/models/contract_spec.rb
+  - spec/ib-ruby/models/execution_spec.rb
   - spec/ib-ruby/models/order_spec.rb
   - spec/integration/account_info_spec.rb
   - spec/integration/contract_info_spec.rb