ib-ruby 0.6.1 → 0.7.0

data/spec/integration/orders/valid_ids_spec.rb

@@ -1,5 +1,6 @@
-require 'integration_helper'
+require 'order_helper'
 
+#OPTS[:silent] = false
 shared_examples_for 'Received single id' do
   subject { @ib.received[:NextValidId].first }
 
@@ -41,7 +42,7 @@ describe 'Ids valid for Order placement', :connected => true, :integration => tr
   before(:all) do
     verify_account
     @ib = IB::Connection.new OPTS[:connection].merge(:logger => mock_logger)
-    @ib.wait_for 3, :OpenOrderEnd, :NextValidId
+    @ib.wait_for :NextValidId, 3 # , :OpenOrderEnd
     @id = {} # Moving id between contexts. Feels dirty.
   end
 
@@ -51,14 +52,13 @@ describe 'Ids valid for Order placement', :connected => true, :integration => tr
 
     it_behaves_like 'Received single id'
 
-    it { @ib.received[:OpenOrderEnd].should have_exactly(1).message }
-
-    it 'receives also :OpenOrderEnd message' do
+    it 'receives also :OpenOrderEnd message', :pending => 'not in GW 924.2e' do
+      @ib.received[:OpenOrderEnd].should have_exactly(1).message
       @ib.received[:OpenOrderEnd].first.should be_an IB::Messages::Incoming::OpenOrderEnd
     end
 
     it 'logs connection notification' do
-      should_log /Connected to server, version: 53, connection time/
+      should_log /Connected to server, version: .., connection time/
     end
   end # at connect
 

data/spec/integration_helper.rb

@@ -43,82 +43,3 @@ shared_examples_for 'Received Market Data' do
     its(:to_human) { should =~ /TickSize/ }
   end
 end
-
-### Helpers for placing and verifying orders
-
-def place_order contract, opts
-  @contract = contract
-  @order = IB::Models::Order.new({:total_quantity => 100,
-                                  :limit_price => 9.13,
-                                  :action => 'BUY',
-                                  :order_type => 'LMT'}.merge(opts))
-  @order_id_before = @ib.next_order_id
-  @order_id_placed = @ib.place_order @order, @contract
-  @order_id_after = @ib.next_order_id
-end
-
-def check_status item, status
-  case status
-    when Regexp
-      item.status.should =~ status
-    when String
-      item.status.should == status
-  end
-end
-
-def order_status_should_be status, index=0
-  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
-  msg.client_id.should == OPTS[:connection][:client_id]
-  msg.parent_id.should == 0
-  msg.why_held.should == ''
-  check_status msg, status
-
-  if @contract == IB::Symbols::Forex[:eurusd]
-    msg.filled.should == 20000
-    msg.remaining.should == 0
-    msg.average_fill_price.should be > 1
-    msg.average_fill_price.should be < 2
-    msg.last_fill_price.should == msg.average_fill_price
-  else
-    msg.filled.should == 0
-    msg.remaining.should == @order.total_quantity
-    msg.average_fill_price.should == 0
-    msg.last_fill_price.should == 0
-  end
-end
-
-def open_order_should_be status, index=0
-  msg = @ib.received[:OpenOrder][index]
-  msg.should be_an IB::Messages::Incoming::OpenOrder
-  msg.order.should == @order
-  msg.contract.should == @contract
-  msg.order.order_id.should == @order_id_placed
-  check_status msg.order, status
-end
-
-def execution_should_be side, opts={}
-  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 == @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
-  exec.exec_id.should be_a String
-  exec.time.should =~ /\d\d:\d\d:\d\d/
-  exec.account_name.should == OPTS[:connection][:account_name]
-  exec.exchange.should == 'IDEALPRO'
-  exec.side.should == side
-  exec.shares.should == 20000
-  exec.cumulative_quantity.should == 20000
-  exec.price.should be > 1
-  exec.price.should be < 2
-  exec.price.should == exec.average_price
-  exec.liquidation.should == 0
-end

data/spec/order_helper.rb

@@ -0,0 +1,153 @@
+require 'integration_helper'
+
+shared_examples_for 'Placed Order' do
+  context "Placing" do
+    after(:all) { clean_connection } # Clear logs and message collector
+
+    it 'changes client`s next_order_id' do
+      @order_id_placed.should == @order_id_before
+      @ib.next_order_id.should == @order_id_before + 1
+    end
+
+    it { @ib.received[:OpenOrder].should have_at_least(1).order_message }
+    it { @ib.received[:OrderStatus].should have_at_least(1).status_message }
+
+    it 'receives confirmation of Order submission' do
+      order_should_be /Submitted/ # ()Pre)Submitted
+      status_should_be /Submitted/
+    end
+  end # Placing
+
+  context "Retrieving placed" do
+    before(:all) do
+      @ib.send_message :RequestOpenOrders
+      @ib.wait_for :OpenOrderEnd
+    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_after
+    end
+
+    it { @ib.received[:OpenOrder].should have_exactly(1).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
+      order_should_be /Submitted/
+      status_should_be /Submitted/
+    end
+  end # Retrieving
+
+  context "Cancelling placed order" do
+    before(:all) do
+      @ib.cancel_order @order_id_placed
+      @ib.wait_for :OrderStatus, :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_after
+    end
+
+    it 'does not receive OpenOrder message' do
+      @ib.received?(:OpenOrder).should be_false
+    end
+
+    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
+      status_should_be /Cancel/ # Cancelled / PendingCancel
+    end
+
+    it 'receives Order cancelled Alert' do
+      alert = @ib.received[:Alert].first
+      alert.should be_an IB::Messages::Incoming::Alert
+      alert.message.should =~ /Order Canceled - reason:/
+    end
+  end # Cancelling
+end
+
+
+### Helpers for placing and verifying orders
+
+def place_order contract, opts
+  @contract = contract
+  @order = IB::Models::Order.new({:total_quantity => 100,
+                                  :limit_price => 9.13,
+                                  :action => 'BUY',
+                                  :order_type => 'LMT'}.merge(opts))
+  @order_id_before = @ib.next_order_id
+  @order_id_placed = @ib.place_order @order, @contract
+  @order_id_after = @ib.next_order_id
+end
+
+def check_status item, status
+  case status
+    when Regexp
+      item.status.should =~ status
+    when String
+      item.status.should == status
+  end
+end
+
+def status_should_be status, index=0
+  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
+  msg.client_id.should == OPTS[:connection][:client_id]
+  msg.parent_id.should == 0
+  msg.why_held.should == ''
+  check_status msg, status
+
+  if @contract == IB::Symbols::Forex[:eurusd]
+    msg.filled.should == 20000
+    msg.remaining.should == 0
+    msg.average_fill_price.should be > 1
+    msg.average_fill_price.should be < 2
+    msg.last_fill_price.should == msg.average_fill_price
+  else
+    msg.filled.should == 0
+    msg.remaining.should == @order.total_quantity
+    msg.average_fill_price.should == 0
+    msg.last_fill_price.should == 0
+  end
+end
+
+def order_should_be status, index=0
+  msg = @ib.received[:OpenOrder][index]
+  msg.should be_an IB::Messages::Incoming::OpenOrder
+  msg.order.should == @order
+  msg.contract.should == @contract
+  msg.order.order_id.should == @order_id_placed
+  check_status msg.order, status
+end
+
+def execution_should_be side, opts={}
+  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 == @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
+  exec.exec_id.should be_a String
+  exec.time.should =~ /\d\d:\d\d:\d\d/
+  exec.account_name.should == OPTS[:connection][:account_name]
+  exec.exchange.should == 'IDEALPRO'
+  exec.side.should == side
+  exec.shares.should == 20000
+  exec.cumulative_quantity.should == 20000
+  exec.price.should be > 1
+  exec.price.should be < 2
+  exec.price.should == exec.average_price
+  exec.liquidation.should == 0
+end

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.6.1
+  version: 0.7.0
 platform: ruby
 authors: 
   - Paul Legato
@@ -11,7 +11,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2012-03-14 00:00:00 Z
+date: 2012-03-22 00:00:00 Z
 dependencies: 
   - !ruby/object:Gem::Dependency 
     name: bundler
@@ -55,14 +55,15 @@ executables:
   - cancel_orders
   - contract_details
   - depth_of_market
-  - generic_data.rb
   - historic_data
   - historic_data_cli
   - list_orders
   - market_data
   - option_data
+  - place_combo_order
   - place_order
   - template
+  - tick_data
   - time_and_sales
 extensions: []
 
@@ -73,18 +74,20 @@ 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
   - bin/market_data
   - bin/option_data
+  - bin/place_combo_order
   - bin/place_order
   - bin/template
+  - bin/tick_data
   - bin/time_and_sales
   - lib/ib-ruby.rb
   - lib/ib-ruby/connection.rb
   - lib/ib-ruby/constants.rb
+  - lib/ib-ruby/errors.rb
   - lib/ib-ruby/extensions.rb
   - lib/ib-ruby/logger.rb
   - lib/ib-ruby/messages.rb
@@ -95,6 +98,8 @@ files:
   - lib/ib-ruby/messages/abstract_message.rb
   - lib/ib-ruby/messages/incoming.rb
   - lib/ib-ruby/messages/outgoing.rb
+  - lib/ib-ruby/messages/incoming/open_order.rb
+  - lib/ib-ruby/messages/incoming/ticks.rb
   - lib/ib-ruby/models/bar.rb
   - lib/ib-ruby/models/combo_leg.rb
   - lib/ib-ruby/models/contract.rb
@@ -111,6 +116,7 @@ files:
   - spec/account_helper.rb
   - spec/integration_helper.rb
   - spec/message_helper.rb
+  - spec/order_helper.rb
   - spec/README.md
   - spec/spec_helper.rb
   - spec/ib-ruby/connection_spec.rb
@@ -126,6 +132,7 @@ files:
   - spec/integration/historic_data_spec.rb
   - spec/integration/market_data_spec.rb
   - spec/integration/option_data_spec.rb
+  - spec/integration/orders/combo_spec.rb
   - spec/integration/orders/execution_spec.rb
   - spec/integration/orders/open_order
   - spec/integration/orders/placement_spec.rb
@@ -174,6 +181,7 @@ test_files:
   - spec/account_helper.rb
   - spec/integration_helper.rb
   - spec/message_helper.rb
+  - spec/order_helper.rb
   - spec/README.md
   - spec/spec_helper.rb
   - spec/ib-ruby/connection_spec.rb
@@ -189,6 +197,7 @@ test_files:
   - spec/integration/historic_data_spec.rb
   - spec/integration/market_data_spec.rb
   - spec/integration/option_data_spec.rb
+  - spec/integration/orders/combo_spec.rb
   - spec/integration/orders/execution_spec.rb
   - spec/integration/orders/open_order
   - spec/integration/orders/placement_spec.rb