ib-ruby 0.7.3 → 0.7.4

data/HISTORY

@@ -149,3 +149,7 @@
 == 0.7.3 / 2012-03-23
 
 * Connection API extended
+
+== 0.7.4 / 2012-04-04
+
+* Order equality bug fixed

data/README.md

@@ -13,59 +13,89 @@ You've been warned.
 
 This code is not sanctioned or supported by Interactive Brokers.
 
-## REQUIREMENTS:
+## SUMMARY:
 
-Either the Interactive Brokers [TWS](http://www.interactivebrokers.com/en/p.php?f=tws) or
-[Gateway](http://www.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc)
-software must be installed and configured to allow API connections from the computer
-you plan to run ib-ruby on, which is typically localhost if you're running ib-ruby on
-the same machine as TWS.
+This is a pure Ruby implementation of Interactive Brokers API. It is NOT a wrapper
+for a Java or C++ API, but rather uses socket API directly. So it does not have any
+dependencies other than TWS/Gateway itself.
 
-As a rule of thumb, most recent version of ib-ruby gem only supports latest versions
-of TWS/Gateway API. Older versions of API are supported by previous gem versions:
+Why Ruby? Many people are put off by the amount of boilerplate code/plumbing required
+by Java, ActiveX or C++ API to do even the simplest of things, like getting account
+data and placing/monitoring orders. This library intends to keep all the fluff away
+and let you focus on writing your business logics, rather than useless boilerplate.
 
-    ib-ruby gem     TWS version     API version
+No more endless definitions of obligatory methods you'd never need, no spaghetti code
+to divide your execution flow between multiple callbacks and interfaces.
 
-    0.5.21          918-920         965
-    0.6.1           921-923         966
-    0.7.1+          924+            967
+Instead, a very simple paradigm is offered: your code interacts with the server
+(TWS or Gateway) via exchange of messages. You subscribe to the server messages
+that you're interested in, and send messages to server that request specific data
+from it. You wait for specific messages being received, or other conditions you
+define. The execution flow is under your control, rather than delegated somewhere.
+
+Using this clear paradigm, you can hack together a simple automation of your
+daily TWS-related routine in just a couple of minutes. Alternatively, you can
+create a mechanical trading system with complex order processing logics, that
+contains 1/10th of code and is 500% more maintaineable than it is possible with
+other API implementations. The choice is yours.
 
 ## INSTALLATION:
 
 ### From RubyGems
 
-    $ sudo gem install ib-ruby
+    $ sudo gem install ib-ruby [-v version]
 
 ### From Source
 
     $ git clone https://github.com/ib-ruby/ib-ruby
     $ cd ib-ruby; rake gem:install
 
+## PREREQUISITES:
+
+1. Install Interactive Brokers connectivity software: either
+   [TWS](http://www.interactivebrokers.com/en/p.php?f=tws) or
+   [Gateway](http://www.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc)
+
+2. Configure the software to allow API connections from the computer you plan to run
+   ib-ruby on, which is typically localhost (127.0.0.1) if you're running ib-ruby on
+   the same machine as TWS/Gateway. [Here](http://www.youtube.com/watch?v=53tmypRq5wI)
+   you can see how this is done for TWS.
+
+3. Make sure sure your ib-ruby gem version is compatible with your software version.
+   As a rule of thumb, most recent ib-ruby gem only supports latest versions of
+   TWS/Gateway API. Older versions of API are supported by previous gem versions:
+
+    | ib-ruby gem | TWS version | API version  |
+    |:------------|------------:|:------------:|
+    | 0.5.21      |    918-920  |    965       |
+    | 0.6.1       |    921-923  |    966       |
+    | 0.7.1+      |      924+   |    967       |
+
+
+4. Start Interactive Broker's Trader Work Station or Gateway before your code
+   attempts to connect to it. Note that TWS and Gateway listen to different ports,
+   this library assumes connection to Gateway on the same machine (localhost:4001)
+   by default, this can be changed via :host and :port options given to IB::Connection.new.
+
 ## SYNOPSIS:
 
-First, start up Interactive Broker's Trader Work Station or Gateway.
-Make sure it is configured to allow API connections on localhost.
-Note that TWS and Gateway listen to different ports, this library assumes
-connection to Gateway (localhost:4001) by default, this can changed via :host
-and :port options given to IB::Connection.new.
+This is an example of your script that requests and prints out account data, then
+places limit order to buy 100 lots of WFC and waits for execution. All in about ten
+lines of code - and without sacrificing code readability or flexibility.
 
     require 'ib-ruby'
 
-    ib = IB::Connection.new :port => 7496 # TWS on localhost
+    ib = IB::Connection.new :port => 7496
     ib.subscribe(:Alert, :AccountValue) { |msg| puts msg.to_human }
     ib.send_message :RequestAccountData
     ib.wait_for :AccountDownloadEnd
 
     ib.subscribe(:OpenOrder) { |msg| puts "Placed: #{msg.order}!" }
     ib.subscribe(:ExecutionData) { |msg| puts "Filled: #{msg.execution}!" }
-    contract = IB::Models::Contract.new :symbol => 'WFC',
-                                        :exchange => 'NYSE'
-                                        :currency => 'USD',
-                                        :sec_type => IB::SECURITY_TYPES[:stock]
-    buy_order = IB::Models::Order.new :total_quantity => 100,
-                                      :limit_price => 21.00,
-                                      :action => 'BUY',
-                                      :order_type => 'LMT'
+    contract = IB::Contract.new :symbol => 'WFC', :exchange => 'NYSE',
+                                :currency => 'USD', :sec_type => 'STK'
+    buy_order = IB::Order.new :total_quantity => 100, :limit_price => 21.00,
+                                :action => 'BUY', :order_type => 'LMT'
     ib.place_order buy_order, contract
     ib.wait_for :ExecutionData
 
@@ -74,8 +104,8 @@ TWS are called 'Outgoing', messages your code receives from TWS - 'Incoming'.
 
 First, you need to subscribe to incoming message types you're interested in
 using `Connection#subscribe`. The code block (or proc) given to `#subscribe`
-will be executed when an incoming message of the requested type is received
-from TWS, with the received message as its argument.
+will be executed when an incoming message of the this type is received from TWS,
+with the received message as its argument.
 
 Then, you request specific data from TWS using `Connection#send_message` or place
 your order using `Connection#place_order`. TWS will respond with messages that you
@@ -86,7 +116,7 @@ In order to give TWS time to respond, you either run a message processing loop o
 just wait until Connection receives the messages type you requested.
 
 See `lib/ib-ruby/messages` for a full list of supported incoming/outgoing messages
-and their attributes. The original TWS docs and code samples can be found
+and their attributes. The original TWS docs and code samples can also be found
 in `misc` directory.
 
 The sample scripts in `bin` directory provide examples of how common tasks

data/TODO

@@ -16,6 +16,7 @@ http://finance.groups.yahoo.com/group/TWSAPI/message/25413
 
 7. Create integration tests for more use cases (spec/README)
 
+8. Move Float values to Decimal (roundoff errors showed in spec!)
 
 Done:
 

data/VERSION

@@ -1 +1 @@
-0.7.3
+0.7.4

data/bin/account_info

@@ -3,11 +3,8 @@
 # This script connects to IB API, subscribes to account info and prints out
 # messages received from IB (update every 3 minute or so)
 
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 

data/bin/cancel_orders

@@ -6,9 +6,6 @@
 
 require 'rubygems'
 require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'bundler/setup'
 require 'ib-ruby'
 

data/bin/contract_details

@@ -1,12 +1,9 @@
 #!/usr/bin/env ruby
 #
-# This script gets details for specific symbol from IB
-
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
+# This script gets details for specific contract from IB
 
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 

data/bin/depth_of_market

@@ -3,11 +3,8 @@
 # This script connects to IB API and subscribes to L2 (depth of market) data for
 # specific symbols
 
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 

data/bin/fa_accounts

@@ -0,0 +1,22 @@
+#!/usr/bin/env ruby
+#
+# This script receives Financial Adviser and Managed Accounts info
+
+require 'rubygems'
+require 'pathname'
+require 'bundler/setup'
+require 'ib-ruby'
+
+# First, connect to IB TWS.
+ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
+
+# Subscribe to TWS alerts/errors and FA/managed account info
+ib.subscribe(:Alert, :ManagedAccounts, :ReceiveFA) { |msg| puts msg.to_human }
+
+ib.send_message :RequestFA
+ib.send_message :RequestManagedAccounts
+
+ib.wait_for :Alert
+
+puts "\n******** Press <Enter> to cancel... *********\n\n"
+STDIN.gets

data/bin/historic_data

@@ -2,11 +2,8 @@
 #
 # This script downloads historic data for specific symbols from IB
 
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 

data/bin/historic_data_cli

@@ -6,10 +6,6 @@ require 'time'
 require 'pathname'
 require 'getopt/long'
 require 'bundler/setup'
-
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'ib-ruby'
 
 include Getopt

data/bin/list_orders

@@ -1,12 +1,8 @@
 #!/usr/bin/env ruby
 #
-# This script connects to IB API, subscribes to account info and prints out
-# messages received from IB (update every 3 minute or so)
+# This script retrieves list of all Orders from TWS
 
 require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'rubygems'
 require 'bundler/setup'
 require 'pp'
@@ -23,7 +19,7 @@ ib.subscribe(:Alert, :OrderStatus, :OpenOrderEnd) { |msg| puts msg.to_human }
 ib.subscribe(:OpenOrder) do |msg|
   @counter += 1
   puts "#{@counter}: #{msg.to_human}"
-  pp msg.order
+  #pp msg.order
 end
 
 ib.send_message :RequestAllOpenOrders

data/bin/market_data

@@ -2,11 +2,8 @@
 #
 # This script connects to IB API and subscribes to market data for specific symbols
 
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 

data/bin/option_data

@@ -1,12 +1,9 @@
 #!/usr/bin/env ruby
 #
-# This script connects to IB API and subscribes to market data for specific symbols
-
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
+# This script subscribes to market data for a list of Options
 
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 

data/bin/place_combo_order

@@ -1,13 +1,9 @@
 #!/usr/bin/env ruby
 #
-# This script connects to IB API, subscribes to account info and prints out
-# messages received from IB (update every 3 minute or so)
-
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
+# This script places GOOG option butterfly combo order
 
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 
@@ -17,10 +13,10 @@ def butterfly symbol, expiry, right, *strikes
 
   legs = strikes.zip([1, -2, 1]).map do |strike, weight|
     # Create contract
-    contract = IB::Models::Contract::Option.new :symbol => symbol,
-                                                :expiry => expiry,
-                                                :right => right,
-                                                :strike => strike
+    contract = IB::Option.new :symbol => symbol,
+                              :expiry => expiry,
+                              :right => right,
+                              :strike => strike
     # Find out contract's con_id
     @ib.clear_received :ContractData, :ContractDataEnd
     @ib.send_message :RequestContractData, :id => strike, :contract => contract
@@ -28,19 +24,18 @@ def butterfly symbol, expiry, right, *strikes
     con_id = @ib.received[:ContractData].last.contract.con_id
 
     # Create Comboleg from con_id and weight
-    IB::Models::ComboLeg.new :con_id => con_id, :weight => weight
+    IB::ComboLeg.new :con_id => con_id, :weight => weight
   end
 
   # Create new Combo contract
-  IB::Models::Contract::Bag.new :symbol => symbol,
-                                :currency => "USD", # Only US options in combo Contracts
-                                :exchange => "SMART",
-                                :legs => legs
+  IB::Bag.new :symbol => symbol,
+              :currency => "USD", # Only US options in combo Contracts
+              :exchange => "SMART",
+              :legs => legs
 end
 
-
 # First, connect to IB TWS. Arbitrary :client_id is used to identify your script
-ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
+@ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
 
 # Subscribe to TWS alerts/errors and order-related messages
 @ib.subscribe(:Alert, :OpenOrder, :OrderStatus) { |msg| puts msg.to_human }
@@ -50,14 +45,14 @@ ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
 combo = butterfly 'GOOG', '201301', 'CALL', 500, 510, 520
 
 # Create Order stub
-order = IB::Models::Order.new :total_quantity => 10, # 10 butterflies
-                              :limit_price => 0.01, # at 0.01 x 100 USD per contract
-                              :action => 'BUY',
-                              :order_type => 'LMT'
+order = IB::Order.new :total_quantity => 10, # 10 butterflies
+                      :limit_price => 0.01, # at 0.01 x 100 USD per contract
+                      :action => 'BUY',
+                      :order_type => 'LMT'
 
 @ib.place_order order, combo
 
 @ib.wait_for [:OpenOrder, 3], [:OrderStatus, 2]
 
 puts "\n******** Press <Enter> to cancel... *********\n\n"
-STDIN.gets
+gets

data/bin/place_order

@@ -1,13 +1,9 @@
 #!/usr/bin/env ruby
 #
-# This script connects to IB API, subscribes to account info and prints out
-# messages received from IB (update every 3 minute or so)
-
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
+# This script places WFC buy order for 100 lots
 
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 
@@ -18,10 +14,10 @@ ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS
 ib.subscribe(:Alert, :OpenOrder, :OrderStatus) { |msg| puts msg.to_human }
 
 wfc = IB::Symbols::Stocks[:wfc]
-buy_order = IB::Models::Order.new :total_quantity => 100,
-                                  :limit_price => 1 + rand().round(2),
-                                  :action => 'BUY',
-                                  :order_type => 'LMT'
+buy_order = IB::Order.new :total_quantity => 100,
+                          :limit_price => 1 + rand().round(2),
+                          :action => 'BUY',
+                          :order_type => 'LMT'
 ib.wait_for :NextValidId
 ib.place_order buy_order, wfc
 

data/bin/tick_data

@@ -2,19 +2,16 @@
 
 # This script reproduces https://github.com/ib-ruby/ib-ruby/issues/12
 
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 
-contract = IB::Models::Contract.new :symbol=> 'AAPL',
-                                    :exchange=> "Smart",
-                                    :currency=> "USD",
-                                    :sec_type=> IB::SECURITY_TYPES[:stock],
-                                    :description=> "Some stock"
+contract = IB::Contract.new :symbol=> 'AAPL',
+                            :exchange=> "Smart",
+                            :currency=> "USD",
+                            :sec_type=> IB::SECURITY_TYPES[:stock],
+                            :description=> "Some stock"
 
 # First, connect to IB TWS. Arbitrary :client_id is used to identify your script
 ib = IB::Connection.new :client_id => 1112 #, :port => 7496 # TWS

data/bin/time_and_sales

@@ -1,13 +1,10 @@
 #!/usr/bin/env ruby
 #
-# This script connects to IB API and subscribes to market data for specific symbols.
+# This script connects to IB API and subscribes to market data for Forex symbols.
 # It then prints out all trades that exceed certain size.
 
-require 'pathname'
-LIB_DIR = (Pathname.new(__FILE__).dirname + '../lib/').realpath.to_s
-$LOAD_PATH.unshift LIB_DIR unless $LOAD_PATH.include?(LIB_DIR)
-
 require 'rubygems'
+require 'pathname'
 require 'bundler/setup'
 require 'ib-ruby'
 

data/lib/ib-ruby/connection.rb

@@ -277,20 +277,25 @@ module IB
     # Place Order (convenience wrapper for send_message :PlaceOrder).
     # Assigns client_id and order_id fields to placed order. Returns assigned order_id.
     def place_order order, contract
-      send_message :PlaceOrder,
-                   :order => order,
-                   :contract => contract,
-                   :id => @next_order_id
       order.client_id = server[:client_id]
       order.order_id = @next_order_id
       @next_order_id += 1
+      modify_order order, contract
+    end
+
+    # Modify Order (convenience wrapper for send_message :PlaceOrder). Returns order_id.
+    def modify_order order, contract
+      send_message :PlaceOrder,
+                   :order => order,
+                   :contract => contract,
+                   :order_id => order.order_id
       order.order_id
     end
 
     # Cancel Orders by their ids (convenience wrapper for send_message :CancelOrder).
     def cancel_order *order_ids
       order_ids.each do |order_id|
-        send_message :CancelOrder, :id => order_id.to_i
+        send_message :CancelOrder, :order_id => order_id.to_i
       end
     end
 

data/lib/ib-ruby/messages/incoming/open_order.rb

@@ -106,14 +106,14 @@ module IB
                    # Never happens! 28 is the max supported version currently
                    # As of client v.55, we receive orderComboLegs (price) in openOrder
                    [29, [:contract, :legs, :array, proc do |_|
-                     Models::ComboLeg.new :con_id => socket.read_int,
-                                          :ratio => socket.read_int,
-                                          :action => socket.read_string,
-                                          :exchange => socket.read_string,
-                                          :open_close => socket.read_int,
-                                          :short_sale_slot => socket.read_int,
-                                          :designated_location => socket.read_string,
-                                          :exempt_code => socket.read_int
+                     IB::ComboLeg.new :con_id => socket.read_int,
+                                      :ratio => socket.read_int,
+                                      :action => socket.read_string,
+                                      :exchange => socket.read_string,
+                                      :open_close => socket.read_int,
+                                      :short_sale_slot => socket.read_int,
+                                      :designated_location => socket.read_string,
+                                      :exempt_code => socket.read_int
                    end],
 
                     # Order keeps received leg prices in a separate Array for some reason ?!
@@ -167,17 +167,19 @@ module IB
 
                    [:order, :what_if, :boolean],
                    [:order, :status, :string],
-                   [:order, :init_margin, :string],
-                   [:order, :maint_margin, :string],
-                   [:order, :equity_with_loan, :string],
+
+                   # IB uses weird String with Java Double.MAX_VALUE to indicate no value here
+                   [:order, :init_margin, :decimal_max], # :string],
+                   [:order, :maint_margin, :decimal_max], # :string],
+                   [:order, :equity_with_loan, :decimal_max], # :string],
                    [:order, :commission, :decimal_max], # May be nil!
                    [:order, :min_commission, :decimal_max], # May be nil!
                    [:order, :max_commission, :decimal_max], # May be nil!
                    [:order, :commission_currency, :string],
                    [:order, :warning_text, :string]
 
-          @order = Models::Order.new @data[:order]
-          @contract = Models::Contract.build @data[:contract]
+          @order = IB::Order.new @data[:order]
+          @contract = IB::Contract.build @data[:contract]
         end
 
         # Check if given value was set by TWS to something vaguely "positive"

data/lib/ib-ruby/messages/incoming/ticks.rb

@@ -91,7 +91,7 @@ module IB
                             [:dividends_to_expiry, :decimal]
 
       # This message is received when the market in an option or its underlier moves.
-      # TWS�s option model volatilities, prices, and deltas, along with the present
+      # TWS option model volatilities, prices, and deltas, along with the present
       # value of dividends expected on that options underlier are received.
       # TickOption message contains following @data:
       #    :ticker_id - Id that was specified previously in the call to reqMktData()

data/lib/ib-ruby/messages/incoming.rb

@@ -149,8 +149,8 @@ module IB
                                 [:why_held, :string] do
         "<OrderStatus: #{status} filled: #{filled}/#{remaining + filled}" +
             " @ last/avg: #{last_fill_price}/#{average_fill_price}" +
-            (parent_id > 0 ? "parent_id: #{parent_id}" : "") +
-            (why_held != "" ? "why_held: #{why_held}" : "") +
+            (parent_id > 0 ? " parent_id: #{parent_id}" : "") +
+            (why_held != "" ? " why_held: #{why_held}" : "") +
             " id/perm: #{order_id}/#{perm_id}>"
       end
 
@@ -302,7 +302,7 @@ module IB
 
         def load
           super
-          @contract = Models::Contract.build @data[:contract]
+          @contract = IB::Contract.build @data[:contract]
         end
 
         def to_human
@@ -346,7 +346,7 @@ module IB
       class ContractData
         def load
           super
-          @contract = Models::Contract.build @data[:contract]
+          @contract = IB::Contract.build @data[:contract]
         end
       end # ContractData
 
@@ -386,8 +386,8 @@ module IB
           load_map [proc { | | @server[:client_version] >= 53 },
                     [:execution, :order_ref, :string]
                    ]
-          @contract = Models::Contract.build @data[:contract]
-          @execution = Models::Execution.new @data[:execution]
+          @contract = IB::Contract.build @data[:contract]
+          @execution = IB::Execution.new @data[:execution]
         end
 
         def to_human
@@ -429,7 +429,7 @@ module IB
       class BondContractData
         def load
           super
-          @contract = Models::Contract.build @data[:contract]
+          @contract = IB::Contract.build @data[:contract]
         end
       end # BondContractData
 
@@ -443,7 +443,7 @@ module IB
       class DeltaNeutralValidation
         def load
           super
-          @contract = Models::Contract.build @data[:contract].merge(:under_comp => true)
+          @contract = IB::Contract.build @data[:contract].merge(:under_comp => true)
         end
       end # DeltaNeutralValidation
 
@@ -465,7 +465,7 @@ module IB
       class RealTimeBar
         def load
           super
-          @bar = Models::Bar.new @data[:bar]
+          @bar = IB::Bar.new @data[:bar]
         end
 
         def to_human
@@ -549,15 +549,15 @@ module IB
           super
 
           @results = Array.new(@data[:count]) do |_|
-            Models::Bar.new :time => socket.read_string,
-                            :open => socket.read_decimal,
-                            :high => socket.read_decimal,
-                            :low => socket.read_decimal,
-                            :close => socket.read_decimal,
-                            :volume => socket.read_int,
-                            :wap => socket.read_decimal,
-                            :has_gaps => socket.read_string,
-                            :trades => socket.read_int
+            IB::Bar.new :time => socket.read_string,
+                        :open => socket.read_decimal,
+                        :high => socket.read_decimal,
+                        :low => socket.read_decimal,
+                        :close => socket.read_decimal,
+                        :volume => socket.read_int,
+                        :wap => socket.read_decimal,
+                        :has_gaps => socket.read_string,
+                        :trades => socket.read_int
           end
         end