ib-ruby 0.7.9 → 0.7.10

data/HISTORY

@@ -173,3 +173,7 @@
 == 0.7.9 / 2012-04-24
 
 * Order and OrderState API extended
+
+== 0.7.10 / 2012-04-25
+
+* Small fixes for DB backend and serialization

data/README.md

@@ -71,7 +71,6 @@ other API implementations. The choice is yours.
     | 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)
@@ -143,6 +142,32 @@ You can easily create your own tests following the guide in 'spec/README'.
 Help the development! See 'spec/TODO' for the list of use cases/scenarios
 that still need to be tested.
 
+## DB BACKEND:
+
+Latest versions of the gem added (optional and experimental) support for data
+persistance (ActiveRecord ORM). In order to use this support, you have to set up
+the database (SQLite recommended for simplicity) and run migrations located at
+'db/migrate' folder.
+
+You further need to:
+
+    require 'ib-ruby/db'
+
+    IB::DB.connect :adapter => 'sqlite3',
+                   :database => 'db/test.sqlite3'
+
+    require 'ib-ruby'
+
+Only require 'ib-ruby' AFTER you connected to DB, otherwise your Models will not
+inherit from ActiveRecord::Base and won't be persistent. If you are using Rails,
+you don't need IB::DB.connect part, Rails will take care of it for you. So, just use:
+
+    require 'ib-ruby/db'
+    require 'ib-ruby'
+
+Now, all your IB Models are just ActiveRecords and you can do whatever you want with them:
+persist to DB, use in Rails applications, develop controllers and views.
+
 ## LICENSE:
 
 This software is available under the LGPL.

data/VERSION

@@ -1 +1 @@
-0.7.9
+0.7.10

data/db/migrate/101_add_executions.rb

@@ -0,0 +1,24 @@
+class AddExecutions < ActiveRecord::Migration
+
+  def change
+    create_table(:executions) do |t|
+      # TWS orders have fixed local_id of 0 AND client id of 0
+      t.references :order
+      t.integer :local_id #    TWS orders have a fixed order id of 0
+      t.integer :client_id #   Id of the client that placed the order
+      t.integer :perm_id #     Permanent order id, remains the same over TWS sessions
+      t.string :order_ref #    Order reference
+      t.string :exec_id #      Unique order execution id
+      t.string :side, :limit => 1 # Was the transaction a buy or a sale: BOT|SLD
+      t.integer :quantity #              The number of shares filled
+      t.integer :cumulative_quantity # Cumulative quantity
+      t.float :price #         double: The order execution price
+      t.float :average_price # double: Average price (for all executions?)
+      t.string :exchange #     Exchange that executed the order
+      t.string :account_name # The customer account number
+      t.boolean :liquidation, :limit => 1 # This position to be liquidated last should the need arise
+      t.string :time, :limit => 18 # String! The order execution time
+      t.timestamps
+    end
+  end
+end

data/db/migrate/111_add_bars.rb

@@ -0,0 +1,18 @@
+class AddBars < ActiveRecord::Migration
+
+  def change
+    # This is a single data point delivered by HistoricData or RealTimeBar messages.
+    create_table(:bars) do |t|
+      t.float :open #       double:
+      t.float :high #       double:
+      t.float :low #        double:
+      t.float :close #      double:
+      t.float :wap #      double:
+      t.integer :volume #
+      t.integer :trades # Number of trades during the time period the bar covers
+      t.boolean :has_gaps, :limit => 1 # Whether or not there are gaps in the data
+      t.string :time, :limit => 18 # String! The order execution time
+      t.timestamps
+    end
+  end
+end

data/db/migrate/121_add_order_states.rb

@@ -0,0 +1,28 @@
+class AddOrderStates < ActiveRecord::Migration
+
+  def change
+    # OrderState represents dynamic (changeable) info about a single Order
+    create_table(:order_states) do |t|
+      t.references :order
+      t.integer :local_id #  int: Order id associated with client (volatile).
+      t.integer :client_id # int: The id of the client that placed this order.
+      t.integer :perm_id #   int: TWS permanent id, remains the same over TWS sessions.
+      t.integer :parent_id # int: The order ID of the parent (original) order, used
+      t.string :status # String: Displays the order status.Possible values include:
+      t.integer :filled
+      t.integer :remaining
+      t.float :price #     double
+      t.float :average_price #  double
+      t.float :init_margin # Float: The impact the order would have on your initial margin.
+      t.float :maint_margin # Float: The impact the order would have on your maintenance margin.
+      t.float :equity_with_loan # Float: The impact the order would have on your equity
+      t.float :commission # double: Shows the commission amount on the order.
+      t.float :min_commission # The possible min range of the actual order commission.
+      t.float :max_commission # The possible max range of the actual order commission.
+      t.string :commission_currency, :limit => 4 # String: Shows the currency of the commission.
+      t.string :why_held # String: comma-separated list of reasons for order to be held.
+      t.string :warning_text # String: Displays a warning message if warranted.
+      t.timestamps
+    end
+  end
+end

data/db/migrate/131_add_orders.rb

@@ -0,0 +1,105 @@
+class AddOrders < ActiveRecord::Migration
+
+  def change
+    # OrderState represents dynamic (changeable) info about a single Order
+    create_table(:orders) do |t|
+
+      t.integer :local_id #  int: Order id associated with client (volatile).
+      t.integer :client_id # int: The id of the client that placed this order.
+      t.integer :perm_id #   int: TWS permanent id, remains the same over TWS sessions.
+      t.integer :parent_id # int: Order ID of the parent (original) order
+      t.string :order_ref #       String: Order reference. Customer defined order ID tag.
+      t.string :order_type, :limit => 20 #  Order type.
+      t.string :tif, :limit => 3 #  Time in Force (time to market): DAY/GAT/GTD/GTC/IOC
+      t.string :side, :limit => 1 # Action/side: BUY/SELL/SSHORT/SSHORTX
+      t.integer :quantity # int: The order quantity.
+      t.float :limit_price # double: LIMIT price, used for limit, stop-limit and relative
+      t.float :aux_price #   double: STOP price for stop-limit orders, and the OFFSET amount
+      t.integer :open_close # same as ComboLeg: SAME = 0; OPEN = 1; CLOSE = 2; UNKNOWN = 3
+      t.integer :oca_type # int: Tells how to handle remaining orders in an OCA group
+      t.string :oca_group #   String: Identifies a member of a one-cancels-all group.
+
+      t.boolean :transmit, :limit => 1 #  If false, order will be created but not transmitted.
+      t.boolean :what_if, :limit => 1 # Only return pre-trade commissions and margin info, do not place
+      t.boolean :outside_rth, :limit => 1 # Order may trigger or fill outside of regular hours.
+      t.boolean :not_held, :limit => 1 # Not Held
+      t.boolean :hidden, :limit => 1 # Order will not be visible in market depth. ISLAND only.
+      t.boolean :block_order, :limit => 1 #   This is an ISE Block order.
+      t.boolean :sweep_to_fill, :limit => 1 # This is a Sweep-to-Fill order.
+      t.boolean :all_or_none, :limit => 1 #     AON
+      t.boolean :etrade_only, :limit => 1 #     Trade with electronic quotes.
+      t.boolean :firm_quote_only, :limit => 1 # Trade with firm quotes.
+      t.boolean :opt_out_smart_routing, :limit => 1 # Australian exchange only, default false
+      t.boolean :override_percentage_constraints, :limit => 1
+
+      t.integer :min_quantity # int: Identifies a minimum quantity order type.
+      t.integer :display_size # int: publicly disclosed order size for Iceberg orders.
+      t.integer :trigger_method # Specifies how Simulated Stop, Stop-Limit and Trailing
+      t.integer :origin #          0=Customer, 1=Firm
+
+      t.string :good_after_time # Indicates that the trade should be submitted after the
+      t.string :good_till_date # Indicates that the trade should remain working until the
+      t.string :rule_80a # Individual = 'I', Agency = 'A', AgentOtherMember = 'W',
+
+      t.float :percent_offset #   double: percent offset amount for relative (REL)orders only
+      t.float :trail_stop_price # double: for TRAILLIMIT orders only
+      t.float :trailing_percent
+
+      t.string :fa_group
+      t.string :fa_profile
+      t.string :fa_method
+      t.string :fa_percentage
+
+      t.integer :short_sale_slot # 1 - you hold the shares,
+      t.string :designated_location # String: set when slot==2 only
+      t.integer :exempt_code #       int
+      t.string :account #  String: The account. For institutional customers only.
+      t.string :settling_firm #    String: Institutional only
+      t.string :clearing_account # String: For IBExecution customers: Specifies the
+      t.string :clearing_intent # IBExecution customers: "", IB, Away, PTA (post trade allocation).
+      t.float :discretionary_amount # double: The amount off the limit price
+      t.float :nbbo_price_cap #  double: Maximum Smart order distance from the NBBO.
+      t.integer :auction_strategy # For BOX exchange only. Valid values:
+      t.float :starting_price #   double: Starting price. Valid on BOX orders only.
+      t.float :stock_ref_price #  double: The stock reference price, used for VOL
+
+      t.float :delta #            double: Stock delta. Valid on BOX orders only.
+      t.float :stock_range_lower #   double: The lower value for the acceptable
+      t.float :stock_range_upper #   double  The upper value for the acceptable
+      t.float :volatility #  double: What the price is, computed via TWSs Options
+      t.integer :volatility_type # int: How the volatility is calculated: 1=daily, 2=annual
+      t.integer :reference_price_type # int: For dynamic management of volatility orders:
+      t.integer :continuous_update # int: Used for dynamic management of volatility orders.
+      t.string :delta_neutral_order_type # String: Enter an order type to instruct TWS
+      t.string :delta_neutral_aux_price #  double: Use this field to enter a value if
+      t.integer :delta_neutral_con_id
+      t.string :delta_neutral_settling_firm
+      t.string :delta_neutral_clearing_account
+      t.string :delta_neutral_clearing_intent
+      t.string :hedge_type # String: D = Delta, B = Beta, F = FX or P = Pair
+      t.string :hedge_param # String; value depends on the hedgeType; sent from the API
+      t.float :basis_points #      double: EFP orders only
+      t.float :basis_points_type # double: EFP orders only
+      t.string :algo_strategy
+
+      # t.string :algo_params # public Vector<TagValue> m_algoParams; ?!
+      # t.string :leg_prices # Vector<OrderComboLeg> m_orderComboLegs
+      # t.string :combo_params # not used yet
+
+      t.integer :scale_init_level_size # int: Size of the first (initial) order component.
+      t.integer :scale_subs_level_size # int: Order size of the subsequent scale order
+      t.float :scale_price_increment # double: Price increment between scale components.
+      t.float :scale_price_adjust_value
+      t.integer :scale_price_adjust_interval
+      t.float :scale_profit_offset
+      t.integer :scale_init_position
+      t.integer :scale_init_fill_qty
+      t.boolean :scale_auto_reset, :limit => 1
+      t.boolean :scale_random_percent, :limit => 1
+
+      t.timestamp :placed_at
+      t.timestamp :modified_at
+      t.timestamps
+    end
+  end
+end

data/db/migrate/141_add_combo_legs.rb

@@ -0,0 +1,18 @@
+class AddComboLegs < ActiveRecord::Migration
+
+  def change
+    # ComboLeg objects represent individual security legs in a "BAG"
+    create_table(:combo_legs) do |t|
+      t.references :contract
+      t.integer :con_id #  # int: The unique contract identifier specifying the security.
+      t.integer :ratio # int: Select the relative number of contracts for the leg you
+      t.string :exchange # String: exchange to which the complete combo order will be routed.
+      t.string :side, :limit => 1 # Action/side: BUY/SELL/SSHORT/SSHORTX
+      t.integer :exempt_code # int:
+      t.integer :short_sale_slot # int: 0 - retail(default), 1 = clearing broker, 2 = third party
+      t.string :designated_location # Otherwise leave blank or orders will be rejected.:status # String: Displays the order status.Possible values include:
+      t.integer :open_close #  SAME = 0; OPEN = 1; CLOSE = 2; UNKNOWN = 3
+      t.timestamps
+    end
+  end
+end

data/db/migrate/151_add_underlyings.rb

@@ -0,0 +1,13 @@
+class AddUnderlyings < ActiveRecord::Migration
+
+  def change
+    # Calculated characteristics of underlying Contract (volatile)
+    create_table(:underlyings) do |t|
+      t.references :contract
+      t.integer :con_id #  # int: The unique contract identifier specifying the security
+      t.float :delta # double: The underlying stock or future delta
+      t.float :price #  double: The price of the underlying
+      t.timestamps
+    end
+  end
+end

data/db/migrate/161_add_contract_details.rb

@@ -0,0 +1,40 @@
+class AddContractDetails < ActiveRecord::Migration
+
+  def change
+    # ComboLeg objects represent individual security legs in a "BAG"
+    create_table(:contract_details) do |t|
+      t.references :contract
+      t.string :market_name # The market name for this contract.
+      t.string :trading_class # The trading class name for this contract.
+      t.float :min_tick # double: The minimum price tick.
+      t.integer :price_magnifier # int: Z on LIFFE is reported in index points not GBP.
+      t.string :order_types #       The list of valid order types for this contract.
+      t.string :valid_exchanges #   The list of exchanges this contract is traded on.
+      t.integer :under_con_id # int: The underlying contract ID.
+      t.string :long_name #         Descriptive name of the asset.
+      t.string :contract_month #    The contract month of the underlying futures contract.
+      t.string :industry #    Wide industry. For example Financial.
+      t.string :category #    Industry category. For example InvestmentSvc.
+      t.string :subcategory # Subcategory. For example Brokerage.
+      t.string :time_zone # Time zone for the trading hours (e.g. EST)
+      t.string :trading_hours # The trading hours of the product. 20090507:0700-18301830-2330;20090508:CLOSED.
+      t.string :liquid_hours #  The liquid trading hours of the product.
+      t.string :cusip # The nine-character bond CUSIP or the 12-character SEDOL.
+      t.string :ratings # Credit rating of the issuer. Higher rating is less risky investment.
+      t.string :desc_append # Additional descriptive information about the bond.
+      t.string :bond_type #   The type of bond such as "CORP"
+      t.string :coupon_type # The type of bond coupon.
+      t.float :coupon # double: The interest rate used to calculate the amount you
+      t.string :maturity # The date on which the issuer must repay bond face value
+      t.string :issue_date # The date the bond was issued.
+      t.string :next_option_date # only if bond has embedded options.
+      t.string :next_option_type # only if bond has embedded options.
+      t.string :notes # Additional notes if populated for the bond in IB's database
+      t.boolean :callable, :limit => 1 # Can be called by the issuer under certain conditions.
+      t.boolean :puttable, :limit => 1 # Can be sold back to the issuer under certain conditions
+      t.boolean :convertible, :limit => 1 # Can be converted to stock under certain conditions.
+      t.boolean :next_option_partial, :limit => 1 # # only if bond has embedded options.
+      t.timestamps
+    end
+  end
+end

data/db/migrate/171_add_contracts.rb

@@ -0,0 +1,26 @@
+class AddContracts < ActiveRecord::Migration
+
+  def change
+    create_table(:contracts) do |t|
+
+      t.integer :con_id # int: The unique contract identifier.
+      t.string :sec_type, :limit => 5 # Security type. Valid values are: SECURITY_TYPES
+      t.float :strike # double: The strike price.
+      t.string :currency, :limit => 4 # Only needed if there is an ambiguity e.g. when SMART exchange
+      t.string :sec_id_type, :limit => 5 # Security identifier when querying contract details or
+      t.integer :sec_id # Unique identifier of the given secIdType.
+      t.string :legs_description # received in OpenOrder for all combos
+      t.string :symbol # This is the symbol of the underlying asset.
+      t.string :local_symbol # Local exchange symbol of the underlying asset
+      t.integer :multiplier
+      t.string :expiry # The expiration date. Use the format YYYYMM or YYYYMMDD
+      t.string :exchange # The order destination such as Smart.
+      t.string :primary_exchange # Non-SMART exchange where the contract trades.
+      t.boolean :include_expired, :limit => 1 # When true contract details requests and historical
+      t.string :right, :limit => 1 # Specifies a Put or Call. Valid input values are: P PUT C CALL
+
+      t.string  :type # Contract Subclasses STI
+      t.timestamps
+    end
+  end
+end

data/lib/ib-ruby/models/bag.rb

@@ -22,8 +22,8 @@ module IB
       end
 
       def default_attributes
-        {:legs => Array.new,
-         :sec_type => :bag}.merge super
+        super.merge :legs => Array.new,
+                    :sec_type => :bag
       end
 
       def description

data/lib/ib-ruby/models/combo_leg.rb

@@ -39,12 +39,12 @@ module IB
                           :message => "should be blank or orders will be rejected"
 
       def default_attributes
-        {:con_id => 0,
-         :open_close => :same, # The only option for retail customers.
-         :short_sale_slot => :default,
-         :designated_location => '',
-         :exchange => 'SMART', # Unless SMART, Order modification fails
-         :exempt_code => -1, }.merge super
+        super.merge :con_id => 0,
+                    :open_close => :same, # The only option for retail customers.
+                    :short_sale_slot => :default,
+                    :designated_location => '',
+                    :exchange => 'SMART', # Unless SMART, Order modification fails
+                    :exempt_code => -1
       end
 
       #  Leg's weight is a combination of action and ratio

data/lib/ib-ruby/models/contract.rb

@@ -95,11 +95,11 @@ module IB
       validates_numericality_of :multiplier, :strike, :allow_nil => true
 
       def default_attributes
-        {:con_id => 0,
-         :strike => 0.0,
-         :right => :none, # Not an option
-         :exchange => 'SMART',
-         :include_expired => false, }.merge super
+        super.merge :con_id => 0,
+                    :strike => 0.0,
+                    :right => :none, # Not an option
+                    :exchange => 'SMART',
+                    :include_expired => false
       end
 
       # This returns an Array of data from the given contract.

data/lib/ib-ruby/models/contract_detail.rb

@@ -56,13 +56,13 @@ module IB
       validates_format_of :time_zone, :with => /^\w{3}$/, :message => 'should be XXX'
 
       def default_attributes
-        {:coupon => 0.0,
-         :under_con_id => 0,
-         :min_tick => 0,
-         :callable => false,
-         :puttable => false,
-         :convertible => false,
-         :next_option_partial => false, }.merge super
+        super.merge :coupon => 0.0,
+                    :under_con_id => 0,
+                    :min_tick => 0,
+                    :callable => false,
+                    :puttable => false,
+                    :convertible => false,
+                    :next_option_partial => false
       end
 
     end # class ContractDetail

data/lib/ib-ruby/models/execution.rb

@@ -7,7 +7,7 @@ module IB
 
       belongs_to :order
 
-      prop [:local_id, :order_id], #     int: order id. TWS orders have a fixed order id of 0.
+      prop :local_id, #     int: order id. TWS orders have a fixed order id of 0.
            :client_id, #    int: client id. TWS orders have a fixed client id of 0.
            :perm_id, #      int: TWS id used to identify orders over TWS sessions
            :exec_id, #      String: Unique order execution id over TWS sessions.
@@ -30,12 +30,12 @@ module IB
       validates_numericality_of :local_id, :client_id, :perm_id, :only_integer => true
 
       def default_attributes
-        {:local_id => 0,
-         :client_id => 0,
-         :quantity => 0,
-         :price => 0,
-         :perm_id => 0,
-         :liquidation => false, }.merge super
+        super.merge :local_id => 0,
+                    :client_id => 0,
+                    :quantity => 0,
+                    :price => 0,
+                    :perm_id => 0,
+                    :liquidation => false
       end
 
       # Comparison

data/lib/ib-ruby/models/model.rb

@@ -21,7 +21,7 @@ module IB
         end
       end
 
-      attr_accessor :created_at, :updated_at, :attributes
+      #attr_accessor :attributes
 
       # If a opts hash is given, keys are taken as attribute names, values as data.
       # The model instance fields are then set automatically from the opts Hash.
@@ -29,8 +29,7 @@ module IB
         run_callbacks :initialize do
           error "Argument must be a Hash", :args unless opts.is_a?(Hash)
 
-          attrs = default_attributes.merge(opts)
-          attrs.keys.each { |key| self.send("#{key}=", attrs[key]) }
+          self.attributes = default_attributes.merge(opts)
         end
       end
 
@@ -40,6 +39,10 @@ module IB
         @attributes ||= HashWithIndifferentAccess.new
       end
 
+      def attributes= attrs
+        attrs.keys.each { |key| self.send("#{key}=", attrs[key]) }
+      end
+
       # ActiveModel-style read/write_attribute accessors
       def [] key
         attributes[key.to_sym]

data/lib/ib-ruby/models/model_properties.rb

@@ -49,13 +49,6 @@ module IB
 
       included do
 
-        # Extending AR-backed Model class with attribute defaults
-        if defined?(ActiveRecord::Base) && ancestors.include?(ActiveRecord::Base)
-          def initialize opts={}
-            super default_attributes.merge(opts)
-          end
-        end
-
         ### Class macros
 
         def self.prop *properties
@@ -82,59 +75,69 @@ module IB
         def self.define_property_methods name, body={}
           #p name, body
           case body
-          when '' # default getter and setter
-            define_property_methods name
-
-          when Array # [setter, getter, validators]
-            define_property_methods name,
-                                    :get => body[0],
-                                    :set => body[1],
-                                    :validate => body[2]
-
-          when Hash # recursion base case
-            getter = case # Define getter
-                     when body[:get].respond_to?(:call)
-                       body[:get]
-                     when body[:get]
-                       proc { self[name].send "to_#{body[:get]}" }
-                     when VALUES[name] # property is encoded
-                       proc { VALUES[name][self[name]] }
-                          #when respond_to?(:column_names) && column_names.include?(name.to_s)
-                          #  # noop, ActiveRecord will take care of it...
-                          #  p "#{name} => get noop"
-                          #  p respond_to?(:column_names) && column_names
-            else
-              proc { self[name] }
-                     end
-            define_method name, &getter if getter
-
-            setter = case # Define setter
-                     when body[:set].respond_to?(:call)
-                       body[:set]
-                     when body[:set]
-                       proc { |value| self[name] = value.send "to_#{body[:set]}" }
-                     when CODES[name] # property is encoded
-                       proc { |value| self[name] = CODES[name][value] || value }
-            else
-              proc { |value| self[name] = value } # p name, value;
-                     end
-            define_method "#{name}=", &setter if setter
-
-            # Define validator(s)
-            [body[:validate]].flatten.compact.each do |validator|
-              case validator
-              when Proc
-                validates_each name, &validator
-              when Hash
-                validates name, validator.dup
+            when '' # default getter and setter
+              define_property_methods name
+
+            when Array # [setter, getter, validators]
+              define_property_methods name,
+                                      :get => body[0],
+                                      :set => body[1],
+                                      :validate => body[2]
+
+            when Hash # recursion base case
+              getter = case # Define getter
+                         when body[:get].respond_to?(:call)
+                           body[:get]
+                         when body[:get]
+                           proc { self[name].send "to_#{body[:get]}" }
+                         when VALUES[name] # property is encoded
+                           proc { VALUES[name][self[name]] }
+                            #when respond_to?(:column_names) && column_names.include?(name.to_s)
+                            #  # noop, ActiveRecord will take care of it...
+                            #  p "#{name} => get noop"
+                            #  p respond_to?(:column_names) && column_names
+                         else
+                           proc { self[name] }
+                       end
+              define_method name, &getter if getter
+
+              setter = case # Define setter
+                         when body[:set].respond_to?(:call)
+                           body[:set]
+                         when body[:set]
+                           proc { |value| self[name] = value.send "to_#{body[:set]}" }
+                         when CODES[name] # property is encoded
+                           proc { |value| self[name] = CODES[name][value] || value }
+                         else
+                           proc { |value| self[name] = value } # p name, value;
+                       end
+              define_method "#{name}=", &setter if setter
+
+              # Define validator(s)
+              [body[:validate]].flatten.compact.each do |validator|
+                case validator
+                  when Proc
+                    validates_each name, &validator
+                  when Hash
+                    validates name, validator.dup
+                end
               end
-            end
 
             # TODO define self[:name] accessors for :virtual and :flag properties
 
-          else # setter given
-            define_property_methods name, :set => body, :get => body
+            else # setter given
+              define_property_methods name, :set => body, :get => body
+          end
+        end
+
+        # Extending AR-backed Model class with attribute defaults
+        if defined?(ActiveRecord::Base) && ancestors.include?(ActiveRecord::Base)
+          def initialize opts={}
+            super default_attributes.merge(opts)
           end
+        else
+          # Timestamps
+          prop :created_at, :updated_at
         end
 
       end # included

data/lib/ib-ruby/models/option.rb

@@ -49,7 +49,7 @@ module IB
       end
 
       def default_attributes
-        {:sec_type => :option}.merge super
+        super.merge :sec_type => :option
         #self[:description] ||= osi ? osi : "#{symbol} #{strike} #{right} #{expiry}"
       end
 

data/lib/ib-ruby/models/order.rb

@@ -12,7 +12,7 @@ module IB
       # your own Order IDs to avoid conflicts between orders placed from your API application.
 
       # Main order fields
-      prop [:local_id, :order_id], #  int: Order id associated with client (volatile).
+      prop :local_id, #  int: Order id associated with client (volatile).
            :client_id, # int: The id of the client that placed this order.
            :perm_id, #   int: TWS permanent id, remains the same over TWS sessions.
            [:quantity, :total_quantity], # int: The order quantity.
@@ -238,10 +238,10 @@ module IB
 
       def order_state= state
         self.order_states.push case state
-                               when IB::OrderState
-                                 state
-                               when Symbol, String
-                                 IB::OrderState.new :status => state
+                                 when IB::OrderState
+                                   state
+                                 when Symbol, String
+                                   IB::OrderState.new :status => state
                                end
       end
 
@@ -267,13 +267,14 @@ module IB
        :why_held, # String: comma-separated list of reasons for order to be held.
        # Testing Order state:
        :new?,
+       :submitted?,
        :pending?,
        :active?,
        :inactive?,
        :complete_fill?,
       ].each { |property| define_method(property) { order_state.send(property) } }
 
-      # Order is not valid without correct :local_id (:order_id)
+      # Order is not valid without correct :local_id
       validates_numericality_of :local_id, :perm_id, :client_id, :parent_id,
                                 :quantity, :min_quantity, :display_size,
                                 :only_integer => true, :allow_nil => true
@@ -282,28 +283,26 @@ module IB
 
 
       def default_attributes
-        {:aux_price => 0.0,
-         :discretionary_amount => 0.0,
-         :parent_id => 0,
-         :tif => :day,
-         :order_type => :limit,
-         :open_close => :open,
-         :origin => :customer,
-         :short_sale_slot => :default,
-         :trigger_method => :default,
-         :oca_type => :none,
-         :auction_strategy => :none,
-         :designated_location => '',
-         :exempt_code => -1,
-         :display_size => 0,
-         :continuous_update => 0,
-         :delta_neutral_con_id => 0,
-         :algo_strategy => '',
-         :transmit => true,
-         :what_if => false,
-         :order_state => IB::OrderState.new(:status => 'New'),
-         # TODO: Add simple defaults to prop ?
-        }.merge super
+        super.merge :aux_price => 0.0,
+                    :discretionary_amount => 0.0,
+                    :parent_id => 0,
+                    :tif => :day,
+                    :order_type => :limit,
+                    :open_close => :open,
+                    :origin => :customer,
+                    :short_sale_slot => :default,
+                    :trigger_method => :default,
+                    :oca_type => :none,
+                    :auction_strategy => :none,
+                    :designated_location => '',
+                    :exempt_code => -1,
+                    :display_size => 0,
+                    :continuous_update => 0,
+                    :delta_neutral_con_id => 0,
+                    :algo_strategy => '',
+                    :transmit => true,
+                    :what_if => false,
+                    :order_state => IB::OrderState.new(:status => 'New')
       end
 
       #after_initialize do #opts = {}
@@ -319,12 +318,12 @@ module IB
         [contract.serialize_long(:con_id, :sec_id),
          # main order fields
          case side
-         when :short
-           'SSHORT'
-         when :short_exempt
-           'SSHORTX'
-         else
-           side.to_sup
+           when :short
+             'SSHORT'
+           when :short_exempt
+             'SSHORTX'
+           else
+             side.to_sup
          end,
          quantity,
          self[:order_type], # Internal code, 'LMT' instead of :limit
@@ -469,7 +468,7 @@ module IB
         modify contract, connection, self.placed_at
       end
 
-      # Modify Order (convenience wrapper for send_message :PlaceOrder). Returns order_id.
+      # Modify Order (convenience wrapper for send_message :PlaceOrder). Returns local_id.
       def modify contract, connection, time=Time.now
         self.modified_at = time
         connection.send_message :PlaceOrder,

data/lib/ib-ruby/models/order_state.rb

@@ -27,7 +27,7 @@ module IB
            :why_held # String: comma-separated list of reasons for order to be held.
 
       # Properties arriving in both messages:
-      prop [:local_id, :order_id], #  int: Order id associated with client (volatile).
+      prop :local_id, #  int: Order id associated with client (volatile).
            :perm_id, #   int: TWS permanent id, remains the same over TWS sessions.
            :client_id, # int: The id of the client that placed this order.
            :parent_id, # int: The order ID of the parent (original) order, used
@@ -63,15 +63,27 @@ module IB
       validates_numericality_of :local_id, :perm_id, :client_id, :parent_id, :filled,
                                 :remaining, :only_integer => true, :allow_nil => true
 
+      def default_attributes
+        super.merge :filled => 0,
+                    :remaining => 0,
+                    :price => 0.0,
+                    :average_price => 0.0
+      end
+
       ## Testing Order state:
 
       def new?
         status.empty? || status == 'New'
       end
 
+      # Order is in a valid, working state on TWS side
+      def submitted?
+        status == 'PreSubmitted' || status == 'Submitted'
+      end
+
       # Order is in a valid, working state on TWS side
       def pending?
-        status == 'PendingSubmit' || status == 'PreSubmitted' || status == 'Submitted'
+        submitted? || status == 'PendingSubmit'
       end
 
       # Order is in invalid state

data/lib/ib-ruby/models/underlying.rb

@@ -16,7 +16,7 @@ module IB
       validates_numericality_of :con_id, :delta, :price #, :allow_nil => true
 
       def default_attributes
-        {:con_id => 0}.merge super
+        super.merge :con_id => 0
       end
 
       # Serialize under_comp parameters

data/spec/db_helper.rb

@@ -73,29 +73,77 @@ shared_examples_for 'Invalid DB-backed Model' do
 end
 
 shared_examples_for 'Model with associations' do
+
   it 'works with associations, if any' do
     if defined? associations
-      associations.each do |assoc, items|
-        proxy = subject.association(assoc).reflection
-        #pp proxy
 
-        owner_name = described_class.to_s.demodulize.tableize.singularize
+      subject_name_plural = described_class.to_s.demodulize.tableize
+
+      associations.each do |name, item|
+        puts "Testing single association #{name}"
+        subject.association(name).reflection.should_not be_collection
+
+        # Assign item to association
+        expect { subject.send "#{name}=", item }.to_not raise_error
+
+        association = subject.send name #, :reload
+        association.should == item
+        association.should be_new_record
+
+        # Reverse association does not include subject
+        reverse_association = association.send(subject_name_plural)
+        reverse_association.should be_empty
+
+        # Now let's save subject
+        if subject.valid?
+          subject.save
+
+          association = subject.send name
+          association.should_not be_new_record
+
+          # Reverse association now DOES include subject (if reloaded!)
+          reverse_association = association.send(subject_name_plural, :reload)
+          reverse_association.should include subject
+        end
+      end
+    end
+  end
+
+  it 'works with associated collections, if any' do
+    if defined? collections
+
+      subject_name = described_class.to_s.demodulize.tableize.singularize
+
+      collections.each do |name, items|
+        puts "Testing associated collection #{name}"
+        subject.association(name).reflection.should be_collection
+
         [items].flatten.each do |item|
-          if proxy.collection?
-            association = subject.send("#{assoc}")
-            association << item
+          association = subject.send name #, :reload
+
+          # Add item to collection
+          expect { association << item }.to_not raise_error
+          association.should include item
+
+          # Reverse association does NOT point to subject
+          reverse_association = association.first.send(subject_name)
+          #reverse_association.should be_nil # But not always!
+
+          #association.size.should == items.size # Not for Order, +1 OrderState
+        end
+
+        # Now let's save subject
+        if subject.valid?
+          subject.save
+
+          [items].flatten.each do |item|
+            association = subject.send name #, :reload
 
-            p 'collection'
             association.should include item
-            #p association.first.send(owner_name)
-            #.should include item
-            #association.
-            #association.size.should == items.size # Not for Order, +1 OrderState
-          else
-            subject.send "#{assoc}=", item
-            association = subject.send("#{assoc}")
-            p 'not a collection'
-            association.should == item
+
+            # Reverse association DOES point to subject now
+            reverse_association = association.first.send(subject_name)
+            reverse_association.should == subject
           end
         end
 

data/spec/ib-ruby/models/execution_spec.rb

@@ -31,14 +31,14 @@ describe IB::Models::Execution do # AKA IB::Execution
   end
 
   let(:assigns) do
-    {[:perm_id, :client_id, :cumulative_quantity, :price, :average_price] => numeric_assigns,
+    {[:local_id, :perm_id, :client_id, :cumulative_quantity, :price, :average_price] =>
+         numeric_assigns,
      :liquidation => boolean_assigns,
     }
   end
 
   let(:aliases) do
     {[:side, :action] => buy_sell_assigns,
-     [:local_id, :order_id] => numeric_assigns,
      [:quantity, :shares] => numeric_assigns,
      [:account_name, :account_number]=> string_assigns,
     }
@@ -50,54 +50,70 @@ describe IB::Models::Execution do # AKA IB::Execution
                              :client_id => 1111,
                              :parent_id => 0,
                              :quantity => 100,
+                             :side => :buy,
                              :order_type => :market)
     }
   end
 
   it_behaves_like 'Model'
 
-  ## TODO: Playing with associations!
-  context 'associations' do
+  context 'DB backed associations', :db => true do
     subject { IB::Execution.new props }
 
-    before(:all) { DatabaseCleaner.clean if IB::DB }
+    before(:all) { DatabaseCleaner.clean }
 
     it 'saves associated order' do
       order = associations[:order]
-
-      #p order.save
-
       subject.order = order
+      subject.order.should == order
+      subject.order.should be_new_record
 
-      p subject.save
-      p subject.errors.messages
+      subject.save
+      subject.order.should_not be_new_record
+      subject.order.executions.should include subject
+    end
 
+    it 'loads saved association with execution' do
+      order = IB::Order.find(:first)
 
-      p subject.order
-      p subject.order.executions
-      p subject.to_xml
-      p subject.serializable_hash
-      p subject.to_json
-      p subject.as_json
+      execution = IB::Execution.first
 
-      p IB::Execution.new.from_json subject.to_json # TODO: Strings for keys!
+      execution.should == subject
 
-      pending 'Still need to test associations properly'
+      execution.order.should == order
+      order.executions.first.should == execution
     end
+  end
 
-    it 'loads associated execution' do
-      pending 'Still need to test associations properly'
-
-      #s1 = IB::Execution.first
-      #p s1
-      #p s1.order.executions
+  context 'extra ActiveModel goodness' do
+    subject { IB::Execution.new props }
 
-      #p o1 = IB::Order.find(:first)
-      #p o1.execution
-      #
-      #p o1.execution.order_id
+    it 'correctly serializes Model into hash and json' do
+      {"account_name"=>"DU111110",
+       "average_price"=>1.31075,
+       "client_id"=>1111,
+       "cumulative_quantity"=>20000,
+       "exchange"=>"IDEALPRO",
+       "exec_id"=>"0001f4e8.4f5d48f1.01.01",
+       "id"=>nil,
+       "liquidation"=>true,
+       "local_id"=>373,
+       "order_ref"=>nil,
+       "perm_id"=>1695693619,
+       "price"=>1.31075,
+       "quantity"=>20000,
+       "time"=>"20120312  15:41:09",
+       "side"=>:buy, }.each do |key, value|
+
+        subject.serializable_hash[key].should == value
+        subject.as_json["execution"][key].should == value
+      end
+
+      subject.to_xml.should =~ /<account-name>DU111110<.account-name>\n  <average-price type=\"float\">1.31075<.average-price>\n  <client-id type=\"integer\">1111<.client-id>/
+      subject.to_json.should =~ /\{\"execution\":\{\"account_name\":\"DU111110\",\"average_price\":1.31075,\"client_id\":1111,\"/
+
+      IB::Execution.new.from_json(subject.to_json).should == subject
     end
-
   end
 
 end # describe IB::Models::Contract

data/spec/ib-ruby/models/order_spec.rb

@@ -50,17 +50,18 @@ describe IB::Models::Order do
       :sweep_to_fill, :override_percentage_constraints, :all_or_none,
       :etrade_only, :firm_quote_only, :opt_out_smart_routing, :scale_auto_reset,
       :scale_random_percent] => boolean_assigns,
+
+     [:local_id, :perm_id, :parent_id] => numeric_or_nil_assigns,
     }
   end
 
   let(:aliases) do
     {[:side, :action] => buy_sell_short_assigns,
-     [:local_id, :order_id] => numeric_or_nil_assigns,
      [:quantity, :total_quantity] => numeric_or_nil_assigns,
     }
   end
 
-  let(:associations) do
+  let(:collections) do
     {:order_states => [IB::OrderState.new(:status => :Foo),
                        IB::OrderState.new(:status => 'Bar'),],
 
@@ -127,16 +128,17 @@ describe IB::Models::Order do
       subject.init_margin.should be_nil
       subject.maint_margin.should be_nil
       subject.equity_with_loan.should be_nil
-      # Properties arriving via OrderStatus messagesubject.
-      subject.filled.should be_nil
-      subject.remaining.should be_nil
-      subject.price.should be_nil
-      subject.last_fill_price.should be_nil
-      subject.average_price.should be_nil
-      subject.average_fill_price.should be_nil
+      # Properties arriving via OrderStatus message
+      subject.filled.should  == 0
+      subject.remaining.should  == 0
+      subject.price.should  == 0
+      subject.last_fill_price.should  == 0
+      subject.average_price.should  == 0
+      subject.average_fill_price.should  == 0
       subject.why_held.should be_nil
-      # Testing Order statesubject.
+      # Testing Order state
       subject.should be_new
+      subject.should_not be_submitted
       subject.should_not be_pending
       subject.should be_active
       subject.should_not be_inactive

data/spec/ib-ruby/models/order_state_spec.rb

@@ -38,13 +38,14 @@ describe IB::Models::OrderState do
   let(:assigns) do
     {[:status] =>
          {[nil, ''] => /must not be empty/,
-          ['Zorro', :Zorro] => 'Zorro'}
+          ['Zorro', :Zorro] => 'Zorro'},
+
+     :local_id => numeric_or_nil_assigns,
     }
   end
 
   let(:aliases) do
-    {[:local_id, :order_id] => numeric_or_nil_assigns,
-     [:price, :last_fill_price] => float_or_nil_assigns,
+    {[:price, :last_fill_price] => float_or_nil_assigns,
      [:average_price, :average_fill_price] => float_or_nil_assigns,
     }
   end
@@ -53,9 +54,11 @@ describe IB::Models::OrderState do
   it_behaves_like 'Self-equal Model'
 
   context '#update_missing' do
+    let(:nil_state) { IB::OrderState.new(:filled => nil, :remaining => nil,
+                                         :price => nil, :average_price => nil) }
     context 'updating with Hash' do
 
-      subject { IB::OrderState.new.update_missing(props) }
+      subject { nil_state.update_missing(props) }
 
       it_behaves_like 'Model instantiated with properties'
 
@@ -63,7 +66,7 @@ describe IB::Models::OrderState do
 
     context 'updating with Model' do
 
-      subject { IB::OrderState.new.update_missing(IB::OrderState.new(props)) }
+      subject { nil_state.update_missing(IB::OrderState.new(props)) }
 
       it_behaves_like 'Model instantiated with properties'
 
@@ -74,6 +77,8 @@ describe IB::Models::OrderState do
   it 'has extra test methods' do
     empty_state = IB::OrderState.new
     empty_state.should be_new
+    subject.should_not be_pending
+    subject.should_not be_submitted
     empty_state.should be_active
     empty_state.should_not be_inactive
     empty_state.should_not be_complete_fill
@@ -86,6 +91,7 @@ describe IB::Models::OrderState do
       state.should_not be_inactive
       state.should_not be_complete_fill
       state.should be_pending
+      status == 'PendingSubmit' ? state.should_not(be_submitted) : state.should(be_submitted)
     end
 
     ['PendingCancel', 'Cancelled', 'ApiCancelled', 'Inactive'].each do |status|
@@ -95,6 +101,7 @@ describe IB::Models::OrderState do
       state.should be_inactive
       state.should_not be_complete_fill
       state.should_not be_pending
+      subject.should_not be_submitted
     end
 
     state.status = 'Filled'
@@ -103,6 +110,7 @@ describe IB::Models::OrderState do
     state.should be_inactive
     state.should_not be_complete_fill
     state.should_not be_pending
+    subject.should_not be_submitted
 
     state.remaining = 0
     state.should_not be_new
@@ -110,6 +118,7 @@ describe IB::Models::OrderState do
     state.should be_inactive
     state.should be_complete_fill
     state.should_not be_pending
+    subject.should_not be_submitted
   end
 
 end # describe IB::Order

data/spec/model_helper.rb

@@ -190,6 +190,7 @@ end
 shared_examples_for 'Model instantiated with properties' do
   it 'auto-assigns all properties given to initializer' do
     props.each do |name, value|
+      #p subject, name, value
       subject.send(name).should == value
     end
   end
@@ -200,6 +201,18 @@ end
 
 shared_examples_for 'Model properties' do
 
+  it 'leaves order_id alone, no aliasing' do
+    if subject.respond_to?(:order_id)
+      subject.order_id.should be_nil
+      if subject.respond_to?(:local_id=)
+        subject.local_id = 1313
+        subject.order_id.should be_nil
+        subject.order_id = 2222
+        subject.local_id.should == 1313
+      end
+    end
+  end
+
   it 'allows setting properties' do
     expect {
       props.each do |name, value|

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version 
   prerelease: 
-  version: 0.7.9
+  version: 0.7.10
 platform: ruby
 authors: 
   - Paul Legato
@@ -11,7 +11,7 @@ autorequire:
 bindir: bin
 cert_chain: []
 
-date: 2012-04-24 00:00:00 Z
+date: 2012-04-25 00:00:00 Z
 dependencies: 
   - !ruby/object:Gem::Dependency 
     name: bundler
@@ -77,7 +77,7 @@ dependencies:
         - - ">="
           - !ruby/object:Gem::Version 
             version: "0"
-    type: :development
+    type: :runtime
     version_requirements: *id006
   - !ruby/object:Gem::Dependency 
     name: database_cleaner
@@ -248,6 +248,14 @@ files:
   - tasks/git.rake
   - tasks/spec.rake
   - tasks/version.rake
+  - db/migrate/101_add_executions.rb
+  - db/migrate/111_add_bars.rb
+  - db/migrate/121_add_order_states.rb
+  - db/migrate/131_add_orders.rb
+  - db/migrate/141_add_combo_legs.rb
+  - db/migrate/151_add_underlyings.rb
+  - db/migrate/161_add_contract_details.rb
+  - db/migrate/171_add_contracts.rb
   - Rakefile
   - README.md
   - LICENSE