ib-ruby 0.8.0 → 0.8.1

data/HISTORY

@@ -189,3 +189,7 @@
 == 0.8.0 / 2012-06-07
 
 * TWS 926 support
+
+== 0.8.1 / 2012-06-13
+
+* Combo routing parameters and algo parameters supported

data/VERSION

@@ -1 +1 @@
-0.8.0
+0.8.1

data/db/migrate/131_add_orders.rb

@@ -83,9 +83,9 @@ class AddOrders < ActiveRecord::Migration
       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.text :leg_prices # Vector<OrderComboLeg> m_orderComboLegs
+      t.text :algo_params # public Vector<TagValue> m_algoParams; ?!
+      t.text :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

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

@@ -49,6 +49,7 @@ module IB
       end
 
       def []= key, val
+        # p key, val
         attributes[key.to_sym] = val
       end
 

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

@@ -222,9 +222,9 @@ module IB
       alias order_combo_legs leg_prices
       alias smart_combo_routing_params combo_params
 
-      #serialize :leg_prices
-      #serialize :algo_params
-      #serialize :combo_params
+      serialize :leg_prices
+      serialize :algo_params, Hash
+      serialize :combo_params
 
       # Order is always placed for a contract. Here, we explicitly set this link.
       belongs_to :contract
@@ -306,8 +306,8 @@ module IB
                     :transmit => true,
                     :what_if => false,
                     :leg_prices => [],
-                    :algo_params => [],
-                    :combo_params => [],
+                    :algo_params => HashWithIndifferentAccess.new, #{},
+                    :combo_params => HashWithIndifferentAccess.new, #{},
                     :order_state => IB::OrderState.new(:status => 'New',
                                                        :filled => 0,
                                                        :remaining => 0,
@@ -315,13 +315,6 @@ module IB
                                                        :average_price => 0)
       end
 
-      #after_initialize do #opts = {}
-      #                    #self.leg_prices = []
-      #                    #self.algo_params = {}
-      #                    #self.combo_params = {}
-      #                    #self.order_state ||= IB::OrderState.new :status => 'New'
-      #end
-
       def serialize_algo
         if algo_strategy.nil? || algo_strategy.empty?
           ''

data/spec/ib-ruby/connection_spec.rb

@@ -103,7 +103,7 @@ describe IB::Connection do
 
           before(:all) do
             @ib.send_message :RequestAccountData
-            @ib.wait_for :AccountDownloadEnd
+            @ib.wait_for :AccountDownloadEnd, 3
           end
 
           after(:all) { @ib.send_message :RequestAccountData, :subscribe => false }

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

@@ -1,87 +1,87 @@
 require 'model_helper'
 
 describe IB::Models::Order,
-         :props =>
-             {:local_id => 23,
-              :order_ref => 'Test',
-              :client_id => 1111,
-              :perm_id => 173276893,
-              :parent_id => 0,
-              :side => :buy,
-              :order_type => :market_if_touched,
-              :limit_price => 0.1,
-              :quantity => 100,
-              :tif => :good_till_cancelled,
-              :open_close => :close,
-              :oca_group => '',
-              :oca_type => :reduce_no_block,
-              :origin => :firm,
-              :designated_location => "WHATEVER",
-              :exempt_code => 123,
-              :delta_neutral_order_type => :market,
-              :transmit => false,
-              :outside_rth => true,
-              :what_if => true,
-              :not_held => true},
-
-         # TODO: :presents => { Object => "Formatted"}
-         :human => "<Order: Test MIT GTC buy 100 New 0.1 #23/173276893 from 1111>",
-
-         :errors => {:side =>["should be buy/sell/short"]},
-
-         :assigns =>
-             {[:order_type, :delta_neutral_order_type] => codes_and_values_for(:order_type),
-
-              :open_close =>
-                  {[42, nil, 'Foo', :bar] => /should be same.open.close.unknown/,
-                   ['SAME', 'same', 'S', 's', :same, 0, '0'] => :same,
-                   ['OPEN', 'open', 'O', 'o', :open, 1, '1'] => :open,
-                   ['CLOSE', 'close', 'C', 'c', :close, 2, '2'] => :close,
-                   ['UNKNOWN', 'unknown', 'U', 'u', :unknown, 3, '3'] => :unknown,
-                  },
-
-              [:what_if, :not_held, :outside_rth, :hidden, :transmit, :block_order,
-               :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,
-             },
-
-         :aliases =>
-             {[:side, :action] => buy_sell_short_assigns,
-              [:quantity, :total_quantity] => numeric_or_nil_assigns,
-             },
-
-         :collections =>
-             {:order_states =>[{:status => :Foo},
-                               {:status => 'Bar'},],
-
-              :executions =>
-                  [{:local_id => 23,
-                    :client_id => 1111,
-                    :perm_id => 173276893,
-                    :exchange => "IDEALPRO",
-                    :exec_id => "0001f4e8.4f5d48f1.01.01",
-                    :price => 0.1,
-                    :average_price => 0.1,
-                    :shares => 40,
-                    :cumulative_quantity => 40,
-                    :side => :buy,
-                    :time => "20120312  15:41:09"},
-
-                   {:local_id => 23,
-                    :client_id => 1111,
-                    :perm_id => 173276893,
-                    :exchange => "IDEALPRO",
-                    :exec_id => "0001f4e8.4f5d48f1.01.02",
-                    :price => 0.1,
-                    :average_price => 0.1,
-                    :shares => 60,
-                    :cumulative_quantity => 100,
-                    :side => :buy,
-                    :time => "20120312  15:41:10"}]
-             } do
+  :props =>
+  {:local_id => 23,
+   :order_ref => 'Test',
+   :client_id => 1111,
+   :perm_id => 173276893,
+   :parent_id => 0,
+   :side => :buy,
+   :order_type => :market_if_touched,
+   :limit_price => 0.1,
+   :quantity => 100,
+   :tif => :good_till_cancelled,
+   :open_close => :close,
+   :oca_group => '',
+   :oca_type => :reduce_no_block,
+   :origin => :firm,
+   :designated_location => "WHATEVER",
+   :exempt_code => 123,
+   :delta_neutral_order_type => :market,
+   :transmit => false,
+   :outside_rth => true,
+   :what_if => true,
+   :not_held => true},
+
+  # TODO: :presents => { Object => "Formatted"}
+  :human => "<Order: Test MIT GTC buy 100 New 0.1 #23/173276893 from 1111>",
+
+  :errors => {:side =>["should be buy/sell/short"]},
+
+  :assigns =>
+  {[:order_type, :delta_neutral_order_type] => codes_and_values_for(:order_type),
+
+   :open_close =>
+   {[42, nil, 'Foo', :bar] => /should be same.open.close.unknown/,
+    ['SAME', 'same', 'S', 's', :same, 0, '0'] => :same,
+    ['OPEN', 'open', 'O', 'o', :open, 1, '1'] => :open,
+    ['CLOSE', 'close', 'C', 'c', :close, 2, '2'] => :close,
+    ['UNKNOWN', 'unknown', 'U', 'u', :unknown, 3, '3'] => :unknown,
+    },
+
+   [:what_if, :not_held, :outside_rth, :hidden, :transmit, :block_order,
+    :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,
+   },
+
+  :aliases =>
+  {[:side, :action] => buy_sell_short_assigns,
+   [:quantity, :total_quantity] => numeric_or_nil_assigns,
+   },
+
+  :collections =>
+  {:order_states =>[{:status => :Foo},
+                    {:status => 'Bar'},],
+
+   :executions =>
+   [{:local_id => 23,
+     :client_id => 1111,
+     :perm_id => 173276893,
+     :exchange => "IDEALPRO",
+     :exec_id => "0001f4e8.4f5d48f1.01.01",
+     :price => 0.1,
+     :average_price => 0.1,
+     :shares => 40,
+     :cumulative_quantity => 40,
+     :side => :buy,
+     :time => "20120312  15:41:09"},
+
+    {:local_id => 23,
+     :client_id => 1111,
+     :perm_id => 173276893,
+     :exchange => "IDEALPRO",
+     :exec_id => "0001f4e8.4f5d48f1.01.02",
+     :price => 0.1,
+     :average_price => 0.1,
+     :shares => 60,
+     :cumulative_quantity => 100,
+     :side => :buy,
+     :time => "20120312  15:41:10"}]
+} do
 
   it_behaves_like 'Self-equal Model'
   it_behaves_like 'Model with invalid defaults'
@@ -173,53 +173,89 @@ describe IB::Models::Order,
 
     it 'is not equal for Orders with different limit price' do
       order1 = IB::Order.new :quantity => 100,
-                             :limit_price => 1,
-                             :action => 'BUY'
+        :limit_price => 1,
+        :action => 'BUY'
 
       order2 = IB::Order.new :total_quantity => 100,
-                             :limit_price => 2,
-                             :action => 'BUY'
+        :limit_price => 2,
+        :action => 'BUY'
       order1.should_not == order2
       order2.should_not == order1
     end
 
     it 'is not equal for Orders with different total_quantity' do
       order1 = IB::Order.new :quantity => 20000,
-                             :limit_price => 1,
-                             :action => 'BUY'
+        :limit_price => 1,
+        :action => 'BUY'
 
       order2 = IB::Order.new :total_quantity => 100,
-                             :action => 'BUY',
-                             :limit_price => 1
+        :action => 'BUY',
+        :limit_price => 1
       order1.should_not == order2
       order2.should_not == order1
     end
 
     it 'is not equal for Orders with different action/side' do
       order1 = IB::Order.new :quantity => 100,
-                             :limit_price => 1,
-                             :action => 'SELL'
+        :limit_price => 1,
+        :action => 'SELL'
 
       order2 = IB::Order.new :quantity => 100,
-                             :action => 'BUY',
-                             :limit_price => 1
+        :action => 'BUY',
+        :limit_price => 1
       order1.should_not == order2
       order2.should_not == order1
     end
 
     it 'is not equal for Orders with different order_type' do
       order1 = IB::Order.new :quantity => 100,
-                             :limit_price => 1,
-                             :action => 'BUY',
-                             :order_type => 'LMT'
+        :limit_price => 1,
+        :action => 'BUY',
+        :order_type => 'LMT'
 
       order2 = IB::Order.new :quantity => 100,
-                             :action => 'BUY',
-                             :limit_price => 1,
-                             :order_type => 'MKT'
+        :action => 'BUY',
+        :limit_price => 1,
+        :order_type => 'MKT'
       order1.should_not == order2
       order2.should_not == order1
     end
   end
 
+  context 'DB-backed serialization of properties', :db => true do
+    let(:serializable_props) do
+      {
+        :algo_strategy => "ArrivalPx",
+        :algo_params => { "maxPctVol" => "0.01",
+                          "riskAversion" => "Passive",
+                          "startTime" => "9:00:00 EST",
+                          "endTime" => "15:00:00 EST",
+                          "forceCompletion" => "0",
+                          "allowPastEndTime" => "1"},
+        :combo_params => {"NonGuaranteed" => "1",
+                          "LeginPrio" => "0"},
+        :leg_prices => [1,2,3],
+      }
+    end
+
+    subject { IB::Order.new(props.merge(serializable_props)) }
+
+    after(:all) { DatabaseCleaner.clean }
+
+    it 'is saved to DB with serializable_props' do
+      subject.save.should be_true
+    end
+
+    it 'is loaded from DB with serializable_props' do
+      models = described_class.find(:all)
+      models.should have_exactly(1).model
+      order = models.first
+      order.algo_strategy.should == serializable_props[:algo_strategy]
+      order.algo_params.should == serializable_props[:algo_params]
+      order.combo_params.should == serializable_props[:combo_params]
+      order.leg_prices.should == serializable_props[:leg_prices]
+      p order.combo_params
+    end
+  end # DB
+
 end # describe IB::Order

data/tasks/common.rake

@@ -1,18 +1,5 @@
-#task :default => 'test:run'
-#task 'gem:release' => 'test:run'
+task :default => 'spec:spec'
 
 task :notes do
   puts 'Output annotations (TBD)'
 end
-
-#Bundler not ready for prime time just yet
-#desc 'Bundle dependencies'
-#task :bundle do
-#  output = `bundle check 2>&1`
-#
-#  unless $?.to_i == 0
-#    puts output
-#    system "bundle install"
-#    puts
-#  end
-#end

metadata

@@ -2,7 +2,7 @@
 name: ib-ruby
 version: !ruby/object:Gem::Version
   prerelease:
-  version: 0.8.0
+  version: 0.8.1
 platform: ruby
 authors:
 - Paul Legato
@@ -10,7 +10,7 @@ authors:
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2012-06-07 00:00:00.000000000 Z
+date: 2012-06-13 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -34,13 +34,13 @@ dependencies:
     requirements:
     - - ! '>='
       - !ruby/object:Gem::Version
-        version: 0.0.1
+        version: 3.2.0
     none: false
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ! '>='
       - !ruby/object:Gem::Version
-        version: 0.0.1
+        version: 3.2.0
     none: false
   prerelease: false
   type: :runtime
@@ -84,13 +84,13 @@ dependencies:
     requirements:
     - - ! '>='
       - !ruby/object:Gem::Version
-        version: 2.8.0
+        version: 0.7.2
     none: false
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ! '>='
       - !ruby/object:Gem::Version
-        version: 2.8.0
+        version: 0.7.2
     none: false
   prerelease: false
   type: :development
@@ -110,6 +110,24 @@ dependencies:
     none: false
   prerelease: false
   type: :development
+- !ruby/object:Gem::Dependency
+  name: standalone_migrations
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: !binary |-
+          MA==
+    none: false
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: !binary |-
+          MA==
+    none: false
+  prerelease: false
+  type: :development
 - !ruby/object:Gem::Dependency
   name: my_scripts
   version_requirements: !ruby/object:Gem::Requirement
@@ -416,8 +434,6 @@ files:
   VkVSU0lPTg==
 - !binary |-
   SElTVE9SWQ==
-- !binary |-
-  VE9ETw==
 - !binary |-
   LmdpdGlnbm9yZQ==
 homepage: https://github.com/pjlegato/ib-ruby
@@ -430,6 +446,9 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ! '>='
     - !ruby/object:Gem::Version
+      segments:
+      - 0
+      hash: 2
       version: !binary |-
         MA==
   none: false
@@ -437,12 +456,15 @@ required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ! '>='
     - !ruby/object:Gem::Version
+      segments:
+      - 0
+      hash: 2
       version: !binary |-
         MA==
   none: false
 requirements: []
 rubyforge_project:
-rubygems_version: 1.8.23
+rubygems_version: 1.8.24
 signing_key:
 specification_version: 3
 summary: Ruby Implementation of the Interactive Brokers TWS API
@@ -535,4 +557,3 @@ test_files:
   c3BlYy9pbnRlZ3JhdGlvbi9vcmRlcnMvdHJhZGVzX3NwZWMucmI=
 - !binary |-
   c3BlYy9pbnRlZ3JhdGlvbi9vcmRlcnMvdmFsaWRfaWRzX3NwZWMucmI=
-...

data/TODO

@@ -1,43 +0,0 @@
-Plan:
-
-1. IB#send_message method should accept block, thus compressing subscribe/send_message
-pair into a single call - to simplify DSL.
-
-2. IB Connection uses delays to prevent hitting 50 msgs/sec limit:
-http://finance.groups.yahoo.com/group/TWSAPI/message/25413
-
-3. IB Connection reconnects gracefully in case if TWS disconnects/reconnects
-
-4. Messages should be Models as well (audit trail), @received_at timestamp in messages
-
-5. Detailed message documentation
-
-6. Move Float values to Decimal (roundoff errors showed in spec!)
-
-
-Done:
-
-1. Create integration tests for basic use cases
-
-2. IB#subscribe should accept regexes.
-
-3. Compatibility with API v.966, 967
-
-4. Collect all received messages in Connection#received[:type] by default
-
-5. Flow handlers: Connection#wait_for / Connection#received?
-
-6. Add ActiveRecord backend to all Models
-
-7. Make ActiveModel-like attributes Hash and serialization for tableless Models
-
-
-Ideas for future:
-
-1. Decouple Broker-specific Adapter from universal high-level messaging layer
-(potentially adding other broker adapters)
-
-2. Tweak IB::Message API for speed (use class methods)
-
-3. Create integration tests for more use cases (spec/README)
-