ib-ruby 0.8.1 → 0.8.3

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

@@ -1,389 +0,0 @@
-module IB
-  module Models
-    class Order < Model.for(:order)
-      include ModelProperties
-
-      # General Notes:
-      # 1. Placing Orders by con_id - When you place an order by con_id, you must
-      # provide the con_id AND the exchange. If you provide extra fields when placing
-      # an order by conid, the order may not work.
-
-      # 2. Order IDs - Each order you place must have a unique Order ID. Increment
-      # your own Order IDs to avoid conflicts between orders placed from your API application.
-
-      # Main order fields
-      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.
-
-           :order_type, #  String: Order type.
-           # Limit Risk: MTL / MKT PRT / QUOTE / STP / STP LMT / TRAIL / TRAIL LIMIT /  TRAIL LIT / TRAIL MIT
-           # Speed of Execution: MKT / MIT / MOC / MOO / PEG MKT / REL
-           # Price Improvement: BOX TOP / LOC / LOO / LIT / PEG MID / VWAP
-           # Advanced Trading: OCA / VOL / SCALE
-           # Other (no abbreviation): Bracket, Auction, Discretionary, Sweep-to-Fill,
-           # Price Improvement Auction,  Block, Hidden, Iceberg/Reserve, All-or-None, Fill-or-Kill
-           # See 'ib-ruby/constants.rb' ORDER_TYPES for a complete list of valid values.
-
-           :limit_price, # double: LIMIT price, used for limit, stop-limit and relative
-           #               orders. In all other cases specify zero. For relative
-           #               orders with no limit price, also specify zero.
-
-           :aux_price, #   double: STOP price for stop-limit orders, and the OFFSET amount
-           #               for relative orders. In all other cases, specify zero.
-
-           :oca_group, #   String: Identifies a member of a one-cancels-all group.
-           :oca_type, # int: Tells how to handle remaining orders in an OCA group
-           #            when one order or part of an order executes. Valid values:
-           #            - 1 = Cancel all remaining orders with block
-           #            - 2 = Remaining orders are reduced in size with block
-           #            - 3 = Remaining orders are reduced in size with no block
-           #             If you use a value "with block" your order has
-           #             overfill protection. This means that only one order in
-           #             the group will be routed at a time to remove the
-           #             possibility of an overfill.
-           :parent_id, # int: The order ID of the parent (original) order, used
-           #             for bracket (STP) and auto trailing stop (TRAIL) orders.
-           :display_size, #   int: publicly disclosed order size for Iceberg orders.
-
-           :trigger_method, # Specifies how Simulated Stop, Stop-Limit and Trailing
-           #                  Stop orders are triggered. Valid values are:
-           #      0 - Default, "double bid/ask" for OTC/US options, "last" otherswise.
-           #      1 - "double bid/ask" method, stop orders are triggered based on
-           #          two consecutive bid or ask prices.
-           #      2 - "last" method, stops are triggered based on the last price.
-           #      3 - double last method.
-           #      4 - bid/ask method. For a buy order, a single occurrence of the
-           #          bid price must be at or above the trigger price. For a sell
-           #          order, a single occurrence of the ask price must be at or
-           #          below the trigger price.
-           #      7 - last or bid/ask method. For a buy order, a single bid price
-           #          or the last price must be at or above the trigger price.
-           #          For a sell order, a single ask price or the last price
-           #          must be at or below the trigger price.
-           #      8 - mid-point method, where the midpoint must be at or above
-           #          (for a buy) or at or below (for a sell) the trigger price,
-           #          and the spread between the bid and ask must be less than
-           #          0.1% of the midpoint
-
-           :good_after_time, # Indicates that the trade should be submitted after the
-           #        time and date set, format YYYYMMDD HH:MM:SS (seconds are optional).
-           :good_till_date, # Indicates that the trade should remain working until the
-           #        time and date set, format YYYYMMDD HH:MM:SS (seconds are optional).
-           #        You must set the :tif to GTD when using this string.
-           #        Use an empty String if not applicable.
-
-           :rule_80a, # Individual = 'I', Agency = 'A', AgentOtherMember = 'W',
-           #            IndividualPTIA = 'J', AgencyPTIA = 'U', AgentOtherMemberPTIA = 'M',
-           #            IndividualPT = 'K', AgencyPT = 'Y', AgentOtherMemberPT = 'N'
-           :min_quantity, #     int: Identifies a minimum quantity order type.
-           :percent_offset, #   double: percent offset amount for relative (REL)orders only
-           :trail_stop_price, # double: for TRAILLIMIT orders only
-           # As of client v.56, we receive trailing_percent in openOrder
-           :trailing_percent,
-
-           # Financial advisors only - use an empty String if not applicable.
-           :fa_group, :fa_profile, :fa_method, :fa_percentage,
-
-           # Institutional orders only!
-           :origin, #          0=Customer, 1=Firm
-           :order_ref, #       String: Order reference. Customer defined order ID tag.
-           :short_sale_slot, # 1 - you hold the shares,
-           #                   2 - they will be delivered from elsewhere.
-           #                   Only for Action="SSHORT
-           :designated_location, # String: set when slot==2 only
-           :exempt_code, #       int
-
-           #  Clearing info
-           :account, #  String: The account. For institutional customers only.
-           :settling_firm, #    String: Institutional only
-           :clearing_account, # String: For IBExecution customers: Specifies the
-           #                  true beneficiary of the order. This value is required
-           #                  for FUT/FOP orders for reporting to the exchange.
-           :clearing_intent, # IBExecution customers: "", IB, Away, PTA (post trade allocation).
-
-           # SMART routing only
-           :discretionary_amount, # double: The amount off the limit price
-           #                        allowed for discretionary orders.
-           :nbbo_price_cap, #  double: Maximum Smart order distance from the NBBO.
-
-           # BOX or VOL ORDERS ONLY
-           :auction_strategy, # For BOX exchange only. Valid values:
-           #      1=AUCTION_MATCH, 2=AUCTION_IMPROVEMENT, 3=AUCTION_TRANSPARENT
-           :starting_price, #   double: Starting price. Valid on BOX orders only.
-           :stock_ref_price, #  double: The stock reference price, used for VOL
-           # orders to compute the limit price sent to an exchange (whether or not
-           # Continuous Update is selected), and for price range monitoring.
-           :delta, #            double: Stock delta. Valid on BOX orders only.
-
-           # Pegged to stock or VOL orders. For price improvement option orders
-           # on BOX and VOL orders with dynamic management:
-           :stock_range_lower, #   double: The lower value for the acceptable
-           #                               underlying stock price range.
-           :stock_range_upper, #   double  The upper value for the acceptable
-           #                               underlying stock price range.
-
-           # VOLATILITY ORDERS ONLY:
-           # http://www.interactivebrokers.com/en/general/education/pdfnotes/PDF-VolTrader.php
-           :volatility, #  double: What the price is, computed via TWSs Options
-           #               Analytics. For VOL orders, the limit price sent to an
-           #               exchange is not editable, as it is the output of a
-           #               function. Volatility is expressed as a percentage.
-           :volatility_type, # int: How the volatility is calculated: 1=daily, 2=annual
-           :reference_price_type, # int: For dynamic management of volatility orders:
-           #     - 1 = Average of National Best Bid or Ask,
-           #     - 2 = National Best Bid when buying a call or selling a put;
-           #           and National Best Ask when selling a call or buying a put.
-           :continuous_update, # int: Used for dynamic management of volatility orders.
-           # Determines whether TWS is supposed to update the order price as the underlying
-           # moves. If selected, the limit price sent to an exchange is modified by TWS
-           # if the computed price of the option changes enough to warrant doing so. This
-           # is helpful in keeping the limit price up to date as the underlying price changes.
-           :delta_neutral_order_type, # String: Enter an order type to instruct TWS
-           #    to submit a delta neutral trade on full or partial execution of the
-           #    VOL order. For no hedge delta order to be sent, specify NONE.
-           #    Valid values - LMT, MKT, MTL, REL, MOC
-           :delta_neutral_aux_price, #  double: Use this field to enter a value if
-           #           the value in the deltaNeutralOrderType field is an order
-           #           type that requires an Aux price, such as a REL order.
-
-           # As of client v.52, we also receive delta... params in openOrder
-           :delta_neutral_con_id,
-           :delta_neutral_settling_firm,
-           :delta_neutral_clearing_account,
-           :delta_neutral_clearing_intent,
-
-           # HEDGE ORDERS ONLY:
-           # As of client v.49/50, we can now add hedge orders using the API.
-           # Hedge orders are child orders that take additional fields. There are four
-           # types of hedging orders supported by the API: Delta, Beta, FX, Pair.
-           # All hedge orders must have a parent order submitted first. The hedge order
-           # should set its :parent_id. If the hedgeType is Beta, the beta sent in the
-           # hedgeParm can be zero, which means it is not used. Delta is only valid
-           # if the parent order is an option and the child order is a stock.
-
-           :hedge_type, # String: D = Delta, B = Beta, F = FX or P = Pair
-           :hedge_param, # String; value depends on the hedgeType; sent from the API
-           # only if hedge_type is NOT null. It is required for Pair hedge order,
-           # optional for Beta hedge orders, and ignored for Delta and FX hedge orders.
-
-           # COMBO ORDERS ONLY:
-           :basis_points, #      double: EFP orders only
-           :basis_points_type, # double: EFP orders only
-
-           # ALGO ORDERS ONLY:
-           :algo_strategy, # String
-           :algo_params, # public Vector<TagValue> m_algoParams; ?!
-
-           # SCALE ORDERS ONLY:
-           :scale_init_level_size, # int: Size of the first (initial) order component.
-           :scale_subs_level_size, # int: Order size of the subsequent scale order
-           #             components. Used in conjunction with scaleInitLevelSize().
-           :scale_price_increment, # double: Price increment between scale components.
-           #                         This field is required for Scale orders.
-
-           # As of client v.54, we can receive additional scale order fields:
-           :scale_price_adjust_value,
-           :scale_price_adjust_interval,
-           :scale_profit_offset,
-           :scale_init_position,
-           :scale_init_fill_qty,
-           :scale_auto_reset => :bool,
-           :scale_random_percent => :bool
-
-      # Properties with complex processing logics
-      prop :tif, #  String: Time in Force (time to market): DAY/GAT/GTD/GTC/IOC
-           :what_if => :bool, # Only return pre-trade commissions and margin info, do not place
-           :not_held => :bool, # Not Held
-           :outside_rth => :bool, # Order may trigger or fill outside of regular hours. (WAS: ignore_rth)
-           :hidden => :bool, # Order will not be visible in market depth. ISLAND only.
-           :transmit => :bool, #  If false, order will be created but not transmitted.
-           :block_order => :bool, #   This is an ISE Block order.
-           :sweep_to_fill => :bool, # This is a Sweep-to-Fill order.
-           :override_percentage_constraints => :bool,
-           # TWS Presets page constraints ensure that your price and size order values
-           # are reasonable. Orders sent from the API are also validated against these
-           # safety constraints, unless this parameter is set to True.
-           :all_or_none => :bool, #     AON
-           :etrade_only => :bool, #     Trade with electronic quotes.
-           :firm_quote_only => :bool, # Trade with firm quotes.
-           :opt_out_smart_routing => :bool, # Australian exchange only, default false
-           :open_close => PROPS[:open_close], # Originally String: O=Open, C=Close ()
-           # for ComboLeg compatibility: SAME = 0; OPEN = 1; CLOSE = 2; UNKNOWN = 3;
-           [:side, :action] => PROPS[:side] # String: Action/side: BUY/SELL/SSHORT/SSHORTX
-
-      prop :placed_at,
-           :modified_at,
-           :leg_prices,
-           :algo_params,
-           :combo_params
-
-      alias order_combo_legs leg_prices
-      alias smart_combo_routing_params 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
-
-      # Order has a collection of Executions if it was filled
-      has_many :executions
-
-      # Order has a collection of OrderStates, last one is always current
-      has_many :order_states
-
-      def order_state
-        order_states.last
-      end
-
-      def order_state= state
-        self.order_states.push case state
-                               when IB::OrderState
-                                 state
-                               when Symbol, String
-                                 IB::OrderState.new :status => state
-                               end
-      end
-
-      # Some properties received from IB are separated into OrderState object,
-      # but they are still readable as Order properties through delegation:
-      # Properties arriving via OpenOrder message:
-      [:commission, # double: Shows the commission amount on the order.
-       :commission_currency, # String: Shows the currency of the commission.
-       :min_commission, # The possible min range of the actual order commission.
-       :max_commission, # The possible max range of the actual order commission.
-       :warning_text, # String: Displays a warning message if warranted.
-       :init_margin, # Float: The impact the order would have on your initial margin.
-       :maint_margin, # Float: The impact the order would have on your maintenance margin.
-       :equity_with_loan, # Float: The impact the order would have on your equity
-       :status, # String: Displays the order status. See OrderState for values
-       # Properties arriving via OrderStatus message:
-       :filled, #    int
-       :remaining, # int
-       :price, #    double
-       :last_fill_price, #    double
-       :average_price, # double
-       :average_fill_price, # double
-       :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
-      validates_numericality_of :local_id, :perm_id, :client_id, :parent_id,
-                                :quantity, :min_quantity, :display_size,
-                                :only_integer => true, :allow_nil => true
-
-      validates_numericality_of :limit_price, :aux_price, :allow_nil => true
-
-
-      def default_attributes
-        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,
-                    :leg_prices => [],
-                    :algo_params => HashWithIndifferentAccess.new, #{},
-                    :combo_params => HashWithIndifferentAccess.new, #{},
-                    :order_state => IB::OrderState.new(:status => 'New',
-                                                       :filled => 0,
-                                                       :remaining => 0,
-                                                       :price => 0,
-                                                       :average_price => 0)
-      end
-
-      def serialize_algo
-        if algo_strategy.nil? || algo_strategy.empty?
-          ''
-        else
-          [algo_strategy,
-           algo_params.size,
-           algo_params.to_a]
-        end
-      end
-
-      # Placement
-      def place contract, connection
-        error "Unable to place order, next_local_id not known" unless connection.next_local_id
-        self.client_id = connection.server[:client_id]
-        self.local_id = connection.next_local_id
-        connection.next_local_id += 1
-        self.placed_at = Time.now
-        modify contract, connection, self.placed_at
-      end
-
-      # 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,
-                                :order => self,
-                                :contract => contract,
-                                :local_id => local_id
-        local_id
-      end
-
-      # Order comparison
-      def == other
-        perm_id && other.perm_id && perm_id == other.perm_id ||
-            local_id == other.local_id && # ((p __LINE__)||true) &&
-                (client_id == other.client_id || client_id == 0 || other.client_id == 0) &&
-                parent_id == other.parent_id &&
-                tif == other.tif &&
-                action == other.action &&
-                order_type == other.order_type &&
-                quantity == other.quantity &&
-                (limit_price == other.limit_price || # TODO Floats should be Decimals!
-                    (limit_price - other.limit_price).abs < 0.00001) &&
-                aux_price == other.aux_price &&
-                origin == other.origin &&
-                designated_location == other.designated_location &&
-                exempt_code == other.exempt_code &&
-                what_if == other.what_if &&
-                algo_strategy == other.algo_strategy &&
-                algo_params == other.algo_params
-
-        # TODO: || compare all attributes!
-      end
-
-      def to_s #human
-        "<Order:" + instance_variables.map do |key|
-          value = instance_variable_get(key)
-          " #{key}=#{value}" unless value.nil? || value == '' || value == 0
-        end.compact.join(',') + " >"
-      end
-
-      def to_human
-        "<Order: " + ((order_ref && order_ref != '') ? "#{order_ref} " : '') +
-            "#{self[:order_type]} #{self[:tif]} #{side} #{quantity} " +
-            "#{status} " + (limit_price ? "#{limit_price} " : '') +
-            ((aux_price && aux_price != 0) ? "/#{aux_price}" : '') +
-            "##{local_id}/#{perm_id} from #{client_id}" +
-            (account ? "/#{account}" : '') +
-            (commission ? " fee #{commission}" : '') + ">"
-      end
-    end # class Order
-  end # module Models
-end # module IB

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

@@ -1,128 +0,0 @@
-module IB
-  module Models
-
-    # OrderState represents dynamic (changeable) info about a single Order,
-    # isolating these changes and making Order essentially immutable
-    class OrderState < Model.for(:order_state)
-      include ModelProperties
-
-      #p column_names
-      belongs_to :order
-
-      # Properties arriving via OpenOrder message
-      prop :init_margin, # Float: The impact the order would have on your initial margin.
-           :maint_margin, # Float: The impact the order would have on your maintenance margin.
-           :equity_with_loan, # Float: The impact the order would have on your equity
-           :commission, # double: Shows the commission amount on the order.
-           :min_commission, # The possible min range of the actual order commission.
-           :max_commission, # The possible max range of the actual order commission.
-           :commission_currency, # String: Shows the currency of the commission.
-           :warning_text # String: Displays a warning message if warranted.
-
-      # Properties arriving via OrderStatus message:
-      prop :filled, #    int
-           :remaining, # int
-           [:price, :last_fill_price,], #    double
-           [:average_price, :average_fill_price], # double
-           :why_held # String: comma-separated list of reasons for order to be held.
-
-      # Properties arriving in both messages:
-      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
-           :status => :s # String: Displays the order status. Possible values include:
-      # - PendingSubmit - indicates that you have transmitted the order, but
-      #   have not yet received confirmation that it has been accepted by the
-      #   order destination. NOTE: This order status is NOT sent back by TWS
-      #   and should be explicitly set by YOU when an order is submitted.
-      # - PendingCancel - indicates that you have sent a request to cancel
-      #   the order but have not yet received cancel confirmation from the
-      #   order destination. At this point, your order cancel is not confirmed.
-      #   You may still receive an execution while your cancellation request
-      #   is pending. NOTE: This order status is not sent back by TWS and
-      #   should be explicitly set by YOU when an order is canceled.
-      # - PreSubmitted - indicates that a simulated order type has been
-      #   accepted by the IB system and that this order has yet to be elected.
-      #   The order is held in the IB system until the election criteria are
-      #   met. At that time the order is transmitted to the order destination
-      #   as specified.
-      # - Submitted - indicates that your order has been accepted at the order
-      #   destination and is working.
-      # - Cancelled - indicates that the balance of your order has been
-      #   confirmed canceled by the IB system. This could occur unexpectedly
-      #   when IB or the destination has rejected your order.
-      # - ApiCancelled - canceled via API
-      # - Filled - indicates that the order has been completely filled.
-      # - Inactive - indicates that the order has been accepted by the system
-      #   (simulated orders) or an exchange (native orders) but that currently
-      #   the order is inactive due to system, exchange or other issues.
-
-      validates_format_of :status, :without => /^$/, :message => 'must not be empty'
-      validates_numericality_of :price, :average_price, :allow_nil => true
-      validates_numericality_of :local_id, :perm_id, :client_id, :parent_id, :filled,
-                                :remaining, :only_integer => true, :allow_nil => true
-
-     ## 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?
-        submitted? || status == 'PendingSubmit'
-      end
-
-      # Order is in invalid state
-      def active?
-        new? || pending?
-      end
-
-      # Order is in invalid state
-      def inactive?
-        !active? # status == 'Inactive'
-      end
-
-      def complete_fill?
-        status == 'Filled' && remaining == 0 # filled >= total_quantity # Manually corrected
-      end
-
-      # Comparison
-      def == other
-        other && other.is_a?(OrderState) &&
-            status == other.status &&
-            local_id == other.local_id &&
-            perm_id == other.perm_id &&
-            client_id == other.client_id &&
-            filled == other.filled &&
-            remaining == other.remaining &&
-            last_fill_price == other.last_fill_price &&
-            init_margin == other.init_margin &&
-            maint_margin == other.maint_margin &&
-            equity_with_loan == other.equity_with_loan &&
-            why_held == other.why_held &&
-            warning_text == other.warning_text &&
-            commission == other.commission
-      end
-
-      def to_human
-        "<OrderState: #{status} ##{local_id}/#{perm_id} from #{client_id}" +
-            (filled ? " filled #{filled}/#{remaining}" : '') +
-            (last_fill_price ? " at #{last_fill_price}/#{average_fill_price}" : '') +
-            (init_margin ? " margin #{init_margin}/#{maint_margin}" : '') +
-            (equity_with_loan ? " equity #{equity_with_loan}" : '') +
-            (commission && commission > 0 ? " fee #{commission}" : "") +
-            (why_held ? " why_held #{why_held}" : '') +
-            ((warning_text && warning_text != '') ? " warning #{warning_text}" : '') + ">"
-      end
-
-      alias to_s to_human
-    end # class Order
-  end # module Models
-end # module IB

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

@@ -1,36 +0,0 @@
-require 'ib-ruby/models/contract_detail'
-
-module IB
-  module Models
-
-    # Calculated characteristics of underlying Contract (volatile)
-    class Underlying < Model.for(:underlying)
-      include ModelProperties
-
-      has_one :contract
-
-      prop :con_id, # Id of the Underlying Contract
-           :delta, # double: The underlying stock or future delta.
-           :price #  double: The price of the underlying.
-
-      validates_numericality_of :con_id, :delta, :price #, :allow_nil => true
-
-      def default_attributes
-        super.merge :con_id => 0
-      end
-
-      # Serialize under_comp parameters
-      def serialize
-        [true, con_id, delta, price]
-      end
-
-      # Comparison
-      def == other
-        con_id == other.con_id && delta == other.delta && price == other.price
-      end
-
-    end # class Contract
-    UnderComp = Underlying
-
-  end # module Models
-end # module IB

data/lib/ib-ruby/models.rb

@@ -1,15 +0,0 @@
-module IB
-  module Models
-
-    require 'ib-ruby/models/model_properties'
-    require 'ib-ruby/models/model'
-
-    require 'ib-ruby/models/contract'
-    require 'ib-ruby/models/order_state'
-    require 'ib-ruby/models/order'
-    require 'ib-ruby/models/combo_leg'
-    require 'ib-ruby/models/execution'
-    require 'ib-ruby/models/bar'
-  end
-end
-

data/lib/ib-ruby/symbols.rb

@@ -1,9 +0,0 @@
-module IB
-  module Symbols
-  end
-end
-
-require 'ib-ruby/symbols/forex'
-require 'ib-ruby/symbols/futures'
-require 'ib-ruby/symbols/stocks'
-require 'ib-ruby/symbols/options'

data/spec/test.rb

@@ -1,61 +0,0 @@
-#!/usr/bin/env ruby
-#
-# This script retrieves list of all Orders from TWS
-
-require 'rubygems'
-require 'bundler/setup'
-$LOAD_PATH.unshift File.expand_path(File.dirname(__FILE__) + '/../lib')
-
-require 'yaml'
-require 'pathname'
-require 'ib-ruby/db'
-
-# Load DB config, determine correct environment
-db_file = Pathname.new(__FILE__).realpath.dirname + '../db/config.yml'
-raise "Unable to find DB config file: #{db_file}" unless db_file.exist?
-
-env = RUBY_PLATFORM =~ /java/ ? 'test' : 'test-mri'
-db_config = YAML::load_file(db_file)[env]
-
-# Establish connection to test DB
-IB::DB.connect db_config
-
-require 'ib-ruby'
-
-# Connect to IB as 0 (TWS) to retrieve all Orders, including TWS-generated ones
-ib = IB::Connection.new :client_id => 0 #, :port => 7496 # TWS
-
-## Subscribe to TWS alerts/errors and order-related messages
-#@counter = 0
-#
-#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
-#end
-#
-#ib.send_message :RequestAllOpenOrders
-#
-## Wait for IB to respond to our request
-#ib.wait_for :OpenOrderEnd
-#sleep 1 # Let printer do the job
-
-combo = IB::Bag.new
-
-google = IB::Option.new(:symbol => 'GOOG',
-                        :expiry => 201301,
-                        :right => :call,
-                        :strike => 500)
-
-combo.leg_contracts << google
-p combo.leg_contracts
-p combo.save
-
-#combo.legs.should_not be_empty
-p combo.leg_contracts
-p google.combo
-
-leg = combo.legs.first
-p google.leg